RawMarketByPrice B-M and A-M fields with no ORDER_PRC

Jwan622
Jwan622 Newcomer
edited September 25 in TRTH

IN the RawMarketByPrice responses, what am I supposed to do with these?

I see a couple sections of the RawMarketByPrice CSVS that are different for the LSE FTSE stocks than US SPX500 stocks. For example:

Why is ORDER_PRC an empty string? What does A-M and B-M mean? Got any docs for this?
AAF.L,Market By Price,2025-09-18T15:35:29.978422672Z,+1,Raw,UPDATE,UNSPECIFIED,,,,249,,43872,,0
,,,,Summary,,,,,,,,,,4
,,,,FID,4148,,TIMACT_MS,56129928,
,,,,FID,14546,,OR_TIM2_NS,15:35:29.919822000,
,,,,FID,1021,,SEQNUM,10542159,
,,,,FID,14269,,TIMACT_NS,15:35:29.928673858,
,,,,MapEntry,,UPDATE,,,,,,A-M,,5
,,,,FID,3427,,ORDER_PRC,,
,,,,FID,3428,,ORDER_SIDE,2,ASK
,,,,FID,4356,,ACC_SIZE,421,
,,,,FID,3430,,NO_ORD,3,
,,,,FID,6527,,LV_TIM_MS,56129928,

and

AAF.L,Market By Price,2025-09-18T15:35:29.978422672Z,+1,Raw,UPDATE,UNSPECIFIED,,,,249,,43888,,0
,,,,Summary,,,,,,,,,,4
,,,,FID,4148,,TIMACT_MS,56129928,
,,,,FID,14546,,OR_TIM2_NS,15:35:29.919822000,
,,,,FID,1021,,SEQNUM,10542160,
,,,,FID,14269,,TIMACT_NS,15:35:29.928675018,
,,,,MapEntry,,UPDATE,,,,,,B-M,,5
,,,,FID,3427,,ORDER_PRC,,
,,,,FID,3428,,ORDER_SIDE,1,BID
,,,,FID,4356,,ACC_SIZE,319336,
,,,,FID,3430,,NO_ORD,25,
,,,,FID,6527,,LV_TIM_MS,56129928,

Let me know if there are docs for this, or if we should skip those sections, and what the A-M or B-M means next to the update and the add.

Are these market orders on the bid and ask? am I supposed to update the order book in any way? Am I supposed to subtract the ORDER_SIDE on the bid or ask? Are you sure? What if there is dark liquidity in between? Or am I supposed to just ignore it.

Answers