InvestigatedTrade Struct Reference

#include <InvestigatedTrade.h>

Public Types
enum	{ messageType = 'H' }

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

Message type constant.

Enumerator
messageType

Definition at line 39 of file InvestigatedTrade.h.

Constructor & Destructor Documentation

InvestigatedTrade

(

)

Default constructor.

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

Initialize from raw message data.

Member Function Documentation

void deserialize	(	const char *	data,
		std::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 59 of file InvestigatedTrade.h.

MarketId marketId

Unique identifier of the market.

Definition at line 45 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 68 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 52 of file InvestigatedTrade.h.

int quantity

Trade quantity.

Definition at line 55 of file InvestigatedTrade.h.

TradeInvestigationStatus::Enum status

Indicate current investigation status for the trade.

Definition at line 62 of file InvestigatedTrade.h.

TradeId tradeId

Unique identifier of the trade.

Definition at line 48 of file InvestigatedTrade.h.

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

• OnixS/ICE/iMpact/MarketData/Messages/InvestigatedTrade.h