Auction Notification
Auction Notification messages are used to disseminate order details of a FLEX Auction. FLEX 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. |
| FLEX Instrument ID | 6 | 6 | Printable ASCII | FLEX 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 auction. |
| 39 | 4 | Binary | Nanosecond offset from last timestamp. |
| Client ID | 43 | 4 | Alphanumeric | User defined identifier for quote attribution. |
| Total Length=47 bytes | ||||