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Additionally, for correlating trades broadcast in the Incremental Refresh message, clients can use Trade Summary message tag 37-OrderID and tag 60-TransactTime as shown in the diagram below.


The tag 60-TransactTime value will be sent in nanoseconds since the Unix epoch with microsecond precision.

In this example Client System A submits an agressing Sell order to match the resting Buy order submitted by Client System B.

Gliffy Diagram

Correlating iLink Order Entry to MBO