Public Types
enum	Origin

Public Member Functions
	DataSource ()
	DataSource (const Timestamp &ts)
std::string	toString () const

Public Attributes
Timestamp	packetReceptionTime
UInt64	sendingTime
PacketSequenceNumber	psn
UInt8	packetMessageNumber
MessageSequenceNumber	messageSeqNum
Origin	origin
bool	cached

Detailed Description

Definition at line 47 of file Defines.h.

Member Enumeration Documentation

◆ Origin

enum Origin

Enumerator
Multicast	0
Replay	1
Spin	2

Definition at line 52 of file Defines.h.

Constructor & Destructor Documentation

◆ DataSource() [1/2]

DataSource ( )

inline

Definition at line 49 of file Defines.h.

◆ DataSource() [2/2]

DataSource ( const Timestamp & ts )

inline

Definition at line 50 of file Defines.h.

Member Function Documentation

◆ toString()

std::string toString ( ) const

Member Data Documentation

◆ cached

bool cached

The packet was cached due to incorrect sequence.

Definition at line 78 of file Defines.h.

◆ messageSeqNum

MessageSequenceNumber messageSeqNum

Message Sequence Number (Market Data Sequence Number, MDSN) of the message being processed.

Definition at line 72 of file Defines.h.

◆ origin

Origin origin

the way data received

Definition at line 75 of file Defines.h.

◆ packetMessageNumber

UInt8 packetMessageNumber

Number of message in packet.

Definition at line 69 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 60 of file Defines.h.

◆ psn

PacketSequenceNumber psn

Packet Sequence Number.

Definition at line 66 of file Defines.h.

◆ sendingTime

UInt64 sendingTime

Exchange sending time (number of nanoseconds since 01/01/1970 UTC).

Definition at line 63 of file Defines.h.

Public Types

Public Member Functions

Public Attributes