OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
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
 
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_ = 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

Total message size.

Definition at line 83 of file TradeMsg.h.


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