OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
Messages.TradeMsg.cpp
Go to the documentation of this file.
1 /*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5 * and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
8 * Services Agreement (the Agreement) and Customer end user license agreements granting
9 * a non-assignable, non-transferable and non-exclusive license to use the software
10 * for it's own data processing purposes under the terms defined in the Agreement.
11 *
12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13 * of this source code or associated reference material to any other location for further reproduction
14 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15 *
16 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17 * the terms of the Agreement is a violation of copyright law.
18 */
19 
21 
22 ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN
23 
24  void toStr(std::string& str, const TradeMsg& msg)
25  {
26  str += "TradeMsg [";
27 
28  str += "nanoseconds="; toStr(str, msg.nanoseconds()); str += ", ";
29  str += "matchId="; toStr(str, msg.matchId()); str += ", ";
30  str += "comboGroupId="; toStr(str, msg.comboGroupId()); str += ", ";
31  str += "side="; toStr(str, msg.side()); str += ", ";
32  str += "quantity="; toStr(str, msg.quantity()); str += ", ";
33  str += "orderBookId="; toStr(str, msg.orderBookId()); str += ", ";
34  str += "tradePrice="; toStr(str, msg.tradePrice()); str += ", ";
35  str += "reserved1='"; toStr(str, msg.reserved1()); str += "'"; str += ", ";
36  str += "reserved2='"; toStr(str, msg.reserved2()); str += "'"; str += ", ";
37  str += "printable="; toStr(str, msg.printable()); str += ", ";
38  str += "occurredAtCross="; toStr(str, msg.occurredAtCross());
39 
40  str += "]";
41  }
42 
43 ONIXS_SGXTITAN_ITCH_NAMESPACE_END
UInt32 nanoseconds() const
Nanoseconds portion of the timestamp.
Definition: TradeMsg.h:34
Price tradePrice() const
Trade Price.
Definition: TradeMsg.h:73
OccurredAtCross::Enum occurredAtCross() const
Occurred at Cross.
Definition: TradeMsg.h:101
TradeSide::Enum side() const
The type of non-display on the book being matched.
Definition: TradeMsg.h:54
UInt64 matchId() const
Assigned by the system to each match executed.
Definition: TradeMsg.h:40
OrderBookId orderBookId() const
The Order Book ID.
Definition: TradeMsg.h:67
ONIXS_SGXTITAN_ITCH_API void toStr(std::string &, MessageType::Enum)
Appends string presentation of object.
Printable::Enum printable() const
Definition: TradeMsg.h:94
Quantity quantity() const
The quantity being matched in this execution.
Definition: TradeMsg.h:61