fastmm::store::BookedFillQuery Struct Reference

The executions an engine stored for one venue (Reader::booked_fills): the engine's side of a fill audit (core/fill_audit.hpp). More...

#include <fastmm/store/reader.hpp>

Public Attributes
std::string	engine
	[engine] name (empty: every engine)
std::string	venue
	[venues.<name>] (empty: every venue)
std::string	instrument
	symbol (empty: every instrument)
std::int64_t	from_ms = 0
	the venue's time of the trade, inclusive (0: from the beginning)
std::int64_t	to_ms = 0
	inclusive (0: to the end)

Detailed Description

The executions an engine stored for one venue (Reader::booked_fills): the engine's side of a fill audit (core/fill_audit.hpp).

Member Data Documentation

engine

std::string fastmm::store::BookedFillQuery::engine

[engine] name (empty: every engine)

venue

std::string fastmm::store::BookedFillQuery::venue

[venues.<name>] (empty: every venue)

instrument

std::string fastmm::store::BookedFillQuery::instrument

symbol (empty: every instrument)

from_ms

std::int64_t fastmm::store::BookedFillQuery::from_ms = 0

the venue's time of the trade, inclusive (0: from the beginning)

to_ms

std::int64_t fastmm::store::BookedFillQuery::to_ms = 0

inclusive (0: to the end)