itch::overlay::NonCrossTradeView Class Reference

Lazy view of a Trade (P, non-cross) message. More...

#include <overlay.hpp>

Inheritance diagram for itch::overlay::NonCrossTradeView:

Public Member Functions
auto	order_reference_number () const noexcept -> std::uint64_t
	Reference number of the non-displayed order.
auto	buy_sell_indicator () const noexcept -> char
	'B' buy, 'S' sell.
auto	shares () const noexcept -> std::uint32_t
	Number of shares traded.
auto	stock () const noexcept -> std::string_view
	Stock symbol, right padded with spaces.
auto	price () const noexcept -> std::uint32_t
	Trade price (4 implied decimals).
auto	match_number () const noexcept -> std::uint64_t
	Day-unique match number for the trade.
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.
Public Member Functions inherited from itch::overlay::MessageView
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.

Additional Inherited Members
Protected Attributes inherited from itch::overlay::MessageView
const std::byte *	m_data {nullptr}
std::size_t	m_size {0}

Detailed Description

Lazy view of a Trade (P, non-cross) message.

Definition at line 293 of file overlay.hpp.

Member Function Documentation

order_reference_number()

auto itch::overlay::NonCrossTradeView::order_reference_number ( ) const -> std::uint64_t

inlinenoexcept

Reference number of the non-displayed order.

Returns

Reference number of the non-displayed order.

Definition at line 299 of file overlay.hpp.

buy_sell_indicator()

auto itch::overlay::NonCrossTradeView::buy_sell_indicator ( ) const -> char

inlinenoexcept

'B' buy, 'S' sell.

Returns

'B' buy, 'S' sell.

Definition at line 305 of file overlay.hpp.

shares()

auto itch::overlay::NonCrossTradeView::shares ( ) const -> std::uint32_t

inlinenoexcept

Number of shares traded.

Returns

Number of shares traded.

Definition at line 309 of file overlay.hpp.

stock()

auto itch::overlay::NonCrossTradeView::stock ( ) const -> std::string_view

inlinenoexcept

Stock symbol, right padded with spaces.

Returns

Stock symbol, right padded with spaces.

Definition at line 313 of file overlay.hpp.

References itch::overlay::MessageView::m_data, and itch::overlay::detail::read_stock().

price()

auto itch::overlay::NonCrossTradeView::price ( ) const -> std::uint32_t

inlinenoexcept

Trade price (4 implied decimals).

Returns

Trade price (4 implied decimals).

Definition at line 319 of file overlay.hpp.

match_number()

auto itch::overlay::NonCrossTradeView::match_number ( ) const -> std::uint64_t

inlinenoexcept

Day-unique match number for the trade.

Returns

Day-unique match number for the trade.

Definition at line 323 of file overlay.hpp.

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.

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

• overlay.hpp