API Documentation


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.