ADD: Add top-of-book flag

databento · Oct 20, 2023 · 6d747a4 · 6d747a4
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -6,6 +6,7 @@
 - Added `ToIso8601` for `UnixNanos` for converting to human-readable ISO8601 datetime
   string
 - Added `kUndefTimestamp` and `kUndefStatQuantity` constants
+- Added flag `kTob` for top-of-book messages
 
 ## 0.13.0 - 2023-09-21
 ### Enhancements

diff --git a/include/databento/flag_set.hpp b/include/databento/flag_set.hpp
@@ -13,6 +13,8 @@ class FlagSet {
   // Indicates it's the last message in the packet from the venue for a given
   // `instrument_id`.
   static constexpr Repr kLast = 1 << 7;
+  // Indicates a top-of-book message, not an individual order.
+  static constexpr Repr kTob = 1 << 6;
   // Indicates the message was sourced from a replay, such as a snapshot
   // server.
   static constexpr Repr kSnapshot = 1 << 5;