Auction Notification Message Fields
Auction Notification messages are used to disseminate order details of a complex auction. Auctions will be available for a defined period of time known as the exposure period.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0xAD | Auction Notification message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp. |
| Complex Instrument Id | 6 | 6 | Printable ASCII | Complex Instrument Id right padded with spaces. |
| Auction ID | 12 | 8 | Binary | Day specific identifier assigned to this auction. |
| Auction Type | 20 | 1 | Alphanumeric |
|
| Side | 21 | 1 | Alphanumeric |
|
| Price | 22 | 8 | Binary Signed Long Price |
|
| Quantity | 30 | 4 | Binary | Instrument quantity. |
| Customer Indicator | 34 | 1 | Alphanumeric |
|
| ParticipantID | 35 | 4 | Alphanumeric | Executing Broker (optional) of firm attributed to this quote. |
| 39 | 4 | Binary | Nanosecond offset from last timestamp. |
| Client ID | 43 | 4 | Alphanumeric | Optional user specified value attributed to this quote. Space filled otherwise. |
| Total Length = 47 bytes | ||||