TradeTickerMsg Struct Reference

Public Member Functions
UInt16	msgSize () const noexcept
UInt16	msgType () const noexcept
UInt32	securityCode () const noexcept
UInt32	tickerID () const noexcept
Int32	price () const noexcept
UInt64	aggregateQuantity () const noexcept
UInt64	tradeTime () const noexcept
Int16	trdType () const noexcept
StrRef	trdCancelFlag () const noexcept
	TradeTickerMsg (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_ = 35

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 TradeTicker.h.

Constructor & Destructor Documentation

TradeTickerMsg()

TradeTickerMsg ( const void * data, MessageSize size )

inlinenoexcept

Initializes instance over given memory block.

Definition at line 113 of file TradeTicker.h.

Member Function Documentation

aggregateQuantity()

UInt64 aggregateQuantity ( ) const

inlinenoexcept

Aggregated number of shares.

Definition at line 75 of file TradeTicker.h.

msgSize()

UInt16 msgSize ( ) const

inlinenoexcept

Size of the message.

Definition at line 39 of file TradeTicker.h.

msgType()

UInt16 msgType ( ) const

inlinenoexcept

Type of message.

Definition at line 46 of file TradeTicker.h.

price()

Int32 price ( ) const

inlinenoexcept

Price.

Definition at line 68 of file TradeTicker.h.

securityCode()

UInt32 securityCode ( ) const

inlinenoexcept

Uniquely identifies a security available for trading.

Definition at line 53 of file TradeTicker.h.

tickerID()

UInt32 tickerID ( ) const

inlinenoexcept

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

The ID is unique per security for each trading day.

Definition at line 61 of file TradeTicker.h.

tradeTime()

UInt64 tradeTime ( ) const

inlinenoexcept

Time of trade.

Definition at line 82 of file TradeTicker.h.

trdCancelFlag()

StrRef trdCancelFlag ( ) const

inlinenoexcept

Indicates that a trade covered in the original Trade Ticker has been cancelled.

Definition at line 96 of file TradeTicker.h.

trdType()

Int16 trdType ( ) const

inlinenoexcept

Public trade type.

Definition at line 89 of file TradeTicker.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 106 of file TradeTicker.h.

Member Data Documentation

messageSize_

MessageSize messageSize_ = 35

staticconstexpr

Total message size.

Definition at line 103 of file TradeTicker.h.