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Key

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Tag

Tag Name

New/Update

MBP Customer Order Book

New/Update

MBO Customer Order Book

New/Update

Implied Book

Customer Order MBP

Book
Delete

Customer Order MBO

Book Delete

Implied Book
Delete

Chan.

Reset

New Trade

Trade Adjustment

or Cancel

Electronic

Volume

279→279

MDUpdateAction

0, 1

0, 1

(MBO Only SBE Template)

0, 1

2

2

(MBO Only SBE Template)

2

0

0

1, 2

0, 1

269→269

MDEntryType

0, 1

0, 1

E, F

0, 1

0, 1

E, F

J

2

2

e

48→48

SecurityID

X

X

X

X

X

X

-

X

X

X

83→83

RptSeq

X

-

X

X

-

X

-

X

X

X

270→270

MDEntryPx

X

X

(MBO Only SBE Template)

X

X

X

(MBO Only SBE Template)

X

-

X

X

-

271→271

MDEntrySize

X

-

X

X

-

X

-

X

X

X

1023→1023

MDPriceLevel

X

-

X

X

-

-

-

-

-

-

286→286

OpenCloseSettlFlag

-

-

-

-

-

-

-

-

-

-

346→346

NumberOfOrders

X

-

-

X

-

-

-

X

X

-

5797→5797

AggressorSide

-

-

-

-

-

-

-

0, 1, 2

0

-

37711→37711MDTradeEntryID






XX
1180→1180ApplID----

-

-X---
37705NoOrderIDEntries----

-

--XX-
37→37OrderID-X--

X

--XX-
32→32LastQty----

-

--XX-

37707→37707

MDOrderPriority

-

X

-

-

X

-

-

-

-

-

37706→37706

MDDisplayQty

-

X

(MBO & MBP Combined SBE Template)

-

-

X

(MBO & MBP Combined SBE Template)

-

-

-

-

-

9633→9633

ReferenceID

-

X

(MBO & MBP Combined SBE Template)

-

-

X

(MBO & MBP Combined SBE Template)

-

-

-

-

-

37708→37708

OrderUpdateAction

-

0, 1

(MBO & MBP Combined SBE Template)

-

-

2

(MBO & MBP Combined SBE Template)

-

-

-

-

-

...