101 Trade(
const char* data, std::size_t dataSize);
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.
Enum
Aggressor side constants.
Enum
Known types of block trade.
Enum
Known types of system priced legs.
This class represents the Trade Message.
DateTime transactDateTime
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
TradeId tradeId
Unique identifier of the trade message, unique per market.
std::string toString() const
Returns string representation.
bool isImpliedSpreadAtMarketOpen
bool isSystemPricedLeg
Indicate if it is a system priced leg.
Trade(const char *data, std::size_t dataSize)
Initialize from raw message data.
AggressorSide::Enum aggressorSide
Used to identify which side of a trade the aggressor was on.
OffMarketTradeType::Enum offMarketTradeType
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
TradeExtraFlags::Enum extraFlags
Extra flags.
SystemPricedLegType::Enum systemPricedLegType
Indicates type of system priced leg.
DateTime requestTradingEngineReceivedTimestamp
void reset()
Reset all fields to default values.
Trade()
Default constructor.
int quantity
Trade quantity.
MarketId marketId
MarketID of the instrument that was traded.
bool isAdjustedTrade
Indicate if the trade is an adjusted trade.