for trades:
cl=clock/time stamp
ut=utc/time stamp
mi=reserved
S=symbol
P=price
Q=quantity
T=ASX time
N=reserved
E=reserved
CT=re connection time stamp
C=condition code
for depth:
cl=clock/time stamp
ut=utc/time stamp
mi=reserved
S=symbol
P=price
Q=quantity
G=(0=add to order book,1=remove from order book, 2=modify)
B=(1=bid,2=ask)
I=position in order book
Z=daily event sequence number
O=order id
CT=re connection time stamp
As you can see the order book is constructed , however a built
order book feed will also be added so you can rely on our
server to build/maintain the order book for you
Price:
I don't know, I'm looking for a way to offer this at a price which under cuts
all other data providers by a big margin
