Packet Header

Packet Sequence Number

Sending Time (in nanoseconds)

Packet 1

MBP Book Update 1

FIX Message

35=X  5799=10000100   268=3

270=105  48=8210

1098989 201207132151361919215

<MsgSize>

Message Header

Simple Binary Header

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

MBP Book Update 2

270=106  48=8210

MBP Book Update 3

270=107  48=8210

MBO Book Update 1

37=11243  9633=1

MBO Book Update 2

MBO Book Update 3

37=22511  9633=2

37=32105  9633=3

37705=3

FIX Message