B2BITS FIX Antenna C++  2.31.0
Public Member Functions | Public Attributes | Static Public Attributes | List of all members
Bats::InstrumentListener::InstrumentCtx Struct Reference

Represents current state of instrument. More...

#include <B2BITS_BatsUnitService.h>

Public Member Functions

 InstrumentCtx ()
 

Public Attributes

System::u32 batsTimestampNS_
 Last message time in nanoseconds (TimedPitchMsg::getTimeOffset) More...
 
System::u32 batsTimestampS_
 Last BATS Unit timestamp in seconds, sent via Bats::TimeMsg message. More...
 
char haltStatus_
 Last Halt status received in TradingStatusMsg. More...
 
System::u64 lastPrice_
 Last executed price. More...
 
System::u32 lastQty_
 Last executed quantity. More...
 
char regSHOAction_
 Last Reg SHO action received in TradingStatusMsg. More...
 
char symbol_ [MAX_SYMBOL_LEN+1]
 Null-terminated symbol name without trailing spaces. More...
 

Static Public Attributes

static const unsigned MAX_SYMBOL_LEN = 8
 

Detailed Description

Represents current state of instrument.

Structure represents actual state of instrument. All properties have default value = 0

Constructor & Destructor Documentation

◆ InstrumentCtx()

Bats::InstrumentListener::InstrumentCtx::InstrumentCtx ( )
inline

References symbol_.

Member Data Documentation

◆ batsTimestampNS_

System::u32 Bats::InstrumentListener::InstrumentCtx::batsTimestampNS_

Last message time in nanoseconds (TimedPitchMsg::getTimeOffset)

◆ batsTimestampS_

System::u32 Bats::InstrumentListener::InstrumentCtx::batsTimestampS_

Last BATS Unit timestamp in seconds, sent via Bats::TimeMsg message.

◆ haltStatus_

char Bats::InstrumentListener::InstrumentCtx::haltStatus_

Last Halt status received in TradingStatusMsg.

◆ lastPrice_

System::u64 Bats::InstrumentListener::InstrumentCtx::lastPrice_

Last executed price.

◆ lastQty_

System::u32 Bats::InstrumentListener::InstrumentCtx::lastQty_

Last executed quantity.

◆ MAX_SYMBOL_LEN

const unsigned Bats::InstrumentListener::InstrumentCtx::MAX_SYMBOL_LEN = 8
static

◆ regSHOAction_

char Bats::InstrumentListener::InstrumentCtx::regSHOAction_

Last Reg SHO action received in TradingStatusMsg.

◆ symbol_

char Bats::InstrumentListener::InstrumentCtx::symbol_[MAX_SYMBOL_LEN+1]

Null-terminated symbol name without trailing spaces.

Referenced by InstrumentCtx().