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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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Stock Trading Action (H): a change in the trading status of a security (halted, paused, quotation-only, or trading).
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#include <messages.hpp>
Public Attributes | |
| char | message_type = 'H' |
| Always 'H'. | |
| 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 | trading_state |
| 'H','P','Q','T' (see indicators::TRADING_STATES). | |
| char | reserved |
| Reserved. | |
| char | reason [4] |
| Trading-action reason code (see indicators::TRADING_ACTION_REASON_CODES). | |
Stock Trading Action (H): a change in the trading status of a security (halted, paused, quotation-only, or trading).
An administrative message conveying the current trading status of a security. It is sent before the open and again whenever the status changes, such as a halt, a pause, a release for quotation, or a resumption of trading. The reason code explains why the action occurred.
Definition at line 77 of file messages.hpp.
| char itch::StockTradingActionMessage::message_type = 'H' |
Always 'H'.
Definition at line 78 of file messages.hpp.
| uint16_t itch::StockTradingActionMessage::stock_locate |
Locate code identifying the security.
Definition at line 79 of file messages.hpp.
| uint16_t itch::StockTradingActionMessage::tracking_number |
Nasdaq internal tracking number.
Definition at line 80 of file messages.hpp.
| uint64_t itch::StockTradingActionMessage::timestamp |
Nanoseconds past midnight.
Definition at line 81 of file messages.hpp.
| char itch::StockTradingActionMessage::stock[8] |
Stock symbol, right padded with spaces.
Definition at line 82 of file messages.hpp.
| char itch::StockTradingActionMessage::trading_state |
'H','P','Q','T' (see indicators::TRADING_STATES).
Definition at line 83 of file messages.hpp.
| char itch::StockTradingActionMessage::reserved |
Reserved.
Definition at line 84 of file messages.hpp.
| char itch::StockTradingActionMessage::reason[4] |
Trading-action reason code (see indicators::TRADING_ACTION_REASON_CODES).
Definition at line 85 of file messages.hpp.