AddOrderMBOMsg 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
SourceVenue::Enum	sourceVenue () const ONIXS_LSE_GTP_NOTHROW
OrderBookType::Enum	orderBookType () const ONIXS_LSE_GTP_NOTHROW
Alpha	participant () const ONIXS_LSE_GTP_NOTHROW
UInt8	depth () const ONIXS_LSE_GTP_NOTHROW
	AddOrderMBOMsg (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_ = 67

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 AddOrderMBO.h.

Constructor & Destructor Documentation

AddOrderMBOMsg()

AddOrderMBOMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 120 of file AddOrderMBO.h.

Member Function Documentation

depth()

UInt8 depth ( ) const

inline

Total number of orders disseminated including this one, on this side of the book as indicated by Side field.

Definition at line 103 of file AddOrderMBO.h.

instrument()

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 67 of file AddOrderMBO.h.

orderBookType()

OrderBookType::Enum orderBookType ( ) const

inline

Definition at line 88 of file AddOrderMBO.h.

orderID()

UInt64 orderID ( ) const

inline

Unique identifier of the order.

Definition at line 46 of file AddOrderMBO.h.

participant()

Alpha participant ( ) const

inline

Identity of trading participant that submitted the order.

Definition at line 95 of file AddOrderMBO.h.

price()

Price price ( ) const

inline

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

Definition at line 74 of file AddOrderMBO.h.

side()

Side::Enum side ( ) const

inline

Definition at line 53 of file AddOrderMBO.h.

size()

Size size ( ) const

inline

Displayed size of the order.

Definition at line 60 of file AddOrderMBO.h.

sourceVenue()

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 81 of file AddOrderMBO.h.

timestamp()

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file AddOrderMBO.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 113 of file AddOrderMBO.h.

Member Data Documentation

messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 67

static

Total message size.

Definition at line 110 of file AddOrderMBO.h.