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 |
Reason | 18 | 1 | Alpha | Not used - Reserved for future use. |