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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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Unsequenced data packet ('U'). More...
Unsequenced data packet ('U').
Contains a message that is NOT part of the sequenced message stream. These messages are delivered but do not have sequence numbers and are not recoverable.
The actual message payload follows the packet header.
Wire format (3+ bytes):
#include <nasdaq/soupbintcp/Messages.h>
Public Member Functions | |
| UnsequencedData (UInt16 len) | |
| Construct an unsequenced 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 = 'U' |
| Packet type identifier. | |
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inline |
Construct an unsequenced 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 UnsequencedData().