26 ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN
36 return ordinary<UInt32>(1);
42 return ordinary<UInt64>(5);
50 return ordinary<UInt32>(13);
57 return enumeration<TradeSide>(17);
63 return ordinary<UInt64>(18);
69 return ordinary<UInt32>(26);
75 return Price(ordinary<Int32>(30));
82 return fixedStr<7>(34);
89 return fixedStr<7>(41);
97 return enumeration<Printable>(48);
104 return enumeration<OccurredAtCross>(49);
113 if(size < messageSize_)
126 ONIXS_SGXTITAN_ITCH_API
void toStr(std::string&,
const TradeMsg&);
139 stream <<
toStr(msg);
143 ONIXS_SGXTITAN_ITCH_NAMESPACE_END
UInt32 nanoseconds() const
Nanoseconds portion of the timestamp.
#define ONIXS_SGXTITAN_ITCH_CONST_OR_CONSTEXPR
Price tradePrice() const
Trade Price.
OccurredAtCross::Enum occurredAtCross() const
Occurred at Cross.
TradeSide::Enum side() const
The type of non-display on the book being matched.
#define ONIXS_SGXTITAN_ITCH_NOTHROW
UInt64 Quantity
Alias for Quantity type.
static void validateSize(MessageSize size)
Check the given size.
UInt32 OrderBookId
Alias for Security Id type.
IncomingMessage(const void *data, MessageSize size)
UInt16 MessageSize
Aliases message length type.
UInt32 comboGroupId() const
UInt64 matchId() const
Assigned by the system to each match executed.
OrderBookId orderBookId() const
The Order Book ID.
ONIXS_SGXTITAN_ITCH_API void toStr(std::string &, MessageType::Enum)
Appends string presentation of object.
TradeMsg(const void *data, MessageSize size)
Initializes instance over given memory block.
ONIXS_SGXTITAN_ITCH_API std::ostream & operator<<(std::ostream &stream, const ServiceDescriptor &descriptor)
Printable::Enum printable() const
ONIXS_SGXTITAN_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Quantity quantity() const
The quantity being matched in this execution.
Provides efficient way of accessing text-based FIX field values.