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

Collaboration diagram for OrderExecutedWithPriceMsg:

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 ()

Price	tradePrice () const

OccurredAtCross::Enum	occurredAtCross () const throw ()

Printable::Enum	printable () const throw ()

	OrderExecutedWithPriceMsg (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_ = 58

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 in the relatively rare event when an order on the book is executed in whole or in part with a price different than the initial display price.

Definition at line 32 of file OrderExecutedWithPriceMsg.h.