Short Two-Sided Update Message Fields (Server)
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Message Type | 0 | 1 | u | Short Two-Sided Update message |
| Symbol | 1 | 4 | Alpha | Symbol |
| Bid Price | 5 | 5 | Price | Bid price; 0 if no bids |
| Bid Quantity | 10 | 5 | Numeric | Bid size; 0 if no bids |
| Ask Price | 15 | 5 | Price | Ask price; 0 if no offers |
| Ask Quantity | 20 | 5 | Numeric | Ask size; 0 if no offers |
| \n | 25 | 1 | \n | End of message |