<p><strong><code>NASDAQ TotalView-ITCH 5.0</code></strong></p>
<pre><code>[S0099123456Q]________________________________ wireline SEQ _____________
| | | ||
| | | |+ -[[ Event Code ]]
| | | + [[ Timestamp ns ]]
| | + [[ Tracking NUM ]]
| + [[ Stock Locate ]]
+ [[ Message Type ]]
Name | Offset | Length | Value | Notes
-| | | -| -
Message Type | 0 | 1 | “S” | System Event Message.
Stock Locate | 1 | 2 | Integer | == 0 Always
Tracking Number| 3 | 2 | Integer | NASDAQ OMX internal tracking number
Timestamp | 5 | 6 | Integer | Nanoseconds since midnight.
Event Code |11 | 1 | Alpha | == { 0 | S | Q | M | E | C } See System Event Codes below.
</code></pre>
<p>为了得到<code>NASDAQ_Timestamp</code>,<br/>
在掩模中使用<strong><code>6B</code></strong>或<strong><code>char[]</code></strong><strong><code>6s</code></strong><br/>
只有在消费者方面需要时,才将它们后置处理成<code>int()</code>
这会延迟延迟延迟和解除阻塞。在</p>
<p><em><sub>+还可以享受Python7.3.2.1。使用“!”进行BigEndian/network订购时的注意事项掩码前缀</sub></em></p>
<hr/>
^{pr2}$
<h2>在更新2中添加另一个问题</h2>
<pre><code>"!HH6sQQc8sIIIcc" _
+||-||||-|||||| 1 |_|_ "!" a "Network"-Byte-order
+|-||||-|||||| 2 |_| H as a 2 Byte unsigned short
| |||| |||||| 3 |_|_
+-||||-|||||| 4-|_| H as a 2 Byte unsigned short
|||| |||||| 5 |_|_
+|||-|||||| 6-|_| 6s as a 6 Byte char[]
||| |||||| 7 |_|
||| |||||| 8 |_|
||| |||||| 9 |_|
||| |||||| 10 |_|
||| |||||| 1 |_|_
+||-|||||| - 2-|_| Q as a 8 Byte unsigned long long
|| |||||| 3 |_|
|| |||||| 4 |_|
|| |||||| 5 |_|
|| |||||| 6 |_|
|| |||||| 7 |_|
|| |||||| 8 |_|
|| |||||| 9 |_|_
+|-|||||| -20-|_| Q as a 8 Byte unsigned long long
| |||||| 1 |_|
| |||||| 2 |_|
| |||||| 3 |_|
| |||||| 4 |_|
| |||||| 5 |_|
| |||||| 6 |_|
| |||||| 7 |_|_
+-|||||| 8-|_|_ c as a 1 Byte char
+||||| 9-|_| 8s as a 8 Byte char[]
||||| 30 |_|
||||| 1 |_|
||||| 2 |_|
||||| 3 |_|
||||| 4 |_|
||||| 5 |_|
||||| 6 |_|_
+|||| 7-|_| I as a 4 Byte unsigned int
|||| 8 |_|
|||| 9 |_|
|||| 40 |_|_
+||| 1-|_| I as a 4 Byte unsigned int
||| 2 |_|
||| 3 |_|
||| 4 |_|_
+|| 5-|_| I as a 4 Byte unsigned int
|| 6 |_|
|| 7 |_|
|| 8 |_|_
+| 9-|_|_ c as a 1 Byte char
+ -50-|_|_ c as a 1 Byte char
</code></pre>
<h2>其中:</h2>
<pre><code>Format | C-type | Python-type | Standard size
========|======================|====================|===============
x | pad byte | no value |
c | char | string of length 1 | 1
b | signed char | integer | 1
B | unsigned char | integer | 1
? | _Bool | bool | 1
h | short | integer | 2
H | unsigned short | integer | 2
i | int | integer | 4
I | unsigned int | integer | 4
l | long | integer | 4
L | unsigned long | integer | 4
q | long long | integer | 8
Q | unsigned long long | integer | 8
f | float | float | 4
d | double | float | 8
s | char[] | string |
p | char[] | string |
P | void * | integer |
</code></pre>