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

#include <OnixS/eSpeed/MarketData/Itch/Enumerations.h>

Public Types

enum  Enum {
  OrderBookDirectory = 'R', CombinationOrderBookDirectory = 'M', SystemEvent = 'S', OrderBookState = 'O',
  AddOrder = 'A', OrderExecuted = 'E', OrderExecutedWithPrice = 'C', OrderCancel = 'X',
  Trade = 'P', ExecutionDone = 'D', Information = 'Q', BrokenTrade = 'B'
}
 
typedef UInt8 Base
 

Detailed Description

Definition at line 30 of file Enumerations.h.

Member Typedef Documentation

typedef UInt8 Base

Integral type used as basement for constants.

Definition at line 33 of file Enumerations.h.

Member Enumeration Documentation

enum Enum
Enumerator
OrderBookDirectory 
CombinationOrderBookDirectory 
SystemEvent 
OrderBookState 
AddOrder 
OrderExecuted 
OrderExecutedWithPrice 
OrderCancel 
Trade 
ExecutionDone 
Information 
BrokenTrade 

Definition at line 35 of file Enumerations.h.


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