OnixS C++ FMX UST BIMP Market Data Handler 1.2.0
API documentation
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TradeMsg Struct Reference

Public Member Functions

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

Static Public Member Functions

static void validateSize (MessageSize size)

Static Public Attributes

static ONIXS_FMXUST_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 (MessageSize offset, MessageSize size) const ONIXS_FMXUST_BIMP_NOTHROW
FieldValue ordinary (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
const FieldValue & ordinaryRef (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
Enumeration::Enum enumeration (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
StrRef fixedStr (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW

Detailed Description

Definition at line 36 of file Trade.h.

Constructor & Destructor Documentation

◆ TradeMsg()

TradeMsg ( const void * data,
MessageSize size )
inline

Initializes instance over given memory block.

Definition at line 106 of file Trade.h.

Member Function Documentation

◆ executedQuantity()

Integer8 executedQuantity ( ) const
inline

Total quantity of the order that matched within this execution.

Definition at line 68 of file Trade.h.

◆ executionPrice()

SignedInteger8 executionPrice ( ) const
inline

Price at which this execution occurred.

Definition at line 82 of file Trade.h.

◆ instrumentLocate()

Integer4 instrumentLocate ( ) const
inline

Instrument locate code identifying the instrument.

Definition at line 39 of file Trade.h.

◆ orderReferenceNumber()

Integer8 orderReferenceNumber ( ) const
inline

The Fenics USTreasuries generated identifier for this order.

Definition at line 61 of file Trade.h.

◆ side()

Side::Enum side ( ) const
inline

Side.

Definition at line 89 of file Trade.h.

◆ timestamp()

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.

◆ trackingNumber()

Integer8 trackingNumber ( ) const
inline

Fenics USTreasuries internal tracking/sequence number.

Definition at line 46 of file Trade.h.

◆ tradeIdentifier()

Integer8 tradeIdentifier ( ) const
inline

Assigned by Fenics USTreasuries to each execution that occurs.

Definition at line 75 of file Trade.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 99 of file Trade.h.

Member Data Documentation

◆ messageSize_

Total message size.

Definition at line 96 of file Trade.h.