jb::pitch2::order_executed_price_message Struct Reference

Represent the 'Order Executed at Price/Size' message in the PITCH-2.X protocol. More...

#include <order_executed_price_message.hpp>

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
boost::endian::little_uint64_buf_t	order_id
boost::endian::little_uint32_buf_t	executed_quantity
boost::endian::little_uint32_buf_t	remaining_quantity
boost::endian::little_uint64_buf_t	execution_id
boost::endian::little_uint64_buf_t	price

Static Public Attributes
static constexpr int	type = 0x24
	Define the messsage type. More...

Detailed Description

Represent the 'Order Executed at Price/Size' 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 19 of file order_executed_price_message.hpp.

Member Data Documentation

executed_quantity

boost::endian::little_uint32_buf_t jb::pitch2::order_executed_price_message::executed_quantity

Definition at line 27 of file order_executed_price_message.hpp.

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

execution_id

boost::endian::little_uint64_buf_t jb::pitch2::order_executed_price_message::execution_id

Definition at line 29 of file order_executed_price_message.hpp.

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

length

boost::endian::little_uint8_buf_t jb::pitch2::order_executed_price_message::length

Definition at line 23 of file order_executed_price_message.hpp.

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

message_type

boost::endian::little_uint8_buf_t jb::pitch2::order_executed_price_message::message_type

Definition at line 24 of file order_executed_price_message.hpp.

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

order_id

boost::endian::little_uint64_buf_t jb::pitch2::order_executed_price_message::order_id

Definition at line 26 of file order_executed_price_message.hpp.

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

price

boost::endian::little_uint64_buf_t jb::pitch2::order_executed_price_message::price

Definition at line 30 of file order_executed_price_message.hpp.

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

remaining_quantity

boost::endian::little_uint32_buf_t jb::pitch2::order_executed_price_message::remaining_quantity

Definition at line 28 of file order_executed_price_message.hpp.

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

time_offset

boost::endian::little_uint32_buf_t jb::pitch2::order_executed_price_message::time_offset

Definition at line 25 of file order_executed_price_message.hpp.

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

type

constexpr int jb::pitch2::order_executed_price_message::type = 0x24

static

Define the messsage type.

Definition at line 21 of file order_executed_price_message.hpp.

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

• jb/pitch2/order_executed_price_message.hpp