Order Executed With Price (C): a resting order was executed at a price different from its display price (and may be non-printable). More...

#include <messages.hpp>

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

uint16_t	stock_locate
	Locate code identifying the security.

uint16_t	tracking_number
	Nasdaq internal tracking number.

uint64_t	timestamp
	Nanoseconds past midnight.

uint64_t	order_reference_number
	Reference number of the executed order.

uint32_t	executed_shares
	Number of shares executed.

uint64_t	match_number
	Day-unique match number for the execution.

char	printable
	'Y' if the trade is printable to the tape, else 'N'.

uint32_t	execution_price
	Price at which the order executed (4 decimals).

Detailed Description

Order Executed With Price (C): a resting order was executed at a price different from its display price (and may be non-printable).

Sent when an order on the book executes at a price different from its initial display price, so the execution price is carried explicitly. The execution may be marked non-printable, in which case it is excluded from the time-and-sales tape (typically to be printed later in aggregate).

Definition at line 266 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::OrderExecutedWithPriceMessage::message_type = 'C'

Always 'C'.

Definition at line 267 of file messages.hpp.

◆ stock_locate

uint16_t itch::OrderExecutedWithPriceMessage::stock_locate

Locate code identifying the security.

Definition at line 268 of file messages.hpp.

◆ tracking_number

uint16_t itch::OrderExecutedWithPriceMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 269 of file messages.hpp.

◆ timestamp

uint64_t itch::OrderExecutedWithPriceMessage::timestamp

Nanoseconds past midnight.

Definition at line 270 of file messages.hpp.

◆ order_reference_number

uint64_t itch::OrderExecutedWithPriceMessage::order_reference_number

Reference number of the executed order.

Definition at line 271 of file messages.hpp.

◆ executed_shares

uint32_t itch::OrderExecutedWithPriceMessage::executed_shares

Number of shares executed.

Definition at line 272 of file messages.hpp.

◆ match_number

uint64_t itch::OrderExecutedWithPriceMessage::match_number

Day-unique match number for the execution.

Definition at line 273 of file messages.hpp.

◆ printable

char itch::OrderExecutedWithPriceMessage::printable

'Y' if the trade is printable to the tape, else 'N'.

Definition at line 274 of file messages.hpp.

◆ execution_price

uint32_t itch::OrderExecutedWithPriceMessage::execution_price

Price at which the order executed (4 decimals).

Definition at line 275 of file messages.hpp.

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

messages.hpp

Public Attributes