TradeMsg Struct Reference

#include <OnixS/FenicsUST/MarketData/Bimp/Messages/Trade.h>

Public Member Functions
Integer4	instrumentLocate () const ONIXS_FENICSUST_BIMP_NOTHROW
Integer8	trackingNumber () const ONIXS_FENICSUST_BIMP_NOTHROW
Integer8	timestamp () const ONIXS_FENICSUST_BIMP_NOTHROW
Integer8	orderReferenceNumber () const ONIXS_FENICSUST_BIMP_NOTHROW
Integer8	executedQuantity () const ONIXS_FENICSUST_BIMP_NOTHROW
Integer8	tradeIdentifier () const ONIXS_FENICSUST_BIMP_NOTHROW
SignedInteger8	executionPrice () const ONIXS_FENICSUST_BIMP_NOTHROW
Side::Enum	side () const ONIXS_FENICSUST_BIMP_NOTHROW
	TradeMsg (const void *data, MessageSize size) ONIXS_FENICSUST_BIMP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_FENICSUST_BIMP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_FENICSUST_BIMP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_FENICSUST_BIMP_NOTHROW
ONIXS_FENICSUST_BIMP_EXPLICIT	operator bool () const ONIXS_FENICSUST_BIMP_NOTHROW
const void *	binary () const ONIXS_FENICSUST_BIMP_NOTHROW
MessageSize	binarySize () const ONIXS_FENICSUST_BIMP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_FENICSUST_BIMP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 54

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSizeoffset, MessageSizesize) const ONIXS_FENICSUST_BIMP_NOTHROW
FieldValue	ordinary (MessageSizeoffset) const ONIXS_FENICSUST_BIMP_NOTHROW
const FieldValue &	ordinaryRef (MessageSizeoffset) const ONIXS_FENICSUST_BIMP_NOTHROW
Enumeration::Enum	enumeration (MessageSizeoffset) const ONIXS_FENICSUST_BIMP_NOTHROW
StrRef	fixedStr (MessageSizeoffset) const ONIXS_FENICSUST_BIMP_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 106 of file Trade.h.

Member Function Documentation

Integer8 executedQuantity ( ) const

inline

Total quantity of the order that matched within this execution.

Definition at line 68 of file Trade.h.

SignedInteger8 executionPrice ( ) const

inline

Price at which this execution occurred.

Definition at line 82 of file Trade.h.

Integer4 instrumentLocate ( ) const

inline

Instrument locate code identifying the instrument.

Definition at line 39 of file Trade.h.

Integer8 orderReferenceNumber ( ) const

inline

The Fenics USTreasuries generated identifier for this order.

Definition at line 61 of file Trade.h.

Side::Enum side ( ) const

inline

Side.

Definition at line 89 of file Trade.h.

Integer8 timestamp ( ) const

inline

Timestamp for this message. Expressed as the number of nanoseconds since Unix Epoch (00:00:00 UTC on 1 January 1970).

Definition at line 54 of file Trade.h.

Integer8 trackingNumber ( ) const

inline

Fenics USTreasuries internal tracking/sequence number.

Definition at line 46 of file Trade.h.

Integer8 tradeIdentifier ( ) const

inline

Assigned by Fenics USTreasuries to each execution that occurs.

Definition at line 75 of file Trade.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 99 of file Trade.h.

Member Data Documentation

ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 54

static

Total message size.

Definition at line 96 of file Trade.h.

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

• include/OnixS/FenicsUST/MarketData/Bimp/Messages/Trade.h