Trade Struct Reference

#include <Trade.h>

Public Types
enum	{ messageType = 'G' }

Public Member Functions
	Trade ()
	Trade (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
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

Message type constant.

Enumerator
messageType

Definition at line 39 of file Trade.h.

Constructor & Destructor Documentation

Trade

(

)

Default constructor.

Trade	(	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

AggressorSide::Enum aggressorSide

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

Definition at line 71 of file Trade.h.

TradeExtraFlags::Enum extraFlags

Extra flags.

Definition at line 74 of file Trade.h.

bool isAdjustedTrade

Indicate if the trade is an adjusted trade.

Definition at line 68 of file Trade.h.

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 65 of file Trade.h.

bool isSystemPricedLeg

Indicate if it is a system priced leg.

Definition at line 48 of file Trade.h.

MarketId marketId

MarketID of the instrument that was traded.

Definition at line 42 of file Trade.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 80 of file Trade.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 Trade.h.

int quantity

Trade quantity.

Definition at line 55 of file Trade.h.

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 92 of file Trade.h.

int sequenceWithinMillis

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

Definition at line 84 of file Trade.h.

SystemPricedLegType::Enum systemPricedLegType

Indicates type of system priced leg.

Definition at line 61 of file Trade.h.

TradeId tradeId

Unique identifier of the trade message, unique per market.

Definition at line 45 of file Trade.h.

DateTime transactDateTime

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

Definition at line 58 of file Trade.h.

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

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