Direct Listing with Capital Raise Price Discovery (O): price-discovery data for a Direct Listing with a Capital Raise (DLCR) security. More...

#include <messages.hpp>

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

uint16_t	stock_locate
	Locate code identifying the security.

uint16_t	tracking_number
	Nasdaq internal tracking number.

uint64_t	timestamp
	Nanoseconds past midnight.

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

char	open_eligibility_status
	Whether the security is eligible to open.

uint32_t	minimum_allowable_price
	Lowest allowable cross price (4 decimals).

uint32_t	maximum_allowable_price
	Highest allowable cross price (4 decimals).

uint32_t	near_execution_price
	Anticipated cross price (4 decimals).

uint64_t	near_execution_time
	Time of the anticipated cross (ns past midnight).

uint32_t	lower_price_range_collar
	Lower price range collar (4 decimals).

uint32_t	upper_price_range_collar
	Upper price range collar (4 decimals).

Detailed Description

Direct Listing with Capital Raise Price Discovery (O): price-discovery data for a Direct Listing with a Capital Raise (DLCR) security.

Disseminated only for Direct Listing with Capital Raise (DLCR) securities, once the security passes its volatility test. It provides the allowable price thresholds, the price range collars, and the anticipated execution price and time used during the DLCR opening.

Definition at line 424 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::DLCRMessage::message_type = 'O'

Always 'O'.

Definition at line 425 of file messages.hpp.

◆ stock_locate

uint16_t itch::DLCRMessage::stock_locate

Locate code identifying the security.

Definition at line 426 of file messages.hpp.

◆ tracking_number

uint16_t itch::DLCRMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 427 of file messages.hpp.

◆ timestamp

uint64_t itch::DLCRMessage::timestamp

Nanoseconds past midnight.

Definition at line 428 of file messages.hpp.

◆ stock

char itch::DLCRMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 429 of file messages.hpp.

◆ open_eligibility_status

char itch::DLCRMessage::open_eligibility_status

Whether the security is eligible to open.

Definition at line 430 of file messages.hpp.

◆ minimum_allowable_price

uint32_t itch::DLCRMessage::minimum_allowable_price

Lowest allowable cross price (4 decimals).

Definition at line 431 of file messages.hpp.

◆ maximum_allowable_price

uint32_t itch::DLCRMessage::maximum_allowable_price

Highest allowable cross price (4 decimals).

Definition at line 432 of file messages.hpp.

◆ near_execution_price

uint32_t itch::DLCRMessage::near_execution_price

Anticipated cross price (4 decimals).

Definition at line 433 of file messages.hpp.

◆ near_execution_time

uint64_t itch::DLCRMessage::near_execution_time

Time of the anticipated cross (ns past midnight).

Definition at line 434 of file messages.hpp.

◆ lower_price_range_collar

uint32_t itch::DLCRMessage::lower_price_range_collar

Lower price range collar (4 decimals).

Definition at line 435 of file messages.hpp.

◆ upper_price_range_collar

uint32_t itch::DLCRMessage::upper_price_range_collar

Upper price range collar (4 decimals).

Definition at line 436 of file messages.hpp.

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

messages.hpp

Public Attributes