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

Reg SHO Short Sale Price Test Restriction (Y): the Reg SHO short-sale restriction state for a security. More...

#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.
 

Detailed Description

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.

Member Data Documentation

◆ message_type

char itch::RegSHOMessage::message_type = 'Y'

Always 'Y'.

Definition at line 95 of file messages.hpp.

◆ stock_locate

uint16_t itch::RegSHOMessage::stock_locate

Locate code identifying the security.

Definition at line 96 of file messages.hpp.

◆ tracking_number

uint16_t itch::RegSHOMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 97 of file messages.hpp.

◆ timestamp

uint64_t itch::RegSHOMessage::timestamp

Nanoseconds past midnight.

Definition at line 98 of file messages.hpp.

◆ stock

char itch::RegSHOMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 99 of file messages.hpp.

◆ reg_sho_action

char itch::RegSHOMessage::reg_sho_action

'0' no restriction, '1' restriction in effect, '2' remains.

Definition at line 100 of file messages.hpp.


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