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

Public Types

enum  

Public Member Functions

 Trade ()
 Trade (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
bool isSystemPricedLeg
Price price
int quantity
DateTime transactDateTime
SystemPricedLegType::Enum systemPricedLegType
bool isImpliedSpreadAtMarketOpen
bool isAdjustedTrade
AggressorSide::Enum aggressorSide
TradeExtraFlags::Enum extraFlags
OffMarketTradeType::Enum offMarketTradeType
int sequenceWithinMillis
DateTime requestTradingEngineReceivedTimestamp

Detailed Description

Definition at line 36 of file Trade.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType 'G' 

Definition at line 39 of file Trade.h.

Constructor & Destructor Documentation

◆ Trade() [1/2]

Trade ( )

Default constructor.

◆ Trade() [2/2]

Trade ( 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

◆ aggressorSide

AggressorSide::Enum aggressorSide

Used to identify which side of a trade the aggressor was on.

Definition at line 74 of file Trade.h.

◆ extraFlags

Extra flags.

Definition at line 77 of file Trade.h.

◆ isAdjustedTrade

bool isAdjustedTrade

Indicate if the trade is an adjusted trade.

Definition at line 71 of file Trade.h.

◆ isImpliedSpreadAtMarketOpen

bool isImpliedSpreadAtMarketOpen

Indicate if the trade happens at market open due to spread implied. When flag is true, such deal should not be included in market stats.

Definition at line 68 of file Trade.h.

◆ isSystemPricedLeg

bool isSystemPricedLeg

Indicate if it is a system priced leg.

Definition at line 51 of file Trade.h.

◆ marketId

MarketId marketId

MarketID of the instrument that was traded.

Definition at line 45 of file Trade.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 83 of file Trade.h.

◆ price

Price price

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

Definition at line 55 of file Trade.h.

◆ quantity

int quantity

Trade quantity.

Definition at line 58 of file Trade.h.

◆ requestTradingEngineReceivedTimestamp

DateTime requestTradingEngineReceivedTimestamp

This field can be used to get the time the trading engine received the request that triggers this message. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later. Note: This field could be set to different values or 0 for some scenarios. Please refer to the FAQs for more details.

Definition at line 95 of file Trade.h.

◆ sequenceWithinMillis

int sequenceWithinMillis

Can be used in conjunction with TransactDateTime field for sequence of deals within same milliseconds time.

Definition at line 87 of file Trade.h.

◆ systemPricedLegType

SystemPricedLegType::Enum systemPricedLegType

Indicates type of system priced leg.

Definition at line 64 of file Trade.h.

◆ tradeId

TradeId tradeId

Unique identifier of the trade message, unique per market.

Definition at line 48 of file Trade.h.

◆ transactDateTime

DateTime transactDateTime

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

Definition at line 61 of file Trade.h.