JayBeams
0.1
Another project to have fun coding.
jb
itch5
net_order_imbalance_indicator_message.cpp
Go to the documentation of this file.
1
#include "
jb/itch5/net_order_imbalance_indicator_message.hpp
"
2
3
#include <iostream>
4
5
constexpr
int
jb::itch5::net_order_imbalance_indicator_message::message_type
;
6
7
std::ostream&
jb::itch5::
8
operator<<
(std::ostream& os,
net_order_imbalance_indicator_message
const
& x) {
9
return
os << x.
header
<<
",paired_shares="
<< x.
paired_shares
10
<<
",imbalance_shares="
<< x.
imbalance_shares
11
<<
",imbalance_direction="
<< x.
imbalance_direction
12
<<
",stock="
<< x.
stock
<<
",far_price="
<< x.
far_price
13
<<
",near_price="
<< x.
near_price
14
<<
",current_reference_price="
<< x.
current_reference_price
15
<<
",cross_type="
<< x.
cross_type
16
<<
",price_variation_indicator="
<< x.
price_variation_indicator
;
17
}
jb::itch5::net_order_imbalance_indicator_message::imbalance_shares
std::uint64_t imbalance_shares
Definition:
net_order_imbalance_indicator_message.hpp:36
jb::itch5::net_order_imbalance_indicator_message::far_price
price4_t far_price
Definition:
net_order_imbalance_indicator_message.hpp:39
jb::itch5::net_order_imbalance_indicator_message::imbalance_direction
imbalance_direction_t imbalance_direction
Definition:
net_order_imbalance_indicator_message.hpp:37
jb::itch5::net_order_imbalance_indicator_message::message_type
static constexpr int message_type
Definition:
net_order_imbalance_indicator_message.hpp:32
jb::itch5::net_order_imbalance_indicator_message::near_price
price4_t near_price
Definition:
net_order_imbalance_indicator_message.hpp:40
jb::itch5::operator<<
std::ostream & operator<<(std::ostream &os, add_order_message const &x)
Streaming operator for jb::itch5::add_order_message.
Definition:
add_order_message.cpp:8
jb::itch5::net_order_imbalance_indicator_message::price_variation_indicator
price_variation_indicator_t price_variation_indicator
Definition:
net_order_imbalance_indicator_message.hpp:43
jb::itch5::net_order_imbalance_indicator_message::header
message_header header
Definition:
net_order_imbalance_indicator_message.hpp:34
jb::itch5::net_order_imbalance_indicator_message::stock
stock_t stock
Definition:
net_order_imbalance_indicator_message.hpp:38
jb::itch5::net_order_imbalance_indicator_message::cross_type
cross_type_t cross_type
Definition:
net_order_imbalance_indicator_message.hpp:42
jb::itch5::net_order_imbalance_indicator_message::current_reference_price
price4_t current_reference_price
Definition:
net_order_imbalance_indicator_message.hpp:41
jb::itch5::net_order_imbalance_indicator_message
Represent an 'Net Order Imbalance Indicator' message in the ITCH-5.0 protocol.
Definition:
net_order_imbalance_indicator_message.hpp:31
net_order_imbalance_indicator_message.hpp
jb::itch5::net_order_imbalance_indicator_message::paired_shares
std::uint64_t paired_shares
Definition:
net_order_imbalance_indicator_message.hpp:35
Generated by
1.8.13