jb::itch5::add_order_message Struct Reference

Represent an 'Add Order' message in the ITCH-5.0 protocol. More...

#include <add_order_message.hpp>

Inheritance diagram for jb::itch5::add_order_message:

Public Attributes
message_header	header
std::uint64_t	order_reference_number
buy_sell_indicator_t	buy_sell_indicator
int	shares
stock_t	stock
price4_t	price

Static Public Attributes
static constexpr int	message_type = u'A'

Detailed Description

Represent an 'Add Order' message in the ITCH-5.0 protocol.

Definition at line 15 of file add_order_message.hpp.

Member Data Documentation

buy_sell_indicator

buy_sell_indicator_t jb::itch5::add_order_message::buy_sell_indicator

Definition at line 20 of file add_order_message.hpp.

Referenced by jb::itch5::operator<<(), and jb::itch5::decoder< V, add_order_message >::r().

header

message_header jb::itch5::add_order_message::header

Definition at line 18 of file add_order_message.hpp.

Referenced by jb::itch5::operator<<(), and jb::itch5::decoder< V, add_order_message >::r().

message_type

constexpr int jb::itch5::add_order_message::message_type = u'A'

static

Definition at line 16 of file add_order_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), jb::itch5::testing::test_compute_book_add_order_message_buy(), jb::itch5::testing::test_compute_book_add_order_message_sell(), jb::itch5::testing::test_compute_book_edge_cases(), jb::itch5::testing::test_compute_book_reduction_edge_cases(), and jb::itch5::testing::test_compute_book_replace_edge_cases().

order_reference_number

std::uint64_t jb::itch5::add_order_message::order_reference_number

Definition at line 19 of file add_order_message.hpp.

Referenced by jb::itch5::operator<<(), and jb::itch5::decoder< V, add_order_message >::r().

price

price4_t jb::itch5::add_order_message::price

Definition at line 23 of file add_order_message.hpp.

Referenced by jb::itch5::operator<<(), and jb::itch5::decoder< V, add_order_message >::r().

shares

int jb::itch5::add_order_message::shares

Definition at line 21 of file add_order_message.hpp.

Referenced by jb::itch5::operator<<(), and jb::itch5::decoder< V, add_order_message >::r().

stock

stock_t jb::itch5::add_order_message::stock

Definition at line 22 of file add_order_message.hpp.

Referenced by jb::itch5::operator<<(), and jb::itch5::decoder< V, add_order_message >::r().

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The documentation for this struct was generated from the following files:

• jb/itch5/add_order_message.hpp
• jb/itch5/add_order_message.cpp