Represent the 'Add Order' message in the PITCH-2.X protocol. More...
#include <expanded_add_order_message.hpp>
Public Types | |
| using | participant_type = jb::fixed_string< 4 > |
| The type for the participant_id field. More... | |
 Public Types inherited from jb::pitch2::base_add_order_message< boost::endian::little_uint32_buf_t, jb::fixed_string< 8 >, boost::endian::little_uint64_buf_t > | |
| using | quantity_type = boost::endian::little_uint32_buf_t |
| Capture the quantity_type template parameter as a trait. More... | |
| using | price_type = boost::endian::little_uint64_buf_t |
| Capture the price_type template parameter as a trait. More... | |
| using | symbol_type = jb::fixed_string< 8 > |
| The type for the symbol field. More... | |
Public Attributes | |
| participant_type | participant_id |
| Public Attributes inherited from jb::pitch2::base_add_order_message< boost::endian::little_uint32_buf_t, jb::fixed_string< 8 >, boost::endian::little_uint64_buf_t > | |
| boost::endian::little_uint8_buf_t | length |
| boost::endian::little_uint8_buf_t | message_type |
| boost::endian::little_uint32_buf_t | time_offset |
| boost::endian::little_uint64_buf_t | order_id |
| boost::endian::little_uint8_buf_t | side_indicator |
| quantity_type | quantity |
| symbol_type | symbol |
| price_type | price |
| boost::endian::little_uint8_buf_t | add_flags |
Static Public Attributes | |
| static constexpr int | type = 0x2F |
| Define the messsage type. More... | |
Detailed Description
Represent the 'Add Order' message in the PITCH-2.X protocol.
Sometimes the specification refers to this message as 'Add Order - expanded'.
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 19 of file expanded_add_order_message.hpp.
Member Typedef Documentation
◆ participant_type
The type for the participant_id field.
Definition at line 27 of file expanded_add_order_message.hpp.
Member Data Documentation
◆ participant_id
| participant_type jb::pitch2::expanded_add_order_message::participant_id |
Definition at line 29 of file expanded_add_order_message.hpp.
Referenced by BOOST_AUTO_TEST_CASE(), and jb::pitch2::operator<<().
◆ type
|
static |
Define the messsage type.
Definition at line 24 of file expanded_add_order_message.hpp.
The documentation for this struct was generated from the following file:
- jb/pitch2/expanded_add_order_message.hpp
