Price Limits Message Fields

The Price Limits message is sent out at the start of the session for products that are subject to price limits per the contract specifications. The Price Limits message does not signal whether price limits are in effect for that symbol; it simply provides those values for when they are in effect. If multiple Price Limits messages are received for the same Symbol, the most recent values will override the previous values.

Table 1. Price Limits Message Fields
Field NameJSONValue/TypeDescription
Message TypemAlphanumeric PL
Time OffsettoIntegerNanosecond offset from last unit timestamp.
SymbolsyAlphanumericSix character, base 62 symbol.
Upper Price LimitubPriceUpper price limit
Lower Price LimitlbPriceLower price limit