DataSource Struct Reference

Data source. More...

Public Types
enum	Origin { Undefined, FeedA, FeedB }

Public Attributes
Timestamp	packetReceptionTime
	Time when the packet was received by Handler from UDP, in system ticks,. More...
Timestamp	originalPacketReceptionTime
	Time when the packet was originally received by Handler from UDP Valid only for backtesting.
SequenceNumber	packetSeqNum
	Packet sequence number.
UInt16	messageIndex
	Index of message in a packet.
bool	isLastInPacket
	Indicates whether a message is last in the packet.
UInt64	sendingTime
	The time stamp when the message was created by the Market Data Interface.
UInt32	senderCompID
	Unique id for a sender from packet header.
Origin	origin
	Packet origin.
bool	cached
	Indicates whether the packet was cached or processed directly.

Detailed Description

Data source.

Member Enumeration Documentation

enum Origin

Enumerator
Undefined	Origin is unknown or lost.
FeedA	FeedA.
FeedB	FeedB.

Member Data Documentation

Timestamp packetReceptionTime

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

See also

Time.h