Spin Message (Server)

If a spin was requested in the Logon message, Spin messages will be sent for any symbol which has had a visible order placed for it that day. If the connection is established prior to market open, no orders will have been placed and zero Spin messages will be sent. If a symbol has had orders that day but currently has no orders, a Spin message will be sent with zero price and quantity for each side. If a symbol has a one-sided quote, zero price and quantity will be sent for the side which has no orders.

The timestamp reflected in the Spin message is the time at which the update to the top of book occurred, not the time when the Spin message was sent to the member.