US Equities TCP PITCH Specification Bats（美国股市TCP沥青规范蝙蝠）.pdfVIP

US Equities TCP PITCH Specification Version 1.12.3 January 10, 2014 BATS US Equities TCP PITCH Specification (Version 1.12.3) Contents 1 Introduction 3 1.1 Overview 3 1.2 Definitions and Acronyms 3 1.3 Document Format 3 2 Protocol 4 2.1 Message Format 4 2.2 Sequence Numbers 4 2.3 Order IDs/Execution IDs 4 3 Sessions 4 4 Message Types 5 4.