DataSource Struct Reference

#include <OnixS/Eurex/MarketData/Defines.h>

Public Types
typedef NetFeedRole::Enum	Origin

Public Attributes
Timestamp	packetReceptionTime
Timestamp	originalPacketReceptionTime
SequenceNumber	packetSeqNum
SequenceNumber	packetMessageSeqNum
bool	isLastInPacket
UInt64	sendingTime
UInt32	performanceIndicator
UInt32	senderCompID
PartitionId	partitionId
MarketSegmentId	marketSegmentId
bool	completionIndicator
Origin	origin
bool	cached

Detailed Description

Definition at line 93 of file Defines.h.

Member Typedef Documentation

Origin

typedef NetFeedRole::Enum Origin

An origin of the packet.

Definition at line 140 of file Defines.h.

Member Data Documentation

cached

bool cached

Definition at line 144 of file Defines.h.

completionIndicator

bool completionIndicator

An indicator whether the atomic unit of work fits into one datagram

Note

For EOBI feed messages only.

Definition at line 137 of file Defines.h.

isLastInPacket

bool isLastInPacket

Indicates whether a message is last in the packet.

Definition at line 109 of file Defines.h.

marketSegmentId

MarketSegmentId marketSegmentId

Product identifier

Note

For EOBI feed messages only.

Definition at line 132 of file Defines.h.

origin

Origin origin

Definition at line 141 of file Defines.h.

originalPacketReceptionTime

Timestamp originalPacketReceptionTime

Time when the packet was originally received by Handler from UDP Valid only for backtesting

Definition at line 100 of file Defines.h.

packetMessageSeqNum

SequenceNumber packetMessageSeqNum

Packet message number.

Definition at line 106 of file Defines.h.

packetReceptionTime

Timestamp packetReceptionTime

Time when the packet was received by Handler from UDP, in system ticks,.

See also

Time.h

Definition at line 96 of file Defines.h.

packetSeqNum

SequenceNumber packetSeqNum

Packet sequence number.

Definition at line 103 of file Defines.h.

partitionId

PartitionId partitionId

Sending partition.

Note

For EMDI feed messages only.

Definition at line 127 of file Defines.h.

performanceIndicator

UInt32 performanceIndicator

Current load of system.

Note

Time difference between the incoming ETS-order/quote and the time the market data is written to the socket. This information is provided for the incremental feed of Eurex EMDI only.

Definition at line 119 of file Defines.h.

senderCompID

UInt32 senderCompID

Unique id for a sender.

Definition at line 122 of file Defines.h.

sendingTime

UInt64 sendingTime

Time when market data feed handler writes packet on the wire.

Definition at line 112 of file Defines.h.