TradeSummary#

struct TradeSummary#

Update relating to trade reporting by the exchange.

Public Members

uint16_t stream_id = {}#

Stream identifier.

std::string_view exchange#

Exchange.

std::string_view symbol#

Symbol.

std::span<roq::Trade const> trades#

List of trades.

std::chrono::nanoseconds exchange_time_utc = {}#

Exchange timestamp, possibly from matching engine (UTC)

uint64_t exchange_sequence = {}#

Exchange message sequence number.

std::chrono::nanoseconds sending_time_utc = {}#

Exchange sending timestamp (UTC)