jb::itch5::net_order_imbalance_indicator_message Struct Reference

Represent an 'Net Order Imbalance Indicator' message in the ITCH-5.0 protocol. More...

#include <net_order_imbalance_indicator_message.hpp>

Public Attributes
message_header	header
std::uint64_t	paired_shares
std::uint64_t	imbalance_shares
imbalance_direction_t	imbalance_direction
stock_t	stock
price4_t	far_price
price4_t	near_price
price4_t	current_reference_price
cross_type_t	cross_type
price_variation_indicator_t	price_variation_indicator

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

Detailed Description

Represent an 'Net Order Imbalance Indicator' message in the ITCH-5.0 protocol.

Definition at line 31 of file net_order_imbalance_indicator_message.hpp.

Member Data Documentation

cross_type

cross_type_t jb::itch5::net_order_imbalance_indicator_message::cross_type

Definition at line 42 of file net_order_imbalance_indicator_message.hpp.

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

current_reference_price

price4_t jb::itch5::net_order_imbalance_indicator_message::current_reference_price

Definition at line 41 of file net_order_imbalance_indicator_message.hpp.

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

far_price

price4_t jb::itch5::net_order_imbalance_indicator_message::far_price

Definition at line 39 of file net_order_imbalance_indicator_message.hpp.

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

header

message_header jb::itch5::net_order_imbalance_indicator_message::header

Definition at line 34 of file net_order_imbalance_indicator_message.hpp.

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

imbalance_direction

imbalance_direction_t jb::itch5::net_order_imbalance_indicator_message::imbalance_direction

Definition at line 37 of file net_order_imbalance_indicator_message.hpp.

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

imbalance_shares

std::uint64_t jb::itch5::net_order_imbalance_indicator_message::imbalance_shares

Definition at line 36 of file net_order_imbalance_indicator_message.hpp.

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

message_type

constexpr int jb::itch5::net_order_imbalance_indicator_message::message_type = u'I'

static

Definition at line 32 of file net_order_imbalance_indicator_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE().

near_price

price4_t jb::itch5::net_order_imbalance_indicator_message::near_price

Definition at line 40 of file net_order_imbalance_indicator_message.hpp.

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

paired_shares

std::uint64_t jb::itch5::net_order_imbalance_indicator_message::paired_shares

Definition at line 35 of file net_order_imbalance_indicator_message.hpp.

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

price_variation_indicator

price_variation_indicator_t jb::itch5::net_order_imbalance_indicator_message::price_variation_indicator

Definition at line 43 of file net_order_imbalance_indicator_message.hpp.

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

stock

stock_t jb::itch5::net_order_imbalance_indicator_message::stock

Definition at line 38 of file net_order_imbalance_indicator_message.hpp.

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

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

• jb/itch5/net_order_imbalance_indicator_message.hpp
• jb/itch5/net_order_imbalance_indicator_message.cpp