Lse::Itch::TradeMessage Struct Reference

#include <B2BITS_LseItchMessages.h>

Inheritance diagram for Lse::Itch::TradeMessage:

Collaboration diagram for Lse::Itch::TradeMessage:

Public Attributes
UInt32	nanosecond
UInt32	executedQuantity
UInt32	instrumentId
Byte	reserved1
Byte	reserved2
Price	price
UInt64	tradeId
CrossType	crossType
SubBook	subBook
PTModFlags	modFlags
Public Attributes inherited from Lse::Itch::MessageHeader
UInt8	length
MessageType	messageType

Static Public Attributes
static const MessageType	type = mtTrade

Member Data Documentation

CrossType Lse::Itch::TradeMessage::crossType

UInt32 Lse::Itch::TradeMessage::executedQuantity

UInt32 Lse::Itch::TradeMessage::instrumentId

PTModFlags Lse::Itch::TradeMessage::modFlags

UInt32 Lse::Itch::TradeMessage::nanosecond

Price Lse::Itch::TradeMessage::price

Byte Lse::Itch::TradeMessage::reserved1

Byte Lse::Itch::TradeMessage::reserved2

SubBook Lse::Itch::TradeMessage::subBook

UInt64 Lse::Itch::TradeMessage::tradeId

const MessageType Lse::Itch::TradeMessage::type = mtTrade

static