OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
DataSource Struct Reference

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

Collaboration diagram for DataSource:

Public Types

enum  Origin { Undefined, FeedA, FeedB }

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 56 of file Defines.h.

Member Enumeration Documentation

enum Origin

Origin is unknown or lost.





Definition at line 102 of file Defines.h.

Member Data Documentation

bool cached

Definition at line 116 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 100 of file Defines.h.

bool isLastInPacket

Indicates whether a message is last in the packet.

Definition at line 72 of file Defines.h.

MarketSegmentId marketSegmentId

Product identifier

For EOBI feed messages only.

Definition at line 95 of file Defines.h.

Origin origin

Definition at line 114 of file Defines.h.

Timestamp originalPacketReceptionTime

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

Definition at line 63 of file Defines.h.

SequenceNumber packetMessageSeqNum

Packet message number.

Definition at line 69 of file Defines.h.

Timestamp packetReceptionTime

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

See also

Definition at line 59 of file Defines.h.

SequenceNumber packetSeqNum

Packet sequence number.

Definition at line 66 of file Defines.h.

PartitionId partitionId

Sending partition.

For EMDI feed messages only.

Definition at line 90 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 82 of file Defines.h.

UInt32 senderCompID

Unique id for a sender.

Definition at line 85 of file Defines.h.

UInt64 sendingTime

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

Definition at line 75 of file Defines.h.

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