jb::itch5::order_replace_message Struct Reference

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

#include <order_replace_message.hpp>

Public Attributes
message_header	header
std::uint64_t	original_order_reference_number
std::uint64_t	new_order_reference_number
int	shares
price4_t	price

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

Detailed Description

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

Definition at line 15 of file order_replace_message.hpp.

Member Data Documentation

header

message_header jb::itch5::order_replace_message::header

Definition at line 18 of file order_replace_message.hpp.

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

message_type

constexpr int jb::itch5::order_replace_message::message_type = u'U'

static

Definition at line 16 of file order_replace_message.hpp.

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

new_order_reference_number

std::uint64_t jb::itch5::order_replace_message::new_order_reference_number

Definition at line 20 of file order_replace_message.hpp.

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

original_order_reference_number

std::uint64_t jb::itch5::order_replace_message::original_order_reference_number

Definition at line 19 of file order_replace_message.hpp.

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

price

price4_t jb::itch5::order_replace_message::price

Definition at line 22 of file order_replace_message.hpp.

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

shares

int jb::itch5::order_replace_message::shares

Definition at line 21 of file order_replace_message.hpp.

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

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

• jb/itch5/order_replace_message.hpp
• jb/itch5/order_replace_message.cpp