jb::itch5::order_executed_message Struct Reference

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

#include <order_executed_message.hpp>

Inheritance diagram for jb::itch5::order_executed_message:

Public Attributes
message_header	header
std::uint64_t	order_reference_number
std::uint32_t	executed_shares
std::uint64_t	match_number

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

Detailed Description

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

Definition at line 12 of file order_executed_message.hpp.

Member Data Documentation

executed_shares

std::uint32_t jb::itch5::order_executed_message::executed_shares

Definition at line 17 of file order_executed_message.hpp.

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

header

message_header jb::itch5::order_executed_message::header

Definition at line 15 of file order_executed_message.hpp.

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

match_number

std::uint64_t jb::itch5::order_executed_message::match_number

Definition at line 18 of file order_executed_message.hpp.

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

message_type

constexpr int jb::itch5::order_executed_message::message_type = u'E'

static

Definition at line 13 of file order_executed_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::itch5::testing::test_compute_book_order_executed_message().

order_reference_number

std::uint64_t jb::itch5::order_executed_message::order_reference_number

Definition at line 16 of file order_executed_message.hpp.

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

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

• jb/itch5/order_executed_message.hpp
• jb/itch5/order_executed_message.cpp