OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.10.0
API documentation
MarketSnapshotOrder Struct Reference

#include <MarketSnapshotOrder.h>

Public Types

enum  { messageType = 'D' }

Public Member Functions

 MarketSnapshotOrder ()
 MarketSnapshotOrder (const char *data, size_t dataSize)
void deserialize (const char *data, size_t dataSize)
void reset ()
std::string toString () const

Public Attributes

MarketId marketId
OrderId orderId
short orderSequenceId
Side::Enum side
Price price
int quantity
bool isImplied
bool isRFQ
DateTime orderEntryDateTime
int sequenceWithinMillis

Detailed Description

Definition at line 36 of file MarketSnapshotOrder.h.

Member Enumeration Documentation

anonymous enum

Message type constant.


Definition at line 39 of file MarketSnapshotOrder.h.

Constructor & Destructor Documentation

Default constructor.

MarketSnapshotOrder ( const char *  data,
size_t  dataSize 

Initialize from raw message data.

Member Function Documentation

void deserialize ( const char *  data,
size_t  dataSize 

Deserialize from raw data.

void reset ( )

Reset all fields to default values.

std::string toString ( ) const

Returns string representation.

Member Data Documentation

bool isImplied

Indicate if this is an implied order or not.

Definition at line 63 of file MarketSnapshotOrder.h.

bool isRFQ

Indicate whether it is just an RFQ or not. Client should filter the order if it doesn't care about RFQ.

Definition at line 67 of file MarketSnapshotOrder.h.

MarketId marketId

Unique identifier of the market.

Definition at line 42 of file MarketSnapshotOrder.h.

DateTime orderEntryDateTime

Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 70 of file MarketSnapshotOrder.h.

OrderId orderId

Unique identifier of the order.

Definition at line 45 of file MarketSnapshotOrder.h.

short orderSequenceId

Sequence ID of the order. When an order is modified, this will be incremented while OrderID remains the same. It is for legacy reason and can be ignored.

Definition at line 50 of file MarketSnapshotOrder.h.

Price price

Price of the bid/offer. OrderPriceDenominator for the market should be applied to get the real price.

Definition at line 57 of file MarketSnapshotOrder.h.

int quantity


Definition at line 60 of file MarketSnapshotOrder.h.

int sequenceWithinMillis

Can be used in conjunction with OrderEntryDateTime field for priority of orders within same milliseconds time.

Definition at line 74 of file MarketSnapshotOrder.h.

Side::Enum side

Tells whether order represents bid or offer.

Definition at line 53 of file MarketSnapshotOrder.h.

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