Bats::InstrumentListener::InstrumentCtx Struct Reference

Represents current state of instrument. More...

#include <B2BITS_BatsUnitService.h>

Public Member Functions
	InstrumentCtx ()

Public Attributes
System::u32	batsTimestampNS_
	Last message time in nanoseconds (TimedPitchMsg::getTimeOffset)
System::u32	batsTimestampS_
	Last BATS Unit timestamp in seconds, sent via Bats::TimeMsg message.
char	haltStatus_
	Last Halt status received in TradingStatusMsg.
System::u64	lastPrice_
	Last executed price.
System::u32	lastQty_
	Last executed quantity.
char	regSHOAction_
	Last Reg SHO action received in TradingStatusMsg.
char	symbol_ [MAX_SYMBOL_LEN+1]
	Null-terminated symbol name without trailing spaces.

Static Public Attributes
static const unsigned	MAX_SYMBOL_LEN = 8

Detailed Description

Represents current state of instrument.

Structure represents actual state of instrument. All properties have default value = 0

Constructor & Destructor Documentation

InstrumentCtx()

Bats::InstrumentListener::InstrumentCtx::InstrumentCtx ( )

inline

References symbol_.

Member Data Documentation

batsTimestampNS_

System::u32 Bats::InstrumentListener::InstrumentCtx::batsTimestampNS_

Last message time in nanoseconds (TimedPitchMsg::getTimeOffset)

batsTimestampS_

System::u32 Bats::InstrumentListener::InstrumentCtx::batsTimestampS_

Last BATS Unit timestamp in seconds, sent via Bats::TimeMsg message.

haltStatus_

char Bats::InstrumentListener::InstrumentCtx::haltStatus_

Last Halt status received in TradingStatusMsg.

lastPrice_

System::u64 Bats::InstrumentListener::InstrumentCtx::lastPrice_

Last executed price.

lastQty_

System::u32 Bats::InstrumentListener::InstrumentCtx::lastQty_

Last executed quantity.

MAX_SYMBOL_LEN

const unsigned Bats::InstrumentListener::InstrumentCtx::MAX_SYMBOL_LEN = 8

static

regSHOAction_

char Bats::InstrumentListener::InstrumentCtx::regSHOAction_

Last Reg SHO action received in TradingStatusMsg.

symbol_

char Bats::InstrumentListener::InstrumentCtx::symbol_[MAX_SYMBOL_LEN+1]

Null-terminated symbol name without trailing spaces.

Referenced by InstrumentCtx().