| Name | Description | Type | Additional information |
|---|---|---|---|
| Level |
Depth level. |
integer |
None. |
| Priority |
Sequential order for market detail (default to 0 for ETO/Warrant which only contains depth information). |
integer |
None. |
| NumberOrder |
Total number of orders for the associate market detail/depth. |
integer |
None. |
| Quantity |
Total order quantity for the associate market detail/depth. |
integer |
None. |
| Price |
Price for the associate market detail/depth. |
decimal number |
None. |
| OrderNumber |
Exchange order number for the individual market detail order. |
integer |
None. |
| ClientOrderNumber |
Client order reference for the individual market detail order. |
string |
None. |
| ClientNumber |
Client number for the individual market detail order. |
string |
None. |
| Pid |
Participant identifier for the individual market detail order. |
integer |
None. |