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
BinaryMessage &	operator= (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

ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 38

static

Total message size.

Definition at line 85 of file AddOrderMsg.h.

---

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

• include/OnixS/eSpeed/MarketData/Itch/Messages/AddOrderMsg.h