OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
AddOrderMsg Struct Reference

#include <OnixS/eSpeed/MarketData/Itch/Messages/AddOrderMsg.h>

Public Member Functions

UInt64 timestamp () const
 
UInt32 orderReferenceNumber () const
 
UInt32 transactionId () const
 
OrderBookId orderBookId () const
 
Side::Enum side () const ONIXS_ESPEED_ITCH_NOTHROW
 
UInt32 quantity () const
 
Price8 price () const
 
Price4 yield () const
 
 AddOrderMsg (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
 
- Public Member Functions inherited from IncomingMessage
 IncomingMessage (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
 
MessageType::Enum type () const ONIXS_ESPEED_ITCH_NOTHROW
 
- Public Member Functions inherited from BinaryMessage< BigEndianConverter >
 BinaryMessage (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
 
ONIXS_ESPEED_ITCH_CONSTEXPR BinaryMessage (const BinaryMessage &other) ONIXS_ESPEED_ITCH_NOTHROW
 
const void * binary () const ONIXS_ESPEED_ITCH_NOTHROW
 
MessageSize binarySize () const ONIXS_ESPEED_ITCH_NOTHROW
 
BinaryMessageoperator= (const BinaryMessage &other) ONIXS_ESPEED_ITCH_NOTHROW
 

Static Public Member Functions

static void validateSize (MessageSize size)
 

Static Public Attributes

static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 38
 

Additional Inherited Members

- Public Types inherited from BinaryMessage< BigEndianConverter >
typedef MessageSize BinarySize
 
- Protected Member Functions inherited from BinaryFields< BinaryMessage, BigEndianConverter >
FieldValue ordinary (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
 
const FieldValue & ordinaryRef (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
 
Enumeration::Enum enumeration (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
 
StrRef fixedStr (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
 

Detailed Description

An Add Order Message indicates that a new order has been accepted by the NFI ATS and was added to the displayable book.

Definition at line 30 of file AddOrderMsg.h.

Constructor & Destructor Documentation

AddOrderMsg ( const void *  data,
MessageSize  size 
)
inline

Initializes instance over given memory block.

Definition at line 95 of file AddOrderMsg.h.

Member Function Documentation

OrderBookId orderBookId ( ) const
inline

Unique Order book identifier of an instrument.

Definition at line 53 of file AddOrderMsg.h.

UInt32 orderReferenceNumber ( ) const
inline

The unique reference number assigned to the new order at the time of receipt.

Definition at line 40 of file AddOrderMsg.h.

Price8 price ( ) const
inline

The display price of the new order.

Definition at line 73 of file AddOrderMsg.h.

UInt32 quantity ( ) const
inline

The visible quantity of the order being added to the book.

Definition at line 67 of file AddOrderMsg.h.

Side::Enum side ( ) const
inline

The type of order being added.

Definition at line 59 of file AddOrderMsg.h.

UInt64 timestamp ( ) const
inline

Timestamp.

Definition at line 33 of file AddOrderMsg.h.

UInt32 transactionId ( ) const
inline

Transaction ID corresponding to the transaction ID in the response message.

Definition at line 47 of file AddOrderMsg.h.

static void validateSize ( MessageSize  size)
inlinestatic

Check the given size.

Definition at line 88 of file AddOrderMsg.h.

Price4 yield ( ) const
inline

The display yield of the new order.

Definition at line 79 of file AddOrderMsg.h.

Member Data Documentation

Total message size.

Definition at line 85 of file AddOrderMsg.h.


The documentation for this struct was generated from the following file: