Trades

Trade messages for the Starbase Binary API including Trade Summary, Trade, and Block Trade messages.

Trades

Trade Summary (30)

This message is sent when a taker order matches against one or more maker/resting orders, followed by one or more Trade messages.

Field	Name	Type	Length	Description
1	instrumentId	int64	8	Numeric instrument ID
2	takerOrderId	int64	8	Unique identifier for the taker order
3	totalFilledMantissa	QuantityMantissa	8	Total amount filled (by the taker order)
4	deepestPrice	Price9	8	Deepest price in book matched by taker order
5	markPrice	Price9	8	Mark price at the time of the block trade
6	indexPrice	Price9	8	Index price at the time of the block trade
7	tradeCount	int32	4	Number of Trade messages that will follow this message
8	takerFlags	uint32	4	Attributes of taker order, defined below

The table below outlines the content of field 7 (takerFlags) and field 8 (makerFlags) in Trade message:

Bit number (from last to first)	Name	Description
1	isSell	0=Buy 1=Sell
2	Reserved for future use
3	Reserved for future use
4	Reserved for future use
5	Reserved for future use
6	Reserved for future use
7	Reserved for future use
8	Reserved for future use

Trade (31)

This message is sent for each matched order (including implied orders) and synthetic leg for trades on combo instruments.

Field	Name	Type	Length	Description
1	matchId	int64	8	Unique identifier of the trade
2	instrumentId	int64	8	Numeric instrument ID
3	makerOrderId	int64	8	Unique identifier for the resting order. In case of implied order or synthetic leg of a combo trade, encoded as 0x8000000000000000
4	amount	QuantityMantissa	8	Amount that was matched
5	price	Price9	8	Price at which the match occurred
6	makerFlags	uint32	4	See table above

Block Trades

Block Trade (33)

This message is sent for each individual trade in a block trade. Multiple Block Trade messages belonging to the same block trade event are grouped as a transaction via the startOfTransaction and endOfTransaction flags in the message header. A block trade event is per instrument: a multi-leg block trade generates one transaction per leg. For example, a Block RFQ with 3 legs where the taker trades against 2 makers produces 3 transactions, each containing 2 Block Trade messages. Block RFQ trades include a blockRfqId; standard block trades omit it.

Field	Name	Type	Length	Description
1	matchId	int64	8	Unique identifier of the block trade fill
2	instrumentId	int64	8	Numeric instrument ID
3	blockTradeId	int64	8	Per-fill block trade identifier assigned by the matching engine
4	blockRfqId	int64	8	Block RFQ identifier; absent (null value) for standard block trades, present for Block RFQ trades
5	fillQtyMantissa	QuantityMantissa	8	Fill quantity
6	fillPrice	Price9	8	Price at which the block trade occurred
7	markPrice	Price9	8	Mark price at the time of the block trade
8	indexPrice	Price9	8	Index price at the time of the block trade
9	impliedVolatility	double	8	Implied volatility; absent (null value) for non-option instruments
10	takerFlags	uint32	4	Attributes of the taker side; see flags table in Trades section above
11	numberOfLegs	uint16	2	Total number of legs in the block trade structure