ITC Session ID Usage | ||||
---|---|---|---|---|
Category Code | Session ID Blank | Session ID - G | Session ID - R | Comments |
A |
Yes
Yes | |||
C | Yes |
Yes | Not consistent | |
E |
Yes |
Little e |
Yes |
F |
Yes |
H | Yes | Yes | Yes | “R” session ID message contains RTH only high/low prices. “G” session ID message contains ETH only high/low prices. Blank session ID contains combined ETH and RTH high/low prices. |
I | Yes |
J | Yes |
Yes | “R” session ID message contains RTH summary data only. Blank session ID messages contains combined ETH and RTH summary data. | ||
N |
Yes |
Q | Yes |
Yes | Not consistent Session ID is meaningful for category Q limit messages. | ||
Little t |
Yes |
U |
Yes |
V | Yes | Yes | Yes | “R” session ID message contains RTH only volume. “G” session ID message contains ETH only volume. Blank session ID message contains combined ETH and RTH volume. |
Little v | Yes |
X | Yes |
Yes |
Y |
Yes |
Z | Yes |
Yes | Not consistent |