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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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MWCB Status (W): notification that a Market-Wide Circuit Breaker level has been breached.
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#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. | |
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.
| char itch::MWCBStatusMessage::message_type = 'W' |
Always 'W'.
Definition at line 146 of file messages.hpp.
| uint16_t itch::MWCBStatusMessage::stock_locate |
Locate code; 0 for this market-wide message.
Definition at line 147 of file messages.hpp.
| uint16_t itch::MWCBStatusMessage::tracking_number |
Nasdaq internal tracking number.
Definition at line 148 of file messages.hpp.
| uint64_t itch::MWCBStatusMessage::timestamp |
Nanoseconds past midnight.
Definition at line 149 of file messages.hpp.
| char itch::MWCBStatusMessage::breached_level |
'1', '2', or '3' for the level breached.
Definition at line 150 of file messages.hpp.