OnixS C++ HKEX OMD-C Handler 1.0.0
API documentation
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DataSource Struct Reference

Public Types

enum  Origin

Public Member Functions

 DataSource ()
 DataSource (const Timestamp &ts)
std::string toString () const

Public Attributes

UInt64 packetSendTime
Timestamp packetReceptionTime
UInt16 packetMessageCount
SequenceNumber messageSeqNum
UInt8 messageIndex
Origin origin
bool cached

Detailed Description

Definition at line 43 of file Defines.h.

Member Enumeration Documentation

◆ Origin

enum Origin
Enumerator
Realtime 
Snapshot 
Retr 

Definition at line 48 of file Defines.h.

Constructor & Destructor Documentation

◆ DataSource() [1/2]

DataSource ( )
inline

Definition at line 45 of file Defines.h.

◆ DataSource() [2/2]

DataSource ( const Timestamp & ts)
inline

Definition at line 46 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 75 of file Defines.h.

◆ messageIndex

UInt8 messageIndex

Index of message in packet.

Definition at line 69 of file Defines.h.

◆ messageSeqNum

SequenceNumber messageSeqNum

Sequence number of the message.

Definition at line 66 of file Defines.h.

◆ origin

Origin origin

the way data received

Definition at line 72 of file Defines.h.

◆ packetMessageCount

UInt16 packetMessageCount

Number of messages included in the packet.

Definition at line 63 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 60 of file Defines.h.

◆ packetSendTime

UInt64 packetSendTime

Packet send time from the exchange.

The number of nanoseconds since midnight Coordinated Universal Time (UTC) of January 1, 1970, precision is provided to the nearest millisecond

Definition at line 57 of file Defines.h.