TradeMsg 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.
UInt32	instrumentId
	Instrument Identifier.
Byte	reserved0
Byte	reserved1
Price8	price
	Executed price. More...
UInt64	tradeMatchID
	Unique identifier of the trade.
Byte	reserved2
String< 20 >	reserved3
UInt8	reserved4
Price8	impliedPrice
	The field will populate the Implied Price for an instrument only traded on Yield. More...
UInt8	subBook
	In case of regular trades this field will be set to 0.
Public Attributes inherited from Message
UInt8	length
	Message Length.
Byte	type
	Message Type.

Member Data Documentation

Price8 impliedPrice

The field will populate the Implied Price for an instrument only traded on Yield.

Price8 price

Executed price.

Will indicate the yield if instrument is traded on yield.