Modify Order Message Fields
The Modify Order message is sent whenever an open order is visibly modified. The Order Id refers to the Order Id of the original Add Order message.
Note that Modify Order messages that appear to be "No Ops" (i.e. they do not appear to modify any relevant fields) will still lose priority.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x27 | Modify Order message (long) |
| Time offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Order Id | 6 | 8 | Binary | Order Id of a previously sent Add Order message that has been modified |
| Quantity | 14 | 4 | Binary | Number of shares/contracts associated with this order after this modify (may be less than the number entered) |
| Price | 18 | 8 | Binary Long Price | The limit order price after this modify |
| Modify Flags | 26 | 1 | Bit Field |
|
| Total Length = 27 bytes | ||||
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x28 | Modify Order message (short) |
| Time offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Order Id | 6 | 8 | Binary | Order Id of a previously sent Add Order message that has been modified |
| Quantity | 14 | 2 | Binary | Number of shares/contracts associated with this order after this modify (may be less than the number entered) |
| Price | 16 | 2 | Binary Short Price | The limit order price after this modify |
| Modify Flags | 18 | 1 | Bit Field |
|
| Total Length =19 bytes | ||||