TbboMsg

mbinary::records

Type Alias TbboMsg 

Source 
pub type TbboMsg = Mbp1Msg;
Expand description

TBBO is jsut MBP1 where action is always Trade

Aliased Type§

#[repr(C)]
pub struct TbboMsg {
    pub hd: RecordHeader,
    pub price: i64,
    pub size: u32,
    pub action: i8,
    pub side: i8,
    pub depth: u8,
    pub flags: u8,
    pub ts_recv: u64,
    pub ts_in_delta: i32,
    pub sequence: u32,
    pub discriminator: u32,
    pub levels: [BidAskPair; 1],
}

Fields§

§hd: RecordHeader§price: i64§size: u32§action: i8§side: i8§depth: u8§flags: u8§ts_recv: u64§ts_in_delta: i32§sequence: u32§discriminator: u32

Differentiates records that are otherwise the same but not duplicates.

§levels: [BidAskPair; 1]