Message Types

The fields within each message type have a corresponding data type. The various data types are defined in the following table.

Table 1. Message Types
Data TypeDescription
AlphaA string of ASCII letters (A-Z) left justified and space padded on the right.
Base 36 Numeric
  • A string of ASCII numbers and letters (0-9A-Z), representing base 36 digits, right justified and zero filled on the left. Typically used for Order IDs and Execution IDs.
  • Note that these fields are longer than on some other Market Centers.
NumericA string of ASCII numbers (0-9), right justified and zero filled on the left.
Prices
  • A string of ASCII numbers (0-9) consisting of 6 whole number digits followed by 4 decimal digits.
  • The whole number portion is zero filled on the left; the decimal portion is zero filled on the right. The decimal point is implied by position and does not does explicitly appear in the field.
Long Prices
  • A string of ASCII numbers (0-9) consisting of 8 whole number digits followed by 6 decimal digits.
  • The whole number portion is zero filled on the left; the decimal portion is zero filled on the right. The decimal point is implied by position and does not does explicitly appear in the field.
TimestampsA string of numbers (0-9) representing whole number milliseconds past midnight Eastern Time, right justified and zero filled on the left, with no decimal point.