Stock Directory (R): the trading and listing reference data for a security, disseminated at the start of each trading day. More...

#include <messages.hpp>

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

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	market_category
	Listing market (see indicators::MARKET_CATEGORY).

char	financial_status_indicator
	Financial status of the issuer.

uint32_t	round_lot_size
	Number of shares in a round lot.

char	round_lots_only
	'Y' if only round lots may be entered, else 'N'.

char	issue_classification
	Security class (see indicators::ISSUE_CLASSIFICATION_VALUES).

char	issue_sub_type [2]
	Security sub-type (see indicators::ISSUE_SUB_TYPE_VALUES).

char	authenticity
	'P' production / 'T' test security.

char	short_sale_threshold_indicator
	Reg SHO threshold: 'Y','N',' '.

char	ipo_flag
	'Y' if a new IPO, 'N' if not, ' ' if not available.

char	luld_ref
	LULD reference price tier.

char	etp_flag
	'Y' if an exchange-traded product, else 'N'.

uint32_t	etp_leverage_factor
	Leverage factor of the ETP (if applicable).

char	inverse_indicator
	'Y' if the ETP is an inverse product.

Detailed Description

Stock Directory (R): the trading and listing reference data for a security, disseminated at the start of each trading day.

Disseminated for all active Nasdaq-traded symbols at the start of each trading day. Market-data redistributors use it to populate fields such as the Financial Status Indicator and Market Category so each security is classified and displayed correctly. A security not named in any Stock Directory message should not appear in later messages for that day.

Definition at line 49 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::StockDirectoryMessage::message_type = 'R'

Always 'R'.

Definition at line 50 of file messages.hpp.

◆ stock_locate

uint16_t itch::StockDirectoryMessage::stock_locate

Locate code identifying the security.

Definition at line 51 of file messages.hpp.

◆ tracking_number

uint16_t itch::StockDirectoryMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 52 of file messages.hpp.

◆ timestamp

uint64_t itch::StockDirectoryMessage::timestamp

Nanoseconds past midnight.

Definition at line 53 of file messages.hpp.

◆ stock

char itch::StockDirectoryMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 54 of file messages.hpp.

◆ market_category

char itch::StockDirectoryMessage::market_category

Listing market (see indicators::MARKET_CATEGORY).

Definition at line 55 of file messages.hpp.

◆ financial_status_indicator

char itch::StockDirectoryMessage::financial_status_indicator

Financial status of the issuer.

Definition at line 56 of file messages.hpp.

◆ round_lot_size

uint32_t itch::StockDirectoryMessage::round_lot_size

Number of shares in a round lot.

Definition at line 57 of file messages.hpp.

◆ round_lots_only

char itch::StockDirectoryMessage::round_lots_only

'Y' if only round lots may be entered, else 'N'.

Definition at line 58 of file messages.hpp.

◆ issue_classification

char itch::StockDirectoryMessage::issue_classification

Security class (see indicators::ISSUE_CLASSIFICATION_VALUES).

Definition at line 59 of file messages.hpp.

◆ issue_sub_type

char itch::StockDirectoryMessage::issue_sub_type[2]

Security sub-type (see indicators::ISSUE_SUB_TYPE_VALUES).

Definition at line 60 of file messages.hpp.

◆ authenticity

char itch::StockDirectoryMessage::authenticity

'P' production / 'T' test security.

Definition at line 61 of file messages.hpp.

◆ short_sale_threshold_indicator

char itch::StockDirectoryMessage::short_sale_threshold_indicator

Reg SHO threshold: 'Y','N',' '.

Definition at line 62 of file messages.hpp.

◆ ipo_flag

char itch::StockDirectoryMessage::ipo_flag

'Y' if a new IPO, 'N' if not, ' ' if not available.

Definition at line 63 of file messages.hpp.

◆ luld_ref

char itch::StockDirectoryMessage::luld_ref

LULD reference price tier.

Definition at line 64 of file messages.hpp.

◆ etp_flag

char itch::StockDirectoryMessage::etp_flag

'Y' if an exchange-traded product, else 'N'.

Definition at line 65 of file messages.hpp.

◆ etp_leverage_factor

uint32_t itch::StockDirectoryMessage::etp_leverage_factor

Leverage factor of the ETP (if applicable).

Definition at line 66 of file messages.hpp.

◆ inverse_indicator

char itch::StockDirectoryMessage::inverse_indicator

'Y' if the ETP is an inverse product.

Definition at line 67 of file messages.hpp.

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

messages.hpp

Public Attributes