Message Specification

Data Types

The types of the fields within the messages:

Message Formats

Message

The Message is the carrier of either the FeedRecord or OrderRecord. It is a basic length-value encoding with a type specifier to indicate whether the content of the Message is a FeedRecord or an OrderRecord.

FeedRecord

The FeedRecord represents the contents of the feed Message. This message is sent by the exchange and received by the trader.

OrderRecord

The OrderRecord represents the contents of the order Message. This message is sent by the trader and received by the exchange.