OrderReplaceMsg Struct Reference

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

Collaboration diagram for OrderReplaceMsg:

Public Member Functions
UInt32	nanoseconds () const
OrderId	orderId () const
OrderBookId	orderBookId () const
Side::Enum	side () const throw ()
UInt32	newOrderBookPosition () const
Quantity	quantity () const
Price	price () const
UInt16	orderAttributes () const
	OrderReplaceMsg (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_ = 36

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 has been replaced.

Definition at line 30 of file OrderReplaceMsg.h.

Constructor & Destructor Documentation

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

inline

Initializes instance over given memory block.

Definition at line 94 of file OrderReplaceMsg.h.

Member Function Documentation

UInt32 nanoseconds ( ) const

inline

Nanoseconds portion of the timestamp.

Definition at line 33 of file OrderReplaceMsg.h.

UInt32 newOrderBookPosition ( ) const

inline

New Rank within Order Book.

Definition at line 59 of file OrderReplaceMsg.h.

UInt16 orderAttributes ( ) const

inline

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

Definition at line 78 of file OrderReplaceMsg.h.

OrderBookId orderBookId ( ) const

inline

The Order Book ID.

Definition at line 46 of file OrderReplaceMsg.h.

OrderId orderId ( ) const

inline

The original order identifier of the order being replaced

Definition at line 40 of file OrderReplaceMsg.h.

Price price ( ) const

inline

The new Price of the order.

Definition at line 71 of file OrderReplaceMsg.h.

Quantity quantity ( ) const

inline

The new visible quantity of the order.

Definition at line 65 of file OrderReplaceMsg.h.

Side::Enum side ( ) const throw ( )

inline

The type of order being added.

Definition at line 52 of file OrderReplaceMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 87 of file OrderReplaceMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 36

static

Total message size.

Definition at line 84 of file OrderReplaceMsg.h.

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

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