NxCoreMessage
The structure NxCoreMessage is defined in NxCoreAPI.h as:
struct NxCoreMessage {
NxCoreHeader coreHeader;
NxCoreData coreData;
unsigned int MessageType;
NxCore3Ext NxCore3Ext;
};
The member coreHeader is a structure containing record key type information common to the other message types. NxCoreHeader can be thought of as a Key to a trading instrument.
The member coreData is a union, with the specific element selected based on MessageType
Selects which member of the coreData to use.
| #define | Value | Comments |
|---|---|---|
| NxMSG_STATUS | 0 | No member of coreData is used |
| NxMSG_EXGQUOTE | 1 | Use coreData.ExgQuote |
| NxMSG_MMQUOTE | 2 | Use coreData.MMQuote |
| NxMSG_TRADE | 3 | Use coreData.Trade |
| NxMSG_CATEGORY | 4 | Use coreData.Category |
| NxMSG_SYMBOLCHANGE | 5 | Use coreData.SymbolChange |
| NxMSG_SYMBOLSPIN | 6 | Use coreData.SymbolSpin |
If this pointer is set, both trades and quotes should contain one or more of the microsecond resolution timestamps in NxCore3Ext. Note: While other message types (e.g. categories) might have this pointer set, the microseconds will be zeroed out.