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
 
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
 
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_ = 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 
)
inline

Initializes instance over given memory block.

Definition at line 109 of file OrderExecutedWithPriceMsg.h.

Member Function Documentation

Quantity executedQuantity ( ) const
inline

The quantity executed.

Definition at line 66 of file OrderExecutedWithPriceMsg.h.

StrRef matchId ( ) const
inline

The day unique Match Number of this execution.

Definition at line 72 of file OrderExecutedWithPriceMsg.h.

OrderBookId orderBookId ( ) const
inline

Unique Order book identifier.

Definition at line 53 of file OrderExecutedWithPriceMsg.h.

UInt32 orderReferenceNumber ( ) const
inline

The order reference number associated with the executed order.

Definition at line 40 of file OrderExecutedWithPriceMsg.h.

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::Enum side ( ) const
inline

The type of order being traded.

Definition at line 59 of file OrderExecutedWithPriceMsg.h.

UInt64 timestamp ( ) const
inline

Timestamp.

Definition at line 33 of file OrderExecutedWithPriceMsg.h.

Price8 tradePrice ( ) const
inline

The price at which the order execution occurred.

Definition at line 87 of file OrderExecutedWithPriceMsg.h.

UInt32 tradeYield ( ) const
inline

The yield at which the order execution occurred.

Definition at line 93 of file OrderExecutedWithPriceMsg.h.

UInt32 transactionId ( ) const
inline

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

Definition at line 47 of file OrderExecutedWithPriceMsg.h.

static void validateSize ( MessageSize  size)
inlinestatic

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: