Packet Header

Packet Sequence Number

Sending Time (in nanoseconds)

Packet 1

MBP Book Update 1

FIX Message

35=X  5799=10000100   268=3

279=2 270=100 48=8210  1023=1

1098989 201207132151361919215

<MsgSize>

Message Header

Simple Binary Header

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

MBP Book Update 2

279=0 270=88 48=8210 1023=10

MBP Book Update 3

279=2 270=88 48=9229 1023=1

MBO Book Update 1

37=11243 37708=2 9633=1 

MBO Book Update 2

37=22511 37708=2 9633=3 

37705=2

FIX Message