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

MWCB Status (W): notification that a Market-Wide Circuit Breaker level has been breached. More...

#include <messages.hpp>

Public Attributes

char message_type = 'W'
 Always 'W'.
 
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.
 
char breached_level
 '1', '2', or '3' for the level breached.
 

Detailed Description

MWCB Status (W): notification that a Market-Wide Circuit Breaker level has been breached.

Informs recipients when a Market-Wide Circuit Breaker has breached one of the established decline levels, which triggers the corresponding market-wide halt.

Definition at line 145 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::MWCBStatusMessage::message_type = 'W'

Always 'W'.

Definition at line 146 of file messages.hpp.

◆ stock_locate

uint16_t itch::MWCBStatusMessage::stock_locate

Locate code; 0 for this market-wide message.

Definition at line 147 of file messages.hpp.

◆ tracking_number

uint16_t itch::MWCBStatusMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 148 of file messages.hpp.

◆ timestamp

uint64_t itch::MWCBStatusMessage::timestamp

Nanoseconds past midnight.

Definition at line 149 of file messages.hpp.

◆ breached_level

char itch::MWCBStatusMessage::breached_level

'1', '2', or '3' for the level breached.

Definition at line 150 of file messages.hpp.


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