TopOfBookMsg Struct Reference

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

Public Member Functions
UDT	timestamp () const ONIXS_EUROTLX_GTP_NOTHROW
UInt64	instrument () const ONIXS_EUROTLX_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW
Size	bidMarketSize () const ONIXS_EUROTLX_GTP_NOTHROW
Price	bidLimitPrice () const ONIXS_EUROTLX_GTP_NOTHROW
Price	bidYield () const ONIXS_EUROTLX_GTP_NOTHROW
Size	bidLimitSize () const ONIXS_EUROTLX_GTP_NOTHROW
Size	offerMarketSize () const ONIXS_EUROTLX_GTP_NOTHROW
Price	offerLimitPrice () const ONIXS_EUROTLX_GTP_NOTHROW
Price	offerYield () const ONIXS_EUROTLX_GTP_NOTHROW
Size	offerLimitSize () const ONIXS_EUROTLX_GTP_NOTHROW
OrderBookType::Enum	orderBookType () const ONIXS_EUROTLX_GTP_NOTHROW
BitField	flags () const ONIXS_EUROTLX_GTP_NOTHROW
	TopOfBookMsg (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_ = 87

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 TopOfBook.h.

Constructor & Destructor Documentation

TopOfBookMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 140 of file TopOfBook.h.

Member Function Documentation

Price bidLimitPrice ( ) const

inline

Price of the best buy limit order. The Implied Bid Price for an instrument only traded on yield.

Definition at line 67 of file TopOfBook.h.

Size bidLimitSize ( ) const

inline

Aggregated size of all orders at the best buy limit price.

Definition at line 81 of file TopOfBook.h.

Size bidMarketSize ( ) const

inline

Aggregated size of all bid market orders. Value will be 0 if there are no market orders.

Definition at line 60 of file TopOfBook.h.

Price bidYield ( ) const

inline

Yield of the best buy Limit order.

Definition at line 74 of file TopOfBook.h.

BitField flags ( ) const

inline

Definition at line 123 of file TopOfBook.h.

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 46 of file TopOfBook.h.

Price offerLimitPrice ( ) const

inline

Price of the best sell limit order. Implied Offer Price for an instrument only traded on yield.

Definition at line 95 of file TopOfBook.h.

Size offerLimitSize ( ) const

inline

Aggregated size of all orders at the best sell limit price.

Definition at line 109 of file TopOfBook.h.

Size offerMarketSize ( ) const

inline

Aggregated size of all offer market orders. Value will be 0 if there are no market orders.

Definition at line 88 of file TopOfBook.h.

Price offerYield ( ) const

inline

Yield of the best offer Limit order.

Definition at line 102 of file TopOfBook.h.

OrderBookType::Enum orderBookType ( ) const

inline

Definition at line 116 of file TopOfBook.h.

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 53 of file TopOfBook.h.

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file TopOfBook.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 133 of file TopOfBook.h.

Member Data Documentation

ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 87

static

Total message size.

Definition at line 130 of file TopOfBook.h.

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

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