System Event (S): signals a market or data-feed handler event. More...

#include <messages.hpp>

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

uint16_t	stock_locate
	Locate code; 0 for system-wide events.

uint16_t	tracking_number
	Nasdaq internal tracking number.

uint64_t	timestamp
	Nanoseconds past midnight.

char	event_code
	'O','S','Q','M','E','C' (see indicators::SYSTEM_EVENT_CODES).

Detailed Description

System Event (S): signals a market or data-feed handler event.

Used to signal a market or data feed handler event. The event_code marks the major points of the trading day: start and end of the messages stream, of system hours, and of market hours. Consumers use it to bracket a session and to know when the book is expected to be live.

Definition at line 33 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::SystemEventMessage::message_type = 'S'

Always 'S'.

Definition at line 34 of file messages.hpp.

◆ stock_locate

uint16_t itch::SystemEventMessage::stock_locate

Locate code; 0 for system-wide events.

Definition at line 35 of file messages.hpp.

◆ tracking_number

uint16_t itch::SystemEventMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 36 of file messages.hpp.

◆ timestamp

uint64_t itch::SystemEventMessage::timestamp

Nanoseconds past midnight.

Definition at line 37 of file messages.hpp.

◆ event_code

char itch::SystemEventMessage::event_code

'O','S','Q','M','E','C' (see indicators::SYSTEM_EVENT_CODES).

Definition at line 38 of file messages.hpp.

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

messages.hpp