OnixS Brokertec ITCH Market Data Handler for C++  1.1.0.1
Public Member Functions | Static Public Member Functions | Public Attributes | Static Public Attributes
OrderExecutedWithPriceMsg Struct Reference

This message is sent in the relatively rare event that an order on the book is executed in whole or in part with a price different than the initial display price. More...

List of all members.

Public Member Functions

bool isOccurredAtCross () const
bool isPrintable () const
std::string toString () const
 Returns string representation.

Static Public Member Functions

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

Public Attributes

Price4 tradePrice
 Trade Price.
String< 1 > occurredAtCross
 Occurred at Cross.
String< 1 > printable
 Printable.

Static Public Attributes

static const size_t length
 message length

Detailed Description

This message is sent in the relatively rare event that an order on the book is executed in whole or in part with a price different than the initial display price.