order_book 0.3.0
Exchange feed order book that prints the best bid and offer
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order_book::ItchPeek Struct Reference

The stock locate and order reference number of a message, as peek_itch() reads them. More...

#include <itch.hpp>

Public Attributes

std::uint64_t order = 0
 Order reference number.
std::uint16_t locate = 0

Friends

bool operator== (const ItchPeek &, const ItchPeek &)=default
 Same fields.

Detailed Description

The stock locate and order reference number of a message, as peek_itch() reads them.

Definition at line 227 of file itch.hpp.

Member Data Documentation

◆ locate

std::uint16_t order_book::ItchPeek::locate = 0

Stock locate

Definition at line 229 of file itch.hpp.

◆ order

std::uint64_t order_book::ItchPeek::order = 0

Order reference number.

Definition at line 228 of file itch.hpp.


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