jb::itch5::cross_trade_message Struct Reference

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

#include <cross_trade_message.hpp>

Public Attributes
message_header	header
std::uint64_t	shares
stock_t	stock
price4_t	cross_price
std::uint64_t	match_number
cross_type_t	cross_type

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

Detailed Description

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

Definition at line 15 of file cross_trade_message.hpp.

Member Data Documentation

cross_price

price4_t jb::itch5::cross_trade_message::cross_price

Definition at line 21 of file cross_trade_message.hpp.

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

cross_type

cross_type_t jb::itch5::cross_trade_message::cross_type

Definition at line 23 of file cross_trade_message.hpp.

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

header

message_header jb::itch5::cross_trade_message::header

Definition at line 18 of file cross_trade_message.hpp.

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

match_number

std::uint64_t jb::itch5::cross_trade_message::match_number

Definition at line 22 of file cross_trade_message.hpp.

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

message_type

constexpr int jb::itch5::cross_trade_message::message_type = u'Q'

static

Definition at line 16 of file cross_trade_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE().

shares

std::uint64_t jb::itch5::cross_trade_message::shares

Definition at line 19 of file cross_trade_message.hpp.

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

stock

stock_t jb::itch5::cross_trade_message::stock

Definition at line 20 of file cross_trade_message.hpp.

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

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

• jb/itch5/cross_trade_message.hpp
• jb/itch5/cross_trade_message.cpp