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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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Reg SHO Short Sale Price Test Restriction (Y): the Reg SHO short-sale restriction state for a security.
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#include <messages.hpp>
Public Attributes | |
| char | message_type = 'Y' |
| Always 'Y'. | |
| uint16_t | stock_locate |
| Locate code identifying the security. | |
| uint16_t | tracking_number |
| Nasdaq internal tracking number. | |
| uint64_t | timestamp |
| Nanoseconds past midnight. | |
| char | stock [8] |
| Stock symbol, right padded with spaces. | |
| char | reg_sho_action |
| '0' no restriction, '1' restriction in effect, '2' remains. | |
Reg SHO Short Sale Price Test Restriction (Y): the Reg SHO short-sale restriction state for a security.
Informs recipients of the SEC Rule 201 (Regulation SHO) short-sale price-test restriction status for a security. It is sent both as a pre-open spin for every security and intraday whenever the restriction status changes.
Definition at line 94 of file messages.hpp.
| char itch::RegSHOMessage::message_type = 'Y' |
Always 'Y'.
Definition at line 95 of file messages.hpp.
| uint16_t itch::RegSHOMessage::stock_locate |
Locate code identifying the security.
Definition at line 96 of file messages.hpp.
| uint16_t itch::RegSHOMessage::tracking_number |
Nasdaq internal tracking number.
Definition at line 97 of file messages.hpp.
| uint64_t itch::RegSHOMessage::timestamp |
Nanoseconds past midnight.
Definition at line 98 of file messages.hpp.
| char itch::RegSHOMessage::stock[8] |
Stock symbol, right padded with spaces.
Definition at line 99 of file messages.hpp.
| char itch::RegSHOMessage::reg_sho_action |
'0' no restriction, '1' restriction in effect, '2' remains.
Definition at line 100 of file messages.hpp.