Trade Message. More...

#include <itch_handler.h>

Public Attributes
char	Type
uint16_t	StockLocate
uint16_t	TrackingNumber
uint64_t	Timestamp
uint64_t	OrderReferenceNumber
char	BuySellIndicator
uint32_t	Shares
char	Stock [8]
uint32_t	Price
uint64_t	MatchNumber

Friends
template<class TOutputStream>
TOutputStream &	operator<< (TOutputStream &stream, const TradeMessage &message)

Detailed Description

Trade Message.

Examples: itch_handler.cpp.

Definition at line 266 of file itch_handler.h.

◆ operator<<

template<class TOutputStream>

TOutputStream & operator<<	(	TOutputStream &	stream,
		const TradeMessage &	message )

friend

Definition at line 238 of file itch_handler.inl.

Member Data Documentation

◆ BuySellIndicator

char CppTrader::ITCH::TradeMessage::BuySellIndicator

Definition at line 273 of file itch_handler.h.

◆ MatchNumber

uint64_t CppTrader::ITCH::TradeMessage::MatchNumber

Definition at line 277 of file itch_handler.h.

◆ OrderReferenceNumber

uint64_t CppTrader::ITCH::TradeMessage::OrderReferenceNumber

Definition at line 272 of file itch_handler.h.

◆ Price

uint32_t CppTrader::ITCH::TradeMessage::Price

Definition at line 276 of file itch_handler.h.

◆ Shares

uint32_t CppTrader::ITCH::TradeMessage::Shares

Definition at line 274 of file itch_handler.h.

◆ Stock

char CppTrader::ITCH::TradeMessage::Stock[8]

Definition at line 275 of file itch_handler.h.

◆ StockLocate

uint16_t CppTrader::ITCH::TradeMessage::StockLocate

Definition at line 269 of file itch_handler.h.

◆ Timestamp

uint64_t CppTrader::ITCH::TradeMessage::Timestamp

Definition at line 271 of file itch_handler.h.

◆ TrackingNumber

uint16_t CppTrader::ITCH::TradeMessage::TrackingNumber

Definition at line 270 of file itch_handler.h.

◆ Type

char CppTrader::ITCH::TradeMessage::Type

Definition at line 268 of file itch_handler.h.

The documentation for this struct was generated from the following file:

include/trader/providers/nasdaq/itch_handler.h

Public Attributes

Friends