Defines.h File Reference

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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

OrderBookId

typedef UInt32 OrderBookId

Alias for Security Id type.

Definition at line 43 of file Defines.h.

OrderId

typedef UInt64 OrderId

Alias for OrderId type.

Definition at line 40 of file Defines.h.

Price4

typedef Int32 Price4

Alias for Price type (4 bytes).

Definition at line 49 of file Defines.h.

Price8

typedef Int64 Price8

Alias for Price type (8 bytes).

Definition at line 52 of file Defines.h.

Quantity

typedef UInt32 Quantity

Alias for Quantity type.

Definition at line 46 of file Defines.h.

SequenceNumber

typedef UInt64 SequenceNumber

Alias for Sequence Number type.

Definition at line 37 of file Defines.h.

Function Documentation

operator<<()

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

Variable Documentation

MessageSize

ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize

Aliases message length type.

Definition at line 34 of file Defines.h.