Time and Sales update data. More...

#include <prices.hpp>

Public Types
enum	trade_type { trade_type::HIT, trade_type::TAKE, trade_type::UNKNOWN }
	Type of trade triggering the update. More...

Public Attributes

double	last_trade_price
	Time and Sales snapshot properties. More...

double	last_trade_quantity
	Last traded quantity (NAN when unavailable) More...

uint64_t	epoch_transact_time_micro
	Transaction Time Since Epoch (us) More...

uint64_t	epoch_transact_time_nano
	Transaction Time Since Epoch (ns) More...

trade_type	type
	Trade type. More...

trade_status	status
	Trade Status. More...

trade_qualifier	qualifier


bool	is_otc
	Time and Sales data flags. More...

bool	is_implied
	Trade is implied. More...

bool	is_leg


uint64_t	exchange_transact_time_ns
	Internal. More...

Detailed Description

Time and Sales update data.

Definition at line 86 of file prices.hpp.

Member Enumeration Documentation

◆ trade_type

enum tt_core_sdk::TimeSale::trade_type

strong

Type of trade triggering the update.

Enumerator
HIT	Bought.
TAKE	Sold.
UNKNOWN	Unknown.

Definition at line 90 of file prices.hpp.

Member Data Documentation

◆ epoch_transact_time_micro

uint64_t tt_core_sdk::TimeSale::epoch_transact_time_micro

Transaction Time Since Epoch (us)

Definition at line 101 of file prices.hpp.

◆ epoch_transact_time_nano

uint64_t tt_core_sdk::TimeSale::epoch_transact_time_nano

Transaction Time Since Epoch (ns)

Definition at line 102 of file prices.hpp.

◆ exchange_transact_time_ns

uint64_t tt_core_sdk::TimeSale::exchange_transact_time_ns

Internal.

Definition at line 116 of file prices.hpp.

◆ is_implied

bool tt_core_sdk::TimeSale::is_implied

Trade is implied.

Definition at line 111 of file prices.hpp.

◆ is_leg

bool tt_core_sdk::TimeSale::is_leg

Trade is a leg trade (ICE: IsSystemPricedLeg)

Definition at line 112 of file prices.hpp.

◆ is_otc

bool tt_core_sdk::TimeSale::is_otc

Time and Sales data flags.

Trade is exchange supported OTC trade

Definition at line 110 of file prices.hpp.

◆ last_trade_price

double tt_core_sdk::TimeSale::last_trade_price

Time and Sales snapshot properties.

Last Traded Price (NAN when unavailable)

Definition at line 98 of file prices.hpp.

◆ last_trade_quantity

double tt_core_sdk::TimeSale::last_trade_quantity

Last traded quantity (NAN when unavailable)

Definition at line 99 of file prices.hpp.

◆ qualifier

trade_qualifier tt_core_sdk::TimeSale::qualifier

Trade Qualifier

Definition at line 106 of file prices.hpp.

◆ status

trade_status tt_core_sdk::TimeSale::status

Trade Status.

Definition at line 105 of file prices.hpp.

◆ type

trade_type tt_core_sdk::TimeSale::type

Trade type.

Definition at line 104 of file prices.hpp.

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

Header Files/prices.hpp

Public Types

Public Attributes