The number of decimal places that should be used when interpreting prices for this Level3_change. Prices within MarketGrid are stored and communicated as integers with fixed numbers of decimals. This field specifies how many digits are to the right of the decimal point. For example, a price of 10350 with PriceDecimals set to 2 means 103.50.
QuantityDecimals
Integer (unsigned)
1
The number of decimal places that should be used when interpreting quantities for this Level3_change. Quantities within MarketGrid are stored and communicated as integers with fixed numbers of decimals. This field specifies how many digits are to the right of the decimal point. For example, a quantity of 12345 with QuantityDecimals set to 3 means 12.345.
Tag
String
50
For tagged Instruments, this is the identifier of the individual holding.
A place for writing the identifier of the external transaction that is connected with this Level3_change record at the external venue to which it is related.
SecurityLotLabel
String
20
SecurityLotId
Integer (unsigned)
8
Priority
Integer (unsigned)
2
ExternalId
String
30
A place for writing the identifier of this Level3_change at the external venue where it is managed.
A number that records every change that happens to a record. It is primarily used to avoid write after read problems when an intermediate write has changed the originally read record.
BCSequence
Integer (unsigned)
8
The sequence number of this Level3_change message in the overall broadcast sequence.
Reloaded
Integer (unsigned)
1
Set to true for change records that are generated during a normal startup from engine cache files.