OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.10.0
API documentation
SpotMarketTrade Struct Reference

#include <SpotMarketTrade.h>

Public Types

enum  { messageType = 'Y' }
 

Public Member Functions

 SpotMarketTrade ()
 
 SpotMarketTrade (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 transactDateTime
 
DateTime deliveryBeginDateTime
 
DateTime deliveryEndDateTime
 
bool isSystemPricedLeg
 

Detailed Description

Definition at line 35 of file SpotMarketTrade.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 38 of file SpotMarketTrade.h.

Constructor & Destructor Documentation

Default constructor.

SpotMarketTrade ( 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 deliveryBeginDateTime

Delivery begin date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 58 of file SpotMarketTrade.h.

DateTime deliveryEndDateTime

Delivery end date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 62 of file SpotMarketTrade.h.

bool isSystemPricedLeg

Indicate if it is a system priced leg.

Definition at line 65 of file SpotMarketTrade.h.

MarketId marketId

MarketID of the instrument that was traded.

Definition at line 41 of file SpotMarketTrade.h.

Price price

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

Definition at line 48 of file SpotMarketTrade.h.

int quantity

Trade quantity.

Definition at line 51 of file SpotMarketTrade.h.

TradeId tradeId

Unique identifier of the trade message, unique per market.

Definition at line 44 of file SpotMarketTrade.h.

DateTime transactDateTime

Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 54 of file SpotMarketTrade.h.


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