Market Participant Position (L): a market participant's (market maker's) status in a security. More...

#include <messages.hpp>

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

uint16_t	stock_locate
	Locate code identifying the security.

uint16_t	tracking_number
	Nasdaq internal tracking number.

uint64_t	timestamp
	Nanoseconds past midnight.

char	mpid [4]
	Market participant identifier.

char	stock [8]
	Stock symbol, right padded with spaces.

char	primary_market_maker
	'Y' if the primary market maker, else 'N'.

char	market_maker_mode
	Quotation mode (see indicators::MARKET_MAKER_MODE).

char	market_participant_state
	State (see indicators::MARKET_PARTICIPANT_STATE).

Detailed Description

Market Participant Position (L): a market participant's (market maker's) status in a security.

Disseminated at the start of the trading day and whenever a status changes. It provides, per firm registered in an issue, the Primary Market Maker status, the Market Maker mode, and the Market Participant state.

Definition at line 109 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::MarketParticipantPositionMessage::message_type = 'L'

Always 'L'.

Definition at line 110 of file messages.hpp.

◆ stock_locate

uint16_t itch::MarketParticipantPositionMessage::stock_locate

Locate code identifying the security.

Definition at line 111 of file messages.hpp.

◆ tracking_number

uint16_t itch::MarketParticipantPositionMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 112 of file messages.hpp.

◆ timestamp

uint64_t itch::MarketParticipantPositionMessage::timestamp

Nanoseconds past midnight.

Definition at line 113 of file messages.hpp.

◆ mpid

char itch::MarketParticipantPositionMessage::mpid[4]

Market participant identifier.

Definition at line 114 of file messages.hpp.

◆ stock

char itch::MarketParticipantPositionMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 115 of file messages.hpp.

◆ primary_market_maker

char itch::MarketParticipantPositionMessage::primary_market_maker

'Y' if the primary market maker, else 'N'.

Definition at line 116 of file messages.hpp.

◆ market_maker_mode

char itch::MarketParticipantPositionMessage::market_maker_mode

Quotation mode (see indicators::MARKET_MAKER_MODE).

Definition at line 117 of file messages.hpp.

◆ market_participant_state

char itch::MarketParticipantPositionMessage::market_participant_state

State (see indicators::MARKET_PARTICIPANT_STATE).

Definition at line 118 of file messages.hpp.

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

messages.hpp

Public Attributes