Broken Trade (B): a previously disseminated execution has been broken and should be removed from any trade record. More...

#include <messages.hpp>

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

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	match_number
	Match number of the execution being broken.

Detailed Description

Broken Trade (B): a previously disseminated execution has been broken and should be removed from any trade record.

Sent whenever an execution on Nasdaq is broken under the clearly-erroneous execution policy. A trade break is final and cannot be reinstated; consumers should remove the referenced match number from their trade records.

Definition at line 370 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::BrokenTradeMessage::message_type = 'B'

Always 'B'.

Definition at line 371 of file messages.hpp.

◆ stock_locate

uint16_t itch::BrokenTradeMessage::stock_locate

Locate code identifying the security.

Definition at line 372 of file messages.hpp.

◆ tracking_number

uint16_t itch::BrokenTradeMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 373 of file messages.hpp.

◆ timestamp

uint64_t itch::BrokenTradeMessage::timestamp

Nanoseconds past midnight.

Definition at line 374 of file messages.hpp.

◆ match_number

uint64_t itch::BrokenTradeMessage::match_number

Match number of the execution being broken.

Definition at line 375 of file messages.hpp.

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

messages.hpp