ITC Session ID Usage | ||||
---|---|---|---|---|
Category Code | Session ID Blank | Session ID - G | Session ID - R | Comments |
A | 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 |
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