OrderExecReportBroadcast::FillsGrpElem Class Reference

Public Member Functions
	FillsGrpElem ()
std::string	toString () const

Public Attributes
std::int64_t	fillPx
std::int64_t	fillQty
std::uint32_t	fillMatchId
std::int32_t	fillExecId

Friends
class	Serializer

Detailed Description

Definition at line 216 of file OrderExecReportBroadcast.h.

Constructor & Destructor Documentation

FillsGrpElem()

FillsGrpElem

(

)

Initialize default instance.

Member Function Documentation

toString()

std::string toString

(

)

const

Returns string representation.

Friends And Related Symbol Documentation

Serializer

friend class Serializer

friend

Definition at line 239 of file OrderExecReportBroadcast.h.

Member Data Documentation

fillExecId

std::int32_t fillExecId

Private identifier of an order match event, which can be reconciled with the field SideTradeID (1506) in the Trade Capture Report (AE).

Definition at line 233 of file OrderExecReportBroadcast.h.

fillMatchId

std::uint32_t fillMatchId

Unique identifier for each price level of a match event (used for public trade reporting).

Definition at line 229 of file OrderExecReportBroadcast.h.

fillPx

std::int64_t fillPx

Price of Fill.

Definition at line 223 of file OrderExecReportBroadcast.h.

fillQty

std::int64_t fillQty

Quantity of Fill.

Definition at line 226 of file OrderExecReportBroadcast.h.