Defines.h File Reference

#include <OnixS/eSpeed/MarketData/Itch/ABI.h>
#include <OnixS/eSpeed/MarketData/Itch/Bootstrap.h>
#include <OnixS/eSpeed/MarketData/Itch/Memory.h>
#include <OnixS/eSpeed/MarketData/Itch/Timestamp.h>
#include <string>
#include <ostream>
#include <memory>

Go to the source code of this file.

Classes
struct	DataSource

Typedefs
typedef UInt64	SequenceNumber
typedef UInt64	OrderId
typedef UInt32	OrderBookId
typedef UInt32	Quantity
typedef Int32	Price4
typedef Int64	Price8

Functions
ONIXS_ESPEED_ITCH_API std::ostream &	operator<< (std::ostream &stream, const DataSource &ds)

Variables
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16	MessageSize

Typedef Documentation

typedef UInt32 OrderBookId

Alias for Security Id type.

Definition at line 43 of file Defines.h.

typedef UInt64 OrderId

Alias for OrderId type.

Definition at line 40 of file Defines.h.

typedef Int32 Price4

Alias for Price type (4 bytes).

Definition at line 49 of file Defines.h.

typedef Int64 Price8

Alias for Price type (8 bytes).

Definition at line 52 of file Defines.h.

typedef UInt32 Quantity

Alias for Quantity type.

Definition at line 46 of file Defines.h.

typedef UInt64 SequenceNumber

Alias for Sequence Number type.

Definition at line 37 of file Defines.h.

Function Documentation

ONIXS_ESPEED_ITCH_API std::ostream& operator<<	(	std::ostream &	stream,
		const DataSource &	ds
	)

Variable Documentation

ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize

Aliases message length type.

Definition at line 34 of file Defines.h.