Display Filter Reference: Nasdaq TotalView-ITCH
Protocol field name: nasdaq_itch
Versions: 1.2.0 to 4.2.4
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| Field name | Description | Type | Versions |
|---|---|---|---|
| nasdaq-itch | Attribution | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Buy/Sell | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Canceled Shares | Unsigned integer (32 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Cross Type | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Executed Shares | Unsigned integer (32 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Execution Price | Floating point (double-precision) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Financial Status Indicator | Character (8 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Market Category | Character (8 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Matched | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Message | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Message Type | Character (8 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Millisecond | Unsigned integer (32 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Order Reference | Unsigned integer (32 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Price | Floating point (double-precision) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Printable | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Reason | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Reserved | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Round Lot Size | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Round Lots Only | Character (8 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Second | Unsigned integer (32 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Shares | Unsigned integer (32 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Stock | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | System Event | Character (8 bits) | 1.2.0 to 4.2.4 |
| nasdaq-itch | Trading State | Character string | 1.2.0 to 4.2.4 |
| nasdaq-itch | Version | Unsigned integer (8 bits) | 1.2.0 to 4.2.4 |