#include <prices.h>

Public Attributes

double	last_trade_price = NAN
	Time and Sales feed properties.

double	last_trade_quantity = NAN
	Last traded quantity (NAN when unavailable)

ttsdk::TradeType	trade_side
	Trade Side.

ttsdk::TradeQualifier	qualifier
	Trade Qualifier.

ttsdk::TradeIndicator	indicator

ttsdk::ExchSupportedOTCTypes	otc_type

uint32_t	bid_counterparty_id

uint32_t	ask_counterparty_id


double	alternate_last_traded_price = NAN
	Alternate trade information.

double	alternate_last_traded_quantity = NAN

uint64_t	alternate_epoch_transact_time_nano = 0


uint64_t	epoch_transact_time_nano
	Time and Sales trade properties.

uint64_t	exchange_transact_time_ns

uint64_t	exchange_seq_no

Detailed Description

Definition at line 127 of file prices.h.

Member Data Documentation

◆ alternate_epoch_transact_time_nano

uint64_t ttsdk::TimeSales::Trade::alternate_epoch_transact_time_nano = 0

Definition at line 143 of file prices.h.

◆ alternate_last_traded_price

double ttsdk::TimeSales::Trade::alternate_last_traded_price = NAN

Alternate trade information.

Definition at line 141 of file prices.h.

◆ alternate_last_traded_quantity

double ttsdk::TimeSales::Trade::alternate_last_traded_quantity = NAN

Definition at line 142 of file prices.h.

◆ ask_counterparty_id

uint32_t ttsdk::TimeSales::Trade::ask_counterparty_id

Definition at line 137 of file prices.h.

◆ bid_counterparty_id

uint32_t ttsdk::TimeSales::Trade::bid_counterparty_id

Definition at line 136 of file prices.h.

◆ epoch_transact_time_nano

uint64_t ttsdk::TimeSales::Trade::epoch_transact_time_nano

Time and Sales trade properties.

Transaction Time Since Epoch (ns)

Definition at line 147 of file prices.h.

◆ exchange_seq_no

uint64_t ttsdk::TimeSales::Trade::exchange_seq_no

Definition at line 149 of file prices.h.

◆ exchange_transact_time_ns

uint64_t ttsdk::TimeSales::Trade::exchange_transact_time_ns

Definition at line 148 of file prices.h.

◆ indicator

ttsdk::TradeIndicator ttsdk::TimeSales::Trade::indicator

Definition at line 134 of file prices.h.

◆ last_trade_price

double ttsdk::TimeSales::Trade::last_trade_price = NAN

Time and Sales feed properties.

Last Traded Price (NAN when unavailable)

Definition at line 130 of file prices.h.

◆ last_trade_quantity

double ttsdk::TimeSales::Trade::last_trade_quantity = NAN

Last traded quantity (NAN when unavailable)

Definition at line 131 of file prices.h.

◆ otc_type

ttsdk::ExchSupportedOTCTypes ttsdk::TimeSales::Trade::otc_type

Definition at line 135 of file prices.h.

◆ qualifier

ttsdk::TradeQualifier ttsdk::TimeSales::Trade::qualifier

Trade Qualifier.

Definition at line 133 of file prices.h.

◆ trade_side

ttsdk::TradeType ttsdk::TimeSales::Trade::trade_side

Trade Side.

Definition at line 132 of file prices.h.

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

prices.h

Public Attributes