114 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.
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const TradeMsg &)
Serializes object into string.
std::ostream & operator<<(std::ostream &stream, const TradeMsg &msg)
const FieldValue & ordinaryRef(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
StrRef fixedStr(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
FieldValue ordinary(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.
UInt64 timestamp() const
Timestamp.
UInt32 executedQuantity() const
The quantity executed.
OrderBookId orderBookId() const
Unique Order book identifier.
UInt8 tradeFlag() const
Trade Flag.
UInt32 transactionId() const
static void validateSize(MessageSize size)
Check the given size.
TradeMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
Price8 tradePrice() const
StrRef matchId() const ONIXS_ESPEED_ITCH_NOTHROW
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.