26 ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN
35 return ordinary<UInt32>(1);
41 return ordinary<UInt64>(5);
47 return ordinary<UInt32>(13);
54 return enumeration<Side>(17);
60 return ordinary<UInt64>(18);
66 return ordinary<UInt64>(26);
74 return ordinary<UInt32>(34);
81 return fixedStr<7>(38);
88 return fixedStr<7>(45);
97 if(size < messageSize_)
123 stream <<
toStr(msg);
127 ONIXS_SGXTITAN_ITCH_NAMESPACE_END
UInt32 nanoseconds() const
Nanoseconds portion of the timestamp.
UInt64 OrderId
Alias for OrderId type.
#define ONIXS_SGXTITAN_ITCH_CONST_OR_CONSTEXPR
static void validateSize(MessageSize size)
Check the given size.
Quantity executedQuantity() const
The quantity being executed.
#define ONIXS_SGXTITAN_ITCH_NOTHROW
UInt64 Quantity
Alias for Quantity type.
UInt32 OrderBookId
Alias for Security Id type.
Side::Enum side() const
The type of order being added.
IncomingMessage(const void *data, MessageSize size)
UInt16 MessageSize
Aliases message length type.
OrderExecutedMsg(const void *data, MessageSize size)
Initializes instance over given memory block.
ONIXS_SGXTITAN_ITCH_API void toStr(std::string &, MessageType::Enum)
Appends string presentation of object.
UInt64 matchId() const
Assigned by the system to each match executed.
ONIXS_SGXTITAN_ITCH_API std::ostream & operator<<(std::ostream &stream, const ServiceDescriptor &descriptor)
OrderId orderId() const
The order ID is associated with the executed order.
ONIXS_SGXTITAN_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Provides efficient way of accessing text-based FIX field values.
OrderBookId orderBookId() const
The Order Book ID.
UInt32 comboGroupId() const