LULD Auction Collar (J): the auction collar thresholds for a security in a Limit-Up Limit-Down trading pause. More...

#include <messages.hpp>

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

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	auction_collar_reference_price
	Reference price for the collars (4 decimals).

uint32_t	upper_auction_collar_price
	Upper auction collar price (4 decimals).

uint32_t	lower_auction_collar_price
	Lower auction collar price (4 decimals).

uint32_t	auction_collar_extension
	Number of collar extensions so far.

Detailed Description

LULD Auction Collar (J): the auction collar thresholds for a security in a Limit-Up Limit-Down trading pause.

Indicates the auction collar thresholds within which a paused security may reopen following a Limit-Up Limit-Down (LULD) trading pause.

Definition at line 175 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::LULDAuctionCollarMessage::message_type = 'J'

Always 'J'.

Definition at line 176 of file messages.hpp.

◆ stock_locate

uint16_t itch::LULDAuctionCollarMessage::stock_locate

Locate code identifying the security.

Definition at line 177 of file messages.hpp.

◆ tracking_number

uint16_t itch::LULDAuctionCollarMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 178 of file messages.hpp.

◆ timestamp

uint64_t itch::LULDAuctionCollarMessage::timestamp

Nanoseconds past midnight.

Definition at line 179 of file messages.hpp.

◆ stock

char itch::LULDAuctionCollarMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 180 of file messages.hpp.

◆ auction_collar_reference_price

uint32_t itch::LULDAuctionCollarMessage::auction_collar_reference_price

Reference price for the collars (4 decimals).

Definition at line 181 of file messages.hpp.

◆ upper_auction_collar_price

uint32_t itch::LULDAuctionCollarMessage::upper_auction_collar_price

Upper auction collar price (4 decimals).

Definition at line 182 of file messages.hpp.

◆ lower_auction_collar_price

uint32_t itch::LULDAuctionCollarMessage::lower_auction_collar_price

Lower auction collar price (4 decimals).

Definition at line 183 of file messages.hpp.

◆ auction_collar_extension

uint32_t itch::LULDAuctionCollarMessage::auction_collar_extension

Number of collar extensions so far.

Definition at line 184 of file messages.hpp.

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

messages.hpp

Public Attributes