Trade [P]
This message is sent to indicate a match where no adjustment to the orderbook is required by the recipient.
A Trade [P] message is sent for executions with quantities not published in the book. Examples:
Block Trades
Where the hidden portion of an order (e.g. an iceberg order) is replenished and trades
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Trade Message identifier: P |
Timestamp | 1 | 4 | Unsigned Integer | Nanoseconds since last ITCH Timestamp T message. |
ExecutedQuantity | 5 | 8 | Unsigned Integer | The quantity executed. |
Orderbook | 13 | 4 | Unsigned Integer | Unique orderbook identifier. |
Printable | 17 | 1 | Alpha | Indicates if the execution should be reflected in volume calculations: Valid values |
ExecutionPrice | 18 | 8 | Signed Integer | The price at which the execution occurred. |
MatchNumber | 26 | 8 | Unsigned Integer | The unique match identifier. |
TradeIndicator | 34 | 1 | Alpha | Identifies the type of trade: Valid values = (blank if a regular trade) |
BuyFirmID | 35 | 4 | Unsigned Integer | The Firm ID of the buy side counterparty |
SellFirmID | 39 | 4 | Unsigned Integer | The Firm ID of the sell side counterparty |
Trade Source | 43 | 1 | Alpha | NSX Trade Source Only supplied when Trade Indicator is B Valid values A = Autotrade - Normal status condition |