OnixS C++ FMX UST BIMP Market Data Handler 1.2.0
API documentation
Loading...
Searching...
No Matches
Trade.h
Go to the documentation of this file.
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
22#include <vector>
23
28
29
30namespace OnixS {
31namespace FmxUST {
32namespace MarketData {
33namespace Bimp {
34
36 struct TradeMsg : public BinaryMessage
37 {
44
51
59
66
73
80
87
91 {
92 return enumeration<Side>(53);
93 }
94
97
99 static void validateSize(MessageSize size)
100 {
101 if (ONIXS_FMXUST_BIMP_CHECK_EXPECT((size < messageSize_), false))
102 throwIncorrectSize("Trade", size, messageSize_);
103 }
104
106 TradeMsg(const void* data, MessageSize size)
108 : BinaryMessage(data, size)
109 {
110 }
111 };
112
114 ONIXS_FMXUST_BIMP_API void toStr(std::string&, const TradeMsg&);
115
117 inline std::string toStr(const TradeMsg& msg)
118 {
119 std::string str;
120 toStr(str, msg);
121 return str;
122 }
123
124}
125}
126}
127}
#define ONIXS_FMXUST_BIMP_NOTHROW
Definition Compiler.h:108
#define ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR
Definition Compiler.h:111
Enumeration::Enum enumeration(MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
FieldValue ordinary(MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
BinaryMessage() ONIXS_FMXUST_BIMP_NOTHROW
Initializes blank instance referencing to nothing.
ONIXS_FMXUST_BIMP_API ONIXS_FMXUST_BIMP_COLDPATH ONIXS_FMXUST_BIMP_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Integer2 MessageSize
Aliases message length type.
Definition Defines.h:100
ONIXS_FMXUST_BIMP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
The trade message is designed to provide execution details for match events involving non-displayable...
Definition Trade.h:37
Integer8 timestamp() const ONIXS_FMXUST_BIMP_NOTHROW
Definition Trade.h:54
Integer8 executedQuantity() const ONIXS_FMXUST_BIMP_NOTHROW
Total quantity of the order that matched within this execution.
Definition Trade.h:68
Integer8 orderReferenceNumber() const ONIXS_FMXUST_BIMP_NOTHROW
The Fenics USTreasuries generated identifier for this order.
Definition Trade.h:61
TradeMsg(const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Initializes instance over given memory block.
Definition Trade.h:106
Integer8 tradeIdentifier() const ONIXS_FMXUST_BIMP_NOTHROW
Assigned by Fenics USTreasuries to each execution that occurs.
Definition Trade.h:75
Integer8 trackingNumber() const ONIXS_FMXUST_BIMP_NOTHROW
Fenics USTreasuries internal tracking/sequence number.
Definition Trade.h:46
static void validateSize(MessageSize size)
Check the given size.
Definition Trade.h:99
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Definition Trade.h:96
Integer4 instrumentLocate() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument locate code identifying the instrument.
Definition Trade.h:39
Side::Enum side() const ONIXS_FMXUST_BIMP_NOTHROW
Side.
Definition Trade.h:89
SignedInteger8 executionPrice() const ONIXS_FMXUST_BIMP_NOTHROW
Price at which this execution occurred.
Definition Trade.h:82