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

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

Public Member Functions

UInt64 timestamp () const
 
OrderBookId orderBookId () const
 
Price8 price () const
 
Price4 yield () const
 
StrRef type () const ONIXS_ESPEED_ITCH_NOTHROW
 
 InformationMsg (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_ = 27
 

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

This message will publish closing and reference prices throughout the day, and is used to provide implied pricing for curve trading.

Definition at line 30 of file InformationMsg.h.

Constructor & Destructor Documentation

InformationMsg ( const void *  data,
MessageSize  size 
)
inline

Initializes instance over given memory block.

Definition at line 76 of file InformationMsg.h.

Member Function Documentation

OrderBookId orderBookId ( ) const
inline

Unique Order book identifier of an instrument.

Definition at line 40 of file InformationMsg.h.

Price8 price ( ) const
inline

The primary data for the information provided. Typically, a Price.

Definition at line 47 of file InformationMsg.h.

UInt64 timestamp ( ) const
inline

Timestamp of the last execution included in this transaction

Definition at line 34 of file InformationMsg.h.

StrRef type ( ) const
inline

Indicates Information type.

Definition at line 59 of file InformationMsg.h.

static void validateSize ( MessageSize  size)
inlinestatic

Check the given size.

Definition at line 69 of file InformationMsg.h.

Price4 yield ( ) const
inline

The yield for the price provided.

Definition at line 53 of file InformationMsg.h.

Member Data Documentation

Total message size.

Definition at line 66 of file InformationMsg.h.


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