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The PAX unified market data event

PAX publishes one market data message per book event. Each md_event_detail message carries the top of book after the event, details of the event itself, and the order that triggered it, with participant identity removed.

Section	Description
tob	Best ask and bid prices and quantities, after the event.
data	Event type, side, quantity and notional value of the event, depth, and sequence number.
order	The order that triggered the event.

See Message Details for the message formats and field reference.