Index Value [Z]
This message is sent to disseminate index values to the market.
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Index Value Message Identifier: Z |
Timestamp | 1 | 4 | Unsigned Integer | Nanoseconds since last ITCH Timestamp T message. |
IndexOrderbook | 5 | 4 | Unsigned Integer | Unique orderbook identifier for the index. |
IndexValue | 9 | 8 | Unsigned Integer | Value for the index, using the price decimals for the orderbook. |