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EPAM B2BITS C++ Mit MarketData handler
1.25.0
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#include <B2BITS_LseItchMessages.h>


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 |
| 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 |
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static |
1.8.5