ttsdk::TimeSales Struct Reference

Time and Sales update data. More...

#include <prices.h>

Collaboration diagram for ttsdk::TimeSales:

Classes
struct	Trade

Public Attributes
uint64_t	instrument_id
	Instrument Id for the trade.
PriceEventType	event_type
size_t	count
	Number of available T&S events.
Trade	trades [MAX_EVENTS]

Static Public Attributes
static constexpr size_t	MAX_EVENTS = 10
	Max supported trades in one update.

Detailed Description

Time and Sales update data.

Definition at line 120 of file prices.h.

Member Data Documentation

count

size_t ttsdk::TimeSales::count

Number of available T&S events.

Definition at line 125 of file prices.h.

event_type

PriceEventType ttsdk::TimeSales::event_type

Definition at line 124 of file prices.h.

instrument_id

uint64_t ttsdk::TimeSales::instrument_id

Instrument Id for the trade.

Definition at line 123 of file prices.h.

MAX_EVENTS

constexpr size_t ttsdk::TimeSales::MAX_EVENTS = 10

staticconstexpr

Max supported trades in one update.

Definition at line 122 of file prices.h.

trades

Trade ttsdk::TimeSales::trades[MAX_EVENTS]

Definition at line 152 of file prices.h.

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

• prices.h