OrderBookDirectoryMsg Struct Reference

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

Collaboration diagram for OrderBookDirectoryMsg:

Public Member Functions
UInt32	nanoseconds () const
OrderBookId	orderBookId () const
StrRef	symbol () const throw ()
StrRef	longName () const throw ()
StrRef	isin () const throw ()
FinancialProduct::Enum	financialProduct () const throw ()
StrRef	tradingCurrency () const throw ()
UInt16	numberOfDecimalsInPrice () const
UInt16	numberOfDecimalsInNominalValue () const
UInt32	oddLotSize () const
UInt32	roundLotSize () const
UInt32	blockLotSize () const
UInt64	nominalValue () const
UInt8	numberOfLegs () const
UInt32	commodityCode () const
Price	strikePrice () const
Date	expirationDate () const
UInt16	numberOfDecimalsInStrikePrice () const
PutOrCall::Enum	putOrCall () const throw ()
	OrderBookDirectoryMsg (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_ = 129

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

At the start of each trading day, Order Book directory messages are disseminated for all active instruments, including halted instruments, in the Trading system.

Definition at line 32 of file OrderBookDirectoryMsg.h.

Constructor & Destructor Documentation

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

inline

Initializes instance over given memory block.

Definition at line 171 of file OrderBookDirectoryMsg.h.

Member Function Documentation

UInt32 blockLotSize ( ) const

inline

Indicates the number of securities that represent a block lot for the order book.

Definition at line 111 of file OrderBookDirectoryMsg.h.

UInt32 commodityCode ( ) const

inline

The commodity code of the underlying instrument.

Definition at line 129 of file OrderBookDirectoryMsg.h.

Date expirationDate ( ) const

inline

Date of expiration.

Definition at line 141 of file OrderBookDirectoryMsg.h.

FinancialProduct::Enum financialProduct ( ) const throw ( )

inline

Financial Product.

Definition at line 68 of file OrderBookDirectoryMsg.h.

StrRef isin ( ) const throw ( )

inline

ISIN code identifying security.

Definition at line 61 of file OrderBookDirectoryMsg.h.

StrRef longName ( ) const throw ( )

inline

Human readable long name of Instrument series.

Definition at line 54 of file OrderBookDirectoryMsg.h.

UInt32 nanoseconds ( ) const

inline

Nanoseconds portion of the timestamp.

Definition at line 35 of file OrderBookDirectoryMsg.h.

UInt64 nominalValue ( ) const

inline

Nominal Value.

Definition at line 117 of file OrderBookDirectoryMsg.h.

UInt16 numberOfDecimalsInNominalValue ( ) const

inline

This value defines the number of decimals in Nominal Value

Definition at line 90 of file OrderBookDirectoryMsg.h.

UInt16 numberOfDecimalsInPrice ( ) const

inline

This value defines the number of decimals used in price for this Order Book

Definition at line 83 of file OrderBookDirectoryMsg.h.

UInt16 numberOfDecimalsInStrikePrice ( ) const

inline

This value defines the number of decimals used in Strike Price for this order book.

Definition at line 148 of file OrderBookDirectoryMsg.h.

UInt8 numberOfLegs ( ) const

inline

Number of legs.

Definition at line 123 of file OrderBookDirectoryMsg.h.

UInt32 oddLotSize ( ) const

inline

Indicates the number of securities that represent an odd lot for the order book

Definition at line 97 of file OrderBookDirectoryMsg.h.

OrderBookId orderBookId ( ) const

inline

Denotes the primary identifier of an Order Book.

Definition at line 41 of file OrderBookDirectoryMsg.h.

PutOrCall::Enum putOrCall ( ) const throw ( )

inline

Put or Call.

Definition at line 154 of file OrderBookDirectoryMsg.h.

UInt32 roundLotSize ( ) const

inline

Indicates the quantity that represents a round lot for the order book.

Definition at line 104 of file OrderBookDirectoryMsg.h.

Price strikePrice ( ) const

inline

Strike Price.

Definition at line 135 of file OrderBookDirectoryMsg.h.

StrRef symbol ( ) const throw ( )

inline

Instrument short name.

Definition at line 47 of file OrderBookDirectoryMsg.h.

StrRef tradingCurrency ( ) const throw ( )

inline

Trading Currency.

Definition at line 75 of file OrderBookDirectoryMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 164 of file OrderBookDirectoryMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 129

static

Total message size.

Definition at line 161 of file OrderBookDirectoryMsg.h.

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

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