EPAM B2BITS C++ Mit MarketData handler  1.25.0
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Public Attributes | Static Public Attributes | List of all members
Lse::Itch::AuctionInfoMessage Struct Reference

#include <B2BITS_LseItchMessages.h>

Inheritance diagram for Lse::Itch::AuctionInfoMessage:
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Collaboration diagram for Lse::Itch::AuctionInfoMessage:
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Public Attributes

UInt32 nanosecond
 
UInt32 pairedQuantity
 
UInt32 reserved
 
Byte reserved1
 
UInt32 instrumentId
 
Byte reserved2
 
Byte reserved3
 
Price price
 
AuctionType auctionType
 
- Public Attributes inherited from Lse::Itch::MessageHeader
UInt8 length
 
MessageType messageType
 

Static Public Attributes

static const MessageType type = mtAuctionInfo
 

Member Data Documentation

AuctionType Lse::Itch::AuctionInfoMessage::auctionType
UInt32 Lse::Itch::AuctionInfoMessage::instrumentId
UInt32 Lse::Itch::AuctionInfoMessage::nanosecond
UInt32 Lse::Itch::AuctionInfoMessage::pairedQuantity
Price Lse::Itch::AuctionInfoMessage::price
UInt32 Lse::Itch::AuctionInfoMessage::reserved
Byte Lse::Itch::AuctionInfoMessage::reserved1
Byte Lse::Itch::AuctionInfoMessage::reserved2
Byte Lse::Itch::AuctionInfoMessage::reserved3
const MessageType Lse::Itch::AuctionInfoMessage::type = mtAuctionInfo
static