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AggressorTime
Created 2 years ago
· No revisions
AggressorTime
Tag:
2445
Type:
UTCTimestamp
Timestamp of aggressive order or quote resulting in match event.
Used By
W
Market Data Snapshot Full Refresh
(via
MDFullGrp
)
X
Market Data Incremental Refresh
(via
MDIncGrp
)
TransferReportType (2444)
AggressorSide (2446)