OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.13.1
API documentation
InvestigatedTrade Struct Reference

#include <InvestigatedTrade.h>

Public Types

enum  { messageType = 'H' }

Public Member Functions

 InvestigatedTrade ()
 InvestigatedTrade (const char *data, size_t dataSize)
void deserialize (const char *data, 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

Message type constant.


Definition at line 39 of file InvestigatedTrade.h.

Constructor & Destructor Documentation

Default constructor.

InvestigatedTrade ( const char *  data,
size_t  dataSize 

Initialize from raw message data.

Member Function Documentation

void deserialize ( const char *  data,
size_t  dataSize 

Deserialize from raw data.

void reset ( )

Reset all fields to default values.

std::string toString ( ) const

Returns string representation.

Member Data Documentation

DateTime dateTime

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

Definition at line 56 of file InvestigatedTrade.h.

MarketId marketId

Unique identifier of the market.

Definition at line 42 of file InvestigatedTrade.h.

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 65 of file InvestigatedTrade.h.

Price price

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

Definition at line 49 of file InvestigatedTrade.h.

int quantity

Trade quantity.

Definition at line 52 of file InvestigatedTrade.h.

Indicate current investigation status for the trade.

Definition at line 59 of file InvestigatedTrade.h.

TradeId tradeId

Unique identifier of the trade.

Definition at line 45 of file InvestigatedTrade.h.

The documentation for this struct was generated from the following file: