Order Replace [U]
This message is sent when an order in the orderbook has been modified.
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Order Replace Message identifier: "U" |
Timestamp | 1 | 4 | Unsigned Integer | Nanoseconds since last ITCH Timestamp "T" message. |
OriginalOrderNumber | 5 | 8 | Unsigned Integer | The original order number of the order being replaced. |
NewOrderNumber | 13 | 8 | Unsigned Integer | The new reference number for the order following its replacement. |
Quantity | 21 | 8 | Unsigned Integer | The new total quantity. |
Price | 29 | 8 | Signed Integer | The new price for the order. |