OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.0
API documentation
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

An origin of the packet.

Definition at line 140 of file Defines.h.

Member Data Documentation

bool cached

Definition at line 144 of file Defines.h.

bool completionIndicator

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

For EOBI feed messages only.

Definition at line 137 of file Defines.h.

bool isLastInPacket

Indicates whether a message is last in the packet.

Definition at line 109 of file Defines.h.

MarketSegmentId marketSegmentId

Product identifier

For EOBI feed messages only.

Definition at line 132 of file Defines.h.

Origin origin

Definition at line 141 of file Defines.h.

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.

SequenceNumber packetMessageSeqNum

Packet message number.

Definition at line 106 of file Defines.h.

Timestamp packetReceptionTime

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

See also

Definition at line 96 of file Defines.h.

SequenceNumber packetSeqNum

Packet sequence number.

Definition at line 103 of file Defines.h.

PartitionId partitionId

Sending partition.

For EMDI feed messages only.

Definition at line 127 of file Defines.h.

UInt32 performanceIndicator

Current load of system.

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.

UInt32 senderCompID

Unique id for a sender.

Definition at line 122 of file Defines.h.

UInt64 sendingTime

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

Definition at line 112 of file Defines.h.

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