32 namespace MarketData {
42 return ordinary<UDT>(3);
49 return enumeration<SourceVenue>(11);
56 return ordinary<UInt64>(13);
63 return enumeration<OrderBookType>(21);
72 if(size < messageSize_)
#define ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR
OrderBookType::Enum orderBookType() const ONIXS_EUROTLX_GTP_NOTHROW
BinaryMessage() ONIXS_EUROTLX_GTP_NOTHROW
Initializes blank instance referencing to nothing.
#define ONIXS_EUROTLX_GTP_NOTHROW
SourceVenue::Enum sourceVenue() const ONIXS_EUROTLX_GTP_NOTHROW
Venue from which market data is received for the instrument.
UInt16 MessageSize
Aliases message length type.
OrderBookClearMsg(const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Initializes instance over given memory block.
ONIXS_EUROTLX_GTP_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
UDT timestamp() const ONIXS_EUROTLX_GTP_NOTHROW
Time the message was generated.
UInt64 instrument() const ONIXS_EUROTLX_GTP_NOTHROW
GTP Instrument identifier.
static void validateSize(MessageSize size)
Check the given size.
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Encapsulates services for manipulating little endian encoded messages.
UInt64 UDT
time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component)
ONIXS_EUROTLX_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.