EBS Live

• The market data updates are time-sliced; they are snapshots of the ECNs order book. Updates are sent every 100ms.

• ORDERBOOK entries are translated to pure LEVEL entries.

• EBS Live market data is not credit-screened. If you have an EBS Live feed, it is assumed that you have enough credit with your prime broker that the entries are actionable, and thus we treat those entries as credit-screened.

• REGULAR entry is translated to an amount constraint (AMOUNT_CONS). It represents the price at which there is a cumulative amount of liquidity available; the specific cumulative amount depends on the currency pair (same as EBS Ai.)

• PAID and GIVEN fields are mapped in the same manner as EBS Ai.

• EBS Live market data contains two timestamps – msg_time that holds the UTC time at which the EBS MRF Server generated the message. This is stored in timeExchange in the MarketFactory MktDataMessage.

upd_time is the UTC time of the market event as recorded by the EBS system. This is stored in the components field.

2015-12-10 18:00:02 205,300 <MktDataMessage (mvd=(fmID=(marketID=1feedID=44) timeExchange=1449770402204000000 
timeArrival=1449770402205245050 timeHandler=1449770402205292693 timeEnhanced=0 timeApiServer=0 timeApiClient=0 isSnapshot=F 
mdEntryList=[(price=121455000000 amount=1000000000000000 updateAction=NEW element=LEVEL side=BID source=1
numberOfOrders=1 components="1449770402200000000") (price=121405000000 amount=0 updateAction=DELETE element=LEVEL side=BID source=0 
numberOfOrders=0 components="") (price=121460000000 amount=-9223372036854775805 updateAction=NEW element=WORST_TRADE side=OFR 
source=1 numberOfOrders=-1 components="") (price=121460000000 amount=0 updateAction=DELETE element=LEVEL side=OFR
source=1 numberOfOrders=0 components="") (price=121465000000 amount=1000000000000000 updateAction=CHANGE element=LEVEL side=OFR 
source=1 numberOfOrders=1 components="1449770402200000000") (price=121510000000 amount=3000000000000000 updateAction=NEW 
element=LEVEL side=OFR source=1 numberOfOrders=3 components="1449770402200000000")]) fmIDsInBatch=[(marketID=1 feedID=44)] 
batchID=6500485 signalID=6500485)>