29 class TestingFullOrderExecution;
40 class ONIXS_EUREX_EMDI_API FullOrderExecution :
public MessageBase
89 friend class Implementation::MessageFactory;
90 friend class ::Testing::TestingFullOrderExecution;
#define ONIXS_EUREX_EMDI_OVERRIDE
Decimal type for better precision.
UInt32 trdMatchID() const
Unique identifier for each price level (match step) of a match event; it is used for public trade rep...
UInt64 trdRegTSTimePriority() const
Priority timestamp.
bool price(Decimal &price) const
The price at which the order entered the book. Typically it is equal to LastPx except during auction ...
EOBI::MDUpdateAction::Enum mdUpdateAction() const
Type of Market Data update action.
EOBI::OrderType::Enum ordType() const
Reserved for future release.
UInt8 hHIIndicator() const
The updated index of the HHI interval at the ordersÂ’ price level, if the product is HHI enabled.
Decimal lastPx() const
Price of this fill.
EOBI::Side::Enum side() const
Side of the order.
void toString(std::string &) const ONIXS_EUREX_EMDI_OVERRIDE
Appends text presentation.
UInt64 securityID() const
Unique instrument identifier.
EOBI::MarketDataType::Enum marketDataType() const
Market data type.
EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator() const
EOBI::SecurityIDSource::Enum securityIDSource() const
Marketplace assigned identifier.
std::string msgType() const
Message type.
QuantityType lastQty() const
Quantity executed in this fill.
const DataSource & dataSource() const
Returns data source.
MessageBase(const void *data, const DataSource &dataSource)