OrderExecutedMsg Struct Reference

This message is sent whenever an order on the book is executed in whole or in part. 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.
OrderId	orderId
	The identifier assigned to the new order.
OrderBookId	orderBookId
	Order book identifier.
Byte	side
	The type of order being added.
Quantity	executedQuantity
	The quantity being executed.
MatchId	matchId
	Assigned by the system to each match executed.
String< 7 >	ownerId
	Will be set to blank (space) for anonymous markets.
String< 7 >	counterpartyId
	Will be set to blank (space) for anonymous markets.
Static Public Attributes
static const size_t	length
	message length

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Detailed Description

This message is sent whenever an order on the book is executed in whole or in part.