233 class MDIncrementalEntries :
public TypedGroup<MDIncrementalEntry>
237 MDIncrementalEntries (
const Group& group)
246 class ONIXS_EUREX_EMDI_API DepthIncremental :
public Message
265 DepthIncremental (
const void* impl)
Decimal type for better precision.
MarketSegmentId marketSegmentId() const
Product identifier.
MDIncrementalEntries mdEntries() const
Entries.
friend class DepthIncrementalWrapper
UInt32 getUInt32(Tag tag) const
Group getGroup(Tag numberOfInstancesTag) const
Int64 getInt64(Tag tag) const
FieldValueRef get(Tag tag) const
GroupInstance(const GroupInstance &other)
Initializes instance as reference to the other one.
friend class DepthIncremental
Market data incremental entry.
QuoteCondition::Enum quoteCondition() const
Potential security trading event.
AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator() const
Algorithmic-Trade-Indicator.
MultiLegReportingType::Enum multiLegReportingType() const
MultiLegReportingType.
bool numberOfBuySides(UInt32 &number) const
MDOriginType::Enum mdOriginType() const
Origin type.
SecurityTradingEvent::Enum potentialSecurityTradingEvent() const
Potential security trading event.
bool mdEntryTime(UInt64 &time) const
For bids and offers the official time of book entry, for trades official time of execution (all in na...
bool mdPriceLevel(UInt32 &level) const
Side::Enum aggressorSide() const
Side of the incoming order, which created the trade. Only present for MDEntryType=Trade.
bool mdEntryId(UInt32 &id) const
TradeConditionSet tradeCondition() const
MDUpdateAction::Enum mdUpdateAction() const
Update action.
bool mdEntrySize(Decimal &size) const
Quantity.
bool numberOfSellOrders(UInt32 &number) const
TrdType::Enum trdType() const
bool mdEntryPx(Decimal &price) const
Price.
bool restingCxlQty(Decimal &quantity) const
bool totalNumOfTrades(UInt32 &number) const
bool numberOfSellSides(UInt32 &number) const
bool requestTime(UInt64 &time) const
Request time.
bool transBkdTime(UInt64 &time) const
MDEntryType::Enum mdEntryType() const
Defines the entry type.
MultiLegPriceModel::Enum multiLegPriceModel() const
MultiLegPriceModel.
SecurityId securityId() const
Instrument identifier.
bool aggressorTimestamp(UInt64 &time) const
Entry time of the incoming order that triggered the trade. Only present for MDEntryType=Trade.
bool numberOfOrders(UInt32 &number) const
Number Of Orders.
bool numberOfBuyOrders(UInt32 &number) const
bool nonDisclosedTradeVolume(Decimal &id) const
Contains the TES trade volume that is not displayed during the day. Only present for MDEntryType=B "T...
Message(const Message &other)
TypedGroup(const Group &group)
Enumeration::Enum getIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Int64 SecurityId
Alias for Security Id type.
Enumeration::Enum getNonZeroIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)