101 if (ONIXS_FMXUST_BIMP_CHECK_EXPECT((size <
messageSize_),
false))
#define ONIXS_FMXUST_BIMP_NOTHROW
#define ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR
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.
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...
Integer8 timestamp() const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 executedQuantity() const ONIXS_FMXUST_BIMP_NOTHROW
Total quantity of the order that matched within this execution.
Integer8 orderReferenceNumber() const ONIXS_FMXUST_BIMP_NOTHROW
The Fenics USTreasuries generated identifier for this order.
TradeMsg(const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Initializes instance over given memory block.
Integer8 tradeIdentifier() const ONIXS_FMXUST_BIMP_NOTHROW
Assigned by Fenics USTreasuries to each execution that occurs.
Integer8 trackingNumber() const ONIXS_FMXUST_BIMP_NOTHROW
Fenics USTreasuries internal tracking/sequence number.
static void validateSize(MessageSize size)
Check the given size.
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Integer4 instrumentLocate() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument locate code identifying the instrument.
Side::Enum side() const ONIXS_FMXUST_BIMP_NOTHROW
Side.
SignedInteger8 executionPrice() const ONIXS_FMXUST_BIMP_NOTHROW
Price at which this execution occurred.