Definition of an order price/qty change. More...

#include <order.h>

Public Attributes
uint64_t	request_id = 0
uint64_t	price_subscription_id = 0
double	price = NAN
double	quantity = NAN
uint64_t	server_price_time = 0
	Price Server timestamp (mdrc_recv_time);.
uint64_t	order_stimulus_received = 0
	User listener timestamp (order_stimulus_receieved_oc).

Detailed Description

Definition of an order price/qty change.

Definition at line 113 of file order.h.

Member Data Documentation

uint64_t ttsdk::OrderPrcQtyProfile::order_stimulus_received = 0

User listener timestamp (order_stimulus_receieved_oc).

Definition at line 122 of file order.h.

double ttsdk::OrderPrcQtyProfile::price = NAN

Definition at line 117 of file order.h.

uint64_t ttsdk::OrderPrcQtyProfile::price_subscription_id = 0

Definition at line 116 of file order.h.

double ttsdk::OrderPrcQtyProfile::quantity = NAN

Time variables which can be populated to store on the outbound order for performance measuring of order reactions to price updates

Definition at line 118 of file order.h.

uint64_t ttsdk::OrderPrcQtyProfile::request_id = 0

Definition at line 115 of file order.h.

uint64_t ttsdk::OrderPrcQtyProfile::server_price_time = 0

Price Server timestamp (mdrc_recv_time);.

Definition at line 121 of file order.h.

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