ITCH Change Log

21 Jan 2022

• Trading Sessions renamed as System Event Codes and list of codes enhanced.

• System Event [S] : list of event codes updated.

• Orderbook Attribute [X] : list of AttributeType values updated.

• Orderbook Directory [R] : addition of Remarks field.

• Add Order [A]: addition of FirmID field.

• Order Executed [E] : addition of Aggressor Firm ID field.

• Addition of the Firm Directory [F] message.

• Updated the table specifying when messages are disseminated in Messages.

• Trade [P]: addition of primary and secondary trade source.

27 Jan 2022

• Orderbook Attribute [X]: update of AttributeType definitions.

• Orderbook Directory [R]: update of AssetType values.

• Trade [P]:

  • primary trade source renamed to Trade Source

  • removal of secondary trade source

31 Jan 2022

• Orderbook Attribute [X]: update of AttributeType definitions

21 Feb 2033

• System Event [S]:

  • update of EventCode value

• System Event Codes:

  • update of EventCode value

1 Mar 2023

• Firm Directory [F]

  • correction of Type

21 Mar 2023

• Orderbook Management

  • addition of links to messages

• Trade [P]:

  • clarification of Trade Indicator and Trade Source

4 Apr 2023

• Trade [P]

  • enhanced description of when message is sent

• Boards

  • update of board names and descriptions

• Orderbook Directory [R]

  • update of board names and descriptions

7 Jul 2023

• System Event [S]:

  • update of EventCode values

• System Event Codes:

  • update of EventCode values and descriptions

• Orderbook Trading Action [H]

  • update of Reason code description

10 Jul 2023

• Orderbook Directory [R]

  • clarification of Listing and Expiry values

19 Jul 2023

• Orderbook Trading Action [H]

  • update of list of Reason codes

• Orderbook Directory [R]

  • update of minimum order quantity for non-tradeable orderbooks

25 Jul 2023

• Addition of:

  • ASIC Market Integrity Rules Order Entry Controls

  • Anomalous Order Threshold (AOT)

  • Extreme Trade Range (ETR)

15 Aug 2023

Clarification of Printable field in the following messages:

• Order Executed [E]

• Order Executed with Price [C]

• Trade [P]

23 Aug 2023

• System Event Codes

  • Clarification of MATCH_REJOIN and CB_AUCT_END trading sessions

1 Sep 2023

Clarification of the Price field in:

• Add Order [A]

• Order Replace [U]

3 Oct 2023

Correction of board names in:

• Boards

• Orderbook Directory [R]

14 Aug 2024

Addition of new board details in:

• Boards

• Orderbook Directory [R]