TradeMsg Struct Reference

Public Member Functions
UInt16	msgSize () const noexcept
UInt16	msgType () const noexcept
UInt32	securityCode () const noexcept
UInt32	tradeID () const noexcept
Int32	price () const noexcept
UInt32	quantity () const noexcept
Int16	trdType () const noexcept
UInt64	tradeTime () const noexcept
	TradeMsg (const void *data, MessageSize size) noexcept
Public Member Functions inherited from BinaryMessage
	BinaryMessage () noexcept
	BinaryMessage (const void *data, MessageSize size) noexcept
	BinaryMessage (const BinaryMessage &other) noexcept
	operator bool () const noexcept
const void *	binary () const noexcept
MessageSize	binarySize () const noexcept
BinaryMessage &	operator= (const BinaryMessage &other) noexcept

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static constexpr MessageSize	messageSize_ = 32

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSize offset, MessageSize size) const noexcept
FieldValue	ordinary (MessageSize offset) const noexcept
const FieldValue &	ordinaryRef (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept

Detailed Description

Definition at line 36 of file Trade.h.

Constructor & Destructor Documentation

TradeMsg()

TradeMsg ( const void * data, MessageSize size )

inlinenoexcept

Initializes instance over given memory block.

Definition at line 106 of file Trade.h.

Member Function Documentation

msgSize()

UInt16 msgSize ( ) const

inlinenoexcept

Size of the message.

Definition at line 39 of file Trade.h.

msgType()

UInt16 msgType ( ) const

inlinenoexcept

Type of message.

Definition at line 46 of file Trade.h.

price()

Int32 price ( ) const

inlinenoexcept

Price.

Definition at line 68 of file Trade.h.

quantity()

UInt32 quantity ( ) const

inlinenoexcept

Number of shares.

Definition at line 75 of file Trade.h.

securityCode()

UInt32 securityCode ( ) const

inlinenoexcept

Uniquely identifies a security available for trading.

Definition at line 53 of file Trade.h.

tradeID()

UInt32 tradeID ( ) const

inlinenoexcept

Unique identifier per security for each trade performed within the trading system.

The ID is reset for each trading day

Definition at line 61 of file Trade.h.

tradeTime()

UInt64 tradeTime ( ) const

inlinenoexcept

Time of trade.

Definition at line 89 of file Trade.h.

trdType()

Int16 trdType ( ) const

inlinenoexcept

Public trade type.

Definition at line 82 of file Trade.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 99 of file Trade.h.

Member Data Documentation

messageSize_

MessageSize messageSize_ = 32

staticconstexpr

Total message size.

Definition at line 96 of file Trade.h.