OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
Loading...
Searching...
No Matches
InformationMsg Struct Reference

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
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()

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 orderBookId ( ) const
inline

Unique Order book identifier of an instrument.

Definition at line 40 of file InformationMsg.h.

◆ price()

Price8 price ( ) const
inline

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

Definition at line 47 of file InformationMsg.h.

◆ timestamp()

UInt64 timestamp ( ) const
inline

Timestamp of the last execution included in this transaction

Definition at line 34 of file InformationMsg.h.

◆ type()

StrRef type ( ) const
inline

Indicates Information type.

Definition at line 59 of file InformationMsg.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 69 of file InformationMsg.h.

◆ yield()

Price4 yield ( ) const
inline

The yield for the price provided.

Definition at line 53 of file InformationMsg.h.

Member Data Documentation

◆ messageSize_

Total message size.

Definition at line 66 of file InformationMsg.h.