Retail Price Improvement Indicator (N): the presence of retail price improvement interest on the bid, the offer, or both. More...

#include <messages.hpp>

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

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	interest_flag
	'B' bid, 'A' ask, 'C' both, 'N' none.

Detailed Description

Retail Price Improvement Indicator (N): the presence of retail price improvement interest on the bid, the offer, or both.

Identifies the presence of a retail price improvement interest indication (on the bid, the offer, both, or none) for a Nasdaq-listed security. It signals available retail liquidity without disclosing its size or price.

Definition at line 408 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::RetailPriceImprovementIndicatorMessage::message_type = 'N'

Always 'N'.

Definition at line 409 of file messages.hpp.

◆ stock_locate

uint16_t itch::RetailPriceImprovementIndicatorMessage::stock_locate

Locate code identifying the security.

Definition at line 410 of file messages.hpp.

◆ tracking_number

uint16_t itch::RetailPriceImprovementIndicatorMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 411 of file messages.hpp.

◆ timestamp

uint64_t itch::RetailPriceImprovementIndicatorMessage::timestamp

Nanoseconds past midnight.

Definition at line 412 of file messages.hpp.

◆ stock

char itch::RetailPriceImprovementIndicatorMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 413 of file messages.hpp.

◆ interest_flag

char itch::RetailPriceImprovementIndicatorMessage::interest_flag

'B' bid, 'A' ask, 'C' both, 'N' none.

Definition at line 414 of file messages.hpp.

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

messages.hpp

Public Attributes