OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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OrderBookStateMsg Struct Reference

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()

OrderBookStateMsg ( const void * data,
MessageSize size )
inline

Initializes instance over given memory block.

Definition at line 61 of file OrderBookStateMsg.h.

Member Function Documentation

◆ code()

SecurityEventCode::Enum code ( ) const
inline

Security Event Code.

Definition at line 44 of file OrderBookStateMsg.h.

◆ orderBookId()

OrderBookId orderBookId ( ) const
inline

Order book identifier.

Definition at line 38 of file OrderBookStateMsg.h.

◆ timestamp()

UInt64 timestamp ( ) const
inline

Timestamp.

Definition at line 32 of file OrderBookStateMsg.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 54 of file OrderBookStateMsg.h.

Member Data Documentation

◆ messageSize_

Total message size.

Definition at line 51 of file OrderBookStateMsg.h.