fastmm::LiveQuoteInstrument Struct Reference

#include <fastmm/core/quote_diag.hpp>

Public Attributes
std::uint32_t	instrument = 0
std::uint8_t	venue = 0
std::uint8_t	pad_ [3] = {}
std::int64_t	position_raw = 0
std::int64_t	avg_px_raw = 0
std::int64_t	realized_raw = 0
std::int64_t	unrealized_raw = 0
std::int64_t	mid_raw = 0
	0: no two-sided book
LiveQuoteSide	sides [2]
	by Side: Buy, Sell

Member Data Documentation

instrument

std::uint32_t fastmm::LiveQuoteInstrument::instrument = 0

venue

std::uint8_t fastmm::LiveQuoteInstrument::venue = 0

pad_

std::uint8_t fastmm::LiveQuoteInstrument::pad_[3] = {}

position_raw

std::int64_t fastmm::LiveQuoteInstrument::position_raw = 0

avg_px_raw

std::int64_t fastmm::LiveQuoteInstrument::avg_px_raw = 0

realized_raw

std::int64_t fastmm::LiveQuoteInstrument::realized_raw = 0

unrealized_raw

std::int64_t fastmm::LiveQuoteInstrument::unrealized_raw = 0

mid_raw

std::int64_t fastmm::LiveQuoteInstrument::mid_raw = 0

0: no two-sided book

sides

LiveQuoteSide fastmm::LiveQuoteInstrument::sides[2]

by Side: Buy, Sell