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

Stock Trading Action (H): a change in the trading status of a security (halted, paused, quotation-only, or trading). More...

#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).
 

Detailed Description

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.

Member Data Documentation

◆ message_type

char itch::StockTradingActionMessage::message_type = 'H'

Always 'H'.

Definition at line 78 of file messages.hpp.

◆ stock_locate

uint16_t itch::StockTradingActionMessage::stock_locate

Locate code identifying the security.

Definition at line 79 of file messages.hpp.

◆ tracking_number

uint16_t itch::StockTradingActionMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 80 of file messages.hpp.

◆ timestamp

uint64_t itch::StockTradingActionMessage::timestamp

Nanoseconds past midnight.

Definition at line 81 of file messages.hpp.

◆ stock

char itch::StockTradingActionMessage::stock[8]

Stock symbol, right padded with spaces.

Definition at line 82 of file messages.hpp.

◆ trading_state

char itch::StockTradingActionMessage::trading_state

'H','P','Q','T' (see indicators::TRADING_STATES).

Definition at line 83 of file messages.hpp.

◆ reserved

char itch::StockTradingActionMessage::reserved

Reserved.

Definition at line 84 of file messages.hpp.

◆ reason

char itch::StockTradingActionMessage::reason[4]

Trading-action reason code (see indicators::TRADING_ACTION_REASON_CODES).

Definition at line 85 of file messages.hpp.


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