Two Side Update Message Fields
Two Side Update messages provide an updated price and size for both sides of a Symbol. One Two 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 | TS |
| Time Offset | to | Integer | Nanosecond offset from Unit Timestamp in this message. |
| Symbol | sy | Alphanumeric | Six character, base 62 symbol. |
| Bid Price | bP | Price | Bid price (may be a zero or negative price for some instruments). |
| Bid Quantity | bS | Integer | Number of contracts on the bid side of the inside book (a zero value denotes the Bid Price is invalid). |
| Ask Price | aP | Price | Ask price (may be a zero or negative price for some instruments). |
| Ask Quantity | aS | Integer | Number of contracts on the ask side of the inside book (a zero value denotes the Ask Price is invalid). |