Trade Struct Reference

This class represents the Trade Message. More...

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

Public Member Functions
	Trade ()
	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.
bool	isSystemPricedLeg
	Indicate if it is a system priced leg.
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.
SystemPricedLegType::Enum	systemPricedLegType
	Indicates type of system priced leg.
bool	isImpliedSpreadAtMarketOpen
	Indicate if the trade happens at market open due to spread implied. More...
bool	isAdjustedTrade
	Indicate if the trade is an adjusted trade.
AggressorSide::Enum	aggressorSide
	Used to identify which side of a trade the aggressor was on.
TradeExtraFlags::Enum	extraFlags
	Extra flags.
OffMarketTradeType::Enum	offMarketTradeType
	Only for off market trade. More...
int	sequenceWithinMillis
	Can be used in conjunction with TransactDateTime field for sequence of deals within same milliseconds time. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the Trade Message.

Member Data Documentation

bool isImpliedSpreadAtMarketOpen

Indicate if the trade happens at market open due to spread implied.

When flag is true, such deal should not be included in market stats.

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.

int sequenceWithinMillis

Can be used in conjunction with TransactDateTime field for sequence of deals within same milliseconds time.