Lse::Itch::AddOrderMessage Struct Reference

#include <B2BITS_LseItchMessages.h>

Inheritance diagram for Lse::Itch::AddOrderMessage:

Collaboration diagram for Lse::Itch::AddOrderMessage:

Public Attributes
UInt32	nanosecond
UInt64	orderId
OrderSide	side
UInt32	quantity
UInt32	instrumentId
Byte	reserved1
Byte	reserved2
Price	price
OrderFlags	flags
Byte	reserved [10]
Public Attributes inherited from Lse::Itch::MessageHeader
UInt8	length
MessageType	messageType

Static Public Attributes
static const MessageType	type = mtAddOrder

Member Data Documentation

OrderFlags Lse::Itch::AddOrderMessage::flags

UInt32 Lse::Itch::AddOrderMessage::instrumentId

UInt32 Lse::Itch::AddOrderMessage::nanosecond

UInt64 Lse::Itch::AddOrderMessage::orderId

Price Lse::Itch::AddOrderMessage::price

UInt32 Lse::Itch::AddOrderMessage::quantity

Byte Lse::Itch::AddOrderMessage::reserved[10]

Byte Lse::Itch::AddOrderMessage::reserved1

Byte Lse::Itch::AddOrderMessage::reserved2

OrderSide Lse::Itch::AddOrderMessage::side

const MessageType Lse::Itch::AddOrderMessage::type = mtAddOrder

static