OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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OrderExecutedWithPriceMsg Struct Reference

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
Printable::Enum printable () const ONIXS_ESPEED_ITCH_NOTHROW
Price8 tradePrice () const
UInt32 tradeYield () const
 OrderExecutedWithPriceMsg (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_ = 53

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 in the event that an order in the book is executed in whole or in part at a price different from the initial display price.

Definition at line 30 of file OrderExecutedWithPriceMsg.h.

Constructor & Destructor Documentation

◆ OrderExecutedWithPriceMsg()

OrderExecutedWithPriceMsg ( const void * data,
MessageSize size )
inline

Initializes instance over given memory block.

Definition at line 109 of file OrderExecutedWithPriceMsg.h.

Member Function Documentation

◆ executedQuantity()

Quantity executedQuantity ( ) const
inline

The quantity executed.

Definition at line 66 of file OrderExecutedWithPriceMsg.h.

◆ matchId()

StrRef matchId ( ) const
inline

The day unique Match Number of this execution.

Definition at line 72 of file OrderExecutedWithPriceMsg.h.

◆ orderBookId()

OrderBookId orderBookId ( ) const
inline

Unique Order book identifier.

Definition at line 53 of file OrderExecutedWithPriceMsg.h.

◆ orderReferenceNumber()

UInt32 orderReferenceNumber ( ) const
inline

The order reference number associated with the executed order.

Definition at line 40 of file OrderExecutedWithPriceMsg.h.

◆ printable()

Printable::Enum printable ( ) const
inline

Indicates if the execution should be reflected on time and sale displays and volume calculations.

Definition at line 80 of file OrderExecutedWithPriceMsg.h.

◆ side()

Side::Enum side ( ) const
inline

The type of order being traded.

Definition at line 59 of file OrderExecutedWithPriceMsg.h.

◆ timestamp()

UInt64 timestamp ( ) const
inline

Timestamp.

Definition at line 33 of file OrderExecutedWithPriceMsg.h.

◆ tradePrice()

Price8 tradePrice ( ) const
inline

The price at which the order execution occurred.

Definition at line 87 of file OrderExecutedWithPriceMsg.h.

◆ tradeYield()

UInt32 tradeYield ( ) const
inline

The yield at which the order execution occurred.

Definition at line 93 of file OrderExecutedWithPriceMsg.h.

◆ transactionId()

UInt32 transactionId ( ) const
inline

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

Definition at line 47 of file OrderExecutedWithPriceMsg.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 102 of file OrderExecutedWithPriceMsg.h.

Member Data Documentation

◆ messageSize_

Total message size.

Definition at line 99 of file OrderExecutedWithPriceMsg.h.