MiFIDIITradeMsg 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
TradeType::Enum	tradeType () const ONIXS_LSE_GTP_NOTHROW
AuctionType::Enum	auctionType () 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	priceMajorCurrency () 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	pTRefPriceWaiverFlag () const ONIXS_LSE_GTP_NOTHROW
Alpha	tradingSystem () const ONIXS_LSE_GTP_NOTHROW
Alpha	marketClosingPriceFlag () 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
TradeQualifier::Enum	tradeQualifier () 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
	MiFIDIITradeMsg (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_ = 292

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 MiFIDIITrade.h.

Constructor & Destructor Documentation

MiFIDIITradeMsg()

MiFIDIITradeMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 316 of file MiFIDIITrade.h.

Member Function Documentation

agencyCrossIndicator()

AgencyCrossIndicator::Enum agencyCrossIndicator ( ) const

inline

Definition at line 236 of file MiFIDIITrade.h.

algorithmicIndicator()

AlgorithmicIndicator::Enum algorithmicIndicator ( ) const

inline

Definition at line 278 of file MiFIDIITrade.h.

auctionType()

AuctionType::Enum auctionType ( ) const

inline

Definition at line 74 of file MiFIDIITrade.h.

deferralEnrichmentType()

DeferralEnrichmentType::Enum deferralEnrichmentType ( ) const

inline

Definition at line 292 of file MiFIDIITrade.h.

duplicativeIndicator()

DuplicativeIndicator::Enum duplicativeIndicator ( ) const

inline

Definition at line 299 of file MiFIDIITrade.h.

instrumentID()

UInt64 instrumentID ( ) const

inline

GTP Instrument Identifier.

Definition at line 53 of file MiFIDIITrade.h.

instrumentIdentificationCode()

Alpha instrumentIdentificationCode ( ) const

inline

Instrument identification number. (ISIN code)

Definition at line 109 of file MiFIDIITrade.h.

instrumentIdentificationCodeType()

Alpha instrumentIdentificationCodeType ( ) const

inline

Instrument Identification Code Type. Valid value is ISIN for non-equity asset classes.

Definition at line 102 of file MiFIDIITrade.h.

marketClosingPriceFlag()

Alpha marketClosingPriceFlag ( ) const

inline

Definition at line 173 of file MiFIDIITrade.h.

marketMechanism()

MarketMechanism::Enum marketMechanism ( ) const

inline

Definition at line 208 of file MiFIDIITrade.h.

miFIDPrice()

MiFIDDecimal miFIDPrice ( ) const

inline

MiFID compliant Price field populated using either Price or Percentage.

Definition at line 81 of file MiFIDIITrade.h.

miFIDQuantity()

MiFIDDecimal miFIDQuantity ( ) const

inline

Number of units of the financial instrument.

Definition at line 88 of file MiFIDIITrade.h.

modificationIndicator()

ModificationIndicator::Enum modificationIndicator ( ) const

inline

Definition at line 243 of file MiFIDIITrade.h.

negotiationIndicator()

NegotiationIndicator::Enum negotiationIndicator ( ) const

inline

Definition at line 229 of file MiFIDIITrade.h.

notionalAmount()

MiFIDDecimal notionalAmount ( ) const

inline

Notional value relevant to the security.

Definition at line 131 of file MiFIDIITrade.h.

notionalCurrency()

Alpha notionalCurrency ( ) const

inline

Major currency in which the notional amount is denominated.

Definition at line 138 of file MiFIDIITrade.h.

offBookAutomatedIndicator()

OffBookAutomatedIndicator::Enum offBookAutomatedIndicator ( ) const

inline

Definition at line 264 of file MiFIDIITrade.h.

postTradeDeferralReason()

PostTradeDeferralReason::Enum postTradeDeferralReason ( ) const

inline

Definition at line 285 of file MiFIDIITrade.h.

priceFormationIndicator()

PriceFormationIndicator::Enum priceFormationIndicator ( ) const

inline

Definition at line 271 of file MiFIDIITrade.h.

priceMajorCurrency()

Alpha priceMajorCurrency ( ) const

inline

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

Definition at line 124 of file MiFIDIITrade.h.

priceNotation()

Alpha priceNotation ( ) const

inline

Indicates if the price is expressed in monetary value or in percentage.

Definition at line 116 of file MiFIDIITrade.h.

pTAlgoTrade()

Alpha pTAlgoTrade ( ) const

inline

Definition at line 180 of file MiFIDIITrade.h.

pTAmendmentFlag()

Alpha pTAmendmentFlag ( ) const

inline

Definition at line 194 of file MiFIDIITrade.h.

pTCancellationFlag()

Alpha pTCancellationFlag ( ) const

inline

Definition at line 187 of file MiFIDIITrade.h.

pTRefPriceWaiverFlag()

Alpha pTRefPriceWaiverFlag ( ) const

inline

Definition at line 159 of file MiFIDIITrade.h.

publicationDateAndTime()

DateAndTime publicationDateAndTime ( ) const

inline

Date and time when the transaction was published.

Definition at line 152 of file MiFIDIITrade.h.

referencePriceIndicator()

ReferencePriceIndicator::Enum referencePriceIndicator ( ) const

inline

Definition at line 250 of file MiFIDIITrade.h.

sourceVenue()

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 46 of file MiFIDIITrade.h.

specialDividendIndicator()

SpecialDividendIndicator::Enum specialDividendIndicator ( ) const

inline

Definition at line 257 of file MiFIDIITrade.h.

timestamp()

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file MiFIDIITrade.h.

tradeQualifier()

TradeQualifier::Enum tradeQualifier ( ) const

inline

Definition at line 201 of file MiFIDIITrade.h.

tradeType()

TradeType::Enum tradeType ( ) const

inline

Definition at line 67 of file MiFIDIITrade.h.

tradingDateAndTime()

DateAndTime tradingDateAndTime ( ) const

inline

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

Definition at line 95 of file MiFIDIITrade.h.

tradingMode()

TradingMode::Enum tradingMode ( ) const

inline

Definition at line 215 of file MiFIDIITrade.h.

tradingSystem()

Alpha tradingSystem ( ) const

inline

Not Applicable to LSE.

Definition at line 166 of file MiFIDIITrade.h.

transactionCategory()

TransactionCategory::Enum transactionCategory ( ) const

inline

Definition at line 222 of file MiFIDIITrade.h.

transactionIdentificationCode()

Alpha transactionIdentificationCode ( ) const

inline

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

Definition at line 60 of file MiFIDIITrade.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 309 of file MiFIDIITrade.h.

venueofExecution()

Alpha venueofExecution ( ) const

inline

Identification of the venue where the transaction was executed.

Definition at line 145 of file MiFIDIITrade.h.

Member Data Documentation

messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 292

static

Total message size.

Definition at line 306 of file MiFIDIITrade.h.