OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
CancelledTrade.h
Go to the documentation of this file.
1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::CancelledTrade` message structure
4  */
5 /*
6  * Copyright (c) Onix Solutions Limited. All rights reserved.
7  *
8  * This software owned by Onix Solutions Limited and is protected by copyright law
9  * and international copyright treaties.
10  *
11  * Access to and use of the software is governed by the terms of the applicable ONIXS Software
12  * Services Agreement (the Agreement) and Customer end user license agreements granting
13  * a non-assignable, non-transferable and non-exclusive license to use the software
14  * for it's own data processing purposes under the terms defined in the Agreement.
15  *
16  * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
17  * of this source code or associated reference material to any other location for further reproduction
18  * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
19  *
20  * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
21  * the terms of the Agreement is a violation of copyright law.
22  */
23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 #include "../Enumerations.h"
29 
30 #include <iosfwd>
31 #include <string>
32 
33 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34 
35 /// This class represents the Cancelled Trade Message.
36 struct ONIXS_ICEMDH_EXPORT CancelledTrade
37 {
38  /// Message type constant
39  enum { messageType = 'I' };
40 
41  /// Unique identifier of the market.
43 
44  /// Unique identifier of the trade.
46 
47  /// Price of the trade. `DealPriceDenominator` for the market should be
48  /// applied to get the real price.
50 
51  /// Trade quantity.
52  int quantity;
53 
54  /// Date time the trade was cancelled. Milliseconds since Jan 1st, 1970,
55  /// 00:00:00 GMT.
57 
58  /// Only for off market trade. The first character is `' '` when it is a
59  /// regular trade. One or two null characters (`'\\0'`) will be appended
60  /// to the end of this field when applicable. See Appendix B for the codes
61  /// and descriptions.
63 
64  /// Default constructor.
66 
67  /// Initialize from raw message data.
68  CancelledTrade(const char* data, size_t dataSize);
69 
70  /// Deserialize from raw data.
71  void deserialize(const char* data, size_t dataSize);
72 
73  /// Reset all fields to default values.
74  void reset();
75 
76  /// Returns string representation.
77  std::string toString() const;
78 };
79 
80 /// Make it printable using C++ I/O streams.
81 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const CancelledTrade&);
82 
83 }}}} // namespace MarketData, iMpact, ICE, OnixS
TradeId tradeId
Unique identifier of the trade.
long long Price
Alias for order identifiers type.
Definition: Types.h:54
int MarketId
Alias for market identifiers type.
Definition: Types.h:39
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
long long TradeId
Alias for order identifiers type.
Definition: Types.h:45
This class represents the Cancelled Trade Message.
MarketId marketId
Unique identifier of the market.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57