SpotMarketTrade Struct Reference

This class represents the Spot Market Trade Message. More...

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

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

Public Attributes
MarketId	marketId
	MarketID of the instrument that was traded.
TradeId	tradeId
	Unique identifier of the trade message, unique per market.
Price	price
	Price of the trade. More...
int	quantity
	Trade quantity.
DateTime	transactDateTime
	Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
DateTime	deliveryBeginDateTime
	Delivery begin date time. More...
DateTime	deliveryEndDateTime
	Delivery end date time. More...
bool	isSystemPricedLeg
	Indicate if it is a system priced leg.

Friends
class	MessageDeserializer

Detailed Description

This class represents the Spot Market Trade Message.

Member Data Documentation

DateTime deliveryBeginDateTime

Delivery begin date time.

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

DateTime deliveryEndDateTime

Delivery end date time.

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

Price price

Price of the trade.

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