Price update data. More...
#include <prices.hpp>
Classes | |
| struct | depth_snap |
| Snapshot of the market depth. More... | |
Public Attributes | |
| enum market_state | market_state |
| Market State. More... | |
| depth_snap | bids |
| Price feed depth. More... | |
| depth_snap | asks |
| double | open_price |
| Price feed properties. More... | |
| double | close_price |
| Close price (NAN when unavailable) More... | |
| double | high_price |
| High price (NAN when unavailable) More... | |
| double | low_price |
| Low price (NAN when unavailable) More... | |
| double | last_trade_price |
| Last Traded Price (NAN when unavailable) More... | |
| double | last_trade_quantity |
| Last traded quantity (NAN when unavailable) More... | |
| double | volume |
| Total contract volume. More... | |
| double | settlement_price |
| uint64_t | seq_no |
| Price snapshot properties. More... | |
| uint64_t | conflation_no |
| Price conflation count. More... | |
| uint64_t | exchange_time |
| uint64_t | exchange_time_ns |
| Internal. More... | |
| uint64_t | exchange_transaction_time_ns |
| uint64_t | mdrc_recv_time |
| uint64_t | order_stimulus_received_algo |
| uint64_t | client_recv_time |
| uint64_t | queue_up_time |
| uint64_t | dequeue_time |
| uint64_t | before_parse_time |
| uint64_t | after_parse_time |
| uint64_t | after_cache_time |
| uint64_t | after_merge_time |
| uint64_t | before_callback_time |
Static Public Attributes | |
| static constexpr size_t | MAX_DEPTH_LEVEL = 10 |
| Max supported levels of depth. More... | |
Detailed Description
Price update data.
Definition at line 22 of file prices.hpp.
Member Data Documentation
◆ after_cache_time
| uint64_t tt_core_sdk::PriceSnap::after_cache_time |
Definition at line 77 of file prices.hpp.
◆ after_merge_time
| uint64_t tt_core_sdk::PriceSnap::after_merge_time |
Definition at line 78 of file prices.hpp.
◆ after_parse_time
| uint64_t tt_core_sdk::PriceSnap::after_parse_time |
Definition at line 76 of file prices.hpp.
◆ asks
| depth_snap tt_core_sdk::PriceSnap::asks |
Ask side depth
Definition at line 47 of file prices.hpp.
◆ before_callback_time
| uint64_t tt_core_sdk::PriceSnap::before_callback_time |
Definition at line 79 of file prices.hpp.
◆ before_parse_time
| uint64_t tt_core_sdk::PriceSnap::before_parse_time |
Definition at line 75 of file prices.hpp.
◆ bids
| depth_snap tt_core_sdk::PriceSnap::bids |
◆ client_recv_time
| uint64_t tt_core_sdk::PriceSnap::client_recv_time |
Definition at line 72 of file prices.hpp.
◆ close_price
| double tt_core_sdk::PriceSnap::close_price |
Close price (NAN when unavailable)
Definition at line 52 of file prices.hpp.
◆ conflation_no
| uint64_t tt_core_sdk::PriceSnap::conflation_no |
Price conflation count.
Definition at line 63 of file prices.hpp.
◆ dequeue_time
| uint64_t tt_core_sdk::PriceSnap::dequeue_time |
Definition at line 74 of file prices.hpp.
◆ exchange_time
| uint64_t tt_core_sdk::PriceSnap::exchange_time |
Exchange timestamp
Definition at line 64 of file prices.hpp.
◆ exchange_time_ns
| uint64_t tt_core_sdk::PriceSnap::exchange_time_ns |
Internal.
Definition at line 68 of file prices.hpp.
◆ exchange_transaction_time_ns
| uint64_t tt_core_sdk::PriceSnap::exchange_transaction_time_ns |
Definition at line 69 of file prices.hpp.
◆ high_price
| double tt_core_sdk::PriceSnap::high_price |
High price (NAN when unavailable)
Definition at line 53 of file prices.hpp.
◆ last_trade_price
| double tt_core_sdk::PriceSnap::last_trade_price |
Last Traded Price (NAN when unavailable)
Definition at line 55 of file prices.hpp.
◆ last_trade_quantity
| double tt_core_sdk::PriceSnap::last_trade_quantity |
Last traded quantity (NAN when unavailable)
Definition at line 56 of file prices.hpp.
◆ low_price
| double tt_core_sdk::PriceSnap::low_price |
Low price (NAN when unavailable)
Definition at line 54 of file prices.hpp.
◆ market_state
| enum market_state tt_core_sdk::PriceSnap::market_state |
Market State.
Definition at line 43 of file prices.hpp.
◆ MAX_DEPTH_LEVEL
|
static |
Max supported levels of depth.
Definition at line 24 of file prices.hpp.
◆ mdrc_recv_time
| uint64_t tt_core_sdk::PriceSnap::mdrc_recv_time |
Definition at line 70 of file prices.hpp.
◆ open_price
| double tt_core_sdk::PriceSnap::open_price |
◆ order_stimulus_received_algo
| uint64_t tt_core_sdk::PriceSnap::order_stimulus_received_algo |
Definition at line 71 of file prices.hpp.
◆ queue_up_time
| uint64_t tt_core_sdk::PriceSnap::queue_up_time |
Definition at line 73 of file prices.hpp.
◆ seq_no
| uint64_t tt_core_sdk::PriceSnap::seq_no |
◆ settlement_price
| double tt_core_sdk::PriceSnap::settlement_price |
Settlement Price (NAN when unavailable)
Definition at line 58 of file prices.hpp.
◆ volume
| double tt_core_sdk::PriceSnap::volume |
Total contract volume.
Definition at line 57 of file prices.hpp.
The documentation for this struct was generated from the following file:
- Header Files/prices.hpp
