Skip to main content
Skip table of contents

Orderbook Attribute [X]

This message is sent to provide a specific value that has been set for an orderbook.

Name

Offset

Length

Value

Description

Type

0

1

Alpha

Orderbook Attribute Message identifier: "X"

Timestamp

1

4

Unsigned Integer

Nanoseconds since last ITCH Timestamp "T" message.

Orderbook

5

4

Unsigned Integer

Unique orderbook identifier.

AttributeValue

9

8

Signed Integer

The value that has been set, according to the Type. Decode using the Price Decimals for the orderbook, unless otherwise specified.

AttributeType

17

1

Alpha

Type of attribute that is being referred to in this message.

Valid values
R = Previous’s days close. Transmitted at start of day. Also transmitted if set by market controller
C = Close Price. Transmitted after closing rotation
D = ETR upper limit percentage
d = ETR lower limit percentage
P = AOT upper limit percentage
p = AOT lower limit percentage
A = AOT reference price
B = ETR reference price

Reason

18

1

Alpha

Not used - Reserved for future use.

JavaScript errors detected

Please note, these errors can depend on your browser setup.

If this problem persists, please contact our support.