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...
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 |
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.