Session ID Usage

ITC 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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