OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.0.3
API documentation
ExecutionSummary.cpp
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19 
21 
22 #include "MessageDataStructures.h"
23 
24 #include "../Utils.h"
25 
26 namespace OnixS{
27 namespace Eurex{
28 namespace MarketData{
29 namespace EOBI{
30 
32 
33 std::string ExecutionSummary::msgType() const
34 {
35  return std::string("U22", 3);
36 }
37 
39 {
40  return EOBI::MarketDataType::MatchEvent; // implied constant
41 }
42 
44 {
45  return EOBI::MDUpdateAction::New; // implied constant
46 }
47 
49 {
50  return EOBI::SecurityIDSource::Marketplace; // implied constant
51 }
52 
54 {
55  return (getData<ExecutionSummaryMsgData>())->SecurityID;
56 }
57 
59 {
60  return (getData<ExecutionSummaryMsgData>())->AggressorTime;
61 }
62 
64 {
65  return (getData<ExecutionSummaryMsgData>())->RequestTime;
66 }
67 
69 {
70  return (getData<ExecutionSummaryMsgData>())->ExecID;
71 }
72 
74 {
75  return (getData<ExecutionSummaryMsgData>())->LastQty;
76 }
77 
79 {
80  return static_cast<EOBI::AggressorSide::Enum>((getData<ExecutionSummaryMsgData>())->AggressorSide);
81 }
82 
84 {
85  return static_cast<EOBI::TradeCondition::Enum>((getData<ExecutionSummaryMsgData>())->TradeCondition);
86 }
87 
89 {
90  return Decimal((getData<ExecutionSummaryMsgData>())->LastPx/100000000.0, 8u);
91 }
92 
94 {
95  return (getData<ExecutionSummaryMsgData>())->RestingHiddenQty;
96 }
97 
99 {
100  return (getData<ExecutionSummaryMsgData>())->RestingCxlQty;
101 }
102 
103 void ExecutionSummary::toString(std::string& presentation) const
104 {
105  presentation
106  << "ExecutionSummary [msgSeqNum=" << msgSeqNum()
107  << ", SecurityId=" << securityID()
108  << ", AggressorTime=" << aggressorTime()
109  << ", RequestTime=" << requestTime()
110  << ", ExecID=" << execID()
111  << ", LastQty=" << lastQty()
112  << ", AggressorSide=" << AggressorSide::toString(aggressorSide())
113  << ", TradeCondition=" << TradeCondition::toString(tradeCondition())
114  << ", LastPx=" << lastPx().toString()
115  << ", RestingHiddenQty=" << restingHiddenQty()
116  << ", RestingCxlQty=" << restingCxlQty();
117 
118  presentation << ']';
119 }
120 
121 }}}}
UInt64 execID() const
Matching timestamp.
EOBI::MarketDataType::Enum marketDataType() const
Market data type.
std::string toString() const
Returns text presentation.
Definition: MessageBase.cpp:37
Decimal lastPx() const
Worst price of this match.
EOBI::SecurityIDSource::Enum securityIDSource() const
Marketplace assigned identifier.
UInt64 securityID() const
Unique instrument identifier.
std::string msgType() const
Message type.
EOBI::MDUpdateAction::Enum mdUpdateAction() const
Type of Market Data update action.
Definition: Group.h:25
Decimal type for better precision.
Definition: Numeric.h:63
UInt64 requestTime() const
Gateway request in timestamp.
UInt32 msgSeqNum() const
Message sequence number.
Definition: MessageBase.cpp:32
QuantityType lastQty() const
Total quantity of this match.
EOBI::TradeCondition::Enum tradeCondition() const
Indicates whether a synthetic match is occured.
EOBI::Implementation::ExecutionSummaryMsgData ExecutionSummaryMsgData
EOBI::AggressorSide::Enum aggressorSide() const
Aggressor side.
static std::string toString(Enum value)
Definition: Defines.cpp:157
static std::string toString(Enum value)
Definition: Defines.cpp:491
void toString(std::string &) const
Appends text presentation to given string.
Definition: Decimal.cpp:217
QuantityType restingHiddenQty() const
Quantity of matched passive orders that is not displayed to the market.