ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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b2bits::nasdaq::SequencedData Class Reference

Sequenced data packet ('S'). More...

Detailed Description

Sequenced data packet ('S').

< MoldUDP64 message block header

Contains a message that is part of the sequenced message stream. Each sequenced data packet has an implicit sequence number that increments with each packet sent.

The actual message payload follows the packet header.

Wire format (3+ bytes):

  • Header (3 bytes)
  • Payload (variable): Application message data
Note
Packet type: 'S'

#include <nasdaq/soupbintcp/Messages.h>

Inheritance diagram for b2bits::nasdaq::SequencedData:

Public Member Functions

 SequencedData (UInt16 len)
 Construct a sequenced data packet.
Public Member Functions inherited from b2bits::nasdaq::soupbintcp::PacketHeader
 PacketHeader ()=default
 Default constructor.
 PacketHeader (Alpha type, UInt16 len)
 Construct packet header with type and length.
UInt16 get_message_length () const
 Get total message length including length field.
void set_message_length (UInt16 val)
 Set message length.
Alpha get_packet_type () const
 Get packet type.
void set_packet_type (Alpha val)
 Set packet type.

Static Public Attributes

static constexpr char Type = 'S'
 Packet type identifier.

Constructor & Destructor Documentation

◆ SequencedData()

Construct a sequenced data packet.

Parameters
lenTotal packet length including header

Member Data Documentation

◆ Type

Packet type identifier.


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