Represent the 'Modify (long)' messages in the PITCH-2.X protocol. More...
#include <modify_message.hpp>
Inheritance diagram for jb::pitch2::modify_long_message:
Static Public Attributes | |
| static constexpr int | type = 0x27 |
| Define the messsage type. More... | |
Additional Inherited Members | |
 Public Types inherited from jb::pitch2::modify_message< boost::endian::little_uint32_buf_t, boost::endian::little_uint64_buf_t > | |
| using | quantity_type = boost::endian::little_uint32_buf_t |
| Capture the quantity_t template parameter as a trait. More... | |
| using | price_type = boost::endian::little_uint64_buf_t |
| Capture the price_t template parameter as a trait. More... | |
| Public Attributes inherited from jb::pitch2::modify_message< boost::endian::little_uint32_buf_t, 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 |
| quantity_type | quantity |
| price_type | price |
| boost::endian::little_uint8_buf_t | modify_flags |
Detailed Description
Represent the 'Modify (long)' messages 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 45 of file modify_message.hpp.
Member Data Documentation
◆ type
|
static |
Define the messsage type.
Definition at line 49 of file modify_message.hpp.
The documentation for this struct was generated from the following file:
- jb/pitch2/modify_message.hpp
