jb::mktdata Namespace Reference

Namespaces
	detail

Classes
struct	feed_id
	Identifiers for market feeds. More...
struct	inside_levels_update
	A message representing the top N levels of a market. More...
struct	market_id
	Market identifier in JayBeam messages. More...
struct	security_id
	Security identifiers in JayBeam messages. More...
struct	timestamp
	Timestamp in JayBeam messages. More...

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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.