Skip to content

Commit 6d747a4

Browse files
committed
ADD: Add top-of-book flag
1 parent 43b3f50 commit 6d747a4

File tree

2 files changed

+3
-0
lines changed

2 files changed

+3
-0
lines changed

CHANGELOG.md

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -6,6 +6,7 @@
66
- Added `ToIso8601` for `UnixNanos` for converting to human-readable ISO8601 datetime
77
string
88
- Added `kUndefTimestamp` and `kUndefStatQuantity` constants
9+
- Added flag `kTob` for top-of-book messages
910

1011
## 0.13.0 - 2023-09-21
1112
### Enhancements

include/databento/flag_set.hpp

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -13,6 +13,8 @@ class FlagSet {
1313
// Indicates it's the last message in the packet from the venue for a given
1414
// `instrument_id`.
1515
static constexpr Repr kLast = 1 << 7;
16+
// Indicates a top-of-book message, not an individual order.
17+
static constexpr Repr kTob = 1 << 6;
1618
// Indicates the message was sourced from a replay, such as a snapshot
1719
// server.
1820
static constexpr Repr kSnapshot = 1 << 5;

0 commit comments

Comments
 (0)