ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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itch::IPOQuotingPeriodUpdateMessage Struct Reference

IPO Quoting Period Update (K): the anticipated IPO quotation release time and price for a security. More...

#include <messages.hpp>

Public Attributes

char message_type = 'K'
 Always 'K'.
 
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.
 
uint32_t ipo_quotation_release_time
 Seconds past midnight of the anticipated release.
 
char ipo_quotation_release_qualifier
 'A' anticipated, 'C' cancelled/postponed.
 
uint32_t ipo_price
 IPO price (4 implied decimals).
 

Detailed Description

IPO Quoting Period Update (K): the anticipated IPO quotation release time and price for a security.

Indicates the anticipated IPO quotation release time for a security. A cancellation or postponement of the IPO is signalled by setting both the release time and the price to zero.

Definition at line 159 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::IPOQuotingPeriodUpdateMessage::message_type = 'K'

Always 'K'.

Definition at line 160 of file messages.hpp.

◆ stock_locate

uint16_t itch::IPOQuotingPeriodUpdateMessage::stock_locate

Locate code identifying the security.

Definition at line 161 of file messages.hpp.

◆ tracking_number

uint16_t itch::IPOQuotingPeriodUpdateMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 162 of file messages.hpp.

◆ timestamp

uint64_t itch::IPOQuotingPeriodUpdateMessage::timestamp

Nanoseconds past midnight.

Definition at line 163 of file messages.hpp.

◆ stock

char itch::IPOQuotingPeriodUpdateMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 164 of file messages.hpp.

◆ ipo_quotation_release_time

uint32_t itch::IPOQuotingPeriodUpdateMessage::ipo_quotation_release_time

Seconds past midnight of the anticipated release.

Definition at line 165 of file messages.hpp.

◆ ipo_quotation_release_qualifier

char itch::IPOQuotingPeriodUpdateMessage::ipo_quotation_release_qualifier

'A' anticipated, 'C' cancelled/postponed.

Definition at line 166 of file messages.hpp.

◆ ipo_price

uint32_t itch::IPOQuotingPeriodUpdateMessage::ipo_price

IPO price (4 implied decimals).

Definition at line 167 of file messages.hpp.


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