The Trade Summary Message is designed to provide a summary of a trade and is published before Order Executed and Trade messages. More...

Public Member Functions
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.
OrderBookId	orderBookId
	Order book identifier.
Byte	side
	The type of non-display order on the book being matched.
Price4	tradePrice
	The most aggressive trade price.
Quantity	shownQuantity
	The shown quantity being matched in this execution.
Quantity	otherQuantity
	The hidden quantity being matched in this execution.
Static Public Attributes
static const size_t	length
	message length

Detailed Description

The Trade Summary Message is designed to provide a summary of a trade and is published before Order Executed and Trade messages.

All traded price levels are included in the quantity fields, but only the most aggressively traded price is published.

Member Data Documentation

Byte side

The type of non-display order on the book being matched.

Will be set to blank (space) for anonymous markets.