130 stream <<
toStr(msg);
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
#define ONIXS_ESPEED_ITCH_NOTHROW
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Int64 Price8
Alias for Price type (8 bytes).
UInt32 OrderBookId
Alias for Security Id type.
UInt32 Quantity
Alias for Quantity type.
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const OrderExecutedWithPriceMsg &)
Serializes object into string.
std::ostream & operator<<(std::ostream &stream, const OrderExecutedWithPriceMsg &msg)
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.
OrderExecutedWithPriceMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
UInt64 timestamp() const
Timestamp.
UInt32 tradeYield() const
The yield at which the order execution occurred.
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
Printable::Enum printable() const ONIXS_ESPEED_ITCH_NOTHROW
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.