jb::itch5::mwcb_decline_level_message Struct Reference

Represent a 'MWCB Decline Level' message in the ITCH-5.0 protocol. More...

#include <mwcb_decline_level_message.hpp>

Public Attributes
message_header	header
price8_t	level_1
price8_t	level_2
price8_t	level_3

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

Detailed Description

Represent a 'MWCB Decline Level' message in the ITCH-5.0 protocol.

The Market Wide Circuit Breakers (MWCB) are a mechanism to halt trading if the market declines to such a level that some error is reasonably suspected. The mechanism defines three different levels, with different consequences at each level.

Definition at line 18 of file mwcb_decline_level_message.hpp.

Member Data Documentation

header

message_header jb::itch5::mwcb_decline_level_message::header

Definition at line 21 of file mwcb_decline_level_message.hpp.

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

level_1

price8_t jb::itch5::mwcb_decline_level_message::level_1

Definition at line 22 of file mwcb_decline_level_message.hpp.

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

level_2

price8_t jb::itch5::mwcb_decline_level_message::level_2

Definition at line 23 of file mwcb_decline_level_message.hpp.

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

level_3

price8_t jb::itch5::mwcb_decline_level_message::level_3

Definition at line 24 of file mwcb_decline_level_message.hpp.

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

message_type

constexpr int jb::itch5::mwcb_decline_level_message::message_type = u'V'

static

Definition at line 19 of file mwcb_decline_level_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE().

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

• jb/itch5/mwcb_decline_level_message.hpp
• jb/itch5/mwcb_decline_level_message.cpp