Jse::Itch::OffBookTradeMessage Struct Reference

#include <B2BITS_JseItchMessages.h>

Inheritance diagram for Jse::Itch::OffBookTradeMessage:

Collaboration diagram for Jse::Itch::OffBookTradeMessage:

Public Attributes
UInt32	nanosecond
UInt32	executedQuantity
UInt32	instrumentId
Byte	reserved1
Byte	reserved2
Price	price
UInt64	tradeId
Byte	offBookTradeType [4]
Time	tradeTime
Date	tradeDate
Public Attributes inherited from Jse::Itch::MessageHeader
UInt8	length
MessageType	messageType

Static Public Attributes
static const MessageType	type = mtOffBookTrade

Member Data Documentation

UInt32 Jse::Itch::OffBookTradeMessage::executedQuantity

UInt32 Jse::Itch::OffBookTradeMessage::instrumentId

UInt32 Jse::Itch::OffBookTradeMessage::nanosecond

Byte Jse::Itch::OffBookTradeMessage::offBookTradeType[4]

Price Jse::Itch::OffBookTradeMessage::price

Byte Jse::Itch::OffBookTradeMessage::reserved1

Byte Jse::Itch::OffBookTradeMessage::reserved2

Date Jse::Itch::OffBookTradeMessage::tradeDate

UInt64 Jse::Itch::OffBookTradeMessage::tradeId

Time Jse::Itch::OffBookTradeMessage::tradeTime

const MessageType Jse::Itch::OffBookTradeMessage::type = mtOffBookTrade

static