OnixS C++ B3 Binary UMDF Market Data Handler 1.10.0
Users' manual and API documentation
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DataSource Struct Reference

#include <OnixS/B3/MarketData/UMDF/Defines.h>

Public Types

enum  Origin : UInt8

Public Member Functions

 DataSource ()=default
 DataSource (Timestamp ts) noexcept
std::string toString () const

Public Attributes

Timestamp packetReceptionTime
UInt64 sendingTime
PacketSequenceNumber packetSequenceNumber
UInt16 packetSequenceVersion
UInt8 channelId
UInt8 packetMessageNumber
bool lastMessage
Origin origin
bool cached

Detailed Description

Definition at line 46 of file Defines.h.

Member Enumeration Documentation

◆ Origin

enum Origin : UInt8
Enumerator
Instrument 
Incremental 
Snapshot 

Definition at line 51 of file Defines.h.

Constructor & Destructor Documentation

◆ DataSource() [1/2]

DataSource ( )
default

◆ DataSource() [2/2]

DataSource ( Timestamp ts)
inlinenoexcept

Definition at line 49 of file Defines.h.

Member Function Documentation

◆ toString()

std::string toString ( ) const

Member Data Documentation

◆ cached

bool cached

The packet was cached due to incorrect sequence.

Definition at line 87 of file Defines.h.

◆ channelId

UInt8 channelId

Channel identification.

Definition at line 75 of file Defines.h.

◆ lastMessage

bool lastMessage

Indicates if the message is the last in the packet.

Definition at line 81 of file Defines.h.

◆ origin

Origin origin

the way data received

Definition at line 84 of file Defines.h.

◆ packetMessageNumber

UInt8 packetMessageNumber

Number of message in the packet.

Definition at line 78 of file Defines.h.

◆ packetReceptionTime

Timestamp packetReceptionTime

Time when the packet was received by Handler from UDP, in system ticks,.

See also
Time.h

Definition at line 59 of file Defines.h.

◆ packetSequenceNumber

PacketSequenceNumber packetSequenceNumber

Packet Sequence Number. Always incremented by one in the same channel and same SequenceVersion.

Definition at line 65 of file Defines.h.

◆ packetSequenceVersion

UInt16 packetSequenceVersion

Packet Sequence Version.

For incremental stream, it starts with 1 at the rollout in the production environment and incremented on weekly basis or in case of failover events. For instrument definition and snapshot streams, its value changes for each new loop. its value will be rolled back to 1 if incremented beyond 65534.

Definition at line 72 of file Defines.h.

◆ sendingTime

UInt64 sendingTime

UTC date and time of packet transmission, in nanoseconds since Unix epoch (Jan 1st., 1970), with microsecond-level precision*.

Definition at line 62 of file Defines.h.