OMD_Historical_Product_Full_Book_Securities_Market

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OMD_Historical_Product_Full_Book_Securities_Market

File Specification – Historical Full Book (Securities Market)The Historical Full Book includes 4 types of information – (1) Securities Reference data, (2) Securities Statusdata, (3) Securities Full Order Book data and (4) Securities Market Odd Lot Order data. Please refer to thebelow sub-sections for the details of the 3 types of information.The following table lists out the data files to be found in each issue:File Name ContentsMC01_All_YYYYMMDD Securities ... [收起]
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File Specification – Historical Full Book (Securities Market)

HISTORICAL FULL BOOK (SECURITIES MARKET)

Update History

No. Issue Date Details
1 2013-09-30 First Issue

1
第1页
File Specification – Historical Full Book (Securities Market)

The Historical Full Book includes 4 types of information – (1) Securities Reference data, (2) Securities Status
data, (3) Securities Full Order Book data and (4) Securities Market Odd Lot Order data. Please refer to the
below sub-sections for the details of the 3 types of information.

The following table lists out the data files to be found in each issue:

File Name Contents

MC01_All_YYYYMMDD Securities Reference
MC02_All_YYYYMMDD Securities Status
MC30_All_YYYYMMDD Securities Full Order Book file for AMS stock group #1 (MAIN market)
MC31_All_YYYYMMDD Securities Full Order Book file for AMS stock group #2 (MAIN market)
MC32_All_YYYYMMDD Securities Full Order Book file for AMS stock group #3 (MAIN market)
MC33_All_YYYYMMDD Securities Full Order Book file for AMS stock group #4 (MAIN market)
MC34_All_YYYYMMDD Securities Full Order Book file for AMS stock group #5 (MAIN market)
MC35_All_YYYYMMDD Securities Full Order Book file for AMS stock group #6 (MAIN market)
MC36_All_YYYYMMDD Securities Full Order Book file for AMS stock group #7 (GEM market)
MC37_All_YYYYMMDD Securities Full Order Book file for AMS stock group #8 (NASD market)
MC38_All_YYYYMMDD Securities Full Order Book file for AMS stock group #9 (ETS market)
MC70_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #1 (MAIN market)
MC71_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #2 (MAIN market)
MC72_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #3 (MAIN market)
MC73_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #4 (MAIN market)
MC74_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #5 (MAIN market)
MC75_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #6 (MAIN market)
MC76_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #7 (GEM market)
MC77_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #8 (NASD market)
MC78_All_YYYYMMDD Securities Market Odd Lot Order file for AMS stock group #9 (ETS market)

1) YYYYMMDD is the date of file

2) If there is no record in the file, a dummy file with zero-length size will be provided.

1. Securities Reference

The Securities Reference file is in binary format and contains four types of messages – MarketDefinition,
SecurityDefinition, LiquidityProvider and CurrencyRate. There is only one Securities Reference file with
filename MC01_All_YYYYMMDD, where YYYYMMDD is the date of the Securities Reference file.

The layout of the Securities Reference is as follows:

<RecordLength><PacketHeader><SecuritiesReference>…<RecordLength><PacketHeader><Securities
Reference>…<RecordLength><PacketHeader><SecuritiesReference>

Following is the message layout of the RecordLength

Offset Field Format Len Description
Uint16
0 RecLen 2 Size of the record (including this field)
Total length 2

Following is the message layout of the PacketHeader

Offset Field Format Len Description

0 PktSize Uint16 2 Size of the packet (including this field)
2 MsgCount Uint8 1 Number of messages included in the packet
3 Filler String 1

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File Specification – Historical Full Book (Securities Market)

Offset Field Format Len Description
4 SeqNum Uint32
8 SendTime Uint64 4 Sequence number of the first message in the packet

Total length 8 The number of nanoseconds since January 1, 1970, 00:00:00 GMT, precision is provided to
the nearest millisecond.

16

<SecuritiesReference> contains different combinations of the four types of messages – MarketDefinition,
SecurityDefinition, LiquidityProvider and CurrencyRate. For example:

<MarketDefinition><SecurityDefinition><LiquidityProvider><CurrencyRate> or
<SecurityDefinition><SecurityDefinition><SecurityDefinition><SecurityDefinition>

Followings are the message layouts of the MarketDefinition, SecurityDefinition, LiquidityProvider and
CurrencyRate

1.1 Market Definition (10)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 10 Market Definition
2 MsgType Uint16 2 Type of message. MAIN
GEM
4 MarketCode String 4 Market code NASD
ETS
8 MarketName String 25 Market Name Alphanumerical
33 CurrencyCode String
3 Base currency code of the
market.

36 NumberOfSecurities Uint32 4 Number of securities within the
market

Total Length ....................................................................... 40

1.2 Security Definition (11)

Offset Field Format Len Description Values
0 MsgSize Uint16
2 MsgType Uint16 2 Size of the message 11 Security Definition
4 SecurityCode Uint32 5 digit security codes with possible
2 Type of message. values 1 – 99999
8 MarketCode String MAIN
12 ISINCode String 4 Uniquely identifies a security GEM
available for trading NASD
24 InstrumentType String ETS
4 Market code
28 SpreadTableCode String BOND Bonds
30 SecurityShortName String 12 ISIN code of the security. BWRT Basket Warrants
70 CurrencyCode String EQTY Equities
4 Instrument type of the security. TRST Trusts
WRNT Warrants & structured
2 Spread table code of the
security. products (DW & CBBC)
Spread table as per Second
40 Security short name Schedule of Rules of the Exchange:
3 Security currency code of the ‘01’ Part A
‘03’ Part B

.

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File Specification – Historical Full Book (Securities Market)

Offset Field Format Len Description Values

market.

73 SecurityNameGCCS Binary 60 Security name in Traditional Unicode UTF-16LE encoded
Chinese using Unicode
133 SecurityNameGB Binary Unicode UTF-16LE encoded
193 LotSize Uint32 60 Security name in Simplified
197 PreviousClosingPrice Int32 Chinese using Unicode 3 implied decimal places
201 Filler String
202 ShortSellFlag String 4 Board lot size for the security Y Short-sell allowed
203 Filler String N Short-sell not allowed
204 CCASSFlag String 4 Previous closing price of the
security Y CCASS security
205 DummySecurityFlag String N Non CCASS security
1 Y Dummy security
206 TestSecurityFlag String N Normal security
1 Indicator for short-sell Y Test security1
207 StampDutyFlag String authorization. N Normal security
208 Filler String Y Stamp duty required
1 N Stamp duty not required
209 ListingDate Uint32
1 Indicates whether or not the The representation is YYYYMMDD
security is a CCASS security Value is 19000101 for unknown
listing date
1 Dummy Security Flag. The representation is YYYYMMDD.
Value is 0 if no date exists.
1 Test Security Flag Fixed length array of free text. When
there is no free text, spaces will be
1 Indicator for stamp duty present instead.
requirement
Y EFN
1 N Non-EFN
3 implied decimal places
4 Date of security listing 3 implied decimal places

213 DelistingDate Uint32 4 Date of security delisting 3 implied decimal places

217 FreeText String 38 Free text associated to the 3 implied decimal places
security
The representation is YYYYMMDD
Bonds Specific Data
For Derivative Warrants/Basket
255 EFNFlag String 1 EFN Indicator Warrants:
C Call
256 AccruedInterest Uint32 4 Accrued interest of the security. P Put
Coupon rate of a bond security
260 CouponRate Uint32 4 For ELI & CBBC:
Conversion ratio for Structured C Bull
Warrants, Basket Warrants and Structured Product specific data Product with stock underlying P Bear / Rang
only A American style
264 ConversionRatio Uint32 4 Strike price of the security. E European style
Date of maturity of a warrant or <blank> Other
268 StrikePrice Int32 4 structured security 0 to 20 for Basket Warrants
272 MaturityDate Uint32 4 0 to 1 for Warrants and Structured

276 CallPutFlag String Indicator of whether the warrant Product
1 or structured product is a call or

put option

277 Style String 1 Style of the basket warrant

278 NoUnderlyingSecurities Uint16 2 Number of underlying security
280 UnderlyingSecurityCode Uint32 codes within this message
284 UnderlyingSecurityWeight Uint32
4 5-digit code identifying the
underlying security.

4 The weight of the underlying

1 Test security is not production security and the corresponding counter is reserved for testing purpose. It may not exist in normal trading
days. Clients can ignore the test security if any.

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File Specification – Historical Full Book (Securities Market)

Offset Field Format Len Description Values
(nU = value of NoUnderlyingSecurities)
Total Length ..................................................... security code.
280 + 8nU

1.3 Liquidity Provider (13)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 13 Liquidity Provider
2 MsgType Uint16 2 5 digit security codes with possible
4 SecurityCode Type of message. values 1 – 99999
Uint32 4 1 to 50
8 NoLiquidityProviders Uniquely identifies a security
Uint16 2 available for trading (nT = value of NoLiquidityProviders)
10 LPBrokerNumber
Total Length ..................................................... Uint16 2 Number of liquidity providers
within this message.
Broker number of the liquidity
provider

10 + 2nT

1.4 Currency Rate (14)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 14 Currency Rate
2 MsgType Uint16 2 Type of message.
4 CurrencyCode String 3 Currency code. A non-zero value n means all price
7 Filler String 1 fields for this security should be
interpreted as a value equal to the
8 CurrencyFactor Uint16 2 Currency factor conversion. price multiplied by 10n.

10 Filler String 2 Rate, expressed in HKD for one
4 Currency rate foreign currency unit. 4 decimals
12 CurrencyRate Uint32 16 implied.

Total Length .............................................................

2. Securities Status

The Securities Status file is in binary format and contains two types of messages – TradingSessionStatus, and
SecurityStatus. There is only one Securities Status file with filename MC02_All_YYYYMMDD, where
YYYYMMDD is the date of the Securities Status file.

The layout of the Securities Status is as follows:

<RecordLength><PacketHeader><SecuritiesStatus>…<RecordLength><PacketHeader><SecuritiesSta
tus>…<RecordLength><PacketHeader><SecuritiesStatus>

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File Specification – Historical Full Book (Securities Market)

Following is the message layout of the RecordLength

Offset Field Format Len Description
Uint16
0 RecLen 2 Size of the record (including this field)
Total length 2

Following is the message layout of the PacketHeader

Offset Field Format Len Description

0 PktSize Uint16 2 Size of the packet (including this field)
2 MsgCount Uint8
3 Filler String 1 Number of messages included in the packet
4 SeqNum Uint32
1
8 SendTime Uint64
4 Sequence number of the first message in the packet
Total length
8 The number of nanoseconds since January 1, 1970, 00:00:00 GMT, precision is provided to
the nearest millisecond.

16

<SecuritiesStatus> contains different combinations of the two types of messages – TradingSessionStatus
and SecurityStatus. For example:

<TradingSessionStatus><SecurityStatus><TradingSessionStatus><TradingSessionStatus> or
<SecurityStatus><SecurityStatus><SecurityStatus><SecurityStatus>

Followings are the message layouts of the TradingSessionStatus and SecurityStatus

2.1 Trading Session Status (20)

Offset Field Format Len Description Values
0 MsgSize Uint16 2 Size of the message
2 MsgType Uint16 2 Type of message. 20 Trading Session Status
4 MarketCode String 4 Market segment identifier MAIN
8 TradingSessionID Uint8 1 Identifies the trading session. GEM
NASD
9 TradingSessionSubID Uint8 1 Trading session sub-identifier. ETS

10 TradingSesStatus Uint8 1 Status of the current trading 1 Day
11 TradingSesControlFlag String session. 0 Day Close (DC)
1 Pre-trading (Order Input OI)
Indicates how control of trading 2 Opening or Opening Auction
1 session and sub-session
(Matching MA)
transitions are performed. 3 Continuous trading

(Continuous CT)
7 Quiescent (Blocking BL)
100 Not Yet Open (NO)
101 No Cancel/Modification (NC)
102 Exchange Intervention (EI)
103 Close (CL)
104 Order Cancel (OC)
0 Unknown (for NO)
1 Halted (for BL, EI)
2 Open (for OI, NC, MA, CT, OC)
3 Closed (for CL)
100 Day Closed (for DC)
‘0’ Automatic (Default)
‘1’ Manual (this invalidates the

normal schedule for the day)

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File Specification – Historical Full Book (Securities Market)

Offset Field Format Len Description Values
12 Filler String 4
The data is provided as number of
16 StartDateTime Uint64 8 Start time of the trading status nanoseconds since Unix epoch Jan
1st 1970. Set to 0 if no time is
24 EndDateTime Uint64 8 End time of the trading status available.
The data is provided as number of
nanoseconds since Unix epoch Jan
1st 1970. Set to 0 if no time is
available.

Total Length ....................................................................... 32

2.2 Security Status (21)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message
2 MsgType Uint16
2 Type of message. 21 Security Status
4 SecurityCode Uint32
4 Uniquely identifies a security 5 digit security codes with possible
available for trading values 1 – 99999

8 SecurityTradingStatus Uint8 1 Indentifies the trading status of a 2 Trading Halt
security. 3 Resume

9 Filler String 3

Total Length ....................................................................... 12

3. Securities Full Order Book

The Securities Full Order Book file is in binary format and contains six types of messages – Trade,
TradeCancel, AddOrder, ModifyOrder, DeleteOrder and IndicativeEquilibriumPrice. There are totally 9
files, each corresponds to an AMS stock group. The filenames of the 9 Securities Full Order file are as follows:

MC30_All_YYYYMMDD – securities full order book file for AMS stock group #1 (MAIN market)
MC31_All_YYYYMMDD – securities full order book file for AMS stock group #2 (MAIN market)
MC32_All_YYYYMMDD – securities full order book file for AMS stock group #3 (MAIN market)
MC33_All_YYYYMMDD – securities full order book file for AMS stock group #4 (MAIN market)
MC34_All_YYYYMMDD – securities full order book file for AMS stock group #5 (MAIN market)
MC35_All_YYYYMMDD – securities full order book file for AMS stock group #6 (MAIN market)
MC36_All_YYYYMMDD – securities full order book file for AMS stock group #7 (GEM market)
MC37_All_YYYYMMDD – securities full order book file for AMS stock group #8 (NASD market)
MC38_All_YYYYMMDD – securities full order book file for AMS stock group #9 (ETS market)
where YYYYMMDD is the date of the Securities Full Order Book file

The layout of the Securities Full Order Book is as follows:

<RecordLength><PacketHeader><SecuritiesFullOrderBook>…<RecordLength><PacketHeader><Secu
ritiesFullOrderBook>…<RecordLength><PacketHeader><SecuritiesFullOrderBook>

Following is the message layout of the RecordLength

Offset Field Format Len Description
Uint16
0 RecLen 2 Size of the record (including this field)
Total length 2

7
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File Specification – Historical Full Book (Securities Market)

Following is the message layout of the PacketHeader

Offset Field Format Len Description

0 PktSize Uint16 2 Size of the packet (including this field)
2 MsgCount Uint8
3 Filler String 1 Number of messages included in the packet
4 SeqNum Uint32
1
8 SendTime Uint64
4 Sequence number of the first message in the packet
Total length
8 The number of nanoseconds since January 1, 1970, 00:00:00 GMT, precision is provided to
the nearest millisecond.

16

<SecuritiesFullOrderBook> contains different combinations of the six types of messages – Trade,
TradeCancel, AddOrder, ModifyOrder, DeleteOrder and IndicativeEquilibriumPrice For example:

<Trade><TradeCancel><AddOrder><ModifyOrder><DeleteOrder><IndicativeEquilibriumPrice> or
<AddOrder><AddOrder><DeleteOrder><ModifyOrder><Trade><Trade>

Followings are the message layouts of the Trade, TradeCancel, AddOrder, ModifyOrder, DeleteOrder and
IndicativeEquilibriumPrice

3.1 Trade (50)

Offset Field Format Len Description Values
0 MsgSize Uint16
2 MsgType Uint16 2 Size of the message 50 Trade
4 SecurityCode Uint32 5 digit security codes with possible
2 Type of message. values 1 – 99999
8 TradeID Uint32
4 Uniquely identifies a security Starting from 1, incrementing by 1
12 Price Int32 available for trading for each trade
16 Quantity Uint32
Unique identifier per security for 3 implied decimal places

4 each trade performed within the 0 Automatch normal (AMS
trading system. The ID is reset <space>)

for each trading day. 4 Late Trade (Off-exchange
previous day) (AMS “P”)
4 Price
22 Non-direct Off-Exchange Trade
4 Number of shares (AMS “M”)

20 TrdType Int16 2 Public trade type. 100 Automatch internalized (AMS
“Y”)
22 Filler String 2
8 Time of trade 101 Direct off-exchange Trade
24 TradeTime Uint64 32 (AMS “X”)

102 Odd-Lot Trade (AMS “D”)
103 Auction Trade (AMS “U”)
104 Overseas Trade

The number of nanoseconds elapsed
since midnight Coordinated Universal
Time (UTC) of January 1, 1970

TradeTime precision is currently
provided to the nearest second.

Total Length.......................................................................

8
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File Specification – Historical Full Book (Securities Market)

3.2 TradeCancel (51)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 51 Trade cancel
2 MsgType Uint16 5 digit security codes with possible
2 Type of message. values 1 – 99999
4 SecurityCode Uint32
4 Uniquely identifies a security Starting from 1, incrementing by 1 for
available for trading each trade

Unique identifier per security for

8 TradeID Uint32 4 each trade performed within the
trading system. The ID is reset

for each trading day.

Total Length....................................................................... 12

3.3 Add Order (30)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 30 Add Order
2 MsgType Uint16 5 digit security codes with possible
2 Type of message. values 1 – 99999
4 SecurityCode Uint32
4 Uniquely identifies a security Values may not be consecutive
available for trading
3 implied decimal places
8 OrderId Uint64 Unique identifier per security for
8 each order performed within the 0 Bid
16 Price Int32 1 Offer
20 Quantity Uint32 trading system ‘1’ Market
24 Side Uint16 ‘2’ Limit
4 Price
Integer
4 Number of shares

2 Side of the order

26 OrderType String 1 Order type
27 Filler String
1
28 OrderBookPosition Int32 Order rank information for the

Total Length ....................................................................... 4 order position within the order
book for each security

32

3.4 Modify Order (31)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 31 Modify Order
2 MsgType Uint16 5 digit security codes with possible
2 Type of message. values 1 – 99999
4 SecurityCode Uint32 Values may not be consecutive
4 Uniquely identifies a security
available for trading 0 Bid
1 Offer
8 OrderId Uint64 Unique identifier per security for
8 each order performed within the Integer

trading system

16 Quantity Uint32 4 Number of shares
20 Side Uint16
22 Filler String 2 Side of the order

24 OrderBookPosition Int32 2

Total Length ....................................................................... Order rank information for the
4 order position within the order

book for each security

28

9
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File Specification – Historical Full Book (Securities Market)

3.5 Delete Order (32)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 32 Delete Order
2 MsgType Uint16 5 digit security codes with possible
2 Type of message. values 1 – 99999
4 SecurityCode Uint32
4 Uniquely identifies a security Values may not be consecutive
available for trading
0 Bid
8 OrderId Uint64 Unique identifier per security for 1 Offer
8 each order performed within the

trading system

16 Side Uint16 2 Side of the order

18 Filler String 2
20
Total Length .......................................................................

3.6 Indicative Equilibrium Price (41)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 41 Indicative Equilibrium Price
2 MsgType Uint16 5 digit security codes with possible
2 Type of message. values 1 – 99999
3 implied decimal places
4 SecurityCode Uint32 4 Uniquely identifies a security
available for trading

8 Price Int32 4 Price

12 AggregateQuantity Uint64 8 Aggregated number of shares.

Total Length ....................................................................... 20

4. Securities Market Odd Lot Order

The Securities Market Odd Lot Order file is in binary format and contains two types of messages –
AddOddLotOrder, and DeleteOddLotOrder. There are totally 9 files, each corresponds to an AMS stock
group. The filenames of the 9 Securities Market Odd Lot Order file are as follows:

MC70_All_YYYYMMDD – securities market odd lot order file for AMS stock group #1 (MAIN market)
MC71_All_YYYYMMDD – securities market odd lot order file for AMS stock group #2 (MAIN market)
MC72_All_YYYYMMDD – securities market odd lot order file for AMS stock group #3 (MAIN market)
MC73_All_YYYYMMDD – securities market odd lot order file for AMS stock group #4 (MAIN market)
MC74_All_YYYYMMDD – securities market odd lot order file for AMS stock group #5 (MAIN market)
MC75_All_YYYYMMDD – securities market odd lot order file for AMS stock group #6 (MAIN market)
MC76_All_YYYYMMDD – securities market odd lot order file for AMS stock group #7 (GEM market)
MC77_All_YYYYMMDD – securities market odd lot order file for AMS stock group #8 (NASD market)
MC78_All_YYYYMMDD – securities market odd lot order file for AMS stock group #9 (ETS market)
where YYYYMMDD is the date of the Securities Market Odd Lot Order file

The layout of the Securities Market Odd Lot Order is as follows:

<RecordLength><PacketHeader><SecuritiesMarketOddLotOrder>…<RecordLength><PacketHeader><
SecuritiesMarketOddLotOrder>…<RecordLength><PacketHeader><SecuritiesMarketOddLotOrder>

10
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File Specification – Historical Full Book (Securities Market)

Following is the message layout of the RecordLength

Offset Field Format Len Description
Uint16
0 RecLen 2 Size of the record (including this field)
Total length 2

Following is the message layout of the PacketHeader

Offset Field Format Len Description

0 PktSize Uint16 2 Size of the packet (including this field)
2 MsgCount Uint8
3 Filler String 1 Number of messages included in the packet
4 SeqNum Uint32
1
8 SendTime Uint64
4 Sequence number of the first message in the packet
Total length
8 The number of nanoseconds since January 1, 1970, 00:00:00 GMT, precision is provided to
the nearest millisecond.

16

<SecuritiesMarketOddLotOrder> contains different combinations of the two types of messages –
AddOddLotOrder and DeleteOddLotOrder. For example:

<AddOddLotOrder><DeleteOddLotOrder><AddOddLotOrder><AddOddLotOrder> or
<AddOddLotOrder><AddOddLotOrder><AddOddLotOrder><AddOddLotOrder>

Followings are the message layouts of the AddOddLotOrder and DeleteOddLotOrder

4.1 Add Odd Lot Order (33)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 33 Add Odd Lot Order
2 MsgType Uint16 5 digit security codes with possible
2 Type of message. values 1 – 99999
4 SecurityCode Uint32
4 Uniquely identifies a security Values may not be consecutive
available for trading
3 implied decimal places
8 OrderId Uint64 Unique identifier per security for
8 each order performed within the Integer
0 Bid
trading system 1 Offer

16 Price Int32 4 Price
20 Quantity Uint32
4 Number of shares
24 BrokerID Uint16
2 Integer identifier uniquely
identifying the Broker

26 Side Uint16 2 Side of the order

Total Length ....................................................................... 28

11
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File Specification – Historical Full Book (Securities Market)

4.2 Delete Odd Lot Order (34)

Offset Field Format Len Description Values

0 MsgSize Uint16 2 Size of the message 34 Delete Odd Lot Order
2 MsgType Uint16 5 digit security codes with possible
2 Type of message. values 1 – 99999
4 SecurityCode Uint32
4 Uniquely identifies a security Values may not be consecutive
available for trading
Integer
8 OrderId Uint64 Unique identifier per security for 0 Bid
8 each order performed within the 1 Offer

trading system

16 BrokerID Uint16 2 Integer identifier uniquely
identifying the Broker

18 Side Uint16 2 Side of the order

Total Length ....................................................................... 20

12
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