IRESS Market Feed Technical Overview

DEPTH MESSAGES CONTINUEDBULK UPDATE MESSAGEMessage Type = ‘DU’Bulk update messages are useful to updating prices and/or order types of multiple orders at one go.DEPTH BULK UPDATE MESSAGE BODYName Offset Len Value NotesBidOrAsk 1 Char B – BidBegin Sort Key 8 Integer The beginning of the sort key range.Begin Sort SubKey 4 Integer The beginning of the sort key range.End Sort Key 8 Integer The end of the sort key range.End Sort SubKey 4 Integer The end of the sort key range.Action 1 Char S – Set the field specified by Field Flagwithin the specified sort key range.A –AskI – Set a bit in a field. The value should beapplied via a bitwise OR operator to the currentvalues of the field specified by the Field Flag forall orders within the sort key range.J – Unset a bit in a field. The value shouldbe applied via an inverse (NOT) of the valuefollowed by a bitwise AND operator to the currentvalues of the field specified by the Field Flag forall orders within the sort key range.E – Delete rows within the sort key range.The Field Flag is not used in this instanceField Flag 1 Char P – Updates to be applied to the Price field.O – Updates to be applied to the OrderType field.‘‘ – Field update values are not applicable.Price 8 Price NOTE: This value is only applied when Field Flagis set to ’P’.Order Type 4 Integer A bitwise value that indicates propertiesassociated with the order. The possible valuesand respective meanings are specific to differentexchanges. Refer to each exchange’sspecification for the details.NOTE: This value is only applied when Field Flagis set to ’O’.17 IRESS Market Feed | Technical Overview