OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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FullOrderExecution.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
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7* Access to and use of the software is governed by the terms of the applicable OnixS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
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12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
25
26
27namespace Testing
28{
29 class TestingFullOrderExecution;
30}
31
32namespace 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:
44 std::string msgType() const;
45
48
51
54
57
60
63
66
68 bool price (Decimal& price) const;
69
71 UInt64 trdRegTSTimePriority() const;
72
74 UInt64 securityID() const;
75
78
81
83 Decimal lastPx() const;
84
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}
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition Compiler.h:134
Decimal type for better precision.
Definition Numeric.h:66
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.
Definition MessageBase.h:56
MessageBase(const void *data, const DataSource &dataSource)
Definition MessageBase.h:62
unsigned int UInt32
Definition Numeric.h:41
unsigned char UInt8
Definition Numeric.h:35