OrderImbalanceMsg Struct Reference

Public Member Functions
UInt16	msgSize () const noexcept
UInt16	msgType () const noexcept
UInt32	securityCode () const noexcept
StrRef	orderImbalanceDirection () const noexcept
UInt64	orderImbalanceQuantity () const noexcept
	OrderImbalanceMsg (const void *data, MessageSize size) noexcept
Public Member Functions inherited from BinaryMessage
	BinaryMessage () noexcept
	BinaryMessage (const void *data, MessageSize size) noexcept
	BinaryMessage (const BinaryMessage &other) noexcept
	operator bool () const noexcept
const void *	binary () const noexcept
MessageSize	binarySize () const noexcept
BinaryMessage &	operator= (const BinaryMessage &other) noexcept

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static constexpr MessageSize	messageSize_ = 18

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSize offset, MessageSize size) const noexcept
FieldValue	ordinary (MessageSize offset) const noexcept
const FieldValue &	ordinaryRef (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept

Detailed Description

Definition at line 36 of file OrderImbalance.h.

Constructor & Destructor Documentation

OrderImbalanceMsg()

OrderImbalanceMsg ( const void * data, MessageSize size )

inlinenoexcept

Initializes instance over given memory block.

Definition at line 86 of file OrderImbalance.h.

Member Function Documentation

msgSize()

UInt16 msgSize ( ) const

inlinenoexcept

Size of the message.

Definition at line 39 of file OrderImbalance.h.

msgType()

UInt16 msgType ( ) const

inlinenoexcept

Type of message.

Definition at line 46 of file OrderImbalance.h.

orderImbalanceDirection()

StrRef orderImbalanceDirection ( ) const

inlinenoexcept

Indicates the imbalance direction when the matchable buy quantity and sell quantity at IEP are not equal.

Definition at line 61 of file OrderImbalance.h.

orderImbalanceQuantity()

UInt64 orderImbalanceQuantity ( ) const

inlinenoexcept

The absolute difference between the matchable buy quantity and the sell quantity at IEP.

Value should be ignored if Order Imbalance Direction is space

Definition at line 69 of file OrderImbalance.h.

securityCode()

UInt32 securityCode ( ) const

inlinenoexcept

Uniquely identifies a security available for trading.

Definition at line 53 of file OrderImbalance.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 79 of file OrderImbalance.h.

Member Data Documentation

messageSize_

MessageSize messageSize_ = 18

staticconstexpr

Total message size.

Definition at line 76 of file OrderImbalance.h.