OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.1
API documentation
FullOrderExecution.h
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19 
20 #pragma once
21 
25 
26 
27 namespace Testing
28 {
29  class TestingFullOrderExecution;
30 }
31 
32 namespace OnixS
33 {
34  namespace Eurex
35  {
36  namespace MarketData
37  {
38  namespace EOBI
39  {
40  class ONIXS_EUREX_EMDI_API FullOrderExecution : public MessageBase
41  {
42  public:
43  /// Message type
44  std::string msgType() const;
45 
46  /// Market data type
47  EOBI::MarketDataType::Enum marketDataType() const;
48 
49  /// Type of Market Data update action.
50  EOBI::MDUpdateAction::Enum mdUpdateAction() const;
51 
52  /// Marketplace assigned identifier.
53  EOBI::SecurityIDSource::Enum securityIDSource() const;
54 
55  /// Side of the order.
56  EOBI::Side::Enum side() const;
57 
58  /// Reserved for future release.
59  EOBI::OrderType::Enum ordType() const;
60 
61  ///
62  EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator() const;
63 
64  /// The updated index of the HHI interval at the ordersÂ’ price level, if the product is HHI enabled.
65  UInt8 hHIIndicator() const;
66 
67  /// The price at which the order entered the book. Typically it is equal to LastPx except during auction uncrossing.
68  bool price (Decimal& price) const;
69 
70  /// Priority timestamp.
71  UInt64 trdRegTSTimePriority() const;
72 
73  /// Unique instrument identifier.
74  UInt64 securityID() const;
75 
76  /// Unique identifier for each price level (match step) of a match event; it is used for public trade reporting.
77  UInt32 trdMatchID() const;
78 
79  /// Quantity executed in this fill.
80  QuantityType lastQty() const;
81 
82  /// Price of this fill.
83  Decimal lastPx() const;
84 
85  /// Appends text presentation.
86  void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
87 
88  private:
89  friend class Implementation::MessageFactory;
90  friend class ::Testing::TestingFullOrderExecution;
91 
92  FullOrderExecution (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
93  };
94  }
95  }
96  }
97 }
unsigned char UInt8
Definition: Numeric.h:35
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition: Compiler.h:126
unsigned int UInt32
Definition: Numeric.h:41
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63