OnixS C++ LSE GTP Market Data Handler 1.0.6
API documentation
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MiFIDIITradeCrossMsg Struct Reference

Public Member Functions

UDT timestamp () const ONIXS_LSE_GTP_NOTHROW
SourceVenue::Enum sourceVenue () const ONIXS_LSE_GTP_NOTHROW
UInt64 instrumentID () const ONIXS_LSE_GTP_NOTHROW
Alpha transactionIdentificationCode () const ONIXS_LSE_GTP_NOTHROW
Alpha crossID () const ONIXS_LSE_GTP_NOTHROW
CrossType::Enum crossType () const ONIXS_LSE_GTP_NOTHROW
MiFIDDecimal miFIDPrice () const ONIXS_LSE_GTP_NOTHROW
MiFIDDecimal miFIDQuantity () const ONIXS_LSE_GTP_NOTHROW
DateAndTime tradingDateAndTime () const ONIXS_LSE_GTP_NOTHROW
Alpha instrumentIdentificationCodeType () const ONIXS_LSE_GTP_NOTHROW
Alpha instrumentIdentificationCode () const ONIXS_LSE_GTP_NOTHROW
Alpha priceNotation () const ONIXS_LSE_GTP_NOTHROW
Alpha priceCurrency () const ONIXS_LSE_GTP_NOTHROW
MiFIDDecimal notionalAmount () const ONIXS_LSE_GTP_NOTHROW
Alpha notionalCurrency () const ONIXS_LSE_GTP_NOTHROW
Alpha venueofExecution () const ONIXS_LSE_GTP_NOTHROW
DateAndTime publicationDateAndTime () const ONIXS_LSE_GTP_NOTHROW
Alpha nTPreTradeWaiverFlag () const ONIXS_LSE_GTP_NOTHROW
Alpha pTAlgoTrade () const ONIXS_LSE_GTP_NOTHROW
Alpha pTCancellationFlag () const ONIXS_LSE_GTP_NOTHROW
Alpha pTAmendmentFlag () const ONIXS_LSE_GTP_NOTHROW
Alpha tradingSystems () const ONIXS_LSE_GTP_NOTHROW
MarketMechanism::Enum marketMechanism () const ONIXS_LSE_GTP_NOTHROW
TradingMode::Enum tradingMode () const ONIXS_LSE_GTP_NOTHROW
TransactionCategory::Enum transactionCategory () const ONIXS_LSE_GTP_NOTHROW
NegotiationIndicator::Enum negotiationIndicator () const ONIXS_LSE_GTP_NOTHROW
AgencyCrossIndicator::Enum agencyCrossIndicator () const ONIXS_LSE_GTP_NOTHROW
ModificationIndicator::Enum modificationIndicator () const ONIXS_LSE_GTP_NOTHROW
ReferencePriceIndicator::Enum referencePriceIndicator () const ONIXS_LSE_GTP_NOTHROW
SpecialDividendIndicator::Enum specialDividendIndicator () const ONIXS_LSE_GTP_NOTHROW
OffBookAutomatedIndicator::Enum offBookAutomatedIndicator () const ONIXS_LSE_GTP_NOTHROW
PriceFormationIndicator::Enum priceFormationIndicator () const ONIXS_LSE_GTP_NOTHROW
AlgorithmicIndicator::Enum algorithmicIndicator () const ONIXS_LSE_GTP_NOTHROW
PostTradeDeferralReason::Enum postTradeDeferralReason () const ONIXS_LSE_GTP_NOTHROW
DeferralEnrichmentType::Enum deferralEnrichmentType () const ONIXS_LSE_GTP_NOTHROW
DuplicativeIndicator::Enum duplicativeIndicator () const ONIXS_LSE_GTP_NOTHROW
 MiFIDIITradeCrossMsg (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
Public Member Functions inherited from BinaryMessage
 BinaryMessage () ONIXS_LSE_GTP_NOTHROW
 BinaryMessage (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
 BinaryMessage (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW
ONIXS_LSE_GTP_EXPLICIT operator bool () const ONIXS_LSE_GTP_NOTHROW
const void * binary () const ONIXS_LSE_GTP_NOTHROW
MessageSize binarySize () const ONIXS_LSE_GTP_NOTHROW
BinaryMessage & operator= (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW

Static Public Member Functions

static void validateSize (MessageSize size)

Static Public Attributes

static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 310

Additional Inherited Members

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

Detailed Description

Definition at line 36 of file MiFIDIITradeCross.h.

Constructor & Destructor Documentation

◆ MiFIDIITradeCrossMsg()

MiFIDIITradeCrossMsg ( const void * data,
MessageSize size )
inline

Initializes instance over given memory block.

Definition at line 302 of file MiFIDIITradeCross.h.

Member Function Documentation

◆ agencyCrossIndicator()

AgencyCrossIndicator::Enum agencyCrossIndicator ( ) const
inline

Definition at line 222 of file MiFIDIITradeCross.h.

◆ algorithmicIndicator()

AlgorithmicIndicator::Enum algorithmicIndicator ( ) const
inline

Definition at line 264 of file MiFIDIITradeCross.h.

◆ crossID()

Alpha crossID ( ) const
inline

The unique ID of the Cross/BTF Order.

Definition at line 67 of file MiFIDIITradeCross.h.

◆ crossType()

CrossType::Enum crossType ( ) const
inline

Cross Type.

Definition at line 74 of file MiFIDIITradeCross.h.

◆ deferralEnrichmentType()

DeferralEnrichmentType::Enum deferralEnrichmentType ( ) const
inline

Definition at line 278 of file MiFIDIITradeCross.h.

◆ duplicativeIndicator()

DuplicativeIndicator::Enum duplicativeIndicator ( ) const
inline

Definition at line 285 of file MiFIDIITradeCross.h.

◆ instrumentID()

UInt64 instrumentID ( ) const
inline

GTP Instrument Identifier.

Definition at line 53 of file MiFIDIITradeCross.h.

◆ instrumentIdentificationCode()

Alpha instrumentIdentificationCode ( ) const
inline

Instrument identification number. (ISIN code)

Definition at line 110 of file MiFIDIITradeCross.h.

◆ instrumentIdentificationCodeType()

Alpha instrumentIdentificationCodeType ( ) const
inline

Instrument Identification Code Type. Only valid value will be ISIN.

Definition at line 103 of file MiFIDIITradeCross.h.

◆ marketMechanism()

MarketMechanism::Enum marketMechanism ( ) const
inline

Definition at line 194 of file MiFIDIITradeCross.h.

◆ miFIDPrice()

MiFIDDecimal miFIDPrice ( ) const
inline

Mifid compliant Price field populated using either Price or Yield. Will contain the text 'PNDG' (right aligned) when there is a pending price.

Definition at line 82 of file MiFIDIITradeCross.h.

◆ miFIDQuantity()

MiFIDDecimal miFIDQuantity ( ) const
inline

Number of units of the financial instrument.

Definition at line 89 of file MiFIDIITradeCross.h.

◆ modificationIndicator()

ModificationIndicator::Enum modificationIndicator ( ) const
inline

Definition at line 229 of file MiFIDIITradeCross.h.

◆ negotiationIndicator()

NegotiationIndicator::Enum negotiationIndicator ( ) const
inline

Definition at line 215 of file MiFIDIITradeCross.h.

◆ notionalAmount()

MiFIDDecimal notionalAmount ( ) const
inline

Notional value relevant to the security.

Definition at line 131 of file MiFIDIITradeCross.h.

◆ notionalCurrency()

Alpha notionalCurrency ( ) const
inline

Currency in which the notional amount is denominated.

Definition at line 138 of file MiFIDIITradeCross.h.

◆ nTPreTradeWaiverFlag()

Alpha nTPreTradeWaiverFlag ( ) const
inline

Pre-trade transparency waiver flag.

Definition at line 159 of file MiFIDIITradeCross.h.

◆ offBookAutomatedIndicator()

OffBookAutomatedIndicator::Enum offBookAutomatedIndicator ( ) const
inline

Definition at line 250 of file MiFIDIITradeCross.h.

◆ postTradeDeferralReason()

PostTradeDeferralReason::Enum postTradeDeferralReason ( ) const
inline

Definition at line 271 of file MiFIDIITradeCross.h.

◆ priceCurrency()

Alpha priceCurrency ( ) const
inline

Currency in which the price is expressed (applicable if the price is expressed as monetary value).

Definition at line 124 of file MiFIDIITradeCross.h.

◆ priceFormationIndicator()

PriceFormationIndicator::Enum priceFormationIndicator ( ) const
inline

Definition at line 257 of file MiFIDIITradeCross.h.

◆ priceNotation()

Alpha priceNotation ( ) const
inline

Indicates if the price is expressed in monetary value.

Definition at line 117 of file MiFIDIITradeCross.h.

◆ pTAlgoTrade()

Alpha pTAlgoTrade ( ) const
inline

Definition at line 166 of file MiFIDIITradeCross.h.

◆ pTAmendmentFlag()

Alpha pTAmendmentFlag ( ) const
inline

Definition at line 180 of file MiFIDIITradeCross.h.

◆ pTCancellationFlag()

Alpha pTCancellationFlag ( ) const
inline

Definition at line 173 of file MiFIDIITradeCross.h.

◆ publicationDateAndTime()

DateAndTime publicationDateAndTime ( ) const
inline

Date and time when the transaction was published.

Definition at line 152 of file MiFIDIITradeCross.h.

◆ referencePriceIndicator()

ReferencePriceIndicator::Enum referencePriceIndicator ( ) const
inline

Definition at line 236 of file MiFIDIITradeCross.h.

◆ sourceVenue()

SourceVenue::Enum sourceVenue ( ) const
inline

Venue from which market data is received for the instrument.

Definition at line 46 of file MiFIDIITradeCross.h.

◆ specialDividendIndicator()

SpecialDividendIndicator::Enum specialDividendIndicator ( ) const
inline

Definition at line 243 of file MiFIDIITradeCross.h.

◆ timestamp()

UDT timestamp ( ) const
inline

Time the message was generated.

Definition at line 39 of file MiFIDIITradeCross.h.

◆ tradingDateAndTime()

DateAndTime tradingDateAndTime ( ) const
inline

Date and time when the transaction was executed / agreed upon.

Definition at line 96 of file MiFIDIITradeCross.h.

◆ tradingMode()

TradingMode::Enum tradingMode ( ) const
inline

Definition at line 201 of file MiFIDIITradeCross.h.

◆ tradingSystems()

Alpha tradingSystems ( ) const
inline

Trading system.

Definition at line 187 of file MiFIDIITradeCross.h.

◆ transactionCategory()

TransactionCategory::Enum transactionCategory ( ) const
inline

Definition at line 208 of file MiFIDIITradeCross.h.

◆ transactionIdentificationCode()

Alpha transactionIdentificationCode ( ) const
inline

A unique trade identifier. The value will be right aligned.

Definition at line 60 of file MiFIDIITradeCross.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 295 of file MiFIDIITradeCross.h.

◆ venueofExecution()

Alpha venueofExecution ( ) const
inline

Identification of the venue where the transaction was executed.

Definition at line 145 of file MiFIDIITradeCross.h.

Member Data Documentation

◆ messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 310
static

Total message size.

Definition at line 292 of file MiFIDIITradeCross.h.