Order Executed with Price [C]
This message is sent when an order in the orderbook has been matched at a specified price.
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Order Executed with Price Message identifier: "C" |
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 |
ExecutionPrice | 30 | 8 | Signed Integer | The price at which the execution occurred. |