OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
SpotMarketTrade.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::SpotMarketTrade` message structure
4  */
5 /*
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23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 
29 #include <iosfwd>
30 #include <string>
31 
32 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
33 
34 /// This class represents the Spot Market Trade Message.
35 struct ONIXS_ICEMDH_EXPORT SpotMarketTrade
36 {
37  /// Message type constant
38  enum { messageType = 'Y' };
39 
40  /// MarketID of the instrument that was traded.
42 
43  /// Unique identifier of the trade message, unique per market.
45 
46  /// Price of the trade. `DealPriceDenominator` for the market should be
47  /// applied to get the real price.
49 
50  /// Trade quantity.
51  int quantity;
52 
53  /// Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
55 
56  /// Delivery begin date time. Milliseconds since Jan 1st, 1970, 00:00:00
57  /// GMT.
59 
60  /// Delivery end date time. Milliseconds since Jan 1st, 1970, 00:00:00
61  /// GMT.
63 
64  /// Indicate if it is a system priced leg.
66 
67  /// Default constructor.
69 
70  /// Initialize from raw message data.
71  SpotMarketTrade(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 SpotMarketTrade&);
85 
86 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
This class represents the Spot Market Trade Message.
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.
TradeId tradeId
Unique identifier of the trade message, unique per market.
DateTime transactDateTime
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
long long TradeId
Alias for order identifiers type.
Definition: Types.h:45
MarketId marketId
MarketID of the instrument that was traded.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57
bool isSystemPricedLeg
Indicate if it is a system priced leg.