Order Executed [E]
This message is sent when an order in the orderbook has been matched at its limit price.
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Order Executed Message identifier: "E" |
Timestamp | 1 | 4 | Unsigned Integer | Nanoseconds since last ITCH Timestamp "T" message. |
OrderNumber | 5 | 8 | Unsigned Integer | The order reference number of the executed order. |
ExecutedQuantity | 13 | 8 | Unsigned Integer | The quantity executed. |
MatchNumber | 21 | 8 | Unsigned Integer | The day unique match identifer. |
Printable | 29 | 1 | Alpha | Indicates if the execution should be reflected in volume calculations: Valid values |
Aggressor Firm ID | 30 | 4 | Unsigned Intege | The unique firm identifier for the aggressor order in the execution. Should be used as a lookup from the Firm Directory [F]. A value of 0 indicates that no firm is applicable. |