TradeMsg Struct Reference

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

Public Member Functions
UDT	timestamp () const ONIXS_EUROTLX_GTP_NOTHROW
UDT	transactionTime () const ONIXS_EUROTLX_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW
Size	executedSize () const ONIXS_EUROTLX_GTP_NOTHROW
UInt64	instrument () const ONIXS_EUROTLX_GTP_NOTHROW
Price	price () const ONIXS_EUROTLX_GTP_NOTHROW
Price	yield () const ONIXS_EUROTLX_GTP_NOTHROW
UInt64	tradeID () const ONIXS_EUROTLX_GTP_NOTHROW
TradeType::Enum	tradeType () const ONIXS_EUROTLX_GTP_NOTHROW
AuctionType::Enum	auctionType () const ONIXS_EUROTLX_GTP_NOTHROW
BitField	flags () const ONIXS_EUROTLX_GTP_NOTHROW
HiddenExecutionIndicator::Enum	hiddenExecutionIndicator () const ONIXS_EUROTLX_GTP_NOTHROW
TradeQualifier::Enum	tradeQualifier () const ONIXS_EUROTLX_GTP_NOTHROW
	TradeMsg (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
BinaryMessage &	operator= (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_ = 66

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 Trade.h.

Constructor & Destructor Documentation

TradeMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 141 of file Trade.h.

Member Function Documentation

AuctionType::Enum auctionType ( ) const

inline

Definition at line 103 of file Trade.h.

Size executedSize ( ) const

inline

Total executed quantity.

Definition at line 60 of file Trade.h.

BitField flags ( ) const

inline

Definition at line 110 of file Trade.h.

HiddenExecutionIndicator::Enum hiddenExecutionIndicator ( ) const

inline

Hidden execution indicator.

Definition at line 117 of file Trade.h.

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 67 of file Trade.h.

Price price ( ) const

inline

Executed price. Will be set to 1 if the price is pending. Implied price if instrument is traded in yield.

Definition at line 75 of file Trade.h.

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 53 of file Trade.h.

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file Trade.h.

UInt64 tradeID ( ) const

inline

Unique identifier of the trade.

Definition at line 89 of file Trade.h.

TradeQualifier::Enum tradeQualifier ( ) const

inline

Definition at line 124 of file Trade.h.

TradeType::Enum tradeType ( ) const

inline

Definition at line 96 of file Trade.h.

UDT transactionTime ( ) const

inline

Execution timestamp as reported by the supported market.

Definition at line 46 of file Trade.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 134 of file Trade.h.

Price yield ( ) const

inline

Yield at which the trade was done, if the instrument trades in yield. Blank if not.

Definition at line 82 of file Trade.h.

Member Data Documentation

ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 66

static

Total message size.

Definition at line 131 of file Trade.h.

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

• include/OnixS/EuroTLX/MarketData/GTP/Messages/Trade.h