OnixS EuroTLX MITCH Handler for C++  1.1.0.1
Public Member Functions | Static Public Member Functions | Public Attributes | List of all members
SnapshotRequestMsg Struct Reference

Used by the client to request a retransmission of messages on the Replay channel. More...

Public Member Functions

bool regularSubBook () const
 Checks flags and indicates whether subbook is regular.
 
std::string toString () const
 Returns string representation.
 

Static Public Member Functions

static const char * name ()
 string name of the message
 

Public Attributes

SequenceNumber sequenceNumber
 Sequence number from which client can build the order book, only required for instrument level requests. More...
 
String< 6 > segment
 Segment the request relates to. More...
 
InstrumentId instrumentId
 Instrument the request relates to. This field should be blank if Segment field is populated.
 
Byte flags
 Flags.
 
Byte snapshotType
 Type of the snapshot.
 
Time recoverFromTime
 Sending time of the last processed trade specified in terms of local time for the server (i.e. More...
 
UInt32 requestID
 Optional identifier of the request.
 
- Public Attributes inherited from Message
UInt8 length
 Message Length.
 
Byte type
 Message Type.
 

Detailed Description

Used by the client to request a retransmission of messages on the Replay channel.

Member Data Documentation

Time recoverFromTime

Sending time of the last processed trade specified in terms of local time for the server (i.e.

not UTC). This field is ignored if the Snapshot Type is not Trades (3) or Announcements(5).

String<6> segment

Segment the request relates to.

The field should contain only spaces if the Instrument ID field is populated

SequenceNumber sequenceNumber

Sequence number from which client can build the order book, only required for instrument level requests.