AddOrderMBPMsg Struct Reference

#include <OnixS/EuroTLX/MarketData/GTP/Messages/AddOrderMBP.h>

Public Member Functions
UDT	timestamp () const ONIXS_EUROTLX_GTP_NOTHROW
Side::Enum	side () const ONIXS_EUROTLX_GTP_NOTHROW
Size	size () const ONIXS_EUROTLX_GTP_NOTHROW
UInt64	instrument () const ONIXS_EUROTLX_GTP_NOTHROW
Price	price () const ONIXS_EUROTLX_GTP_NOTHROW
Price	yield () const ONIXS_EUROTLX_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW
OrderBookType::Enum	orderBookType () const ONIXS_EUROTLX_GTP_NOTHROW
UInt16	splits () const ONIXS_EUROTLX_GTP_NOTHROW
UInt8	depth () const ONIXS_EUROTLX_GTP_NOTHROW
	AddOrderMBPMsg (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_EUROTLX_GTP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW
ONIXS_EUROTLX_GTP_EXPLICIT	operator bool () const ONIXS_EUROTLX_GTP_NOTHROW
const void *	binary () const ONIXS_EUROTLX_GTP_NOTHROW
MessageSize	binarySize () const ONIXS_EUROTLX_GTP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 50

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue	ordinary (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW

Detailed Description

Definition at line 36 of file AddOrderMBP.h.

Constructor & Destructor Documentation

AddOrderMBPMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 120 of file AddOrderMBP.h.

Member Function Documentation

UInt8 depth ( ) const

inline

Total number of orders disseminated including this one, on this side of the book as indicated by Side field.

Definition at line 103 of file AddOrderMBP.h.

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 60 of file AddOrderMBP.h.

OrderBookType::Enum orderBookType ( ) const

inline

Definition at line 88 of file AddOrderMBP.h.

Price price ( ) const

inline

Limit price of the order. Implied price if instrument trades in yield.

Definition at line 67 of file AddOrderMBP.h.

Side::Enum side ( ) const

inline

Definition at line 46 of file AddOrderMBP.h.

Size size ( ) const

inline

Displayed size of the order.

Definition at line 53 of file AddOrderMBP.h.

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 81 of file AddOrderMBP.h.

UInt16 splits ( ) const

inline

Number of orders at this price point.

Definition at line 95 of file AddOrderMBP.h.

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file AddOrderMBP.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 113 of file AddOrderMBP.h.

Price yield ( ) const

inline

Yield, if the instrument trades in yield.

Definition at line 74 of file AddOrderMBP.h.

Member Data Documentation

ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 50

static

Total message size.

Definition at line 110 of file AddOrderMBP.h.

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

• include/OnixS/EuroTLX/MarketData/GTP/Messages/AddOrderMBP.h