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
 
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
 
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 
)
inline

Initializes instance over given memory block.

Definition at line 61 of file OrderBookStateMsg.h.

Member Function Documentation

SecurityEventCode::Enum code ( ) const
inline

Security Event Code.

Definition at line 44 of file OrderBookStateMsg.h.

OrderBookId orderBookId ( ) const
inline

Order book identifier.

Definition at line 38 of file OrderBookStateMsg.h.

UInt64 timestamp ( ) const
inline

Timestamp.

Definition at line 32 of file OrderBookStateMsg.h.

static void validateSize ( MessageSize  size)
inlinestatic

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: