itch::overlay::MessageView Class Reference

A zero-copy typed view over one raw ITCH frame. More...

#include <overlay.hpp>

Inheritance diagram for itch::overlay::MessageView:

Public Member Functions
constexpr	MessageView () noexcept=default
	Constructs an empty view with no underlying frame.
	MessageView (const std::byte *data, std::size_t size) noexcept
	Constructs a view over a raw ITCH message frame.
auto	type () const noexcept -> char
	The one-byte message type.
auto	stock_locate () const noexcept -> std::uint16_t
	The locate code identifying the security.
auto	tracking_number () const noexcept -> std::uint16_t
	The Nasdaq internal tracking number.
auto	timestamp () const noexcept -> std::uint64_t
	The message timestamp (nanoseconds past midnight).
auto	size () const noexcept -> std::size_t
	The raw frame size in bytes.
auto	data () const noexcept -> const std::byte *
	Pointer to the raw frame (the type byte).
template<typename FieldType >
auto	read (std::size_t offset) const noexcept -> FieldType
	Reads an arbitrary integral field at a byte offset, big-endian.

Protected Attributes
const std::byte *	m_data {nullptr}
std::size_t	m_size {0}

Detailed Description

A zero-copy typed view over one raw ITCH frame.

In contrast to the eager Parser, which decodes every field of a message into a host-order struct, an overlay view holds only a pointer to the frame in the original buffer and converts each field from network byte order lazily, on the access. For callers that touch only a few fields per message (for example a filter that reads just the stock and price), this avoids decoding the fields they never look at. The view is non-owning: it is valid only while the underlying buffer lives.

Definition at line 88 of file overlay.hpp.

Constructor & Destructor Documentation

MessageView() [1/2]

constexpr itch::overlay::MessageView::MessageView ( )

constexprdefaultnoexcept

Constructs an empty view with no underlying frame.

MessageView() [2/2]

itch::overlay::MessageView::MessageView ( const std::byte *  data, std::size_t  size  )

inlineexplicitnoexcept

Constructs a view over a raw ITCH message frame.

Parameters

data	Pointer to the start of the frame (the type byte).
size	Size of the frame in bytes.

Definition at line 97 of file overlay.hpp.

References data().

Member Function Documentation

type()

auto itch::overlay::MessageView::type ( ) const -> char

inlinenoexcept

The one-byte message type.

Returns

The one-byte message type.

Definition at line 102 of file overlay.hpp.

References m_data.

stock_locate()

auto itch::overlay::MessageView::stock_locate ( ) const -> std::uint16_t

inlinenoexcept

The locate code identifying the security.

Returns

The locate code identifying the security.

Definition at line 108 of file overlay.hpp.

References m_data, and itch::overlay::detail::STOCK_LOCATE_OFFSET.

tracking_number()

auto itch::overlay::MessageView::tracking_number ( ) const -> std::uint16_t

inlinenoexcept

The Nasdaq internal tracking number.

Returns

The Nasdaq internal tracking number.

Definition at line 114 of file overlay.hpp.

References m_data, and itch::overlay::detail::TRACKING_NUMBER_OFFSET.

timestamp()

auto itch::overlay::MessageView::timestamp ( ) const -> std::uint64_t

inlinenoexcept

The message timestamp (nanoseconds past midnight).

Returns

The message timestamp (nanoseconds past midnight).

Definition at line 120 of file overlay.hpp.

References m_data, itch::overlay::detail::read_timestamp(), and itch::overlay::detail::TIMESTAMP_OFFSET.

size()

auto itch::overlay::MessageView::size ( ) const -> std::size_t

inlinenoexcept

The raw frame size in bytes.

Returns

The raw frame size in bytes.

Definition at line 126 of file overlay.hpp.

References m_size.

data()

auto itch::overlay::MessageView::data ( ) const -> const std::byte*

inlinenoexcept

Pointer to the raw frame (the type byte).

Returns

Pointer to the raw frame (the type byte).

Definition at line 130 of file overlay.hpp.

References m_data.

Referenced by MessageView().

read()

template<typename FieldType >

auto itch::overlay::MessageView::read ( std::size_t  offset ) const -> FieldType

inlinenoexcept

Reads an arbitrary integral field at a byte offset, big-endian.

Template Parameters

FieldType

The type of the field to read.

Parameters

offset

Byte offset of the field within the frame.

Returns

The field value, converted from big-endian if it is a multi-byte integral type.

Definition at line 139 of file overlay.hpp.

References m_data.

Member Data Documentation

m_data

const std::byte* itch::overlay::MessageView::m_data {nullptr}

protected

Definition at line 144 of file overlay.hpp.

Referenced by data(), read(), itch::overlay::AddOrderView::stock(), itch::overlay::NonCrossTradeView::stock(), stock_locate(), timestamp(), tracking_number(), and type().

m_size

std::size_t itch::overlay::MessageView::m_size {0}

protected

Definition at line 145 of file overlay.hpp.

Referenced by size().

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

• overlay.hpp