jb::itch5::stock_directory_message Struct Reference

Represent a 'Stock Directory' message in the ITCH-5.0 protocol. More...

#include <stock_directory_message.hpp>

Public Attributes
message_header	header
stock_t	stock
market_category_t	market_category
financial_status_indicator_t	financial_status_indicator
int	round_lot_size
roundlots_only_t	roundlots_only
issue_classification_t	issue_classification
issue_subtype_t	issue_subtype
authenticity_t	authenticity
short_sale_threshold_indicator_t	short_sale_threshold_indicator
ipo_flag_t	ipo_flag
luld_reference_price_tier_t	luld_reference_price_tier
etp_flag_t	etp_flag
int	etp_leverage_factor
inverse_indicator_t	inverse_indicator

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

Detailed Description

Represent a 'Stock Directory' message in the ITCH-5.0 protocol.

Definition at line 133 of file stock_directory_message.hpp.

Member Data Documentation

authenticity

authenticity_t jb::itch5::stock_directory_message::authenticity

Definition at line 144 of file stock_directory_message.hpp.

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

etp_flag

etp_flag_t jb::itch5::stock_directory_message::etp_flag

Definition at line 148 of file stock_directory_message.hpp.

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

etp_leverage_factor

int jb::itch5::stock_directory_message::etp_leverage_factor

Definition at line 149 of file stock_directory_message.hpp.

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

financial_status_indicator

financial_status_indicator_t jb::itch5::stock_directory_message::financial_status_indicator

Definition at line 139 of file stock_directory_message.hpp.

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

header

message_header jb::itch5::stock_directory_message::header

Definition at line 136 of file stock_directory_message.hpp.

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

inverse_indicator

inverse_indicator_t jb::itch5::stock_directory_message::inverse_indicator

Definition at line 150 of file stock_directory_message.hpp.

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

ipo_flag

ipo_flag_t jb::itch5::stock_directory_message::ipo_flag

Definition at line 146 of file stock_directory_message.hpp.

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

issue_classification

issue_classification_t jb::itch5::stock_directory_message::issue_classification

Definition at line 142 of file stock_directory_message.hpp.

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

issue_subtype

issue_subtype_t jb::itch5::stock_directory_message::issue_subtype

Definition at line 143 of file stock_directory_message.hpp.

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

luld_reference_price_tier

luld_reference_price_tier_t jb::itch5::stock_directory_message::luld_reference_price_tier

Definition at line 147 of file stock_directory_message.hpp.

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

market_category

market_category_t jb::itch5::stock_directory_message::market_category

Definition at line 138 of file stock_directory_message.hpp.

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

message_type

constexpr int jb::itch5::stock_directory_message::message_type = u'R'

static

Definition at line 134 of file stock_directory_message.hpp.

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

round_lot_size

int jb::itch5::stock_directory_message::round_lot_size

Definition at line 140 of file stock_directory_message.hpp.

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

roundlots_only

roundlots_only_t jb::itch5::stock_directory_message::roundlots_only

Definition at line 141 of file stock_directory_message.hpp.

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

short_sale_threshold_indicator

short_sale_threshold_indicator_t jb::itch5::stock_directory_message::short_sale_threshold_indicator

Definition at line 145 of file stock_directory_message.hpp.

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

stock

stock_t jb::itch5::stock_directory_message::stock

Definition at line 137 of file stock_directory_message.hpp.

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

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

• jb/itch5/stock_directory_message.hpp
• jb/itch5/stock_directory_message.cpp