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
bool	visibilityGroup (Integer1 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	contraVisibilityGroup (Integer1 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	tradeFlags (Integer1 &value) 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
BinaryMessage &	operator= (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_ = 57
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize	minMessageSize_ = 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 144 of file Trade.h.

Member Function Documentation

contraVisibilityGroup()

bool contraVisibilityGroup ( Integer1 & value ) const

inline

Reserved for future use. A number in the range 0 to 255 indicating which visibility group was used on the order that traded with this one, not applicable to all feeds.

Definition at line 109 of file Trade.h.

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 FMX-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

FMX internal tracking/sequence number.

Definition at line 46 of file Trade.h.

tradeFlags()

bool tradeFlags ( Integer1 & value ) const

inline

A bitmap with each bit carrying a specific meaning, not applicable to all feeds.

Definition at line 120 of file Trade.h.

tradeIdentifier()

Integer8 tradeIdentifier ( ) const

inline

Assigned by FMX 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 137 of file Trade.h.

visibilityGroup()

bool visibilityGroup ( Integer1 & value ) const

inline

Reserved for future use. A number in the range 0 to 255 indicating to which visibility group this order was directed, not applicable to all feeds.

Definition at line 97 of file Trade.h.

Member Data Documentation

messageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 57

static

Total message size.

Definition at line 131 of file Trade.h.

minMessageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_ = 54

static

Min message size.

Definition at line 134 of file Trade.h.