I need to read as consumer application some information about last 5 trades. In detail I need to have Last Price, Last Qty, and Trade Time.
For the Last Price and Trade Time, I am using respectively fields: TRDPRC_1 to TRDPRC_5 and SALTIM_NS to SALTIM5_NS.
For Last Qty I mean the "Quantity (e.g. shares) bought/sold on this (last) fill.". Which field I could use for this information?