Price level update

Add Order with MPID Attribution Message

Add Order Message

Broken Trade Message

Cross Trade Message

Error code

Fast hash helper ! Fast hash helper is used to calculate 64-bit hash in a fast way. Thread-safe. */

IPO Quoting Period Update Message

NASDAQ ITCH handler class ! NASDAQ ITCH handler is used to parse NASDAQ ITCH protocol and handle its messages in special handlers. NASDAQ

Limit Up – Limit Down (LULD) Auction Collar Message

Price level

Price level node

Price level type

MWCB Decline Level Message

MWCB Status Message

Market handler class ! Market handler is used to handle all market events from MarketManager with a custom actions. Custom implementations of

Market manager ! Market manager is used to manage the market with symbols, orders and order books. Automatic orders matching can be enabled w

Market Participant Position Message

Net Order Imbalance Indicator (NOII) Message

Order ! An order is an instruction to buy or sell on a trading venue such as a stock market, bond market, commodity market, or financial deriv

Order book ! Order book is used to keep buy and sell orders in a price level order. Not thread-safe. */

Order Cancel Message

Order Delete Message

Order Executed Message

Order Executed With Price Message

Order node

Order Replace Message

Order side ! Possible values: \li <b>Buy</b> - Buy side is the side of orders made up of investing institutions such as mutual funds,

Order Time in Force ! Possible values: \li <b>Good-Till-Cancelled (GTC)</b> - A GTC order is an order to buy or sell a stock that last

Order type ! Possible values: \li <b>Market order</b> - A market order is an order to buy or sell a stock at the best available price.

Retail Price Improvement Indicator (RPII) Message

Reg SHO Short Sale Price Test Restricted Indicator Message

Stock Directory Message

Stock Trading Action Message

Symbol

System Event Message

Trade Message

Unknown message

Update type