Definition at line 36 of file Trade.h.
Message type constant.
Definition at line 39 of file Trade.h.
||const char *
Initialize from raw message data.
||const char *
Deserialize from raw data.
Reset all fields to default values.
Returns string representation.
Used to identify which side of a trade the aggressor was on.
Definition at line 71 of file Trade.h.
Definition at line 74 of file Trade.h.
Indicate if the trade is an adjusted trade.
Definition at line 68 of file Trade.h.
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 65 of file Trade.h.
Indicate if it is a system priced leg.
Definition at line 48 of file Trade.h.
MarketID of the instrument that was traded.
Definition at line 42 of file Trade.h.
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 80 of file Trade.h.
Price of the trade.
DealPriceDenominator for the market should be applied to get the real price.
Definition at line 52 of file Trade.h.
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 92 of file Trade.h.
Can be used in conjunction with
TransactDateTime field for sequence of deals within same milliseconds time.
Definition at line 84 of file Trade.h.
Indicates type of system priced leg.
Definition at line 61 of file Trade.h.
Unique identifier of the trade message, unique per market.
Definition at line 45 of file Trade.h.
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition at line 58 of file Trade.h.
The documentation for this struct was generated from the following file: