TradeCapture Class Reference

Trading Event: A trade match for an existing order. More...

Inheritance diagram for TradeCapture:

Public Member Functions
	TradeCapture ()
	TradeCapture (ProtoByteBuffer buffer)
	TradeCapture (int sequenceID, long orderID, string clOrdID, string exOrdID, string exPendingID, string exTradeID, string modelID, long timeExchange, long timeHandler, long timeApiServer, long timeApiClient, int feedID, int origFeedID, int marketID, Side side, MFFloat amount, MFFloat price, bool isTaker, MatchStatus matchStatus, string counterPartyID, long tradeDate, long settlDate)
override bool	Equals (Object rhs)
override int	GetHashCode ()
override string	ToString ()

Public Attributes
MFFloat	amount
	A currency amount/size, in MFFloat format. More...
string	clOrdID
	Client-provided order ID. More...
string	counterPartyID
	Exchange-provided info that identifies this capture. More...
string	exOrdID
	An exchange-assigned order ID. More...
string	exPendingID
	A unique ID for a pending trade execution (has yet to be confirmed). More...
string	exTradeID
	A unique for a completed trade. More...
int	feedID
	A unique identifier for the feed. More...
bool	isTaker
	This field lets you know whether the other side was an aggressor. More...
int	marketID
	A market ID, which identifies a unique financial instrument. More...
MatchStatus	matchStatus
	The status of this capture: pending, confirmed, or done. More...
string	modelID
	Passed back if supplied in submitOrder (used for risk management). More...
long	orderID
	Internal order ID. More...
int	origFeedID
	The original feedID if this message comes from MarketFactory drop copy feed. More...
MFFloat	price
	A currency price, in MFFloat format. More...
int	sequenceID
	User sequence id. More...
long	settlDate
	Exchange-provided info that identifies this capture. More...
Side	side
	The side of the original order. More...
long	timeApiClient
	Timestamp at the client API (taken on the client host). More...
long	timeApiServer
	Timestamp in the client handler within Whisperer. More...
long	timeExchange
	Timestamp provided by the exchange. More...
long	timeHandler
	Timestamp exiting the feed handler within Whisperer. More...
long	tradeDate
	Exchange-provided info that identifies this capture. More...

Detailed Description

Trading Event: A trade match for an existing order.

Constructor & Destructor Documentation

TradeCapture() [1/3]

TradeCapture

(

)

TradeCapture() [2/3]

TradeCapture

(

ProtoByteBuffer

buffer

)

TradeCapture() [3/3]

TradeCapture	(	int	sequenceID,
		long	orderID,
		string	clOrdID,
		string	exOrdID,
		string	exPendingID,
		string	exTradeID,
		string	modelID,
		long	timeExchange,
		long	timeHandler,
		long	timeApiServer,
		long	timeApiClient,
		int	feedID,
		int	origFeedID,
		int	marketID,
		Side	side,
		MFFloat	amount,
		MFFloat	price,
		bool	isTaker,
		MatchStatus	matchStatus,
		string	counterPartyID,
		long	tradeDate,
		long	settlDate
	)

Member Function Documentation

Equals()

override bool Equals

(

Object

rhs

)

GetHashCode()

override int GetHashCode

(

)

ToString()

override string ToString

(

)

Member Data Documentation

sequenceID

int sequenceID

User sequence id.

orderID

long orderID

Internal order ID.

clOrdID

string clOrdID

Client-provided order ID.

exOrdID

string exOrdID

An exchange-assigned order ID.

exPendingID

string exPendingID

A unique ID for a pending trade execution (has yet to be confirmed).

Only provided on some distributed exchanges.

exTradeID

string exTradeID

A unique for a completed trade.

modelID

string modelID

Passed back if supplied in submitOrder (used for risk management).

timeExchange

long timeExchange

Timestamp provided by the exchange.

timeHandler

long timeHandler

Timestamp exiting the feed handler within Whisperer.

timeApiServer

long timeApiServer

Timestamp in the client handler within Whisperer.

timeApiClient

long timeApiClient

Timestamp at the client API (taken on the client host).

feedID

int feedID

A unique identifier for the feed.

origFeedID

int origFeedID

The original feedID if this message comes from MarketFactory drop copy feed.

marketID

int marketID

A market ID, which identifies a unique financial instrument.

side

Side side

The side of the original order.

amount

MFFloat amount

A currency amount/size, in MFFloat format.

price

MFFloat price

A currency price, in MFFloat format.

isTaker

bool isTaker

This field lets you know whether the other side was an aggressor.

matchStatus

MatchStatus matchStatus

The status of this capture: pending, confirmed, or done.

counterPartyID

string counterPartyID

Exchange-provided info that identifies this capture.

tradeDate

long tradeDate

Exchange-provided info that identifies this capture.

settlDate

long settlDate

Exchange-provided info that identifies this capture.