Every message is preceded by the standard SBE
messageHeader (blockLength, templateId, schemaId, version). See encodings.Documentation Index
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Market data schema, template 3
| ID | Field | Type | Encoding | Presence | Description |
|---|---|---|---|---|---|
| 1 | instrumentId | InstrumentId | field | required | |
| 2 | transactTime | TimestampNs | field | required | Time the trade occurred at the source |
| 4 | tradeSeq | uint64 | field | required | Contiguous per-instrument trade sequence, starting at one |
| 5 | tradeId | TradeId | field | required | |
| 6 | orderId | OrderId | field | required | Aggressor order ID for this trade |
| 7 | price | Price | field | required | |
| 8 | quantity | Quantity | field | required | |
| 9 | aggressorSide | AggressorSide | field | optional | |
| 10 | ordType | OrdTypeMD | field | optional |
messageHeader (blockLength, templateId, schemaId, version). See encodings.Was this page helpful?