Lse::Itch::TopOfBookMessage Struct Reference

#include <B2BITS_LseItchMessages.h>

Inheritance diagram for Lse::Itch::TopOfBookMessage:

Collaboration diagram for Lse::Itch::TopOfBookMessage:

Public Attributes
UInt32	nanosecond
UInt32	instrumentId
Price	buyLimitPrice
UInt32	buyLimitSize
Price	sellLimitPrice
UInt32	sellLimitSize
Public Attributes inherited from Lse::Itch::MessageHeader
UInt8	length
MessageType	messageType

Static Public Attributes
static const MessageType	type = mtTopOfBookMessage

Member Data Documentation

Price Lse::Itch::TopOfBookMessage::buyLimitPrice

UInt32 Lse::Itch::TopOfBookMessage::buyLimitSize

UInt32 Lse::Itch::TopOfBookMessage::instrumentId

UInt32 Lse::Itch::TopOfBookMessage::nanosecond

Price Lse::Itch::TopOfBookMessage::sellLimitPrice

UInt32 Lse::Itch::TopOfBookMessage::sellLimitSize

const MessageType Lse::Itch::TopOfBookMessage::type = mtTopOfBookMessage

static