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

#include <B2BITS_LseItchMessages.h>

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

UInt32 nanosecond
 
UInt32 quantity
 
UInt32 instrumentId
 
Byte reserved1
 
Byte reserved2
 
Price price
 
UInt64 tradeId
 
AuctionType auctionType
 
PTModFlags modFlags
 
- Public Attributes inherited from Lse::Itch::MessageHeader
UInt8 length
 
MessageType messageType
 

Static Public Attributes

static const MessageType type = mtAuctionTrade
 

Member Data Documentation

AuctionType Lse::Itch::AuctionTradeMessage::auctionType
UInt32 Lse::Itch::AuctionTradeMessage::instrumentId
PTModFlags Lse::Itch::AuctionTradeMessage::modFlags
UInt32 Lse::Itch::AuctionTradeMessage::nanosecond
Price Lse::Itch::AuctionTradeMessage::price
UInt32 Lse::Itch::AuctionTradeMessage::quantity
Byte Lse::Itch::AuctionTradeMessage::reserved1
Byte Lse::Itch::AuctionTradeMessage::reserved2
UInt64 Lse::Itch::AuctionTradeMessage::tradeId
const MessageType Lse::Itch::AuctionTradeMessage::type = mtAuctionTrade
static