OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 20.0.1
Users' manual and API documentation
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OrderAdd.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
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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
26
27namespace Testing
28{
29 class TestingOrderAdd;
30}
31
32namespace 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:
44 std::string msgType() const;
45
48
51
54
56 UInt64 requestTime() const;
57
59 Int64 securityID() const;
60
62 UInt64 trdRegTSTimePriority() const;
63
66
69
72
75
77 bool price (Decimal& price) const;
78
80 void toString (std::string&) const override;
81
82 private:
83 friend class Implementation::MessageFactory;
84 friend class ::Testing::TestingOrderAdd;
85
86 OrderAdd (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
87 };
88 }
89 }
90 }
91}
Decimal type for better precision.
Definition Numeric.h:66
const DataSource & dataSource() const
Returns data source.
Definition MessageBase.h:56
MessageBase(const void *data, const DataSource &dataSource)
Definition MessageBase.h:62
UInt64 trdRegTSTimePriority() const
Priority timestamp.
bool price(Decimal &price) const
Price.
EOBI::MDUpdateAction::Enum mdUpdateAction() const
Type of Market Data update action.
EOBI::OrderType::Enum ordType() const
Order type. Used for cash market instruments only.
Int64 securityID() const
Unique instrument identifier.
QuantityType displayQty() const
Quantity.
void toString(std::string &) const override
Appends text presentation.
UInt64 requestTime() const
Gateway request in timestamp.
EOBI::Side::Enum side() const
Side of the order.
Int8 hHIIndicator() const
The updated index of the HHI interval at the ordersÂ’ price level, if the product is HHI enabled.
EOBI::MarketDataType::Enum marketDataType() const
Market data type.
EOBI::SecurityIDSource::Enum securityIDSource() const
Marketplace assigned identifier.
std::string msgType() const
Message type.