Order Executed (E): a resting order was executed in whole or in part at its display price. More...

#include <messages.hpp>

Public Attributes
char	message_type = 'E'
	Always 'E'.

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 executed order.

uint32_t	executed_shares
	Number of shares executed.

uint64_t	match_number
	Day-unique match number for the execution.

Detailed Description

Order Executed (E): a resting order was executed in whole or in part at its display price.

Sent when an order on the book is executed in whole or in part at its display price. Several of these may be sent for the same order reference number; their effects are cumulative, and the order is removed from the book once it is fully executed.

Definition at line 249 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::OrderExecutedMessage::message_type = 'E'

Always 'E'.

Definition at line 250 of file messages.hpp.

◆ stock_locate

uint16_t itch::OrderExecutedMessage::stock_locate

Locate code identifying the security.

Definition at line 251 of file messages.hpp.

◆ tracking_number

uint16_t itch::OrderExecutedMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 252 of file messages.hpp.

◆ timestamp

uint64_t itch::OrderExecutedMessage::timestamp

Nanoseconds past midnight.

Definition at line 253 of file messages.hpp.

◆ order_reference_number

uint64_t itch::OrderExecutedMessage::order_reference_number

Reference number of the executed order.

Definition at line 254 of file messages.hpp.

◆ executed_shares

uint32_t itch::OrderExecutedMessage::executed_shares

Number of shares executed.

Definition at line 255 of file messages.hpp.

◆ match_number

uint64_t itch::OrderExecutedMessage::match_number

Day-unique match number for the execution.

Definition at line 256 of file messages.hpp.

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

messages.hpp

Public Attributes