public class ITCH50 extends Object
Modifier and Type | Class and Description |
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static class |
ITCH50.AddOrder
An Add Order (4.3.1) message.
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static class |
ITCH50.AddOrderMPID
An Add Order with MPID (4.3.2) message.
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static class |
ITCH50.BrokenTrade
A Broken Trade (4.5.3) message.
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static class |
ITCH50.CrossTrade
A Cross Trade (4.5.2) message.
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static class |
ITCH50.IPOQuotingPeriodUpdate
An IPO Quoting Period Update (4.2.6) message.
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static class |
ITCH50.LULDAuctionCollar
A LULD Auction Collar (4.2.7) message.
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static class |
ITCH50.MarketParticipantPosition
A Market Participant Position (4.2.4) message.
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static interface |
ITCH50.Message
A message.
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static class |
ITCH50.MWCBDeclineLevel
An MWCB Decline Level (4.2.5.1) message.
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static class |
ITCH50.MWCBStatus
An MWCB Status (4.2.5.2) message.
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static class |
ITCH50.NOII
A NOII (4.6) message.
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static class |
ITCH50.OperationalHalt
An Operational Halt (4.2.8) message.
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static class |
ITCH50.OrderCancel
An Order Cancel (4.4.3) message.
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static class |
ITCH50.OrderDelete
An Order Delete (4.4.4) message.
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static class |
ITCH50.OrderExecuted
An Order Executed (4.4.1) message.
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static class |
ITCH50.OrderExecutedWithPrice
An Order Executed With Price (4.4.2) message.
|
static class |
ITCH50.OrderReplace
An Order Replace (4.4.5) message.
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static class |
ITCH50.RegSHORestriction
A Reg SHO Restriction (4.2.3) message.
|
static class |
ITCH50.RPII
An RPII (4.7) message.
|
static class |
ITCH50.StockDirectory
A Stock Directory (4.2.1) message.
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static class |
ITCH50.StockTradingAction
A Stock Trading Action (4.2.2) message.
|
static class |
ITCH50.SystemEvent
A System Event message.
|
static class |
ITCH50.Trade
A Trade (4.5.1) message.
|
public static final byte BUY
public static final byte SELL
public static final byte YES
public static final byte NO
public static final byte NOT_AVAILABLE
public static final byte MESSAGE_TYPE_SYSTEM_EVENT
public static final byte MESSAGE_TYPE_STOCK_DIRECTORY
public static final byte MESSAGE_TYPE_STOCK_TRADING_ACTION
public static final byte MESSAGE_TYPE_REG_SHO_RESTRICTION
public static final byte MESSAGE_TYPE_MARKET_PARTICIPANT_POSITION
public static final byte MESSAGE_TYPE_MWCB_DECLINE_LEVEL
public static final byte MESSAGE_TYPE_MWCB_STATUS
public static final byte MESSAGE_TYPE_IPO_QUOTING_PERIOD_UPDATE
public static final byte MESSAGE_TYPE_LULD_AUCTION_COLLAR
public static final byte MESSAGE_TYPE_OPERATIONAL_HALT
public static final byte MESSAGE_TYPE_ADD_ORDER
public static final byte MESSAGE_TYPE_ADD_ORDER_MPID
public static final byte MESSAGE_TYPE_ORDER_EXECUTED
public static final byte MESSAGE_TYPE_ORDER_EXECUTED_WITH_PRICE
public static final byte MESSAGE_TYPE_ORDER_CANCEL
public static final byte MESSAGE_TYPE_ORDER_DELETE
public static final byte MESSAGE_TYPE_ORDER_REPLACE
public static final byte MESSAGE_TYPE_TRADE
public static final byte MESSAGE_TYPE_CROSS_TRADE
public static final byte MESSAGE_TYPE_BROKEN_TRADE
public static final byte MESSAGE_TYPE_NOII
public static final byte MESSAGE_TYPE_RPII
public static final byte EVENT_CODE_START_OF_MESSAGES
public static final byte EVENT_CODE_START_OF_SYSTEM_HOURS
public static final byte EVENT_CODE_START_OF_MARKET_HOURS
public static final byte EVENT_CODE_END_OF_MARKET_HOURS
public static final byte EVENT_CODE_END_OF_SYSTEM_HOURS
public static final byte EVENT_CODE_END_OF_MESSAGES
public static final byte MARKET_CATEGORY_NASDAQ_GLOBAL_SELECT_MARKET
public static final byte MARKET_CATEGORY_NASDAQ_GLOBAL_MARKET
public static final byte MARKET_CATEGORY_NASDAQ_CAPITAL_MARKET
public static final byte MARKET_CATEGORY_NYSE
public static final byte MARKET_CATEGORY_NYSE_MKT
public static final byte MARKET_CATEGORY_NYSE_ARCA
public static final byte MARKET_CATEGORY_BATS_Z_EXCHANGE
public static final byte MARKET_CATEGORY_NOT_AVAILABLE
public static final byte FINANCIAL_STATUS_INDICATOR_DEFICIENT
public static final byte FINANCIAL_STATUS_INDICATOR_DELINQUENT
public static final byte FINANCIAL_STATUS_INDICATOR_BANKRUPT
public static final byte FINANCIAL_STATUS_INDICATOR_SUSPENDED
public static final byte FINANCIAL_STATUS_INDICATOR_DEFICIENT_BANKRUPT
public static final byte FINANCIAL_STATUS_INDICATOR_DEFICIENT_DELINQUENT
public static final byte FINANCIAL_STATUS_INDICATOR_DELINQUENT_BANKRUPT
public static final byte FINANCIAL_STATUS_INDICATOR_DEFICIENT_DELINQUENT_BANKRUPT
public static final byte FINANCIAL_STATUS_INDICATOR_CREATIONS_REDEMPTIONS_SUSPENDED
public static final byte FINANCIAL_STATUS_INDICATOR_NORMAL
public static final byte FINANCIAL_STATUS_INDICATOR_NOT_AVAILABLE
public static final byte AUTHENTICITY_PRODUCTION
public static final byte AUTHENTICTY_TEST
public static final byte LULD_REFERENCE_PRICE_TIER_1
public static final byte LULD_REFERENCE_PRICE_TIER_2
public static final byte TRADING_STATE_HALTED
public static final byte TRADING_STATE_PAUSED
public static final byte TRADING_STATE_QUOTATION_PERIOD
public static final byte TRADING_STATE_TRADING
public static final byte REG_SHO_ACTION_NO_PRICE_TEST
public static final byte REG_SHO_ACTION_SHORT_SALE_PRICE_TEST_INTRA_DAY_PRICE_DROP
public static final byte REG_SHO_ACTION_SHORT_SALE_PRICE_TEST
public static final byte MARKET_MAKER_MODE_NORMAL
public static final byte MARKET_MAKER_MODE_PASSIVE
public static final byte MARKET_MAKER_MODE_SYNDICATE
public static final byte MARKET_MAKER_MODE_PRE_SYNDICATE
public static final byte MARKET_MAKER_MODE_PENALTY
public static final byte MARKET_PARTICIPANT_STATE_ACTIVE
public static final byte MARKET_PARTICIPANT_STATE_EXCUSED_WITHDRAWN
public static final byte MARKET_PARTICIPANT_STATE_WITHDRAWN
public static final byte MARKET_PARTICIPANT_STATE_SUSPENDED
public static final byte MARKET_PARTICIPANT_STATE_DELETED
public static final byte BREACHED_LEVEL_1
public static final byte BREACHED_LEVEL_2
public static final byte BREACHED_LEVEL_3
public static final byte IPO_QUOTATION_RELEASE_QUALIFIER_ANTICIPATED_QUOTATION_TIME
public static final byte IPO_QUOTATION_RELEASE_QUALIFIER_IPO_RELEASE_CANCELED_POSTPONED
public static final byte MARKET_CODE_NASDAQ
public static final byte MARKET_CODE_BX
public static final byte MARKET_CODE_PSX
public static final byte OPERATIONAL_HALT_ACTION_OPERATIONALLY_HALTED
public static final byte OPERATIONAL_HALT_ACTION_TRADING_RESUMED
public static final byte CROSS_TYPE_OPENING_CROSS
public static final byte CROSS_TYPE_CLOSING_CROSS
public static final byte CROSS_TYPE_IPO_HALTED_PAUSED_CROSS
public static final byte CROSS_TYPE_INTRADAY_CROSS
public static final byte IMBALANCE_DIRECTION_BUY_IMBALANCE
public static final byte IMBALANCE_DIRECTION_SELL_IMBALANCE
public static final byte IMBALANCE_DIRECTION_NO_IMBALANCE
public static final byte IMBALANCE_DIRECTION_INSUFFICIENT_ORDERS
public static final byte PRICE_VARIATION_INDICATOR_LESS_THAN_1_PCT
public static final byte PRICE_VARIATION_INDICATOR_1_TO_1_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_2_TO_2_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_3_TO_3_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_4_TO_4_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_5_TO_5_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_6_TO_6_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_7_TO_7_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_8_TO_8_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_9_TO_9_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_10_TO_19_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_20_TO_29_99_PCT
public static final byte PRICE_VARIATION_INDICATOR_30_PCT_OR_GREATER
public static final byte PRICE_VARIATION_INDICATOR_NOT_AVAILABLE
public static final byte INTEREST_FLAG_BUY
public static final byte INTEREST_FLAG_SELL
public static final byte INTEREST_FLAG_BOTH
public static final byte INTEREST_FLAG_NONE
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