26 ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN
36 return ordinary<UInt32>(1);
42 return ordinary<UInt64>(5);
48 return ordinary<UInt32>(13);
55 return enumeration<Side>(17);
61 return ordinary<UInt32>(18);
67 return ordinary<UInt64>(22);
73 return Price(ordinary<Int32>(30));
80 return ordinary<UInt16>(34);
87 return enumeration<LotType>(36);
96 if(size < messageSize_)
122 stream <<
toStr(msg);
126 ONIXS_SGXTITAN_ITCH_NAMESPACE_END
UInt64 OrderId
Alias for OrderId type.
#define ONIXS_SGXTITAN_ITCH_CONST_OR_CONSTEXPR
Side::Enum side() const
The type of order being added.
UInt32 nanoseconds() const
Nanoseconds portion of the timestamp.
Price price() const
The display price of the new order.
#define ONIXS_SGXTITAN_ITCH_NOTHROW
UInt64 Quantity
Alias for Quantity type.
UInt32 OrderBookId
Alias for Security Id type.
LotType::Enum lotType() const
Lot Type.
IncomingMessage(const void *data, MessageSize size)
UInt16 MessageSize
Aliases message length type.
AddOrderMsg(const void *data, MessageSize size)
Initializes instance over given memory block.
OrderId orderId() const
The identifier assigned to the new order.
ONIXS_SGXTITAN_ITCH_API void toStr(std::string &, MessageType::Enum)
Appends string presentation of object.
ONIXS_SGXTITAN_ITCH_API std::ostream & operator<<(std::ostream &stream, const ServiceDescriptor &descriptor)
static void validateSize(MessageSize size)
Check the given size.
OrderBookId orderBookId() const
The Order Book ID.
ONIXS_SGXTITAN_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
UInt16 orderAttributes() const
Quantity quantity() const
The visible quantity of the order.
UInt32 orderBookPosition() const
Rank within the Order Book.