OnixS C++ Tradeweb Approved Publication Arrangement (APA) Handler  1.2.2.18
API documentation
Public Types | Public Member Functions | Public Attributes | List of all members
DataSource Struct Reference

#include <Defines.h>

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Public Types

enum  Origin { Multicast = 0, Recovery = 1 }
 

Public Member Functions

std::string toString () const
 

Public Attributes

Timestamp packetReceptionTime
 
SequenceNumber messageSeqNum
 
Integer8 packetHeaderTimestamp
 
AssetClass::Enum assetClass
 
SubAssetClass::Enum subAssetClass
 
Origin origin
 
bool cached
 

Detailed Description

Definition at line 52 of file Defines.h.

Member Enumeration Documentation

enum Origin
Enumerator
Multicast 
Recovery 

Definition at line 54 of file Defines.h.

Member Function Documentation

std::string toString ( ) const

Member Data Documentation

AssetClass::Enum assetClass

AssetClass (MiFIR Identifier)

Definition at line 70 of file Defines.h.

bool cached

The packet was cached due to incorrect sequence.

Definition at line 79 of file Defines.h.

SequenceNumber messageSeqNum

Message sequence number.

Definition at line 64 of file Defines.h.

Origin origin

the way data received

Definition at line 76 of file Defines.h.

Integer8 packetHeaderTimestamp

Date and Time the message is sent by exchange, UTC Time since epoch (in milliseconds)

Definition at line 67 of file Defines.h.

Timestamp packetReceptionTime

Time when the packet was received by Handler from UDP, in system ticks,.

See also
Time.h

Definition at line 61 of file Defines.h.

SubAssetClass::Enum subAssetClass

SubAssetClass.

Definition at line 73 of file Defines.h.

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