- a -

• Attribution : CppTrader::ITCH::AddOrderMPIDMessage
• AuctionCollarExtension : CppTrader::ITCH::LULDAuctionCollarMessage
• AuctionCollarReferencePrice : CppTrader::ITCH::LULDAuctionCollarMessage
• Authenticity : CppTrader::ITCH::StockDirectoryMessage

- b -

• BreachedLevel : CppTrader::ITCH::MWCBStatusMessage
• BuySellIndicator : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::TradeMessage

- c -

• CanceledShares : CppTrader::ITCH::OrderCancelMessage
• CrossPrice : CppTrader::ITCH::CrossTradeMessage
• CrossType : CppTrader::ITCH::CrossTradeMessage , CppTrader::ITCH::NOIIMessage
• CurrentReferencePrice : CppTrader::ITCH::NOIIMessage

- e -

• ETPFlag : CppTrader::ITCH::StockDirectoryMessage
• ETPLeverageFactor : CppTrader::ITCH::StockDirectoryMessage
• EventCode : CppTrader::ITCH::SystemEventMessage
• ExecutedQuantity : CppTrader::Matching::Order
• ExecutedShares : CppTrader::ITCH::OrderExecutedMessage , CppTrader::ITCH::OrderExecutedWithPriceMessage
• ExecutionPrice : CppTrader::ITCH::OrderExecutedWithPriceMessage

- f -

• FarPrice : CppTrader::ITCH::NOIIMessage
• FinancialStatusIndicator : CppTrader::ITCH::StockDirectoryMessage

- h -

• HiddenVolume : CppTrader::Matching::Level

- i -

• Id : CppTrader::Matching::Order , CppTrader::Matching::Symbol
• ImbalanceDirection : CppTrader::ITCH::NOIIMessage
• ImbalanceShares : CppTrader::ITCH::NOIIMessage
• InterestFlag : CppTrader::ITCH::RPIIMessage
• InverseIndicator : CppTrader::ITCH::StockDirectoryMessage
• IPOFlag : CppTrader::ITCH::StockDirectoryMessage
• IPOPrice : CppTrader::ITCH::IPOQuotingMessage
• IPOReleaseQualifier : CppTrader::ITCH::IPOQuotingMessage
• IPOReleaseTime : CppTrader::ITCH::IPOQuotingMessage
• IssueClassification : CppTrader::ITCH::StockDirectoryMessage
• IssueSubType : CppTrader::ITCH::StockDirectoryMessage

- l -

• LeavesQuantity : CppTrader::Matching::Order
• Level : CppTrader::Matching::OrderNode
• Level1 : CppTrader::ITCH::MWCBDeclineMessage
• Level2 : CppTrader::ITCH::MWCBDeclineMessage
• Level3 : CppTrader::ITCH::MWCBDeclineMessage
• LowerAuctionCollarPrice : CppTrader::ITCH::LULDAuctionCollarMessage
• LULDReferencePriceTier : CppTrader::ITCH::StockDirectoryMessage

- m -

• MarketCategory : CppTrader::ITCH::StockDirectoryMessage
• MarketMakerMode : CppTrader::ITCH::MarketParticipantPositionMessage
• MarketParticipantState : CppTrader::ITCH::MarketParticipantPositionMessage
• MatchNumber : CppTrader::ITCH::BrokenTradeMessage , CppTrader::ITCH::CrossTradeMessage , CppTrader::ITCH::OrderExecutedMessage , CppTrader::ITCH::OrderExecutedWithPriceMessage , CppTrader::ITCH::TradeMessage
• MaxVisibleQuantity : CppTrader::Matching::Order
• MPID : CppTrader::ITCH::MarketParticipantPositionMessage

- n -

• Name : CppTrader::Matching::Symbol
• NearPrice : CppTrader::ITCH::NOIIMessage
• NewOrderReferenceNumber : CppTrader::ITCH::OrderReplaceMessage

- o -

• OrderList : CppTrader::Matching::LevelNode
• OrderReferenceNumber : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::OrderCancelMessage , CppTrader::ITCH::OrderDeleteMessage , CppTrader::ITCH::OrderExecutedMessage , CppTrader::ITCH::OrderExecutedWithPriceMessage , CppTrader::ITCH::TradeMessage
• Orders : CppTrader::Matching::Level
• OriginalOrderReferenceNumber : CppTrader::ITCH::OrderReplaceMessage

- p -

• PairedShares : CppTrader::ITCH::NOIIMessage
• Price : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::OrderReplaceMessage , CppTrader::ITCH::TradeMessage , CppTrader::Matching::Level , CppTrader::Matching::Order
• PriceVariationIndicator : CppTrader::ITCH::NOIIMessage
• PrimaryMarketMaker : CppTrader::ITCH::MarketParticipantPositionMessage
• Printable : CppTrader::ITCH::OrderExecutedWithPriceMessage

- q -

• Quantity : CppTrader::Matching::Order

- r -

• Reason : CppTrader::ITCH::StockTradingActionMessage
• RegSHOAction : CppTrader::ITCH::RegSHOMessage
• Reserved : CppTrader::ITCH::StockTradingActionMessage
• RoundLotSize : CppTrader::ITCH::StockDirectoryMessage
• RoundLotsOnly : CppTrader::ITCH::StockDirectoryMessage

- s -

• Shares : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::CrossTradeMessage , CppTrader::ITCH::OrderReplaceMessage , CppTrader::ITCH::TradeMessage
• ShortSaleThresholdIndicator : CppTrader::ITCH::StockDirectoryMessage
• Side : CppTrader::Matching::Order
• Slippage : CppTrader::Matching::Order
• Stock : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::CrossTradeMessage , CppTrader::ITCH::IPOQuotingMessage , CppTrader::ITCH::LULDAuctionCollarMessage , CppTrader::ITCH::MarketParticipantPositionMessage , CppTrader::ITCH::NOIIMessage , CppTrader::ITCH::RegSHOMessage , CppTrader::ITCH::RPIIMessage , CppTrader::ITCH::StockDirectoryMessage , CppTrader::ITCH::StockTradingActionMessage , CppTrader::ITCH::TradeMessage
• StockLocate : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::BrokenTradeMessage , CppTrader::ITCH::CrossTradeMessage , CppTrader::ITCH::IPOQuotingMessage , CppTrader::ITCH::LULDAuctionCollarMessage , CppTrader::ITCH::MarketParticipantPositionMessage , CppTrader::ITCH::MWCBDeclineMessage , CppTrader::ITCH::MWCBStatusMessage , CppTrader::ITCH::NOIIMessage , CppTrader::ITCH::OrderCancelMessage , CppTrader::ITCH::OrderDeleteMessage , CppTrader::ITCH::OrderExecutedMessage , CppTrader::ITCH::OrderExecutedWithPriceMessage , CppTrader::ITCH::OrderReplaceMessage , CppTrader::ITCH::RegSHOMessage , CppTrader::ITCH::RPIIMessage , CppTrader::ITCH::StockDirectoryMessage , CppTrader::ITCH::StockTradingActionMessage , CppTrader::ITCH::SystemEventMessage , CppTrader::ITCH::TradeMessage
• StopPrice : CppTrader::Matching::Order
• SymbolId : CppTrader::Matching::Order

- t -

• TimeInForce : CppTrader::Matching::Order
• Timestamp : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::BrokenTradeMessage , CppTrader::ITCH::CrossTradeMessage , CppTrader::ITCH::IPOQuotingMessage , CppTrader::ITCH::LULDAuctionCollarMessage , CppTrader::ITCH::MarketParticipantPositionMessage , CppTrader::ITCH::MWCBDeclineMessage , CppTrader::ITCH::MWCBStatusMessage , CppTrader::ITCH::NOIIMessage , CppTrader::ITCH::OrderCancelMessage , CppTrader::ITCH::OrderDeleteMessage , CppTrader::ITCH::OrderExecutedMessage , CppTrader::ITCH::OrderExecutedWithPriceMessage , CppTrader::ITCH::OrderReplaceMessage , CppTrader::ITCH::RegSHOMessage , CppTrader::ITCH::RPIIMessage , CppTrader::ITCH::StockDirectoryMessage , CppTrader::ITCH::StockTradingActionMessage , CppTrader::ITCH::SystemEventMessage , CppTrader::ITCH::TradeMessage
• Top : CppTrader::Matching::LevelUpdate
• TotalVolume : CppTrader::Matching::Level
• TrackingNumber : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::BrokenTradeMessage , CppTrader::ITCH::CrossTradeMessage , CppTrader::ITCH::IPOQuotingMessage , CppTrader::ITCH::LULDAuctionCollarMessage , CppTrader::ITCH::MarketParticipantPositionMessage , CppTrader::ITCH::MWCBDeclineMessage , CppTrader::ITCH::MWCBStatusMessage , CppTrader::ITCH::NOIIMessage , CppTrader::ITCH::OrderCancelMessage , CppTrader::ITCH::OrderDeleteMessage , CppTrader::ITCH::OrderExecutedMessage , CppTrader::ITCH::OrderExecutedWithPriceMessage , CppTrader::ITCH::OrderReplaceMessage , CppTrader::ITCH::RegSHOMessage , CppTrader::ITCH::RPIIMessage , CppTrader::ITCH::StockDirectoryMessage , CppTrader::ITCH::StockTradingActionMessage , CppTrader::ITCH::SystemEventMessage , CppTrader::ITCH::TradeMessage
• TradingState : CppTrader::ITCH::StockTradingActionMessage
• TrailingDistance : CppTrader::Matching::Order
• TrailingStep : CppTrader::Matching::Order
• Type : CppTrader::ITCH::AddOrderMessage , CppTrader::ITCH::AddOrderMPIDMessage , CppTrader::ITCH::BrokenTradeMessage , CppTrader::ITCH::CrossTradeMessage , CppTrader::ITCH::IPOQuotingMessage , CppTrader::ITCH::LULDAuctionCollarMessage , CppTrader::ITCH::MarketParticipantPositionMessage , CppTrader::ITCH::MWCBDeclineMessage , CppTrader::ITCH::MWCBStatusMessage , CppTrader::ITCH::NOIIMessage , CppTrader::ITCH::OrderCancelMessage , CppTrader::ITCH::OrderDeleteMessage , CppTrader::ITCH::OrderExecutedMessage , CppTrader::ITCH::OrderExecutedWithPriceMessage , CppTrader::ITCH::OrderReplaceMessage , CppTrader::ITCH::RegSHOMessage , CppTrader::ITCH::RPIIMessage , CppTrader::ITCH::StockDirectoryMessage , CppTrader::ITCH::StockTradingActionMessage , CppTrader::ITCH::SystemEventMessage , CppTrader::ITCH::TradeMessage , CppTrader::ITCH::UnknownMessage , CppTrader::Matching::Level , CppTrader::Matching::LevelUpdate , CppTrader::Matching::Order

- u -

• Update : CppTrader::Matching::LevelUpdate
• UpperAuctionCollarPrice : CppTrader::ITCH::LULDAuctionCollarMessage

- v -

• VisibleVolume : CppTrader::Matching::Level