inside_levels_update.hpp File Reference

#include <jb/mktdata/detail/levels_name.hpp>
#include <jb/mktdata/feed_id.hpp>
#include <jb/mktdata/market_id.hpp>
#include <jb/mktdata/security_id.hpp>
#include <jb/mktdata/timestamp.hpp>

Go to the source code of this file.

Classes
struct	jb::mktdata::inside_levels_update< N >
	A message representing the top N levels of a market. More...
struct	jb::mktdata::inside_levels_update< N >::annotations_type
	Annotations. More...

Namespaces
	jb
	The top-level namespace for the JayBeams library.
	jb::mktdata

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Class Documentation

jb::mktdata::inside_levels_update::annotations_type

struct jb::mktdata::inside_levels_update::annotations_type

template<std::size_t N>
struct jb::mktdata::inside_levels_update< N >::annotations_type

Annotations.

These annotations are optional, they may not appear in a production feed to minimize message size and processing time. On a development instance these will be populated with the human readable representation of several fields. The receiver can detect whether these fields are present using the message_size field at the beginning.

Definition at line 129 of file inside_levels_update.hpp.

Class Members
little_uint8_buf_t	feed_name[feed_id::feed_name_size]	The name of the feed.
little_uint8_buf_t	mic[market_id::mic_size]	The ISO-10383 market code.
little_uint8_buf_t	security_feed[security_id::feed_size]	The ticker as it appears in the feed.
little_uint8_buf_t	security_normalized[security_id::normalized_size]	The JayBeams normalized ticker for the security.
little_uint8_buf_t	source_name[feed_id::feed_name_size]	The name of the data source.