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Date/Time: Fri, 29 Nov 2024 12:48:43 +0000
[Locked] - SubmitNewSingleOrder on binary encoding's IsParentOrder byte is 201 but I expected 197
View Count: 1795
[2022-01-12 00:52:56] |
1+1=10 - Posts: 270 |
Hi SC Engineering, For the SubmitNewSingleOrder binary message I expected IsParentOrder's byte to be 197 but found it was actually 201. I don't think it makes much difference to my trading but I wanted to make sure there's not an documented field. See why I expected 197 below: uint16_t Size; //0: uint16_t Type; //2: char Symbol[SYMBOL_LENGTH]; //4: + 64 char Exchange[EXCHANGE_LENGTH]; //68: + 16 char TradeAccount[TRADE_ACCOUNT_LENGTH]; //84: + 32 char ClientOrderID[ORDER_ID_LENGTH]; //116: + 32 OrderTypeEnum OrderType; //148: i32 BuySellEnum BuySell; //152: i32 double Price1; //160: double Price2; //168: double Quantity; //176: TimeInForceEnum TimeInForce; //184: i32 t_DateTime GoodTillDateTime; //188: i64 uint8_t IsAutomatedOrder; //196: uint8_t IsParentOrder; //197: char FreeFormText[ORDER_FREE_FORM_TEXT_LENGTH]; but it is actually: t_DateTime GoodTillDateTime; //188: i64 uint8_t IsAutomatedOrder; //196 or 200 ??: uint8_t IsParentOrder; //201: char FreeFormText[ORDER_FREE_FORM_TEXT_LENGTH]; |
[2022-01-22 23:40:16] |
DTC Engineering - Posts: 320 |
This relates to structure member alignment which for this structure is: #pragma pack(push, 8) Refer to: https://docs.microsoft.com/en-us/cpp/build/reference/zp-struct-member-alignment?view=msvc-170 Date Time Of Last Edit: 2022-01-23 00:02:26
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[2022-01-22 23:58:18] |
1+1=10 - Posts: 270 |
Thanks for the response! I should have actually deleted this message as afterwards I learned you can’t get live CME data through DTC. Anyway, I must have been confused about how uint8_t get aligned on #pragma pack(push, 8). I’ll read through the C++ docs and figure it out. |
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