OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
OrderDeleteMsg Struct Reference

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

Collaboration diagram for OrderDeleteMsg:

Public Member Functions

UInt32 nanoseconds () const
 
OrderId orderId () const
 
OrderBookId orderBookId () const
 
Side::Enum side () const throw ()
 
 OrderDeleteMsg (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 ()
 
BinaryMessageoperator= (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 is sent whenever an order on the book is being deleted.

Definition at line 30 of file OrderDeleteMsg.h.

Constructor & Destructor Documentation

OrderDeleteMsg ( const void *  data,
MessageSize  size 
)
throw (
)
inline

Initializes instance over given memory block.

Definition at line 68 of file OrderDeleteMsg.h.

Member Function Documentation

UInt32 nanoseconds ( ) const
inline

Nanoseconds portion of the timestamp.

Definition at line 33 of file OrderDeleteMsg.h.

OrderBookId orderBookId ( ) const
inline

The Order Book ID.

Definition at line 45 of file OrderDeleteMsg.h.

OrderId orderId ( ) const
inline

The ID of the order being deleted.

Definition at line 39 of file OrderDeleteMsg.h.

Side::Enum side ( ) const
throw (
)
inline

The type of order being added.

Definition at line 51 of file OrderDeleteMsg.h.

static void validateSize ( MessageSize  size)
inlinestatic

Check the given size.

Definition at line 61 of file OrderDeleteMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 18
static

Total message size.

Definition at line 58 of file OrderDeleteMsg.h.


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