Auction Trade
Auction Trade messages are used to disseminate executions resulting from an auction.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0xAF | Auction Trade Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp |
| Auction ID | 6 | 8 | Binary | Day specific identifier assigned to this auction |
| Execution ID | 14 | 8 | Binary | Day specific identifier assigned to this execution |
| Price | 22 | 8 | Binary Signed Long Price | Trade price. If instrument trades in percentage terms, then this represents the traded percentage with four implied decimals. |
| Quantity | 30 | 4 | Binary | Instrument quantity traded |
| Total Length=34 bytes | ||||