std::function< void(const Trade &)> TradeCallback
Callback invoked for each extracted trade.
Strongly typed, fixed-point price representation for ITCH price fields.
A single execution extracted from the feed (the "trade tape").
std::string symbol
Stock symbol (may be empty if unknown).
bool is_cross
Whether this is a cross (auction) trade.
bool printable
Whether the print is displayable.
std::uint16_t stock_locate
Locate code identifying the security.
char side
Resting order side ('B'/'S'), or '\0'.
std::uint64_t timestamp
Nanoseconds past midnight.
std::uint64_t shares
Executed share quantity.
std::uint64_t match_number
Exchange match number.
StandardPrice price
Execution price.
char cross_type
Cross type for Q trades, else '\0'.