A message that indicates a market order matches with a limit order. More...

#include <messages.hpp>

Public Member Functions
	Trade (OrderID uid_, Price price_, Quantity quantity_, Side side_, SequenceNumber sequence=0, TimeStamp time=0)
	Initialize a new trade message. More...

std::string	to_string () const
	Convert the object to an STL string. More...

Public Attributes
const Header	header
	the message header that defines the template ID and length of message

const OrderID	uid
	the MessageID for the limit order that matched

const Price	price
	the execution price for the trade

const Quantity	quantity
	the quantity of the trade

const Side	side
	the side of the market order

Friends
std::ostream &	operator<< (std::ostream &stream, const Trade &message)
	Write the data from the message to a stream. More...

Detailed Description

A message that indicates a market order matches with a limit order.

Trade Message

Constructor & Destructor Documentation

DataFeed::Messages::Trade::Trade	(	OrderID	uid_,
		Price	price_,
		Quantity	quantity_,
		Side	side_,
		SequenceNumber	sequence = `0`,
		TimeStamp	time = `0`
	)

inline

Initialize a new trade message.

Parameters

uid_	the MessageID for the limit order that matched
price_	the execution price for the trade
quantity_	the quantity of the trade
side_	the side of the market order
sequence	the sequence number for the message
time	the time for the message

std::string DataFeed::Messages::Trade::to_string ( ) const

inline

Convert the object to an STL string.

friend

Write the data from the message to a stream.

Parameters

stream	the stream to write the data to
message	the message to write to the stream

The documentation for this struct was generated from the following file: