modify_message.hpp File Reference

#include <boost/endian/buffers.hpp>
#include <iosfwd>

Go to the source code of this file.

Classes
struct	jb::pitch2::modify_message< quantity_t, price_t >
	Represent the 'Modify' messages in the PITCH-2.X protocol. More...
struct	jb::pitch2::modify_long_message
	Represent the 'Modify (long)' messages in the PITCH-2.X protocol. More...
struct	jb::pitch2::modify_short_message
	Represent the 'Modify (short)' messages in the PITCH-2.X protocol. More...

Namespaces
	jb
	The top-level namespace for the JayBeams library.
	jb::pitch2

Functions
std::ostream &	jb::pitch2::operator<< (std::ostream &os, modify_long_message const &x)
	Streaming operator for jb::pitch2::modify_message. More...
std::ostream &	jb::pitch2::operator<< (std::ostream &os, modify_short_message const &x)
	Streaming operator for jb::pitch2::modify_message. More...

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Class Documentation

jb::pitch2::modify_message

struct jb::pitch2::modify_message

template<typename quantity_t, typename price_t>
struct jb::pitch2::modify_message< quantity_t, price_t >

Represent the 'Modify' messages in the PITCH-2.X protocol.

A full description of the fields can be found in the BATS PITCH-2.X specification: https://www.batstrading.com/resources/membership/BATS_MC_PITCH_Specification.pdf

Template Parameters

quantity_t	the type used for the quantity field.
price_t	the type used for the price field.

Definition at line 22 of file modify_message.hpp.

Class Members
typedef price_t	price_type	Capture the price_t template parameter as a trait.
typedef quantity_t	quantity_type	Capture the quantity_t template parameter as a trait.

Class Members
little_uint8_buf_t	length
little_uint8_buf_t	message_type
little_uint8_buf_t	modify_flags
little_uint64_buf_t	order_id
price_type	price
quantity_type	quantity
little_uint32_buf_t	time_offset