AddOrderMsg Struct Reference

#include <OnixS/SgxTitan/MarketData/Itch/Messages/AddOrderMsg.h>

Collaboration diagram for AddOrderMsg:

Public Member Functions
UInt32	nanoseconds () const
OrderId	orderId () const
OrderBookId	orderBookId () const
Side::Enum	side () const throw ()
UInt32	orderBookPosition () const
Quantity	quantity () const
Price	price () const
UInt16	orderAttributes () const
LotType::Enum	lotType () const throw ()
	AddOrderMsg (const void *data, MessageSize size) throw ()
Public Member Functions inherited from IncomingMessage
	IncomingMessage (const void *data, MessageSize size) throw ()
MessageType::Enum	type () const throw ()
Public Member Functions inherited from BinaryMessage< BigEndianConverter >
	BinaryMessage (const void *data, MessageSize size) throw ()
ONIXS_SGXTITAN_ITCH_CONSTEXPR	BinaryMessage (const BinaryMessage &other) throw ()
const void *	binary () const throw ()
MessageSize	binarySize () const throw ()
BinaryMessage &	operator= (const BinaryMessage &other) throw ()

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static const MessageSize	messageSize_ = 37

Additional Inherited Members
Public Types inherited from BinaryMessage< BigEndianConverter >
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, BigEndianConverter >
FieldValue	ordinary (BlockSize offset) const throw ()
const FieldValue &	ordinaryRef (BlockSize offset) const throw ()
Enumeration::Enum	enumeration (BlockSize offset) const throw ()
StrRef	fixedStr (BlockSize offset) const throw ()

Detailed Description

An Add Order Message indicates that a new order has been accepted by the Trading system and was added to the displayable book.

Definition at line 31 of file AddOrderMsg.h.

Constructor & Destructor Documentation

AddOrderMsg ( const void *  data, MessageSize  size  ) throw ( )

inline

Initializes instance over given memory block.

Definition at line 101 of file AddOrderMsg.h.

Member Function Documentation

LotType::Enum lotType ( ) const throw ( )

inline

Lot Type.

Definition at line 84 of file AddOrderMsg.h.

UInt32 nanoseconds ( ) const

inline

Nanoseconds portion of the timestamp.

Definition at line 34 of file AddOrderMsg.h.

UInt16 orderAttributes ( ) const

inline

Additional order attributes, values: 0 = Not applicable, 8192 = Bait / implied order

Definition at line 78 of file AddOrderMsg.h.

OrderBookId orderBookId ( ) const

inline

The Order Book ID.

Definition at line 46 of file AddOrderMsg.h.

UInt32 orderBookPosition ( ) const

inline

Rank within the Order Book.

Definition at line 59 of file AddOrderMsg.h.

OrderId orderId ( ) const

inline

The identifier assigned to the new order.

Definition at line 40 of file AddOrderMsg.h.

Price price ( ) const

inline

The display price of the new order.

Definition at line 71 of file AddOrderMsg.h.

Quantity quantity ( ) const

inline

The visible quantity of the order.

Definition at line 65 of file AddOrderMsg.h.

Side::Enum side ( ) const throw ( )

inline

The type of order being added.

Definition at line 52 of file AddOrderMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 94 of file AddOrderMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 37

static

Total message size.

Definition at line 91 of file AddOrderMsg.h.

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

• include/OnixS/SgxTitan/MarketData/Itch/Messages/AddOrderMsg.h