Packet Header

Packet Sequence Number

Sending Time (in nanoseconds)

Packet 1

MBO Book Update 1

FIX Message

35=X  5799=00000100   268=6

270=105  37706=10  48=8210

598989 201207132151361919215

<MsgSize>

Message Header

Simple Binary Header

<Block Length> <TemplateID=[MBO Only]> <SchemaID> <Version>

MBO Book Update 2

270=106  37706=10  48=8210

MBO Book Update 3

270=107  37706=10  48=8210

Message Header

<MsgSize>

Simple Binary Header

<Block Length> <TemplateID=[Combined]> <SchemaID> <Version>

35=X  5799=10000100   268=3

MBP Book Update 1

270=105  271=10  48=8210

MBP Book Update 2

270=106  271=10  48=8210

MBP Book Update 3

270=107  271=40  48=8210

37705=0

MBO Book Update 4

270=107  37706=10  48=8210

MBO Book Update 5

270=107  37706=10  48=8210

MBO Book Update 6

270=107  37706=10  48=8210

FIX Message

FIX Message

FIX Message