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
BinaryMessage &	operator= (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

ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 27

static

Total message size.

Definition at line 66 of file InformationMsg.h.

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

• include/OnixS/eSpeed/MarketData/Itch/Messages/InformationMsg.h