DataSource Struct Reference

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

Public Types
enum	Origin { Instrument, Incremental, Snapshot }

Public Member Functions
	DataSource ()
	DataSource (const Timestamp &ts)
std::string	toString () const

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

Detailed Description

Definition at line 44 of file Defines.h.

Member Enumeration Documentation

enum Origin

Enumerator
Instrument
Incremental
Snapshot

Definition at line 49 of file Defines.h.

Constructor & Destructor Documentation

DataSource ( )

inline

Definition at line 46 of file Defines.h.

DataSource ( const Timestamp &  ts )

inline

Definition at line 47 of file Defines.h.

Member Function Documentation

std::string toString

(

)

const

Member Data Documentation

bool cached

The packet was cached due to incorrect sequence.

Definition at line 85 of file Defines.h.

UInt8 channelId

Channel identification.

Definition at line 60 of file Defines.h.

bool lastMessage

Indicates if the message is the last in the packet.

Definition at line 79 of file Defines.h.

Origin origin

the way data received

Definition at line 82 of file Defines.h.

UInt8 packetMessageNumber

Number of message in the packet.

Definition at line 76 of file Defines.h.

Timestamp packetReceptionTime

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

See also

Time.h

Definition at line 57 of file Defines.h.

PacketSequenceNumber packetSequenceNumber

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

Definition at line 70 of file Defines.h.

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 67 of file Defines.h.

UInt64 sendingTime

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

Definition at line 73 of file Defines.h.

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The documentation for this struct was generated from the following file:

• OnixS/B3/MarketData/UMDF/Defines.h