jb::itch5::order_executed_price_message Struct Reference

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

#include <order_executed_price_message.hpp>

Inheritance diagram for jb::itch5::order_executed_price_message:

Public Member Functions
	order_executed_price_message (order_executed_message const &base, printable_t const &p, price4_t const &px)
	order_executed_price_message ()=default
	order_executed_price_message (order_executed_price_message const &)=default
	order_executed_price_message (order_executed_price_message &&)=default
order_executed_price_message &	operator= (order_executed_price_message const &)=default
order_executed_price_message &	operator= (order_executed_price_message &&)=default
order_executed_price_message &	operator= (order_executed_message const &rhs)
order_executed_price_message &	operator= (order_executed_message &&rhs)

Public Attributes
printable_t	printable
price4_t	execution_price
Public Attributes inherited from jb::itch5::order_executed_message
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'C'
Static Public Attributes inherited from jb::itch5::order_executed_message
static constexpr int	message_type = u'E'

Detailed Description

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

Definition at line 22 of file order_executed_price_message.hpp.

Constructor & Destructor Documentation

order_executed_price_message() [1/4]

jb::itch5::order_executed_price_message::order_executed_price_message ( order_executed_message const &  base, printable_t const &  p, price4_t const &  px  )

inline

Definition at line 28 of file order_executed_price_message.hpp.

References operator=(), and order_executed_price_message().

order_executed_price_message() [2/4]

jb::itch5::order_executed_price_message::order_executed_price_message ( )

default

Referenced by order_executed_price_message().

order_executed_price_message() [3/4]

jb::itch5::order_executed_price_message::order_executed_price_message ( order_executed_price_message const &  )

default

order_executed_price_message() [4/4]

jb::itch5::order_executed_price_message::order_executed_price_message ( order_executed_price_message &&  )

default

Member Function Documentation

operator=() [1/4]

order_executed_price_message& jb::itch5::order_executed_price_message::operator= ( order_executed_price_message const &  )

default

Referenced by order_executed_price_message().

operator=() [2/4]

order_executed_price_message& jb::itch5::order_executed_price_message::operator= ( order_executed_price_message &&  )

default

operator=() [3/4]

order_executed_price_message& jb::itch5::order_executed_price_message::operator= ( order_executed_message const &  rhs )

inline

Definition at line 44 of file order_executed_price_message.hpp.

operator=() [4/4]

order_executed_price_message& jb::itch5::order_executed_price_message::operator= ( order_executed_message &&  rhs )

inline

Definition at line 48 of file order_executed_price_message.hpp.

Member Data Documentation

execution_price

price4_t jb::itch5::order_executed_price_message::execution_price

Definition at line 26 of file order_executed_price_message.hpp.

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

message_type

constexpr int jb::itch5::order_executed_price_message::message_type = u'C'

static

Definition at line 23 of file order_executed_price_message.hpp.

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

printable

printable_t jb::itch5::order_executed_price_message::printable

Definition at line 25 of file order_executed_price_message.hpp.

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

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

• jb/itch5/order_executed_price_message.hpp
• jb/itch5/order_executed_price_message.cpp