OnixS Brokertec ITCH Market Data Handler for C++
Public Member Functions | Static Public Member Functions | Public Attributes | Static Public Attributes
EquilibriumPriceUpdateMsg Struct Reference

This message is used if/when auctions occur. More...

List of all members.

Public Member Functions

std::string toString () const
 Returns string representation.

Static Public Member Functions

static const char * name ()
 string name of the message

Public Attributes

UInt32 nanoseconds
 Nanoseconds portion of the timestamp.
OrderBookId orderBookId
 Order book identifier.
Quantity availableBidQuantityAtEquilibriumPrice
 Quantity at equilibrium price on the bid side.
Quantity availableAskQuantityAtEquilibriumPrice
 Quantity at equilibrium price on the ask side.
Price4 equilibriumPrice
 Equilibrium Price.
Int32 reserved1
 Not currently in use.
Int32 reserved2
Int64 reserved3
Int64 reserved4

Static Public Attributes

static const size_t length
 message length

Detailed Description

This message is used if/when auctions occur.

The message provides the changes in equilibrium price.