OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
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
 
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_ = 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

Total message size.

Definition at line 84 of file OrderExecutedMsg.h.


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