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

#include <OnixS/eSpeed/MarketData/Itch/Messages/OrderExecutedWithPriceMsg.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
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 ( const void *  data,
MessageSize  size 

Initializes instance over given memory block.

Definition at line 109 of file OrderExecutedWithPriceMsg.h.

Member Function Documentation

Quantity executedQuantity ( ) const

The quantity executed.

Definition at line 66 of file OrderExecutedWithPriceMsg.h.

StrRef matchId ( ) const

The day unique Match Number of this execution.

Definition at line 72 of file OrderExecutedWithPriceMsg.h.

OrderBookId orderBookId ( ) const

Unique Order book identifier.

Definition at line 53 of file OrderExecutedWithPriceMsg.h.

UInt32 orderReferenceNumber ( ) const

The order reference number associated with the executed order.

Definition at line 40 of file OrderExecutedWithPriceMsg.h.

Printable::Enum printable ( ) const

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

Definition at line 80 of file OrderExecutedWithPriceMsg.h.

Side::Enum side ( ) const

The type of order being traded.

Definition at line 59 of file OrderExecutedWithPriceMsg.h.

UInt64 timestamp ( ) const


Definition at line 33 of file OrderExecutedWithPriceMsg.h.

Price8 tradePrice ( ) const

The price at which the order execution occurred.

Definition at line 87 of file OrderExecutedWithPriceMsg.h.

UInt32 tradeYield ( ) const

The yield at which the order execution occurred.

Definition at line 93 of file OrderExecutedWithPriceMsg.h.

UInt32 transactionId ( ) const

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

Definition at line 47 of file OrderExecutedWithPriceMsg.h.

static void validateSize ( MessageSize  size)

Check the given size.

Definition at line 102 of file OrderExecutedWithPriceMsg.h.

Member Data Documentation

Total message size.

Definition at line 99 of file OrderExecutedWithPriceMsg.h.

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