 |
OnixS Brokertec ITCH Market Data Handler for C++
1.1.0.1
|
|
OnixS Brokertec ITCH Market Data Handler for C++
1.1.0.1
|
The TradeMsg Message is designed to provide execution details for normal match events involving non-displayable order types. More...
Public Member Functions | |
| bool | isPrintable () const |
| Indicates whether is printable. | |
| bool | isOccurredAtCross () const |
| Indicates whether is Occurred at Cross. | |
| std::string | toString () const |
| Returns string representation. | |
Static Public Member Functions | |
| static const char * | name () |
| string name of the message | |
Public Attributes | |
| UInt32 | nanoseconds |
| Nanoseconds portion of the timestamp. | |
| Int64 | matchId |
| Assigned by the system to each match executed. | |
| Int32 | comboGroupId |
| Used to group combo and leg executions together. | |
| Byte | side |
| The type of non-display order on the book being matched. | |
| Quantity | quantity |
| The quantity being matched in this execution. | |
| OrderBookId | orderBookId |
| Order book identifier. | |
| Price4 | tradePrice |
| TradeMsg Price. | |
| String< 7 > | ownerId |
| Will be set to blank (space) for anonymous markets. | |
| String< 7 > | counterpartyId |
| Will be set to blank (space) for anonymous markets. | |
| String< 1 > | printable |
| Printable. | |
| String< 1 > | occurredAtCross |
| Occurred at Cross. | |
Static Public Attributes | |
| static const size_t | length |
| message length | |
The TradeMsg Message is designed to provide execution details for normal match events involving non-displayable order types.
This message is also used to publish individual cross trades.
| Byte side |
The type of non-display order on the book being matched.
Will be set to blank (space) for anonymous markets.