TradeMsg Struct Reference

#include <OnixS/eSpeed/MarketData/Itch/Messages/TradeMsg.h>

Public Member Functions
UInt64	timestamp () const
OrderBookId	orderBookId () const
UInt32	transactionId () const
UInt32	executedQuantity () const
StrRef	matchId () const ONIXS_ESPEED_ITCH_NOTHROW
Price8	tradePrice () const
UInt8	tradeFlag () const
	TradeMsg (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
BinaryMessage &	operator= (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_ = 44

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

The Trade Message provides execution details for non-displayable order types and reserve portion of orders.

Definition at line 30 of file TradeMsg.h.

Constructor & Destructor Documentation

TradeMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 93 of file TradeMsg.h.

Member Function Documentation

UInt32 executedQuantity ( ) const

inline

The quantity executed.

Definition at line 53 of file TradeMsg.h.

StrRef matchId ( ) const

inline

The day unique Match Number of this execution. This field will be set to blanks if trade message specifies the incremental quantity traded for some period of time instead of reporting every non- displayable execution.

Definition at line 63 of file TradeMsg.h.

OrderBookId orderBookId ( ) const

inline

Unique Order book identifier.

Definition at line 39 of file TradeMsg.h.

UInt64 timestamp ( ) const

inline

Timestamp.

Definition at line 33 of file TradeMsg.h.

UInt8 tradeFlag ( ) const

inline

Trade Flag.

Definition at line 77 of file TradeMsg.h.

Price8 tradePrice ( ) const

inline

The execution price or average execution price. Value is set to 0 for delayed updates.

Definition at line 71 of file TradeMsg.h.

UInt32 transactionId ( ) const

inline

Transaction ID corresponding to the transaction ID in the response message. Value is set to 0 for delayed updates

Definition at line 47 of file TradeMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 86 of file TradeMsg.h.

Member Data Documentation

ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 44

static

Total message size.

Definition at line 83 of file TradeMsg.h.

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

• include/OnixS/eSpeed/MarketData/Itch/Messages/TradeMsg.h