OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
Loading...
Searching...
No Matches
TradeMsg.h
Go to the documentation of this file.
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
30 struct ONIXS_ESPEED_ITCH_API TradeMsg : public IncomingMessage
31 {
33 UInt64 timestamp() const
34 {
35 return ordinary<UInt64>(1);
36 }
37
40 {
41 return ordinary<UInt32>(9);
42 }
43
47 UInt32 transactionId() const
48 {
49 return ordinary<UInt32>(13);
50 }
51
53 UInt32 executedQuantity() const
54 {
55 return ordinary<UInt32>(17);
56 }
57
65 {
66 return fixedStr<14>(21);
67 }
68
72 {
73 return ordinary<Int64>(35);
74 }
75
77 UInt8 tradeFlag() const
78 {
79 return ordinaryRef<UInt8>(43);
80 }
81
84
86 static void validateSize(MessageSize size)
87 {
89 throwIncorrectSize("TradeMsg", size, messageSize_);
90 }
91
93 TradeMsg(const void* data, MessageSize size)
95 : IncomingMessage(data, size)
96 {
97 }
98 };
99
101 ONIXS_ESPEED_ITCH_API void toStr(std::string&, const TradeMsg&);
102
104 inline std::string toStr(const TradeMsg& msg)
105 {
106 std::string str;
107 toStr(str, msg);
108 return str;
109 }
110
112 inline std::ostream& operator<<(std::ostream& stream, const TradeMsg& msg)
113 {
114 stream << toStr(msg);
115 return stream;
116 }
117
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
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
Definition Defines.h:34
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const TradeMsg &)
Serializes object into string.
std::ostream & operator<<(std::ostream &stream, const TradeMsg &msg)
Definition TradeMsg.h:112
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.
Definition String.h:41
UInt64 timestamp() const
Timestamp.
Definition TradeMsg.h:33
UInt32 executedQuantity() const
The quantity executed.
Definition TradeMsg.h:53
OrderBookId orderBookId() const
Unique Order book identifier.
Definition TradeMsg.h:39
UInt8 tradeFlag() const
Trade Flag.
Definition TradeMsg.h:77
UInt32 transactionId() const
Definition TradeMsg.h:47
static void validateSize(MessageSize size)
Check the given size.
Definition TradeMsg.h:86
TradeMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
Definition TradeMsg.h:93
Price8 tradePrice() const
Definition TradeMsg.h:71
StrRef matchId() const ONIXS_ESPEED_ITCH_NOTHROW
Definition TradeMsg.h:63
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Definition TradeMsg.h:83