itch::OrderDeleteMessage Struct Reference

Order Delete (D): a resting order was cancelled in its entirety and removed from the book. More...

#include <messages.hpp>

Public Attributes
char	message_type = 'D'
	Always 'D'.
uint16_t	stock_locate
	Locate code identifying the security.
uint16_t	tracking_number
	Nasdaq internal tracking number.
uint64_t	timestamp
	Nanoseconds past midnight.
uint64_t	order_reference_number
	Reference number of the deleted order.

Detailed Description

Order Delete (D): a resting order was cancelled in its entirety and removed from the book.

Sent when an order on the book is cancelled in full. All remaining shares become inaccessible and the order must be removed from the book.

Definition at line 299 of file messages.hpp.

Member Data Documentation

message_type

char itch::OrderDeleteMessage::message_type = 'D'

Always 'D'.

Definition at line 300 of file messages.hpp.

stock_locate

uint16_t itch::OrderDeleteMessage::stock_locate

Locate code identifying the security.

Definition at line 301 of file messages.hpp.

tracking_number

uint16_t itch::OrderDeleteMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 302 of file messages.hpp.

timestamp

uint64_t itch::OrderDeleteMessage::timestamp

Nanoseconds past midnight.

Definition at line 303 of file messages.hpp.

order_reference_number

uint64_t itch::OrderDeleteMessage::order_reference_number

Reference number of the deleted order.

Definition at line 304 of file messages.hpp.

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

• messages.hpp