JayBeams  0.1
Another project to have fun coding.
Classes | Namespaces
timestamp.hpp File Reference
#include <boost/endian/buffers.hpp>

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Classes

struct  jb::mktdata::timestamp
 Timestamp in JayBeam messages. More...
 

Namespaces

 jb
 The top-level namespace for the JayBeams library.
 
 jb::mktdata
 

Class Documentation

◆ jb::mktdata::timestamp

struct jb::mktdata::timestamp

Timestamp in JayBeam messages.

All JayBeams timestamps are expressed in nanoseconds since midnight of the trading day, in the local time of the exchange. TODO() we need to figure out what to do for 24x7 markets

Definition at line 16 of file timestamp.hpp.

Class Members
little_uint64_buf_t nanos The timestamp value, in nanoseconds since midnight.