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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.
| Info |
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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 | ||||
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Correlating iLink Order Entry to MBO
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