Modify Order
The Modify Order message is sent whenever an open complex 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 | Instrument quantity associated with this complex order after this modify (may be less than the number entered) |
| Price | 18 | 8 | Binary Signed Long Price | The limit order price after this modify |
| Reserved | 26 | 1 | Bit Field | Reserved |
| 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 | Instrument quantity associated with this complex order after this modify (may be less than the number entered) |
| Price | 16 | 2 | Binary Signed Short Price | The limit order price after this modify |
| Reserved | 18 | 1 | Bit Field | Reserved |
| Total Length = 19 bytes | ||||