Definition at line 36 of file Trade.h.
◆ anonymous enum
Message type constant.
Enumerator |
---|
messageType | 'G' | |
Definition at line 39 of file Trade.h.
◆ Trade() [1/2]
◆ Trade() [2/2]
Trade |
( |
const char * | data, |
|
|
std::size_t | dataSize ) |
Initialize from raw message data.
◆ deserialize()
void deserialize |
( |
const char * | data, |
|
|
std::size_t | dataSize ) |
Deserialize from raw data.
◆ reset()
Reset all fields to default values.
◆ toString()
std::string toString |
( |
| ) |
const |
Returns string representation.
◆ 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
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
Indicate if it is a system priced leg.
Definition at line 51 of file Trade.h.
◆ marketId
MarketID of the instrument that was traded.
Definition at line 45 of file Trade.h.
◆ 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 of the trade. DealPriceDenominator for the market should be applied to get the real price.
Definition at line 55 of file Trade.h.
◆ quantity
◆ 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
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
Indicates type of system priced leg.
Definition at line 64 of file Trade.h.
◆ tradeId
Unique identifier of the trade message, unique per market.
Definition at line 48 of file Trade.h.
◆ transactDateTime
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition at line 61 of file Trade.h.