TradeMsg Struct Reference

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

Collaboration diagram for TradeMsg:

Public Member Functions
UInt32	nanoseconds () const
UInt64	matchId () const
UInt32	comboGroupId () const
TradeSide::Enum	side () const throw ()
Quantity	quantity () const
OrderBookId	orderBookId () const
Price	tradePrice () const
StrRef	reserved1 () const throw ()
StrRef	reserved2 () const throw ()
Printable::Enum	printable () const throw ()
OccurredAtCross::Enum	occurredAtCross () const throw ()
	TradeMsg (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_ = 50

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

The Trade Message is designed to provide execution details for normal match events involving non- displayable order types.

Definition at line 31 of file TradeMsg.h.

Constructor & Destructor Documentation

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

inline

Initializes instance over given memory block.

Definition at line 118 of file TradeMsg.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 48 of file TradeMsg.h.

UInt64 matchId ( ) const

inline

Assigned by the system to each match executed.

Definition at line 40 of file TradeMsg.h.

UInt32 nanoseconds ( ) const

inline

Nanoseconds portion of the timestamp.

Definition at line 34 of file TradeMsg.h.

OccurredAtCross::Enum occurredAtCross ( ) const throw ( )

inline

Occurred at Cross.

Definition at line 101 of file TradeMsg.h.

OrderBookId orderBookId ( ) const

inline

The Order Book ID.

Definition at line 67 of file TradeMsg.h.

Printable::Enum printable ( ) const throw ( )

inline

Indicates if the trade should be included in trade tickers and volume calculations

Definition at line 94 of file TradeMsg.h.

Quantity quantity ( ) const

inline

The quantity being matched in this execution.

Definition at line 61 of file TradeMsg.h.

StrRef reserved1 ( ) const throw ( )

inline

Definition at line 79 of file TradeMsg.h.

StrRef reserved2 ( ) const throw ( )

inline

Definition at line 86 of file TradeMsg.h.

TradeSide::Enum side ( ) const throw ( )

inline

The type of non-display on the book being matched.

Definition at line 54 of file TradeMsg.h.

Price tradePrice ( ) const

inline

Trade Price.

Definition at line 73 of file TradeMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 111 of file TradeMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 50

static

Total message size.

Definition at line 108 of file TradeMsg.h.

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

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