Add Order [A]
This message is used to indicate that an order has been added to the orderbook.
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Add Order Message identifier: "A" |
Timestamp | 1 | 4 | Unsigned Integer | Nanoseconds since last ITCH Timestamp "T" message. |
OrderNumber | 5 | 8 | Unsigned Integer | The day unique reference number assigned to the new order. |
OrderVerb | 13 | 1 | Alpha | Valid values "B" - Buy |
Quantity | 14 | 8 | Unsigned Integer | The total quantity of the order being added to the book. |
Orderbook | 22 | 4 | Unsigned Integer | The unique orderbook identifier. |
Price | 26 | 8 | Signed Integer | The price of the new order. |
FirmID | 34 | 4 | Unsigned Integer | The unique firm identifier for the order. Should be used as a lookup from the Firm Directory [F]. A value of 0 indicates that no firm is applicable. |