TradeLongMsg Struct Reference

#include <OnixS/CboeCFE/MarketData/Pitch/Messages/TradeLong.h>

Public Member Functions
Binary4	timeOffset () const ONIXS_BATS_PITCH_NOTHROW
Binary8	orderId () const ONIXS_BATS_PITCH_NOTHROW
SideIndicator::Enum	sideIndicator () const ONIXS_BATS_PITCH_NOTHROW
Binary4	quantity () const ONIXS_BATS_PITCH_NOTHROW
StrRef	symbol () const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice	price () const ONIXS_BATS_PITCH_NOTHROW
Binary8	executionId () const ONIXS_BATS_PITCH_NOTHROW
TradeCondition::Enum	tradeCondition () const ONIXS_BATS_PITCH_NOTHROW
	TradeLongMsg (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_BATS_PITCH_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW
ONIXS_BATS_PITCH_EXPLICIT	operator bool () const ONIXS_BATS_PITCH_NOTHROW
const void *	binary () const ONIXS_BATS_PITCH_NOTHROW
MessageSize	binarySize () const ONIXS_BATS_PITCH_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 42

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

Detailed Description

Definition at line 36 of file TradeLong.h.

Constructor & Destructor Documentation

TradeLongMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 106 of file TradeLong.h.

Member Function Documentation

Binary8 executionId ( ) const

inline

CFE generated day-unique execution identifier of this trade. Execution Id is also referenced in the Trade Break message.

Definition at line 82 of file TradeLong.h.

Binary8 orderId ( ) const

inline

Obfuscated Order ID or Order Id of the executed order.

Definition at line 46 of file TradeLong.h.

BinaryPrice price ( ) const

inline

The execution price of the order.

Definition at line 74 of file TradeLong.h.

Binary4 quantity ( ) const

inline

Incremental number of contracts executed.

Definition at line 60 of file TradeLong.h.

SideIndicator::Enum sideIndicator ( ) const

inline

Always Buy Order regardless of resting side.

Definition at line 53 of file TradeLong.h.

StrRef symbol ( ) const

inline

Symbol right padded with spaces.

Definition at line 67 of file TradeLong.h.

Binary4 timeOffset ( ) const

inline

Nanosecond offset from last unit timestamp.

Definition at line 39 of file TradeLong.h.

TradeCondition::Enum tradeCondition ( ) const

inline

Trade Condition.

Definition at line 89 of file TradeLong.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 99 of file TradeLong.h.

Member Data Documentation

ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 42

static

Total message size.

Definition at line 96 of file TradeLong.h.

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The documentation for this struct was generated from the following file:

• include/OnixS/CboeCFE/MarketData/Pitch/Messages/TradeLong.h