Cross Trade (Q): the result of a cross (opening, closing, halt/IPO cross) for a security. More...

#include <messages.hpp>

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

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	shares
	Number of shares matched in the cross.

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

uint32_t	cross_price
	Price at which the cross executed (4 decimals).

uint64_t	match_number
	Day-unique match number for the cross.

char	cross_type
	'O' open, 'C' close, 'H' halt/IPO, 'I' intraday.

Detailed Description

Cross Trade (Q): the result of a cross (opening, closing, halt/IPO cross) for a security.

Indicates that Nasdaq has completed the cross process for a security. It is sent following the Opening Cross, the Closing Cross, and Extended Market Close (EMC) cross events, and reports the matched volume and the single cross price.

Definition at line 352 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::CrossTradeMessage::message_type = 'Q'

Always 'Q'.

Definition at line 353 of file messages.hpp.

◆ stock_locate

uint16_t itch::CrossTradeMessage::stock_locate

Locate code identifying the security.

Definition at line 354 of file messages.hpp.

◆ tracking_number

uint16_t itch::CrossTradeMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 355 of file messages.hpp.

◆ timestamp

uint64_t itch::CrossTradeMessage::timestamp

Nanoseconds past midnight.

Definition at line 356 of file messages.hpp.

◆ shares

uint64_t itch::CrossTradeMessage::shares

Number of shares matched in the cross.

Definition at line 357 of file messages.hpp.

◆ stock

char itch::CrossTradeMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 358 of file messages.hpp.

◆ cross_price

uint32_t itch::CrossTradeMessage::cross_price

Price at which the cross executed (4 decimals).

Definition at line 359 of file messages.hpp.

◆ match_number

uint64_t itch::CrossTradeMessage::match_number

Day-unique match number for the cross.

Definition at line 360 of file messages.hpp.

◆ cross_type

char itch::CrossTradeMessage::cross_type

'O' open, 'C' close, 'H' halt/IPO, 'I' intraday.

Definition at line 361 of file messages.hpp.

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

messages.hpp

Public Attributes