Extended Spin Message Fields (Server)
The following extended version of the Spin Message (server) accommodates larger prices. This would only be sent if the price exceeds the maximum allowed for a long form price data type.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Message Type | 0 | 1 | S | Spin message |
| Timestamp | 1 | 8 | Timestamp | Time of top of book update; milliseconds since midnight, Eastern time |
| Symbol | 9 | 8 | Alpha | Symbol |
| Bid Price | 17 | 14 | Price | Bid price; 0 if no bids |
| Bid Quantity | 31 | 6 | Numeric | Bid quantity; 0 if no bids |
| Ask Price | 37 | 14 | Price | Ask price; 0 if no offers |
| Ask Quantity | 51 | 6 | Numeric | Ask quantity; 0 if no offers |
| Last Trade Time | 57 | 8 | Timestamp | Time of last trade; milliseconds since midnight, Eastern time |
| Last Trade Price | 65 | 14 | Price | Last trade price; 0 if no trades |
| Last Trade Size | 79 | 6 | Numeric | Last trade size; 0 if no trades |
| Cumulative Volume | 85 | 9 | Numeric | Cumulative volume executed today; 0 if no trades |
| Halt Status | 94 | 1 | Alpha |
|
| Reg SHO Action | 95 | 1 | Alpha |
|
| Reserved1 | 96 | 1 | Alpha | Reserved |
| Reserved2 | 97 | 1 | Alpha | Reserved |
\n | 98 | 1 | \n | End of message |