Two Side Update Expanded (Long) Message Fields
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0xD7 | Two Side Update Expanded (Long) 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. |
| Bit Fields | 12 | 1 | Bit Field |
|
| Bid Price | 13 | 8 | Binary Long Price | Bid Price (may be a zero or negative price for some instruments). |
| Bid Quantity | 21 | 4 | Binary | Total number of contracts on the inside bid (customer and non-customer). A zero value denotes there is no bid. |
| Bid Customer Quantity | 25 | 4 | Binary | Number of customer contracts on the inside bid. A zero value denotes that there are no customer contracts at the inside price. |
| Ask Price | 29 | 8 | Binary Long Price | Ask Price (may be a zero or negative price for some instruments). |
| Ask Quantity | 37 | 4 | Binary | Total number of contracts on the inside ask (customer and non-customer). A zero value denotes there is no ask. |
| Ask Customer Quantity | 41 | 4 | Binary | Number of customer contracts on the inside ask. A zero value denotes that there are no customer contracts at the inside price. |
| Total Length=45 bytes | ||||