OnixS EuroTLX MITCH Handler for C++  1.1.0.1
Public Member Functions | Static Public Member Functions | Public Attributes | List of all members
RecoveryTradeMsg Struct Reference

Public Member Functions

std::string toString () const
 Returns string representation.
 

Static Public Member Functions

static const char * name ()
 string name of the message
 

Public Attributes

UInt32 nanosecond
 Nanoseconds since last Time message.
 
Quantity executedQuantity
 Quantity executed.
 
InstrumentId instrumentId
 Instrument Identifier.
 
Byte reserved0
 
Byte reserved1
 
Price8 price
 Executed price.
 
UInt64 tradeID
 Unique identifier of the trade.
 
Byte auctionType
 This field will contain a NULL.
 
String< 4 > reserved
 
Time tradeTime
 Time trade was executed. More...
 
Date tradeDate
 This field will contain only spaces.
 
Byte actionType
 Action Type.
 
String< 4 > tradedCurrency
 This will contain only spaces.
 
Price8 originalPrice
 This will contain only zeros.
 
String< 5 > reserved2
 
Byte flags
 Not used by EuroTLX.
 
String< 20 > crossID
 Not used by EuroTLX.
 
Byte crossType
 Not used by EuroTLX.
 
Price8 impliedPrice
 The field will populate the Implied Price8 for an instrument only traded on Yield.
 
UInt8 subBook
 Sub Book.
 
- Public Attributes inherited from Message
UInt8 length
 Message Length.
 
Byte type
 Message Type.
 

Member Data Documentation

Time tradeTime

Time trade was executed.

The time is specified in terms of the local time for the server (i.e. not UTC).