OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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InformationMsg.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
24
26
30 struct ONIXS_ESPEED_ITCH_API InformationMsg : public IncomingMessage
31 {
34 UInt64 timestamp() const
35 {
36 return ordinary<UInt64>(1);
37 }
38
41 {
42 return ordinary<UInt32>(9);
43 }
44
47 Price8 price() const
48 {
49 return ordinary<Int64>(13);
50 }
51
53 Price4 yield() const
54 {
55 return ordinary<Int32>(21);
56 }
57
59 StrRef type() const
61 {
62 return fixedStr<2>(25);
63 }
64
67
69 static void validateSize(MessageSize size)
70 {
72 throwIncorrectSize("InformationMsg", size, messageSize_);
73 }
74
76 InformationMsg(const void* data, MessageSize size)
78 : IncomingMessage(data, size)
79 {
80 }
81 };
82
84 ONIXS_ESPEED_ITCH_API void toStr(std::string&, const InformationMsg&);
85
87 inline std::string toStr(const InformationMsg& msg)
88 {
89 std::string str;
90 toStr(str, msg);
91 return str;
92 }
93
95 inline std::ostream& operator<<(std::ostream& stream, const InformationMsg& msg)
96 {
97 stream << toStr(msg);
98 return stream;
99 }
100
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition Bootstrap.h:27
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
Definition Compiler.h:46
#define ONIXS_ESPEED_ITCH_NOTHROW
Definition Compiler.h:27
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Definition Compiler.h:52
Int64 Price8
Alias for Price type (8 bytes).
Definition Defines.h:52
Int32 Price4
Alias for Price type (4 bytes).
Definition Defines.h:49
UInt32 OrderBookId
Alias for Security Id type.
Definition Defines.h:43
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
Definition Defines.h:34
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const InformationMsg &)
Serializes object into string.
std::ostream & operator<<(std::ostream &stream, const InformationMsg &msg)
StrRef fixedStr(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
FieldValue ordinary(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Provides efficient way of accessing text-based FIX field values.
Definition String.h:41
StrRef type() const ONIXS_ESPEED_ITCH_NOTHROW
Indicates Information type.
UInt64 timestamp() const
InformationMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
OrderBookId orderBookId() const
Unique Order book identifier of an instrument.
static void validateSize(MessageSize size)
Check the given size.
Price4 yield() const
The yield for the price provided.
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Price8 price() const