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EPAM B2BITS C++ Mit MarketData handler
1.25.0
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#include <B2BITS_JseItchMessages.h>


Public Attributes | |
| UInt32 | nanosecond |
| UInt64 | orderId |
| OrderSide | side |
| UInt32 | quantity |
| UInt32 | instrumentId |
| Byte | reserved1 |
| Byte | reserved2 |
| Price | price |
| OrderFlags | flags |
Public Attributes inherited from Jse::Itch::MessageHeader | |
| UInt8 | length |
| MessageType | messageType |
Static Public Attributes | |
| static const MessageType | type = mtAddOrder |
| OrderFlags Jse::Itch::AddOrderMessage::flags |
| UInt32 Jse::Itch::AddOrderMessage::instrumentId |
| UInt32 Jse::Itch::AddOrderMessage::nanosecond |
| UInt64 Jse::Itch::AddOrderMessage::orderId |
| Price Jse::Itch::AddOrderMessage::price |
| UInt32 Jse::Itch::AddOrderMessage::quantity |
| Byte Jse::Itch::AddOrderMessage::reserved1 |
| Byte Jse::Itch::AddOrderMessage::reserved2 |
| OrderSide Jse::Itch::AddOrderMessage::side |
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static |
1.8.5