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
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
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 

Initializes instance over given memory block.

Definition at line 94 of file OrderExecutedMsg.h.

Member Function Documentation

Quantity executedQuantity ( ) const

The quantity executed.

Definition at line 65 of file OrderExecutedMsg.h.

StrRef matchId ( ) const

The day unique Match Number of this execution.

Definition at line 71 of file OrderExecutedMsg.h.

OrderBookId orderBookId ( ) const

Unique Order book identifier.

Definition at line 52 of file OrderExecutedMsg.h.

UInt32 orderReferenceNumber ( ) const

The order reference number associated with the executed order.

Definition at line 39 of file OrderExecutedMsg.h.

Side::Enum side ( ) const

The type of order being traded.

Definition at line 58 of file OrderExecutedMsg.h.

UInt64 timestamp ( ) const


Definition at line 32 of file OrderExecutedMsg.h.

Price8 tradePrice ( ) const

The price at which the order execution occurred.

Definition at line 78 of file OrderExecutedMsg.h.

UInt32 transactionId ( ) const

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

Definition at line 46 of file OrderExecutedMsg.h.

static void validateSize ( MessageSize  size)

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: