Display Filter Reference: Nasdaq TotalView-ITCH

Protocol field name: nasdaq_itch

Versions: 1.2.0 to 3.6.8

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Field name Description Type Versions
nasdaq-itch.attribution Attribution Character string 1.2.0 to 3.6.8
nasdaq-itch.buy_sell Buy/Sell Character string 1.2.0 to 3.6.8
nasdaq-itch.canceled Canceled Shares Unsigned integer (4 bytes) 1.2.0 to 3.6.8
nasdaq-itch.cross Cross Type Character string 1.2.0 to 3.6.8
nasdaq-itch.executed Executed Shares Unsigned integer (4 bytes) 1.2.0 to 3.6.8
nasdaq-itch.execution_price Execution Price Floating point (double-precision) 1.2.0 to 3.6.8
nasdaq-itch.financial_status Financial Status Indicator Character (1 byte) 1.2.0 to 3.6.8
nasdaq-itch.market_category Market Category Character (1 byte) 1.2.0 to 3.6.8
nasdaq-itch.match Matched Character string 1.2.0 to 3.6.8
nasdaq-itch.message Message Character string 1.2.0 to 3.6.8
nasdaq-itch.message_type Message Type Character (1 byte) 1.2.0 to 3.6.8
nasdaq-itch.millisecond Millisecond Unsigned integer (4 bytes) 1.2.0 to 3.6.8
nasdaq-itch.order_reference Order Reference Unsigned integer (4 bytes) 1.2.0 to 3.6.8
nasdaq-itch.price Price Floating point (double-precision) 1.2.0 to 3.6.8
nasdaq-itch.printable Printable Character string 1.2.0 to 3.6.8
nasdaq-itch.reason Reason Character string 1.2.0 to 3.6.8
nasdaq-itch.reserved Reserved Character string 1.2.0 to 3.6.8
nasdaq-itch.round_lot_size Round Lot Size Character string 1.2.0 to 3.6.8
nasdaq-itch.round_lots_only Round Lots Only Character (1 byte) 1.2.0 to 3.6.8
nasdaq-itch.second Second Unsigned integer (4 bytes) 1.2.0 to 3.6.8
nasdaq-itch.shares Shares Unsigned integer (4 bytes) 1.2.0 to 3.6.8
nasdaq-itch.stock Stock Character string 1.2.0 to 3.6.8
nasdaq-itch.system_event System Event Character (1 byte) 1.2.0 to 3.6.8
nasdaq-itch.trading_state Trading State Character string 1.2.0 to 3.6.8
nasdaq-itch.version Version Unsigned integer (1 byte) 1.2.0 to 3.6.8