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ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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Sequenced data packet ('S'). More...
Sequenced data packet ('S').
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):
#include <nasdaq/soupbintcp/Messages.h>
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. | |
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inline |
Construct a sequenced data packet.
| len | Total packet length including header |
References b2bits::nasdaq::soupbintcp::PacketHeader::PacketHeader(), and Type.
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staticconstexpr |
Packet type identifier.
Referenced by SequencedData().