Add Order, No MPID Attribution (A): a new displayable order has been accepted and placed on the book. More...

#include <messages.hpp>

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

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).

Detailed Description

Add Order, No MPID Attribution (A): a new displayable order has been accepted and placed on the book.

Indicates that Nasdaq has accepted a new, unattributed order and added it to the displayable book with a day-unique order reference number. That reference number is used by every subsequent execute, cancel, delete, and replace message that acts on the order.

Definition at line 211 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::AddOrderMessage::message_type = 'A'

Always 'A'.

Definition at line 212 of file messages.hpp.

◆ stock_locate

uint16_t itch::AddOrderMessage::stock_locate

Locate code identifying the security.

Definition at line 213 of file messages.hpp.

◆ tracking_number

uint16_t itch::AddOrderMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 214 of file messages.hpp.

◆ timestamp

uint64_t itch::AddOrderMessage::timestamp

Nanoseconds past midnight.

Definition at line 215 of file messages.hpp.

◆ order_reference_number

uint64_t itch::AddOrderMessage::order_reference_number

Day-unique reference number for the order.

Definition at line 216 of file messages.hpp.

◆ buy_sell_indicator

char itch::AddOrderMessage::buy_sell_indicator

'B' buy, 'S' sell.

Definition at line 217 of file messages.hpp.

◆ shares

uint32_t itch::AddOrderMessage::shares

Displayed share quantity.

Definition at line 218 of file messages.hpp.

◆ stock

char itch::AddOrderMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 219 of file messages.hpp.

◆ price

uint32_t itch::AddOrderMessage::price

Display price (4 implied decimals).

Definition at line 220 of file messages.hpp.

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

messages.hpp

Public Attributes