OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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OrderExecutedMsg.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
24
26
29 struct ONIXS_ESPEED_ITCH_API OrderExecutedMsg : public IncomingMessage
30 {
32 UInt64 timestamp() const
33 {
34 return ordinary<UInt64>(1);
35 }
36
39 UInt32 orderReferenceNumber() const
40 {
41 return ordinary<UInt32>(9);
42 }
43
46 UInt32 transactionId() const
47 {
48 return ordinary<UInt32>(13);
49 }
50
53 {
54 return ordinary<UInt32>(17);
55 }
56
60 {
61 return enumeration<Side>(21);
62 }
63
66 {
67 return ordinary<UInt32>(22);
68 }
69
73 {
74 return fixedStr<14>(26);
75 }
76
79 {
80 return ordinary<Int64>(40);
81 }
82
85
87 static void validateSize(MessageSize size)
88 {
90 throwIncorrectSize("OrderExecutedMsg", size, messageSize_);
91 }
92
94 OrderExecutedMsg(const void* data, MessageSize size)
96 : IncomingMessage(data, size)
97 {
98 }
99 };
100
102 ONIXS_ESPEED_ITCH_API void toStr(std::string&, const OrderExecutedMsg&);
103
105 inline std::string toStr(const OrderExecutedMsg& msg)
106 {
107 std::string str;
108 toStr(str, msg);
109 return str;
110 }
111
113 inline std::ostream& operator<<(std::ostream& stream, const OrderExecutedMsg& msg)
114 {
115 stream << toStr(msg);
116 return stream;
117 }
118
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition Bootstrap.h:27
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
Definition Compiler.h:46
#define ONIXS_ESPEED_ITCH_NOTHROW
Definition Compiler.h:27
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Definition Compiler.h:52
Int64 Price8
Alias for Price type (8 bytes).
Definition Defines.h:52
UInt32 OrderBookId
Alias for Security Id type.
Definition Defines.h:43
UInt32 Quantity
Alias for Quantity type.
Definition Defines.h:46
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
Definition Defines.h:34
std::ostream & operator<<(std::ostream &stream, const OrderExecutedMsg &msg)
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const OrderExecutedMsg &)
Serializes object into string.
StrRef fixedStr(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
FieldValue ordinary(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
Enumeration::Enum enumeration(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Provides efficient way of accessing text-based FIX field values.
Definition String.h:41
UInt64 timestamp() const
Timestamp.
OrderBookId orderBookId() const
Unique Order book identifier.
UInt32 transactionId() const
static void validateSize(MessageSize size)
Check the given size.
Quantity executedQuantity() const
The quantity executed.
Price8 tradePrice() const
The price at which the order execution occurred.
UInt32 orderReferenceNumber() const
OrderExecutedMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
StrRef matchId() const ONIXS_ESPEED_ITCH_NOTHROW
The day unique Match Number of this execution.
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Side::Enum side() const ONIXS_ESPEED_ITCH_NOTHROW
The type of order being traded.