AddOrderIncrementalMsg Struct Reference

Public Member Functions
UDT	timestamp () const ONIXS_LSE_GTP_NOTHROW
UInt64	orderID () const ONIXS_LSE_GTP_NOTHROW
Side::Enum	side () const ONIXS_LSE_GTP_NOTHROW
Size	size () const ONIXS_LSE_GTP_NOTHROW
UInt64	instrument () const ONIXS_LSE_GTP_NOTHROW
Price	price () const ONIXS_LSE_GTP_NOTHROW
UInt64	transactionTime () const ONIXS_LSE_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_LSE_GTP_NOTHROW
OrderBookType::Enum	orderBookType () const ONIXS_LSE_GTP_NOTHROW
Alpha	participant () const ONIXS_LSE_GTP_NOTHROW
OrderType::Enum	orderType () const ONIXS_LSE_GTP_NOTHROW
Alpha	rfqID () const ONIXS_LSE_GTP_NOTHROW
	AddOrderIncrementalMsg (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_LSE_GTP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW
ONIXS_LSE_GTP_EXPLICIT	operator bool () const ONIXS_LSE_GTP_NOTHROW
const void *	binary () const ONIXS_LSE_GTP_NOTHROW
MessageSize	binarySize () const ONIXS_LSE_GTP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 77

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue	ordinary (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW

Detailed Description

Definition at line 36 of file AddOrderIncremental.h.

Constructor & Destructor Documentation

AddOrderIncrementalMsg()

AddOrderIncrementalMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 133 of file AddOrderIncremental.h.

Member Function Documentation

instrument()

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 67 of file AddOrderIncremental.h.

orderBookType()

OrderBookType::Enum orderBookType ( ) const

inline

Definition at line 95 of file AddOrderIncremental.h.

orderID()

UInt64 orderID ( ) const

inline

Unique identifier of the order.

Definition at line 46 of file AddOrderIncremental.h.

orderType()

OrderType::Enum orderType ( ) const

inline

Definition at line 109 of file AddOrderIncremental.h.

participant()

Alpha participant ( ) const

inline

Identity of trading participant that submitted the order.

Definition at line 102 of file AddOrderIncremental.h.

price()

Price price ( ) const

inline

Limit price of the order. Implied price if instrument trades in yield.

Definition at line 74 of file AddOrderIncremental.h.

rfqID()

Alpha rfqID ( ) const

inline

Unique ID assigned to a particular RFQ by the system.

Definition at line 116 of file AddOrderIncremental.h.

side()

Side::Enum side ( ) const

inline

Definition at line 53 of file AddOrderIncremental.h.

size()

Size size ( ) const

inline

Displayed size of the order.

Definition at line 60 of file AddOrderIncremental.h.

sourceVenue()

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 88 of file AddOrderIncremental.h.

timestamp()

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file AddOrderIncremental.h.

transactionTime()

UInt64 transactionTime ( ) const

inline

Time the transaction represented by the message occurred.

Definition at line 81 of file AddOrderIncremental.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 126 of file AddOrderIncremental.h.

Member Data Documentation

messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 77

static

Total message size.

Definition at line 123 of file AddOrderIncremental.h.