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
Enumerator
multicast 
replay 
glimpse 

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
Time.h

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: