Single Side Update Message Fields
Single Side Update messages provide an updated price and size for a single side of a Symbol. The side is denoted by the Side field. One Single Side Update message may reflect one or more updates to the inside book that were processed at the same time.
| Field Name | JSON | Value/Type | Description |
|---|---|---|---|
| Message Type | m | Alphanumeric | SS |
| Time Offset | to | Integer | Nanosecond offset from last unit timestamp. |
| Symbol | sy | Alphanumeric | Six character, base 62 symbol. |
| Side | sd | Alphanumeric |
|
| Price | p | Price | Price (may be a zero or negative price for some instruments). |
| Quantity | sz | Integer | Number of contracts on the inside book (a zero value denotes the Price is invalid). |