The number of decimal places that should be used when interpreting prices for this TimeSales_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 TimeSales_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.
ValueDecimals
Integer (unsigned)
1
The number of decimal places that should be used when interpreting the value of this TimeSales_change. Values 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 value of 1150000 with ValueDecimals of 2 means 11,500.00.
Price
Integer (signed)
8
The current Price for this Trade.
Quantity
Integer (signed)
8
The quantity of securities transferred as a result of this trade.
A measure of the aggressor in the last traded price. The value may be -1, 0 or 1 depending on whether the aggressor was the buyer or the seller for the trade.
Swing
Integer (signed)
8
The direction of the last change in traded price.
Increment
Integer (signed)
8
The change in price resulting from the last trade.
UpdateNumber
Integer (unsigned)
8
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 TimeSales_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.