OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
InvestigatedTrade.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::InvestigatedTrade` message structure
4  */
5 /*
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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 Investigated Trade Message.
36 struct ONIXS_ICEMDH_EXPORT InvestigatedTrade
37 {
38  /// Message type constant
39  enum { messageType = 'H' };
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 investigated. Milliseconds since Jan 1st,
55  /// 1970, 00:00:00 GMT.
57 
58  /// Indicate current investigation status for the trade.
60 
61  /// Only for off market trade. The first character is `' '` when it is a
62  /// regular trade. One or two null characters (`'\\0'`) will be appended
63  /// to the end of this field when applicable. See Appendix B for the codes
64  /// and descriptions.
66 
67  /// Default constructor.
69 
70  /// Initialize from raw message data.
71  InvestigatedTrade(const char* data, size_t dataSize);
72 
73  /// Deserialize from raw data.
74  void deserialize(const char* data, size_t dataSize);
75 
76  /// Reset all fields to default values.
77  void reset();
78 
79  /// Returns string representation.
80  std::string toString() const;
81 };
82 
83 /// Make it printable using C++ I/O streams.
84 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const InvestigatedTrade&);
85 
86 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
TradeId tradeId
Unique identifier of the trade.
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.
TradeInvestigationStatus::Enum status
Indicate current investigation status for the trade.
Enum
Defines known trade investigation statuses.
Definition: Enumerations.h:237
long long TradeId
Alias for order identifiers type.
Definition: Types.h:45
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
This class represents the Investigated Trade Message.