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OnixS Brokertec ITCH Market Data Handler for C++
1.1.0.1
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OnixS Brokertec ITCH Market Data Handler for C++
1.1.0.1
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The Combination Order book Directory is a specialized directory message used when Combination order books are traded at the marketplace. More...
Public Member Functions | |
| std::string | toString () const |
| Returns string representation. | |
Static Public Member Functions | |
| static const char * | name () |
| string name of the message | |
Public Attributes | |
| UInt32 | nanoseconds |
| Nanoseconds portion of the timestamp. | |
| OrderBookId | orderBookId |
| Unique identifier of an Order book. | |
| String< 32 > | symbol |
| Security short name. | |
| String< 32 > | longName |
| Human-readable long name of security. | |
| String< 12 > | isin |
| ISIN code identifying security. | |
| UInt8 | financialProduct |
| Financial Product. | |
| String< 3 > | tradingCurrency |
| Trading Currency. | |
| UInt16 | numberOfDecimalsInPrice |
| Defines the number of decimals used in price for this order book. | |
| UInt16 | numberOfDecimalsInNominalValue |
| Defines the number of decimals in Nominal Value. | |
| UInt32 | oddLotSize |
| Indicates the number of securities that represent an odd lot for the order book. | |
| UInt32 | roundLotSize |
| Indicates the quantity that represent a round lot for the issue. | |
| UInt32 | blockLotSize |
| Indicates the number of securities that represent an odd lot for the order book. | |
| Int64 | nominalValue |
| Nominal value. | |
| Leg | leg1 |
| Leg. | |
| Leg | leg2 |
| Leg. | |
| Leg | leg3 |
| Leg. | |
| Leg | leg4 |
| Leg. | |
Static Public Attributes | |
| static const size_t | length |
| message length | |
The Combination Order book Directory is a specialized directory message used when Combination order books are traded at the marketplace.
It represents both standard combinations defined by the exchange, and tailor-made combinations created by members. Intra-day transmissions of this message may occur when new combination order books are added to the system. This is typically the case for tailor-made combinations. Updates to existing combination order books may also be represented by intra-day Combination Order book Directory messages.
| UInt32 blockLotSize |
Indicates the number of securities that represent an odd lot for the order book.
A value of 0 indicates that this lot type is undefined for the order book.
| UInt16 numberOfDecimalsInPrice |
Defines the number of decimals used in price for this order book.
A value of 256 means that the instrument is traded in fractions (each fraction is 1/256).
| UInt32 oddLotSize |
Indicates the number of securities that represent an odd lot for the order book.
A value of 0 indicates that this lot type is undefined for the order book.
| OrderBookId orderBookId |
Unique identifier of an Order book.
Expired Order book IDs may be reused for new instruments.