Documentation Index
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Market data schema, template 4
| ID | Field | Type | Encoding | Presence | Description |
|---|---|---|---|---|---|
| 2 | instrumentId | InstrumentId | field | required | |
| 3 | lastOrderBookSeqProcessed | uint64 | field | required | Last OrderBookIncremental orderBookSeq included, or zero if no update has been published |
| 4 | chunkNumber | uint32 | field | required | One-based chunk number within this snapshot response |
| 5 | totalChunks | uint32 | field | required | |
| 6 | orders | group | group | required | |
| 1 | ↳ side | Side | group field | required | |
| 2 | ↳ orderId | OrderId | group field | required | |
| 3 | ↳ price | Price | group field | required | |
| 4 | ↳ quantity | Quantity | group field | required | |
| 5 | ↳ orderPriority | uint64 | group field | required |
groupSizeEncoding header (blockLength, numInGroup).
Every message is preceded by the standard SBE messageHeader (blockLength, templateId, schemaId, version). See encodings.Was this page helpful?