OnixS C++ EuroTLX GTP Market Data Handler  1.4.0
API documentation
MiFIDIITradeMsg Struct Reference

#include <OnixS/EuroTLX/MarketData/GTP/Messages/MiFIDIITrade.h>

Public Member Functions

UDT timestamp () const ONIXS_EUROTLX_GTP_NOTHROW
 
SourceVenue::Enum sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW
 
UInt64 instrumentID () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha transactionIdentificationCode () const ONIXS_EUROTLX_GTP_NOTHROW
 
TradeType::Enum tradeType () const ONIXS_EUROTLX_GTP_NOTHROW
 
AuctionType::Enum auctionType () const ONIXS_EUROTLX_GTP_NOTHROW
 
MiFIDDecimal miFIDPrice () const ONIXS_EUROTLX_GTP_NOTHROW
 
MiFIDDecimal miFIDQuantity () const ONIXS_EUROTLX_GTP_NOTHROW
 
DateAndTime tradingDateAndTime () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha instrumentIdentificationCodeType () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha instrumentIdentificationCode () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha priceNotation () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha priceCurrency () const ONIXS_EUROTLX_GTP_NOTHROW
 
MiFIDDecimal notionalAmount () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha notionalCurrency () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha venueofExecution () const ONIXS_EUROTLX_GTP_NOTHROW
 
DateAndTime publicationDateAndTime () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha pTRefPriceWaiverFlag () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha pTSizeFlag () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha pTLargeInScaleFlag () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha pTAlgoTrade () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha pTCancellationFlag () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha pTAmendmentFlag () const ONIXS_EUROTLX_GTP_NOTHROW
 
Byte transactionToBeCleared () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha measurementUnit () const ONIXS_EUROTLX_GTP_NOTHROW
 
MiFIDDecimal quantityinMeasurementUnit () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha pTTransTypeFlag () const ONIXS_EUROTLX_GTP_NOTHROW
 
TradeQualifier::Enum tradeQualifier () const ONIXS_EUROTLX_GTP_NOTHROW
 
MarketMechanism::Enum marketMechanism () const ONIXS_EUROTLX_GTP_NOTHROW
 
TradingMode::Enum tradingMode () const ONIXS_EUROTLX_GTP_NOTHROW
 
TransactionCategory::Enum transactionCategory () const ONIXS_EUROTLX_GTP_NOTHROW
 
NegotiationIndicator::Enum negotiationIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
AgencyCrossIndicator::Enum agencyCrossIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
ModificationIndicator::Enum modificationIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
ReferencePriceIndicator::Enum referencePriceIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
SpecialDividendIndicator::Enum specialDividendIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
OffBookAutomatedIndicator::Enum offBookAutomatedIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
PriceFormationIndicator::Enum priceFormationIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
AlgorithmicIndicator::Enum algorithmicIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
PostTradeDeferralReason::Enum postTradeDeferralReason () const ONIXS_EUROTLX_GTP_NOTHROW
 
DeferralEnrichmentType::Enum deferralEnrichmentType () const ONIXS_EUROTLX_GTP_NOTHROW
 
DuplicativeIndicator::Enum duplicativeIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
 
 MiFIDIITradeMsg (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
 
- Public Member Functions inherited from BinaryMessage
 BinaryMessage () ONIXS_EUROTLX_GTP_NOTHROW
 
 BinaryMessage (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
 
 BinaryMessage (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW
 
ONIXS_EUROTLX_GTP_EXPLICIT operator bool () const ONIXS_EUROTLX_GTP_NOTHROW
 
const void * binary () const ONIXS_EUROTLX_GTP_NOTHROW
 
MessageSize binarySize () const ONIXS_EUROTLX_GTP_NOTHROW
 
BinaryMessageoperator= (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW
 

Static Public Member Functions

static void validateSize (MessageSize size)
 

Static Public Attributes

static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 286
 

Additional Inherited Members

- Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
 
- Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue ordinary (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
 
const FieldValue & ordinaryRef (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
 
Enumeration::Enum enumeration (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
 
StrRef fixedStr (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
 

Detailed Description

Definition at line 36 of file MiFIDIITrade.h.

Constructor & Destructor Documentation

MiFIDIITradeMsg ( const void *  data,
MessageSize  size 
)
inline

Initializes instance over given memory block.

Definition at line 344 of file MiFIDIITrade.h.

Member Function Documentation

AgencyCrossIndicator::Enum agencyCrossIndicator ( ) const
inline

Definition at line 264 of file MiFIDIITrade.h.

AlgorithmicIndicator::Enum algorithmicIndicator ( ) const
inline

Definition at line 306 of file MiFIDIITrade.h.

AuctionType::Enum auctionType ( ) const
inline

Definition at line 74 of file MiFIDIITrade.h.

DeferralEnrichmentType::Enum deferralEnrichmentType ( ) const
inline

Definition at line 320 of file MiFIDIITrade.h.

DuplicativeIndicator::Enum duplicativeIndicator ( ) const
inline

Definition at line 327 of file MiFIDIITrade.h.

UInt64 instrumentID ( ) const
inline

GTP Instrument Identifier.

Definition at line 53 of file MiFIDIITrade.h.

Alpha instrumentIdentificationCode ( ) const
inline

Instrument identification number. (ISIN code)

Definition at line 110 of file MiFIDIITrade.h.

Alpha instrumentIdentificationCodeType ( ) const
inline

Instrument Identification Code Type. Only valid value will be ISIN.

Definition at line 103 of file MiFIDIITrade.h.

MarketMechanism::Enum marketMechanism ( ) const
inline

Definition at line 236 of file MiFIDIITrade.h.

Alpha measurementUnit ( ) const
inline

Notation of the Quantity in Measurement Unit.

Definition at line 208 of file MiFIDIITrade.h.

MiFIDDecimal miFIDPrice ( ) const
inline

Mifid compliant Price field populated using either Price or Yield. Will contain the text 'PNDG' (right aligned) when there is a pending price.

Definition at line 82 of file MiFIDIITrade.h.

MiFIDDecimal miFIDQuantity ( ) const
inline

Number of units of the financial instrument.

Definition at line 89 of file MiFIDIITrade.h.

ModificationIndicator::Enum modificationIndicator ( ) const
inline

Definition at line 271 of file MiFIDIITrade.h.

NegotiationIndicator::Enum negotiationIndicator ( ) const
inline

Definition at line 257 of file MiFIDIITrade.h.

MiFIDDecimal notionalAmount ( ) const
inline

Notional value relevant to the security.

Definition at line 131 of file MiFIDIITrade.h.

Alpha notionalCurrency ( ) const
inline

Currency in which the notional amount is denominated.

Definition at line 138 of file MiFIDIITrade.h.

OffBookAutomatedIndicator::Enum offBookAutomatedIndicator ( ) const
inline

Definition at line 292 of file MiFIDIITrade.h.

PostTradeDeferralReason::Enum postTradeDeferralReason ( ) const
inline

Definition at line 313 of file MiFIDIITrade.h.

Alpha priceCurrency ( ) const
inline

Currency in which the price is expressed (applicable if the price is expressed as monetary value).

Definition at line 124 of file MiFIDIITrade.h.

PriceFormationIndicator::Enum priceFormationIndicator ( ) const
inline

Definition at line 299 of file MiFIDIITrade.h.

Alpha priceNotation ( ) const
inline

Indicates if the price is expressed in monetary value, in percentage or yield.

Definition at line 117 of file MiFIDIITrade.h.

Alpha pTAlgoTrade ( ) const
inline

Definition at line 180 of file MiFIDIITrade.h.

Alpha pTAmendmentFlag ( ) const
inline

Definition at line 194 of file MiFIDIITrade.h.

Alpha pTCancellationFlag ( ) const
inline

Definition at line 187 of file MiFIDIITrade.h.

Alpha pTLargeInScaleFlag ( ) const
inline

Definition at line 173 of file MiFIDIITrade.h.

Alpha pTRefPriceWaiverFlag ( ) const
inline

Definition at line 159 of file MiFIDIITrade.h.

Alpha pTSizeFlag ( ) const
inline

Definition at line 166 of file MiFIDIITrade.h.

Alpha pTTransTypeFlag ( ) const
inline

Indicates the type of transaction.

Definition at line 222 of file MiFIDIITrade.h.

DateAndTime publicationDateAndTime ( ) const
inline

Date and time when the transaction was published .

Definition at line 152 of file MiFIDIITrade.h.

MiFIDDecimal quantityinMeasurementUnit ( ) const
inline

The quantity of the Measurement Unit for commodity derivatives.

Definition at line 215 of file MiFIDIITrade.h.

ReferencePriceIndicator::Enum referencePriceIndicator ( ) const
inline

Definition at line 278 of file MiFIDIITrade.h.

SourceVenue::Enum sourceVenue ( ) const
inline

Venue from which market data is received for the instrument.

Definition at line 46 of file MiFIDIITrade.h.

SpecialDividendIndicator::Enum specialDividendIndicator ( ) const
inline

Definition at line 285 of file MiFIDIITrade.h.

UDT timestamp ( ) const
inline

Time the message was generated.

Definition at line 39 of file MiFIDIITrade.h.

TradeQualifier::Enum tradeQualifier ( ) const
inline

Definition at line 229 of file MiFIDIITrade.h.

TradeType::Enum tradeType ( ) const
inline

Definition at line 67 of file MiFIDIITrade.h.

DateAndTime tradingDateAndTime ( ) const
inline

Date and time when the transaction was executed / agreed upon.

Definition at line 96 of file MiFIDIITrade.h.

TradingMode::Enum tradingMode ( ) const
inline

Definition at line 243 of file MiFIDIITrade.h.

TransactionCategory::Enum transactionCategory ( ) const
inline

Definition at line 250 of file MiFIDIITrade.h.

Alpha transactionIdentificationCode ( ) const
inline

A unique trade identifier. The value will be right aligned.

Definition at line 60 of file MiFIDIITrade.h.

Byte transactionToBeCleared ( ) const
inline

Indicates whether the trade will be cleared.

Definition at line 201 of file MiFIDIITrade.h.

static void validateSize ( MessageSize  size)
inlinestatic

Check the given size.

Definition at line 337 of file MiFIDIITrade.h.

Alpha venueofExecution ( ) const
inline

Identification of the venue where the transaction was executed.

Definition at line 145 of file MiFIDIITrade.h.

Member Data Documentation

Total message size.

Definition at line 334 of file MiFIDIITrade.h.


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