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

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

Public Member Functions

UInt64 timestamp () const
OrderBookId orderBookId () const
SecurityEventCode::Enum code () const ONIXS_ESPEED_ITCH_NOTHROW
 OrderBookStateMsg (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_ = 14

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

The Order book state message relays information on state changes.

Definition at line 29 of file OrderBookStateMsg.h.

Constructor & Destructor Documentation

OrderBookStateMsg ( const void *  data,
MessageSize  size 

Initializes instance over given memory block.

Definition at line 61 of file OrderBookStateMsg.h.

Member Function Documentation

SecurityEventCode::Enum code ( ) const

Security Event Code.

Definition at line 44 of file OrderBookStateMsg.h.

OrderBookId orderBookId ( ) const

Order book identifier.

Definition at line 38 of file OrderBookStateMsg.h.

UInt64 timestamp ( ) const


Definition at line 32 of file OrderBookStateMsg.h.

static void validateSize ( MessageSize  size)

Check the given size.

Definition at line 54 of file OrderBookStateMsg.h.

Member Data Documentation

Total message size.

Definition at line 51 of file OrderBookStateMsg.h.

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