TradeUpdate

struct TradeUpdate

Update relating to order being partially or fully filled.

Public Members

uint16_t stream_id = {}

Stream identifier.

std::string_view account

Account name.

uint64_t order_id = {}

Order identifier.

std::string_view exchange

Exchange.

std::string_view symbol

Symbol.

Side side = {}

Side.

PositionEffect position_effect = {}

Position effect.

std::chrono::nanoseconds create_time_utc = {}

Created timestamp (UTC)

std::chrono::nanoseconds update_time_utc = {}

Updated timestamp (UTC)

std::string_view external_account

External account name.

std::string_view external_order_id

External order identifier.

std::string_view client_order_id

Client order identifier.

std::span<Fill const> fills

List of fills.

std::string_view routing_id

Routing identifier.

UpdateType update_type = {}

Update type.

std::chrono::nanoseconds sending_time_utc = {}

Exchange sending timestamp (UTC)

std::string_view user

User name (optional, only relevant for drop-copy)

uint32_t strategy_id = {}

Strategy identifier (optional)