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algotradelib 0.0.0.9000
C++ header-only library for algorithmic trading
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One instruction that was not placed, and why. More...
#include <algotradelib/src/strategy/reconcile.hpp>
Public Attributes | |
| RejectReason | reason_ {RejectReason::NO_REFERENCE_DATA} |
| Why it was not placed. | |
| InstrumentId | instrument_ |
| The instrument it was for. | |
| std::string | tag_ |
| The tag of the intent or target it came from. | |
One instruction that was not placed, and why.
Definition at line 134 of file reconcile.hpp.
| InstrumentId algotradelib::strategy::Rejection::instrument_ |
The instrument it was for.
Definition at line 138 of file reconcile.hpp.
| RejectReason algotradelib::strategy::Rejection::reason_ {RejectReason::NO_REFERENCE_DATA} |
Why it was not placed.
Definition at line 136 of file reconcile.hpp.
| std::string algotradelib::strategy::Rejection::tag_ |
The tag of the intent or target it came from.
Definition at line 140 of file reconcile.hpp.