IceImpact::MessageEvent Struct Reference

Ice Impact Message delivered to user callback. More...

#include <B2BITS_IceImpactEvents.h>

Collaboration diagram for IceImpact::MessageEvent:

Public Member Functions
const IceImpact::MessageHeader *	getMessage () const
bool	isLastMessage () const

Public Attributes
const IceImpact::MessageHeader *	msg
	Pointer to ICE message bytes. More...
unsigned long long	recvTimestampNS
	Receive timestamp taken using high resolution timer upon data arrival. More...
unsigned long long	iceSentDateTime
UnitService *	unitService
unsigned long long	UserCookie
	User data specified when subscribing to instrument. More...
unsigned	marketID
	MarketID; will be 0 when the message is not related to a single instrument. More...
IceImpact::MessageType::Enum	msgType
	Message type. See B2BITS_IceImpactMessages.h file for available message types and helper classes. More...
int	dealPriceMultiplier
int	orderPriceMultiplier
unsigned	eventFlowId
char	isLastMessageInBlock
char	isFOD
	is set to non-zero if this is a Full Order Depth channel More...
char	isFullImplied
	What type of multicast channel is the source of data (Full Implied or not) More...

Detailed Description

Ice Impact Message delivered to user callback.

Member Function Documentation

const IceImpact::MessageHeader* IceImpact::MessageEvent::getMessage ( ) const

inline

Returns pointer to message bytes. See B2BITS_IceImpactMessages.h file for available message types and helper classes.

Returns

constant pointer to message

Exceptions

no

bool IceImpact::MessageEvent::isLastMessage ( ) const

inline

Returns true if the current message will be the last one and no more messages from the current UDP packet will be delivered

Returns

boolean

Exceptions

no

Member Data Documentation

int IceImpact::MessageEvent::dealPriceMultiplier

Specifies the factor ICE uses to multiply deal price for instrument in this message Is to be applied to price fields like TradePrice, Open/ClosePrice

unsigned IceImpact::MessageEvent::eventFlowId

ID of the event flow. Events that pertain to the same flow are passed sequentially to user callbacks (onBBO, onMessage, onInstrumentReset, etc). One event flow corresponds to one live UDP channel.

unsigned long long IceImpact::MessageEvent::iceSentDateTime

Sent DateTime" field is the timestamp of when the message block is sent by ICE server. It is the number of milliseconds since Jan 1st, 1970, 00:00:00 GMT Set to 0 for TCP replayed messages

char IceImpact::MessageEvent::isFOD

is set to non-zero if this is a Full Order Depth channel

char IceImpact::MessageEvent::isFullImplied

What type of multicast channel is the source of data (Full Implied or not)

char IceImpact::MessageEvent::isLastMessageInBlock

Specifies whether the received message will be the last one and no more messages from current UDP packet will be delivered. Use eventFlowId field to identify previous onMessage events.

unsigned IceImpact::MessageEvent::marketID

MarketID; will be 0 when the message is not related to a single instrument.

const IceImpact::MessageHeader* IceImpact::MessageEvent::msg

Pointer to ICE message bytes.

IceImpact::MessageType::Enum IceImpact::MessageEvent::msgType

Message type. See B2BITS_IceImpactMessages.h file for available message types and helper classes.

int IceImpact::MessageEvent::orderPriceMultiplier

Specifies the factor ICE uses to multiply order price for instrument in this message Is to be applied to price fields in messages like Add/ChangePriceLevel, AddModifyOrder

unsigned long long IceImpact::MessageEvent::recvTimestampNS

Receive timestamp taken using high resolution timer upon data arrival.

UnitService* IceImpact::MessageEvent::unitService

Pointer to unit service serving this instrument The pointer is valid at least until returning from callback

unsigned long long IceImpact::MessageEvent::UserCookie

User data specified when subscribing to instrument.