itch::book::OrderView Struct Reference

A single resting order, for L3 order-level snapshots. More...

#include <l3_book.hpp>

Public Attributes
std::uint64_t	reference_number {0}
	Exchange order reference number.
std::uint32_t	shares {0}
	Shares still resting.
StandardPrice	price {}
	Limit price.

Detailed Description

A single resting order, for L3 order-level snapshots.

Definition at line 39 of file l3_book.hpp.

Member Data Documentation

reference_number

std::uint64_t itch::book::OrderView::reference_number {0}

Exchange order reference number.

Definition at line 40 of file l3_book.hpp.

Referenced by itch::book::L3Book::orders_at().

shares

std::uint32_t itch::book::OrderView::shares {0}

Shares still resting.

Definition at line 41 of file l3_book.hpp.

price

StandardPrice itch::book::OrderView::price {}

Limit price.

Definition at line 42 of file l3_book.hpp.

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

• l3_book.hpp