Add Order, With MPID Attribution (F): like Add Order, but attributed to a market participant. More...

#include <messages.hpp>

Public Attributes
char	message_type = 'F'
	Always 'F'.

uint16_t	stock_locate
	Locate code identifying the security.

uint16_t	tracking_number
	Nasdaq internal tracking number.

uint64_t	timestamp
	Nanoseconds past midnight.

uint64_t	order_reference_number
	Day-unique reference number for the order.

char	buy_sell_indicator
	'B' buy, 'S' sell.

uint32_t	shares
	Displayed share quantity.

char	stock [8]
	Stock symbol, right padded with spaces.

uint32_t	price
	Display price (4 implied decimals).

char	attribution [4]
	Market participant identifier (MPID).

Detailed Description

Add Order, With MPID Attribution (F): like Add Order, but attributed to a market participant.

Indicates that Nasdaq has accepted a new attributed order or quotation and added it to the displayable book. It is identical to an Add Order message except that it also carries the attributing market participant identifier.

Definition at line 229 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::AddOrderMPIDAttributionMessage::message_type = 'F'

Always 'F'.

Definition at line 230 of file messages.hpp.

◆ stock_locate

uint16_t itch::AddOrderMPIDAttributionMessage::stock_locate

Locate code identifying the security.

Definition at line 231 of file messages.hpp.

◆ tracking_number

uint16_t itch::AddOrderMPIDAttributionMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 232 of file messages.hpp.

◆ timestamp

uint64_t itch::AddOrderMPIDAttributionMessage::timestamp

Nanoseconds past midnight.

Definition at line 233 of file messages.hpp.

◆ order_reference_number

uint64_t itch::AddOrderMPIDAttributionMessage::order_reference_number

Day-unique reference number for the order.

Definition at line 234 of file messages.hpp.

◆ buy_sell_indicator

char itch::AddOrderMPIDAttributionMessage::buy_sell_indicator

'B' buy, 'S' sell.

Definition at line 235 of file messages.hpp.

◆ shares

uint32_t itch::AddOrderMPIDAttributionMessage::shares

Displayed share quantity.

Definition at line 236 of file messages.hpp.

◆ stock

char itch::AddOrderMPIDAttributionMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 237 of file messages.hpp.

◆ price

uint32_t itch::AddOrderMPIDAttributionMessage::price

Display price (4 implied decimals).

Definition at line 238 of file messages.hpp.

◆ attribution

char itch::AddOrderMPIDAttributionMessage::attribution[4]

Market participant identifier (MPID).

Definition at line 239 of file messages.hpp.

The documentation for this struct was generated from the following file:

messages.hpp

Public Attributes