OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
BrokenTradeMsg Struct Reference

#include <OnixS/eSpeed/MarketData/Itch/Messages/BrokenTradeMsg.h>

Public Member Functions

UInt64 timestamp () const
OrderBookId orderBookId () const
UInt32 transactionId () const
Quantity executedQuantity () const
Price8 tradePrice () const
 BrokenTradeMsg (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
- Public Member Functions inherited from IncomingMessage
 IncomingMessage (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
MessageType::Enum type () const ONIXS_ESPEED_ITCH_NOTHROW
- Public Member Functions inherited from BinaryMessage< BigEndianConverter >
 BinaryMessage (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
const void * binary () const ONIXS_ESPEED_ITCH_NOTHROW
MessageSize binarySize () const ONIXS_ESPEED_ITCH_NOTHROW
BinaryMessageoperator= (const BinaryMessage &other) ONIXS_ESPEED_ITCH_NOTHROW

Static Public Member Functions

static void validateSize (MessageSize size)

Static Public Attributes

static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 43

Additional Inherited Members

- Public Types inherited from BinaryMessage< BigEndianConverter >
typedef MessageSize BinarySize
- Protected Member Functions inherited from BinaryFields< BinaryMessage, BigEndianConverter >
FieldValue ordinary (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
const FieldValue & ordinaryRef (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
Enumeration::Enum enumeration (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
StrRef fixedStr (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW

Detailed Description

The Broken Trade Message is sent when NFI determines an execution is broken pursuant to NFI's Error Trade Policy.

Definition at line 30 of file BrokenTradeMsg.h.

Constructor & Destructor Documentation

BrokenTradeMsg ( const void *  data,
MessageSize  size 

Initializes instance over given memory block.

Definition at line 87 of file BrokenTradeMsg.h.

Member Function Documentation

Quantity executedQuantity ( ) const

The quantity executed.

Definition at line 53 of file BrokenTradeMsg.h.

StrRef matchId ( ) const

The day unique Match Number of this execution. This field will be set to blanks if trade message specifies the incremental quantity traded for some period of time instead of reporting every non- displayable execution.

Definition at line 63 of file BrokenTradeMsg.h.

OrderBookId orderBookId ( ) const

Unique Order book identifier.

Definition at line 39 of file BrokenTradeMsg.h.

UInt64 timestamp ( ) const


Definition at line 33 of file BrokenTradeMsg.h.

Price8 tradePrice ( ) const

The execution price or average execution price. Value is set to 0 for delayed updates.

Definition at line 71 of file BrokenTradeMsg.h.

UInt32 transactionId ( ) const

Transaction ID corresponding to the transaction ID in the response message. Value is set to 0 for delayed updates

Definition at line 47 of file BrokenTradeMsg.h.

static void validateSize ( MessageSize  size)

Check the given size.

Definition at line 80 of file BrokenTradeMsg.h.

Member Data Documentation

Total message size.

Definition at line 77 of file BrokenTradeMsg.h.

The documentation for this struct was generated from the following file: