See: Description
Interface | Description |
---|---|
ITCH50.Message |
A message.
|
ITCH50Listener |
The interface for inbound messages.
|
Class | Description |
---|---|
ITCH50 |
Common definitions.
|
ITCH50.AddOrder |
An Add Order (4.3.1) message.
|
ITCH50.AddOrderMPID |
An Add Order with MPID (4.3.2) message.
|
ITCH50.BrokenTrade |
A Broken Trade (4.5.3) message.
|
ITCH50.CrossTrade |
A Cross Trade (4.5.2) message.
|
ITCH50.IPOQuotingPeriodUpdate |
An IPO Quoting Period Update (4.2.6) message.
|
ITCH50.LULDAuctionCollar |
A LULD Auction Collar (4.2.7) message.
|
ITCH50.MarketParticipantPosition |
A Market Participant Position (4.2.4) message.
|
ITCH50.MWCBDeclineLevel |
An MWCB Decline Level (4.2.5.1) message.
|
ITCH50.MWCBStatus |
An MWCB Status (4.2.5.2) message.
|
ITCH50.NOII |
A NOII (4.6) message.
|
ITCH50.OperationalHalt |
An Operational Halt (4.2.8) message.
|
ITCH50.OrderCancel |
An Order Cancel (4.4.3) message.
|
ITCH50.OrderDelete |
An Order Delete (4.4.4) message.
|
ITCH50.OrderExecuted |
An Order Executed (4.4.1) message.
|
ITCH50.OrderExecutedWithPrice |
An Order Executed With Price (4.4.2) message.
|
ITCH50.OrderReplace |
An Order Replace (4.4.5) message.
|
ITCH50.RegSHORestriction |
A Reg SHO Restriction (4.2.3) message.
|
ITCH50.RPII |
An RPII (4.7) message.
|
ITCH50.StockDirectory |
A Stock Directory (4.2.1) message.
|
ITCH50.StockTradingAction |
A Stock Trading Action (4.2.2) message.
|
ITCH50.SystemEvent |
A System Event message.
|
ITCH50.Trade |
A Trade (4.5.1) message.
|
ITCH50Parser |
A parser for inbound messages.
|
Exception | Description |
---|---|
ITCH50Exception |
Indicates a protocol error while handling the NASDAQ TotalView-ITCH 5.0
protocol.
|
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