OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
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.