Package | Description |
---|---|
com.paritytrading.juncture.nasdaq.itch50 |
This package contains an implementation of NASDAQ TotalView-ITCH 5.0.
|
Modifier and Type | Class and Description |
---|---|
static class |
ITCH50.AddOrder
An Add Order (4.3.1) message.
|
static class |
ITCH50.AddOrderMPID
An Add Order with MPID (4.3.2) message.
|
static class |
ITCH50.BrokenTrade
A Broken Trade (4.5.3) message.
|
static class |
ITCH50.CrossTrade
A Cross Trade (4.5.2) message.
|
static class |
ITCH50.IPOQuotingPeriodUpdate
An IPO Quoting Period Update (4.2.6) message.
|
static class |
ITCH50.LULDAuctionCollar
A LULD Auction Collar (4.2.7) message.
|
static class |
ITCH50.MarketParticipantPosition
A Market Participant Position (4.2.4) message.
|
static class |
ITCH50.MWCBDeclineLevel
An MWCB Decline Level (4.2.5.1) message.
|
static class |
ITCH50.MWCBStatus
An MWCB Status (4.2.5.2) message.
|
static class |
ITCH50.NOII
A NOII (4.6) message.
|
static class |
ITCH50.OperationalHalt
An Operational Halt (4.2.8) message.
|
static class |
ITCH50.OrderCancel
An Order Cancel (4.4.3) message.
|
static class |
ITCH50.OrderDelete
An Order Delete (4.4.4) message.
|
static class |
ITCH50.OrderExecuted
An Order Executed (4.4.1) message.
|
static class |
ITCH50.OrderExecutedWithPrice
An Order Executed With Price (4.4.2) message.
|
static class |
ITCH50.OrderReplace
An Order Replace (4.4.5) message.
|
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.
|
static class |
ITCH50.StockTradingAction
A Stock Trading Action (4.2.2) message.
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static class |
ITCH50.SystemEvent
A System Event message.
|
static class |
ITCH50.Trade
A Trade (4.5.1) message.
|
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