InvestigatedTrade Struct Reference

This class represents the Investigated Trade Message. More...

Public Types
enum	{ messageType = 'H' }
	Message type constant.

Public Member Functions
	InvestigatedTrade ()
	Default constructor.
std::string	toString () const
	Returns string representation.

Public Attributes
MarketId	marketId
	Unique identifier of the market.
TradeId	tradeId
	Unique identifier of the trade.
Price	price
	Price of the trade. More...
int	quantity
	Trade quantity.
DateTime	dateTime
	Date time the trade was investigated. More...
TradeInvestigationStatus::Enum	status
	Indicate current investigation status for the trade.
OffMarketTradeType::Enum	offMarketTradeType
	Only for off market trade. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the Investigated Trade Message.

Member Data Documentation

DateTime dateTime

Date time the trade was investigated.

Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

OffMarketTradeType::Enum offMarketTradeType

Only for off market trade.

The first character is ' ' when it is a regular trade. One or two null characters ('\0') will be appended to the end of this field when applicable. See Appendix B for the codes and descriptions.

Price price

Price of the trade.

DealPriceDenominator for the market should be applied to get the real price.