Session ID Usage
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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