Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
long long TradeId
Alias for order identifiers type.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
This class represents the Investigated Trade Message.
TradeId tradeId
Unique identifier of the trade.
std::string toString() const
Returns string representation.
TradeInvestigationStatus::Enum status
Indicate current investigation status for the trade.
OffMarketTradeType::Enum offMarketTradeType
InvestigatedTrade()
Default constructor.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
void reset()
Reset all fields to default values.
int quantity
Trade quantity.
MarketId marketId
Unique identifier of the market.
InvestigatedTrade(const char *data, std::size_t dataSize)
Initialize from raw message data.
Enum
Known types of block trade.
Enum
Defines known trade investigation statuses.