32 namespace MarketData {
42 return ordinary<UDT>(3);
49 return ordinary<UInt64>(11);
56 return enumeration<SourceVenue>(19);
63 return enumeration<StatisticType>(21);
70 return Price(ordinary<UInt64>(23));
77 return Size(ordinary<UInt64>(31));
84 return enumeration<AuctionType>(39);
91 return Size(ordinary<UInt64>(40));
98 return enumeration<AuctionInfo>(48);
105 return ordinaryRef<Byte>(49);
114 if(size < messageSize_)
#define ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR
StatisticsUpdateMsg(const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Initializes instance over given memory block.
BinaryMessage() ONIXS_EUROTLX_GTP_NOTHROW
Initializes blank instance referencing to nothing.
#define ONIXS_EUROTLX_GTP_NOTHROW
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
SourceVenue::Enum sourceVenue() const ONIXS_EUROTLX_GTP_NOTHROW
Venue from which market data is received for the instrument.
FixedPointDecimal< Int64, IntegralConstant< Int8,-8 > > Price
Signed Little-Endian encoded 64bit integer field with eight implied decimal places.
UInt16 MessageSize
Aliases message length type.
ONIXS_EUROTLX_GTP_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Byte openingClosingPriceIndicator() const ONIXS_EUROTLX_GTP_NOTHROW
StatisticType::Enum statisticType() const ONIXS_EUROTLX_GTP_NOTHROW
FixedPointDecimal< UInt64, IntegralConstant< Int8,-8 > > Size
Little-Endian encoded 64 bit unsigned integer with eight implied decimal places.
Size statisticSize() const ONIXS_EUROTLX_GTP_NOTHROW
The value of size type statistics.
Price statisticPrice() const ONIXS_EUROTLX_GTP_NOTHROW
The value of price type statistics.
UInt64 instrument() const ONIXS_EUROTLX_GTP_NOTHROW
GTP Instrument identifier.
Size imbalanceQuantity() const ONIXS_EUROTLX_GTP_NOTHROW
Quantity that is eligible to be matched at the indicative price but will not be matched.
AuctionType::Enum auctionType() const ONIXS_EUROTLX_GTP_NOTHROW
Encapsulates services for manipulating little endian encoded messages.
UDT timestamp() const ONIXS_EUROTLX_GTP_NOTHROW
Time the message was generated.
AuctionInfo::Enum auctionInfo() const ONIXS_EUROTLX_GTP_NOTHROW
UInt64 UDT
time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component)
UInt8 Byte
Alias for Byte.
ONIXS_EUROTLX_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
static void validateSize(MessageSize size)
Check the given size.