OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
Messages.AddOrderMsg.cpp
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19 
21 
22 ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN
23 
24  void toStr(std::string& str, const AddOrderMsg& msg)
25  {
26  str += "AddOrderMsg [";
27 
28  str += "nanoseconds="; toStr(str, msg.nanoseconds()); str += ", ";
29  str += "orderId="; toStr(str, msg.orderId()); str += ", ";
30  str += "orderBookId="; toStr(str, msg.orderBookId()); str += ", ";
31  str += "side="; toStr(str, msg.side()); str += ", ";
32  str += "orderBookPosition="; toStr(str, msg.orderBookPosition()); str += ", ";
33  str += "quantity="; toStr(str, msg.quantity()); str += ", ";
34  str += "price="; toStr(str, msg.price()); str += ", ";
35  str += "orderAttributes="; toStr(str, msg.orderAttributes()); str += ", ";
36  str += "lotType="; toStr(str, msg.lotType());
37 
38  str += "]";
39  }
40 
41 ONIXS_SGXTITAN_ITCH_NAMESPACE_END
Side::Enum side() const
The type of order being added.
Definition: AddOrderMsg.h:52
UInt32 nanoseconds() const
Nanoseconds portion of the timestamp.
Definition: AddOrderMsg.h:34
Price price() const
The display price of the new order.
Definition: AddOrderMsg.h:71
LotType::Enum lotType() const
Lot Type.
Definition: AddOrderMsg.h:84
OrderId orderId() const
The identifier assigned to the new order.
Definition: AddOrderMsg.h:40
ONIXS_SGXTITAN_ITCH_API void toStr(std::string &, MessageType::Enum)
Appends string presentation of object.
OrderBookId orderBookId() const
The Order Book ID.
Definition: AddOrderMsg.h:46
Quantity quantity() const
The visible quantity of the order.
Definition: AddOrderMsg.h:65
UInt32 orderBookPosition() const
Rank within the Order Book.
Definition: AddOrderMsg.h:59