itch::overlay::OrderReplaceView Class Reference

Lazy view of an Order Replace (U) message. More...

#include <overlay.hpp>

Inheritance diagram for itch::overlay::OrderReplaceView:

Public Member Functions
auto	original_order_reference_number () const noexcept -> std::uint64_t
	Reference number being replaced.
auto	new_order_reference_number () const noexcept -> std::uint64_t
	New reference number for the order.
auto	shares () const noexcept -> std::uint32_t
	New displayed share quantity.
auto	price () const noexcept -> std::uint32_t
	New display price (4 implied decimals).
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 an Order Replace (U) message.

Definition at line 267 of file overlay.hpp.

Member Function Documentation

original_order_reference_number()

auto itch::overlay::OrderReplaceView::original_order_reference_number ( ) const -> std::uint64_t

inlinenoexcept

Reference number being replaced.

Returns

Reference number being replaced.

Definition at line 273 of file overlay.hpp.

new_order_reference_number()

auto itch::overlay::OrderReplaceView::new_order_reference_number ( ) const -> std::uint64_t

inlinenoexcept

New reference number for the order.

Returns

New reference number for the order.

Definition at line 279 of file overlay.hpp.

shares()

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

inlinenoexcept

New displayed share quantity.

Returns

New displayed share quantity.

Definition at line 285 of file overlay.hpp.

price()

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

inlinenoexcept

New display price (4 implied decimals).

Returns

New display price (4 implied decimals).

Definition at line 289 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