OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
OrderAdd.h
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19 
20 #pragma once
21 
26 
27 namespace Testing
28 {
29  class TestingOrderAdd;
30 }
31 
32 namespace OnixS
33 {
34  namespace Eurex
35  {
36  namespace MarketData
37  {
38  namespace EOBI
39  {
40  class ONIXS_EUREX_EMDI_API OrderAdd : 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  /// Matching engine In timestamp.
56  UInt64 trdRegTSTimeIn() const;
57 
58  /// Unique instrument identifier.
59  UInt64 securityID() const;
60 
61  /// Priority timestamp.
62  UInt64 trdRegTSTimePriority() const;
63 
64  /// Quantity.
65  QuantityType displayQty() const;
66 
67  /// Side of the order
68  EOBI::Side::Enum side() const;
69 
70  /// Reserved for future release.
71  EOBI::OrderType::Enum ordType() const;
72 
73  /// Price
74  bool price (Decimal& price) const;
75 
76  /// Appends text presentation.
77  void toString (std::string&) const;
78 
79  private:
81  friend class ::Testing::TestingOrderAdd;
82 
83  OrderAdd (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
84  };
85  }
86  }
87  }
88 }
89 
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63