Broken Trade [B]
This message is sent when a previously matched trade or trade chain has been busted by the exchange.
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Broken Trade Message identifier: "B" |
Timestamp | 1 | 4 | Unsigned Integer | Nanoseconds since last ITCH Timestamp "T" message. |
MatchNumber | 5 | 8 | Unsigned Integer | The unique match number of the execution that was busted. |
Reason | 13 | 1 | Alpha | The reason the trade was broken: |