OrderExecutedMsg Struct Reference

#include <OnixS/SgxTitan/MarketData/Itch/Messages/OrderExecutedMsg.h>

Collaboration diagram for OrderExecutedMsg:

Public Member Functions
UInt32	nanoseconds () const
OrderId	orderId () const
OrderBookId	orderBookId () const
Side::Enum	side () const throw ()
Quantity	executedQuantity () const
UInt64	matchId () const
UInt32	comboGroupId () const
StrRef	reserved1 () const throw ()
StrRef	reserved2 () const throw ()
	OrderExecutedMsg (const void *data, MessageSize size) throw ()
Public Member Functions inherited from IncomingMessage
	IncomingMessage (const void *data, MessageSize size) throw ()
MessageType::Enum	type () const throw ()
Public Member Functions inherited from BinaryMessage< BigEndianConverter >
	BinaryMessage (const void *data, MessageSize size) throw ()
ONIXS_SGXTITAN_ITCH_CONSTEXPR	BinaryMessage (const BinaryMessage &other) throw ()
const void *	binary () const throw ()
MessageSize	binarySize () const throw ()
BinaryMessage &	operator= (const BinaryMessage &other) throw ()

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static const MessageSize	messageSize_ = 52

Additional Inherited Members
Public Types inherited from BinaryMessage< BigEndianConverter >
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, BigEndianConverter >
FieldValue	ordinary (BlockSize offset) const throw ()
const FieldValue &	ordinaryRef (BlockSize offset) const throw ()
Enumeration::Enum	enumeration (BlockSize offset) const throw ()
StrRef	fixedStr (BlockSize offset) const throw ()

Detailed Description

This message is sent whenever an order on the book is executed in whole or in part.

Definition at line 30 of file OrderExecutedMsg.h.

Constructor & Destructor Documentation

OrderExecutedMsg ( const void *  data, MessageSize  size  ) throw ( )

inline

Initializes instance over given memory block.

Definition at line 102 of file OrderExecutedMsg.h.

Member Function Documentation

UInt32 comboGroupId ( ) const

inline

Used to group Combination Order Book executions and the trades in the constituent Order Books together

Definition at line 72 of file OrderExecutedMsg.h.

Quantity executedQuantity ( ) const

inline

The quantity being executed.

Definition at line 58 of file OrderExecutedMsg.h.

UInt64 matchId ( ) const

inline

Assigned by the system to each match executed.

Definition at line 64 of file OrderExecutedMsg.h.

UInt32 nanoseconds ( ) const

inline

Nanoseconds portion of the timestamp.

Definition at line 33 of file OrderExecutedMsg.h.

OrderBookId orderBookId ( ) const

inline

The Order Book ID.

Definition at line 45 of file OrderExecutedMsg.h.

OrderId orderId ( ) const

inline

The order ID is associated with the executed order.

Definition at line 39 of file OrderExecutedMsg.h.

StrRef reserved1 ( ) const throw ( )

inline

Definition at line 78 of file OrderExecutedMsg.h.

StrRef reserved2 ( ) const throw ( )

inline

Definition at line 85 of file OrderExecutedMsg.h.

Side::Enum side ( ) const throw ( )

inline

The type of order being added.

Definition at line 51 of file OrderExecutedMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 95 of file OrderExecutedMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 52

static

Total message size.

Definition at line 92 of file OrderExecutedMsg.h.

---

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

• include/OnixS/SgxTitan/MarketData/Itch/Messages/OrderExecutedMsg.h