fastmm::OrderExecL3Msg Struct Reference

#include <fastmm/core/messages.hpp>

Public Member Functions
bool	printable () const noexcept

Public Attributes
EventHeader	hdr
std::uint64_t	order_ref
Qty	exec_qty
Price	exec_price
	zero -> at the order's price
std::uint64_t	match_id
std::uint8_t	exec_flags
std::uint8_t	pad_ [31]

Static Public Attributes
static constexpr std::uint8_t	kNonPrintable = 1U << 0
	exec_flags. Zero (E, and records written before the field existed) is a printable execution.

Member Function Documentation

printable()

bool fastmm::OrderExecL3Msg::printable ( ) const

inlinenoexcept

Member Data Documentation

kNonPrintable

constexpr std::uint8_t fastmm::OrderExecL3Msg::kNonPrintable = 1U << 0

staticconstexpr

exec_flags. Zero (E, and records written before the field existed) is a printable execution.

ITCH C with Printable = N

hdr

EventHeader fastmm::OrderExecL3Msg::hdr

order_ref

std::uint64_t fastmm::OrderExecL3Msg::order_ref

exec_qty

Qty fastmm::OrderExecL3Msg::exec_qty

exec_price

Price fastmm::OrderExecL3Msg::exec_price

zero -> at the order's price

match_id

std::uint64_t fastmm::OrderExecL3Msg::match_id

exec_flags

std::uint8_t fastmm::OrderExecL3Msg::exec_flags

pad_

std::uint8_t fastmm::OrderExecL3Msg::pad_[31]