CustomMatrixUpdate

struct CustomMatrixUpdate

Custom matrix (receive)

Public Members

std::string_view label

Label.

std::string_view account

Account name.

std::string_view exchange

Exchange.

std::string_view symbol

Symbol.

std::span<roq::MatrixKey const> rows

row labels

std::span<roq::MatrixKey const> columns

column labels

std::span<double const> data

matrix

roq::UpdateType update_type = {}

Update type.

uint32_t version = {}

Version number (does not have to be sequential)

std::chrono::nanoseconds sending_time_utc = {}

Exchange sending timestamp (UTC)

std::string_view user

User name (origin)