MWCB Decline Level (V): the Market-Wide Circuit Breaker breach points for the day. More...

#include <messages.hpp>

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

uint16_t	stock_locate
	Locate code; 0 for this market-wide message.

uint16_t	tracking_number
	Nasdaq internal tracking number.

uint64_t	timestamp
	Nanoseconds past midnight.

uint64_t	level1
	Level 1 (5%) breach value, 8 implied decimals.

uint64_t	level2
	Level 2 (13%) breach value, 8 implied decimals.

uint64_t	level3
	Level 3 (20%) breach value, 8 implied decimals.

Detailed Description

MWCB Decline Level (V): the Market-Wide Circuit Breaker breach points for the day.

Informs recipients what the daily Market-Wide Circuit Breaker breach points are set to for the current trading day. The three levels correspond to the 5%, 13%, and 20% S&P 500 decline thresholds that trigger a market-wide trading halt.

Note: Unlike every other price field (4 implied decimals), the three level prices here carry 8 implied decimals; use MwcbPrice to interpret them.

Definition at line 130 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::MWCBDeclineLevelMessage::message_type = 'V'

Always 'V'.

Definition at line 131 of file messages.hpp.

◆ stock_locate

uint16_t itch::MWCBDeclineLevelMessage::stock_locate

Locate code; 0 for this market-wide message.

Definition at line 132 of file messages.hpp.

◆ tracking_number

uint16_t itch::MWCBDeclineLevelMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 133 of file messages.hpp.

◆ timestamp

uint64_t itch::MWCBDeclineLevelMessage::timestamp

Nanoseconds past midnight.

Definition at line 134 of file messages.hpp.

◆ level1

uint64_t itch::MWCBDeclineLevelMessage::level1

Level 1 (5%) breach value, 8 implied decimals.

Definition at line 135 of file messages.hpp.

◆ level2

uint64_t itch::MWCBDeclineLevelMessage::level2

Level 2 (13%) breach value, 8 implied decimals.

Definition at line 136 of file messages.hpp.

◆ level3

uint64_t itch::MWCBDeclineLevelMessage::level3

Level 3 (20%) breach value, 8 implied decimals.

Definition at line 137 of file messages.hpp.

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

messages.hpp

Public Attributes