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System Event [S]

This message will be sent to provide information about events that are scheduled or triggered by the system. Events may occur at Orderbook, Board, Board+Product or System level. A system-level event is indicated when the Orderbook, Product and Board fields are all left blank.

Name

Offset

Length

Value

Description

Type

0

1

Alpha

System Event Message identifier: "S"

Timestamp

1

4

Unsigned Integer

Nanoseconds since last ITCH Timestamp "T" message.

Group

5

20

Alpha

Identifies the Board for which this event applies. Left blank if not at Board level.

Product

25

12

Alpha

Identifies the Product for which this event applies. Left blank if not at Product level.

Orderbook

37

4

Unsigned Integer

Used to identify if the event applies to a single Orderbook. Set to 0 if not at Orderbook level.

EventCode

41

12

Alpha

The text identifier for the event:

IPXS-SOM
ENQUIRY
PREOPEN
OPEN
HALT
MATCH_REJOIN
CB_AUCT
CB_AUCT_END
PRECLOSE
CLOSE
END_OF_DAY
IPXS-EOM
IPXS-ENDSESS

See System Event Codes for details of actions permissible in each session.

EventStatus

53

1

Alpha

The current status of the event

Valid values
S = Scheduled
C = Canceled
T = Triggered

ScheduledTime

54

8

Unsigned Integer

The time this event is scheduled to be triggered in nanoseconds since Epoch (UTC).

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