Packet Header

Packet Sequence Number

Sending Time (in nanoseconds)

Packet 1

MBO Book Updates for Instrument 1

FIX Message

FIX Message

35=X 5799=00000000

1034 201207132151361919215

<MsgSize>

Message Header

Simple Binary Header

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

Packet Header

Packet Sequence Number

Sending Time (in nanoseconds)

Packet 2

FIX Message

35=X 5799=00000100

1035 201207132151361929521

Message Header

MBO Book Updates for Instrument 1

FIX Message

35=X 5799=10000100

Message Header

MBP Book Updates for Instrument 1

Simple Binary Header

<BlockLength> <TemplateID=[MBO Only]> <SchemaID> <Version>

Simple Binary Header

<BlockLength> <TemplateID=[Combined]> <SchemaID> <Version>

FIX Message

FIX Message

<MsgSize>

<MsgSize>