IRESS Market Feed Technical Overview

RECOVERY SEQUENCE MESSAGESThe recovery sequence is sent upon the subscription. Each security has a corresponding recoverysequence. The sequence may contain zero data message. The beginning of a recovery sequence isindicated by a Begin Of Recovery message, followed by a series of data response messages, and in theend an End Of Recovery message indicating the end of the sequence.BEGIN OF RECOVERY MESSAGEMessage Type = ‘BR’The body of this message type is empty.BEGIN OF RECOVERY MESSAGE BODYName Offset Len Value NotesEND OF RECOVERY MESSAGEMessage Type = ‘ER’The body of this message type is empty.END OF RECOVERY MESSAGE BODYName Offset Len Value NotesQUOTE MESSAGESSTATUS MESSAGEMessage Type = ‘QS’QUOTE MESSAGE BODY – StatusName Offset Len Value NotesSecurity Status 1 Char The status of security, the possible valuesand respective meanings are specific todifferent exchanges. Refer to eachexchange’s specification for the details.BID MESSAGEMessage Type = ‘QB’QUOTE MESSAGE BODY – BidName Offset Len Value NotesBid Price 8 PriceBid Num 4 Integer The number of orders in the bid at thisprice.Bid Volume 8 FloatBid Data Source 9 String For merged quotes only.12 IRESS Market Feed | Technical Overview