OrderExecutedMsg Struct Reference

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

Public Member Functions
UInt64	timestamp () const
UInt32	orderReferenceNumber () const
UInt32	transactionId () const
OrderBookId	orderBookId () const
Side::Enum	side () const ONIXS_ESPEED_ITCH_NOTHROW
Quantity	executedQuantity () const
StrRef	matchId () const ONIXS_ESPEED_ITCH_NOTHROW
Price8	tradePrice () const
	OrderExecutedMsg (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
ONIXS_ESPEED_ITCH_CONSTEXPR	BinaryMessage (const BinaryMessage &other) ONIXS_ESPEED_ITCH_NOTHROW
const void *	binary () const ONIXS_ESPEED_ITCH_NOTHROW
MessageSize	binarySize () const ONIXS_ESPEED_ITCH_NOTHROW
BinaryMessage &	operator= (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_ = 48

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

This message is sent whenever an order in the book is executed in whole or in part.

Definition at line 29 of file OrderExecutedMsg.h.

Constructor & Destructor Documentation

OrderExecutedMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 94 of file OrderExecutedMsg.h.

Member Function Documentation

Quantity executedQuantity ( ) const

inline

The quantity executed.

Definition at line 65 of file OrderExecutedMsg.h.

StrRef matchId ( ) const

inline

The day unique Match Number of this execution.

Definition at line 71 of file OrderExecutedMsg.h.

OrderBookId orderBookId ( ) const

inline

Unique Order book identifier.

Definition at line 52 of file OrderExecutedMsg.h.

UInt32 orderReferenceNumber ( ) const

inline

The order reference number associated with the executed order.

Definition at line 39 of file OrderExecutedMsg.h.

Side::Enum side ( ) const

inline

The type of order being traded.

Definition at line 58 of file OrderExecutedMsg.h.

UInt64 timestamp ( ) const

inline

Timestamp.

Definition at line 32 of file OrderExecutedMsg.h.

Price8 tradePrice ( ) const

inline

The price at which the order execution occurred.

Definition at line 78 of file OrderExecutedMsg.h.

UInt32 transactionId ( ) const

inline

Transaction ID corresponding to the transaction ID in the response message.

Definition at line 46 of file OrderExecutedMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 87 of file OrderExecutedMsg.h.

Member Data Documentation

ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 48

static

Total message size.

Definition at line 84 of file OrderExecutedMsg.h.

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

• include/OnixS/eSpeed/MarketData/Itch/Messages/OrderExecutedMsg.h