EquilibriumPriceUpdateMsg Struct Reference

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

Collaboration diagram for EquilibriumPriceUpdateMsg:

Public Member Functions
UInt32	nanoseconds () const
OrderBookId	orderBookId () const
Quantity	bidQuantity () const
Quantity	askQuantity () const
Price	equilibriumPrice () const
Price	bestBidPrice () const
Price	bestAskPrice () const
Quantity	bestBidQuantity () const
Quantity	bestAskQuantity () const
	EquilibriumPriceUpdateMsg (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_ = 53

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 is used if/when auctions occur. The message provides the changes in equilibrium price.

Definition at line 30 of file EquilibriumPriceUpdateMsg.h.

Constructor & Destructor Documentation

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

inline

Initializes instance over given memory block.

Definition at line 97 of file EquilibriumPriceUpdateMsg.h.

Member Function Documentation

Quantity askQuantity ( ) const

inline

Quantity at equilibrium price on the ask side.

Definition at line 51 of file EquilibriumPriceUpdateMsg.h.

Price bestAskPrice ( ) const

inline

Best Ask Price.

Definition at line 69 of file EquilibriumPriceUpdateMsg.h.

Quantity bestAskQuantity ( ) const

inline

Best Ask Quantity.

Definition at line 81 of file EquilibriumPriceUpdateMsg.h.

Price bestBidPrice ( ) const

inline

Best Bid Price.

Definition at line 63 of file EquilibriumPriceUpdateMsg.h.

Quantity bestBidQuantity ( ) const

inline

Best Bid Quantity.

Definition at line 75 of file EquilibriumPriceUpdateMsg.h.

Quantity bidQuantity ( ) const

inline

Quantity at equilibrium price on the bid side.

Definition at line 45 of file EquilibriumPriceUpdateMsg.h.

Price equilibriumPrice ( ) const

inline

Equilibrium Price.

Definition at line 57 of file EquilibriumPriceUpdateMsg.h.

UInt32 nanoseconds ( ) const

inline

Nanoseconds portion of the timestamp.

Definition at line 33 of file EquilibriumPriceUpdateMsg.h.

OrderBookId orderBookId ( ) const

inline

The Order Book ID.

Definition at line 39 of file EquilibriumPriceUpdateMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 90 of file EquilibriumPriceUpdateMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 53

static

Total message size.

Definition at line 87 of file EquilibriumPriceUpdateMsg.h.

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

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