OnixS Brokertec ITCH Market Data Handler for C++  1.1.0.1
Public Attributes
DataSource Struct Reference

Data source. More...

List of all members.

Public Attributes

Timestamp packetReceptionTime
 Time when the packet was received by Handler from UDP, in system ticks,.
Timestamp originalPacketReceptionTime
 Time when the packet was originally received by Handler from UDP Valid only for backtesting.
UInt16 packetMessageCount
 Message sequence number.
UInt16 packetMessageNumber
 Number of message in the packet.
SequenceNumber messageSeqNum
 Message sequence number.
bool wasCached
 Indicates whether the packet was cached during processing.
const Byte * session
 Session Id.

Detailed Description

Data source.


Member Data Documentation

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

See also:
Time.h