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

#include <OnixS/eSpeed/MarketData/Itch/Defines.h>

Public Types

enum  Origin { multicast = 0, replay = 1, glimpse = 2 }

Public Member Functions

std::string toString () const

Public Attributes

Timestamp packetReceptionTime
UInt16 packetMessageCount
UInt8 packetMessageNumber
UInt64 messageSeqNum
const Bytesession
Origin origin

Detailed Description

Definition at line 56 of file Defines.h.

Member Enumeration Documentation

enum Origin

Definition at line 58 of file Defines.h.

Member Function Documentation

std::string toString ( ) const

Member Data Documentation

UInt64 messageSeqNum

Message sequence number.

Definition at line 75 of file Defines.h.

Origin origin

the way data received

Definition at line 81 of file Defines.h.

UInt16 packetMessageCount

Message sequence number.

Definition at line 69 of file Defines.h.

UInt8 packetMessageNumber

Number of message in packet.

Definition at line 72 of file Defines.h.

Timestamp packetReceptionTime

Time when the packet was received by Handler from UDP, in system ticks,.

See also

Definition at line 66 of file Defines.h.

const Byte* session

Session Id.

Definition at line 78 of file Defines.h.

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