OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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InvestigatedTrade Struct Reference

Public Types

enum  

Public Member Functions

 InvestigatedTrade ()
 InvestigatedTrade (const char *data, std::size_t dataSize)
void deserialize (const char *data, std::size_t dataSize)
void reset ()
std::string toString () const

Public Attributes

MarketId marketId
TradeId tradeId
Price price
int quantity
DateTime dateTime
TradeInvestigationStatus::Enum status
OffMarketTradeType::Enum offMarketTradeType

Detailed Description

Definition at line 36 of file InvestigatedTrade.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType 'H' 

Definition at line 39 of file InvestigatedTrade.h.

Constructor & Destructor Documentation

◆ InvestigatedTrade() [1/2]

Default constructor.

◆ InvestigatedTrade() [2/2]

InvestigatedTrade ( const char * data,
std::size_t dataSize )

Initialize from raw message data.

Member Function Documentation

◆ deserialize()

void deserialize ( const char * data,
std::size_t dataSize )

Deserialize from raw data.

◆ reset()

void reset ( )

Reset all fields to default values.

◆ toString()

std::string toString ( ) const

Returns string representation.

Member Data Documentation

◆ dateTime

DateTime dateTime

Date time the trade was investigated. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 59 of file InvestigatedTrade.h.

◆ marketId

MarketId marketId

Unique identifier of the market.

Definition at line 45 of file InvestigatedTrade.h.

◆ offMarketTradeType

OffMarketTradeType::Enum offMarketTradeType

Only for off market trade. The first character is ‘’ ' when it is a regular trade. One or two null characters ('\0'`) will be appended to the end of this field when applicable. See Appendix B for the codes and descriptions.

Definition at line 68 of file InvestigatedTrade.h.

◆ price

Price price

Price of the trade. DealPriceDenominator for the market should be applied to get the real price.

Definition at line 52 of file InvestigatedTrade.h.

◆ quantity

int quantity

Trade quantity.

Definition at line 55 of file InvestigatedTrade.h.

◆ status

Indicate current investigation status for the trade.

Definition at line 62 of file InvestigatedTrade.h.

◆ tradeId

TradeId tradeId

Unique identifier of the trade.

Definition at line 48 of file InvestigatedTrade.h.