Index Member Directory [Y]
This message is used to provide details of the members and weightings for an index.
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Index Member Directory Message Identifier: Y |
Timestamp | 1 | 4 | Unsigned Integer | Nanoseconds since last ITCH Timestamp T message. |
IndexOrderbook | 5 | 4 | Unsigned Integer | Unique orderbook identifier for the index. |
MemberOrderbook | 9 | 4 | Unsigned Integer | Unique orderbook identifier for the index member. |
Weight | 13 | 8 | Unsigned Integer | Index member's weighting as part of the index. |