TradeMsg Struct Reference

Public Member Functions
UDT	timestamp () const ONIXS_LSE_GTP_NOTHROW
UDT	transactionTime () const ONIXS_LSE_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_LSE_GTP_NOTHROW
Size	executedSize () const ONIXS_LSE_GTP_NOTHROW
UInt64	instrument () const ONIXS_LSE_GTP_NOTHROW
Price	price () const ONIXS_LSE_GTP_NOTHROW
VenueOfExecution::Enum	venueofExecution () const ONIXS_LSE_GTP_NOTHROW
UInt64	tradeID () const ONIXS_LSE_GTP_NOTHROW
TradeType::Enum	tradeType () const ONIXS_LSE_GTP_NOTHROW
AuctionType::Enum	auctionType () const ONIXS_LSE_GTP_NOTHROW
BitField	flags () const ONIXS_LSE_GTP_NOTHROW
HiddenExecutionIndicator::Enum	hiddenExecutionIndicator () const ONIXS_LSE_GTP_NOTHROW
TradeQualifier::Enum	tradeQualifier () const ONIXS_LSE_GTP_NOTHROW
	TradeMsg (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_ = 66

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 Trade.h.

Constructor & Destructor Documentation

TradeMsg()

TradeMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 140 of file Trade.h.

Member Function Documentation

auctionType()

AuctionType::Enum auctionType ( ) const

inline

Definition at line 102 of file Trade.h.

executedSize()

Size executedSize ( ) const

inline

Total executed quantity.

Definition at line 60 of file Trade.h.

flags()

BitField flags ( ) const

inline

Definition at line 109 of file Trade.h.

hiddenExecutionIndicator()

HiddenExecutionIndicator::Enum hiddenExecutionIndicator ( ) const

inline

Definition at line 116 of file Trade.h.

instrument()

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 67 of file Trade.h.

price()

Price price ( ) const

inline

Executed price.

Definition at line 74 of file Trade.h.

sourceVenue()

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 53 of file Trade.h.

timestamp()

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file Trade.h.

tradeID()

UInt64 tradeID ( ) const

inline

Unique identifier of the trade.

Definition at line 88 of file Trade.h.

tradeQualifier()

TradeQualifier::Enum tradeQualifier ( ) const

inline

Definition at line 123 of file Trade.h.

tradeType()

TradeType::Enum tradeType ( ) const

inline

Definition at line 95 of file Trade.h.

transactionTime()

UDT transactionTime ( ) const

inline

Execution timestamp as reported by the supported market.

Definition at line 46 of file Trade.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 133 of file Trade.h.

venueofExecution()

VenueOfExecution::Enum venueofExecution ( ) const

inline

Market Identification Code (MIC) of the venue where the transaction was executed.

Definition at line 81 of file Trade.h.

Member Data Documentation

messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 66

static

Total message size.

Definition at line 130 of file Trade.h.