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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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IPO Quoting Period Update (K): the anticipated IPO quotation release time and price for a security.
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#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). | |
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.
| char itch::IPOQuotingPeriodUpdateMessage::message_type = 'K' |
Always 'K'.
Definition at line 160 of file messages.hpp.
| uint16_t itch::IPOQuotingPeriodUpdateMessage::stock_locate |
Locate code identifying the security.
Definition at line 161 of file messages.hpp.
| uint16_t itch::IPOQuotingPeriodUpdateMessage::tracking_number |
Nasdaq internal tracking number.
Definition at line 162 of file messages.hpp.
| uint64_t itch::IPOQuotingPeriodUpdateMessage::timestamp |
Nanoseconds past midnight.
Definition at line 163 of file messages.hpp.
| char itch::IPOQuotingPeriodUpdateMessage::stock[8] |
Stock symbol, right padded with spaces.
Definition at line 164 of file messages.hpp.
| uint32_t itch::IPOQuotingPeriodUpdateMessage::ipo_quotation_release_time |
Seconds past midnight of the anticipated release.
Definition at line 165 of file messages.hpp.
| char itch::IPOQuotingPeriodUpdateMessage::ipo_quotation_release_qualifier |
'A' anticipated, 'C' cancelled/postponed.
Definition at line 166 of file messages.hpp.
| uint32_t itch::IPOQuotingPeriodUpdateMessage::ipo_price |
IPO price (4 implied decimals).
Definition at line 167 of file messages.hpp.