32 namespace MarketData {
42 return ordinary<UDT>(3);
49 return ordinary<UInt64>(11);
56 return enumeration<SourceVenue>(19);
63 return enumeration<TradingStatus>(21);
70 return enumeration<SessionChangeReason>(22);
77 return fixedStr<6>(23);
84 return enumeration<OrderBookType>(29);
93 if(size < messageSize_)
#define ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR
UDT timestamp() const ONIXS_EUROTLX_GTP_NOTHROW
Time the message was generated.
BinaryMessage() ONIXS_EUROTLX_GTP_NOTHROW
Initializes blank instance referencing to nothing.
#define ONIXS_EUROTLX_GTP_NOTHROW
static void validateSize(MessageSize size)
Check the given size.
OrderBookType::Enum orderBookType() const ONIXS_EUROTLX_GTP_NOTHROW
UInt16 MessageSize
Aliases message length type.
ONIXS_EUROTLX_GTP_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
SourceVenue::Enum sourceVenue() const ONIXS_EUROTLX_GTP_NOTHROW
Venue from which market data is received for the instrument.
InstrumentStatusMsg(const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Initializes instance over given memory block.
SessionChangeReason::Enum sessionChangeReason() const ONIXS_EUROTLX_GTP_NOTHROW
Time newEndTime() const ONIXS_EUROTLX_GTP_NOTHROW
New time the session will end.
UInt64 instrument() const ONIXS_EUROTLX_GTP_NOTHROW
GTP Instrument identifier.
Encapsulates services for manipulating little endian encoded messages.
Provides efficient way of accessing text-based FIX field values.
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
UInt64 UDT
time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component)
TradingStatus::Enum tradingStatus() const ONIXS_EUROTLX_GTP_NOTHROW
ONIXS_EUROTLX_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.