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. | |
Time tradeTime |
Time trade was executed.
The time is specified in terms of the local time for the server (i.e. not UTC).