CombinationOrderBookLegMsg Struct Reference

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

Collaboration diagram for CombinationOrderBookLegMsg:

Public Member Functions
UInt32	nanoseconds () const
OrderBookId	orderBookId () const
OrderBookId	legOrderBookId () const
LegSide::Enum	legSide () const throw ()
UInt32	legRatio () const
	CombinationOrderBookLegMsg (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_ = 18

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

This message provides a mapping between a combination order book and one of the combination leg order books.

Definition at line 31 of file CombinationOrderBookLegMsg.h.

Constructor & Destructor Documentation

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

inline

Initializes instance over given memory block.

Definition at line 77 of file CombinationOrderBookLegMsg.h.

Member Function Documentation

OrderBookId legOrderBookId ( ) const

inline

Order Book ID of Leg instrument.

Definition at line 46 of file CombinationOrderBookLegMsg.h.

UInt32 legRatio ( ) const

inline

Relative number of contracts between the combo legs.

Definition at line 61 of file CombinationOrderBookLegMsg.h.

LegSide::Enum legSide ( ) const throw ( )

inline

Specifies whether to buy or sell the Leg Series when buying or selling the combination.

Definition at line 53 of file CombinationOrderBookLegMsg.h.

UInt32 nanoseconds ( ) const

inline

Nanoseconds portion of the timestamp.

Definition at line 34 of file CombinationOrderBookLegMsg.h.

OrderBookId orderBookId ( ) const

inline

Denotes the primary identifier of an Order Book.

Definition at line 40 of file CombinationOrderBookLegMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 70 of file CombinationOrderBookLegMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 18

static

Total message size.

Definition at line 67 of file CombinationOrderBookLegMsg.h.

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

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