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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 |
| UInt64 | orderId |
| UInt32 | newQuantity |
| Price | newPrice |
| OrderFlags | flags |
Public Attributes inherited from Lse::Itch::MessageHeader | |
| UInt8 | length |
| MessageType | messageType |
Static Public Attributes | |
| static const MessageType | type = mtOrderModified |
| OrderFlags Lse::Itch::OrderModifiedMessage::flags |
| UInt32 Lse::Itch::OrderModifiedMessage::nanosecond |
| Price Lse::Itch::OrderModifiedMessage::newPrice |
| UInt32 Lse::Itch::OrderModifiedMessage::newQuantity |
| UInt64 Lse::Itch::OrderModifiedMessage::orderId |
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static |
1.8.5