jb::pitch2::auction_update_message Struct Reference

Represent the 'Auction Update' message in the PITCH-2.X protocol. More...

#include <auction_update_message.hpp>

Public Types
using	stock_symbol_type = jb::fixed_string< 8 >
	The type for the stock_symbol field. More...

Public Attributes
boost::endian::little_uint8_buf_t	length
boost::endian::little_uint8_buf_t	message_type
boost::endian::little_uint32_buf_t	time_offset
stock_symbol_type	stock_symbol
boost::endian::little_uint8_buf_t	auction_type
boost::endian::little_uint64_buf_t	reference_price
boost::endian::little_uint32_buf_t	buy_shares
boost::endian::little_uint32_buf_t	sell_shares
boost::endian::little_uint64_buf_t	indicative_price
boost::endian::little_uint64_buf_t	auction_only_price

Static Public Attributes
static constexpr int	type = 0x95
	Define the messsage type. More...

Detailed Description

Represent the 'Auction Update' message in the PITCH-2.X protocol.

A full description of the fields can be found in the BATS PITCH-2.X specification: https://www.batstrading.com/resources/membership/BATS_MC_PITCH_Specification.pdf

Definition at line 20 of file auction_update_message.hpp.

Member Typedef Documentation

stock_symbol_type

using jb::pitch2::auction_update_message::stock_symbol_type = jb::fixed_string<8>

The type for the stock_symbol field.

Definition at line 25 of file auction_update_message.hpp.

Member Data Documentation

auction_only_price

boost::endian::little_uint64_buf_t jb::pitch2::auction_update_message::auction_only_price

Definition at line 36 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

auction_type

boost::endian::little_uint8_buf_t jb::pitch2::auction_update_message::auction_type

Definition at line 31 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

buy_shares

boost::endian::little_uint32_buf_t jb::pitch2::auction_update_message::buy_shares

Definition at line 33 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

indicative_price

boost::endian::little_uint64_buf_t jb::pitch2::auction_update_message::indicative_price

Definition at line 35 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

length

boost::endian::little_uint8_buf_t jb::pitch2::auction_update_message::length

Definition at line 27 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

message_type

boost::endian::little_uint8_buf_t jb::pitch2::auction_update_message::message_type

Definition at line 28 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

reference_price

boost::endian::little_uint64_buf_t jb::pitch2::auction_update_message::reference_price

Definition at line 32 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

sell_shares

boost::endian::little_uint32_buf_t jb::pitch2::auction_update_message::sell_shares

Definition at line 34 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

stock_symbol

stock_symbol_type jb::pitch2::auction_update_message::stock_symbol

Definition at line 30 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

time_offset

boost::endian::little_uint32_buf_t jb::pitch2::auction_update_message::time_offset

Definition at line 29 of file auction_update_message.hpp.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().

type

constexpr int jb::pitch2::auction_update_message::type = 0x95

static

Define the messsage type.

Definition at line 22 of file auction_update_message.hpp.

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

• jb/pitch2/auction_update_message.hpp