Lse::Itch::AddAttributedOrderMessage Struct Reference

#include <B2BITS_LseItchMessages.h>

Inheritance diagram for Lse::Itch::AddAttributedOrderMessage:

Collaboration diagram for Lse::Itch::AddAttributedOrderMessage:

Public Attributes
UInt32	nanosecond
UInt64	orderId
OrderSide	side
UInt32	quantity
UInt32	instrumentId
Byte	reserved1
Byte	reserved2
Price	price
Byte	attribution [11]
OrderFlags	flags
Public Attributes inherited from Lse::Itch::MessageHeader
UInt8	length
MessageType	messageType

Static Public Attributes
static const MessageType	type = mtAddAttributedOrder

Member Data Documentation

Byte Lse::Itch::AddAttributedOrderMessage::attribution[11]

OrderFlags Lse::Itch::AddAttributedOrderMessage::flags

UInt32 Lse::Itch::AddAttributedOrderMessage::instrumentId

UInt32 Lse::Itch::AddAttributedOrderMessage::nanosecond

UInt64 Lse::Itch::AddAttributedOrderMessage::orderId

Price Lse::Itch::AddAttributedOrderMessage::price

UInt32 Lse::Itch::AddAttributedOrderMessage::quantity

Byte Lse::Itch::AddAttributedOrderMessage::reserved1

Byte Lse::Itch::AddAttributedOrderMessage::reserved2

OrderSide Lse::Itch::AddAttributedOrderMessage::side

const MessageType Lse::Itch::AddAttributedOrderMessage::type = mtAddAttributedOrder

static