public TaqTrade(DateTime date, FixedBuffer fb)
{
// Read<> over fb is much slower
var db = fb;
// Time
_timeUTCTicks = ReadHHMMSSXXXXXXAsUtcTicks(date, fb, 0);
// Exchange
Exchange = fb.ReadByte(12);
// Symbol
fixed (void* ptr = _symbol)
{
fb.Copy((IntPtr)ptr, 13, 16);
}
// Sale Condition
fixed (void* ptr = _saleCondition)
{
fb.Copy((IntPtr)ptr, 29, 4);
}
TradeVolume = (uint)ReadUInt64(fb, 33, 9);
TradePrice = ReadUInt64(fb, 42, 11);
TradeStopStockIndicator = db.ReadByte(53);
TradeCorrectionIndicator = (byte)ReadUInt64(fb, 54, 2);
TradeSequenceNumber = ReadUInt64(fb, 56, 16);
SourceOfTrade = db.ReadByte(72);
TradeReportingFacility = db.ReadByte(73);
_participantTimestampUtcTicks = ReadHHMMSSXXXXXXAsUtcTicks(date, fb, 74);
fixed (void* ptr = _rnn)
{
fb.Copy((IntPtr)ptr, 86, 8);
}
_TRFTimestampUtcTicks = ReadHHMMSSXXXXXXAsUtcTicks(date, fb, 94);
}
