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
 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
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 

Initializes instance over given memory block.

Definition at line 76 of file InformationMsg.h.

Member Function Documentation

OrderBookId orderBookId ( ) const

Unique Order book identifier of an instrument.

Definition at line 40 of file InformationMsg.h.

Price8 price ( ) const

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

Definition at line 47 of file InformationMsg.h.

UInt64 timestamp ( ) const

Timestamp of the last execution included in this transaction

Definition at line 34 of file InformationMsg.h.

StrRef type ( ) const

Indicates Information type.

Definition at line 59 of file InformationMsg.h.

static void validateSize ( MessageSize  size)

Check the given size.

Definition at line 69 of file InformationMsg.h.

Price4 yield ( ) const

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: