OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.0
API documentation
OrderModify.h
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19 
20 #pragma once
21 
25 
26 namespace Testing
27 {
28  class TestingOrderModify;
29 }
30 
31 
32 namespace OnixS
33 {
34  namespace Eurex
35  {
36  namespace MarketData
37  {
38  namespace EOBI
39  {
40  class ONIXS_EUREX_EMDI_API OrderModify : 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 requestTime() const;
57 
58  /// Previous order priority timestamp.
59  UInt64 trdRegTSPrevTimePriority() const;
60 
61  /// Previous order price.
62  bool prevPrice (Decimal& price) const;
63 
64  ///
65  QuantityType prevDisplayQty() const;
66 
67  /// Unique instrument identifier.
68  UInt64 securityID() const;
69 
70  /// Priority timestamp (new)
71  UInt64 trdRegTSTimePriority() const;
72 
73  /// Quantity.
74  QuantityType displayQty() const;
75 
76  /// Side of the order
77  EOBI::Side::Enum side() const;
78 
79  /// Reserved for future release.
80  EOBI::OrderType::Enum ordType() const;
81 
82  /// The updated index of the HHI interval at the ordersÂ’ price level, if the product is HHI enabled.
83  UInt8 hHIIndicator() const;
84 
85  /// Price
86  bool price (Decimal& price) const;
87 
88  /// The updated index of the HHI interval at the ordersÂ’ previous price level.
89  UInt8 prevPriceHHIIndicator() const;
90 
91  /// Appends text presentation.
92  void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
93 
94  private:
95  friend class Implementation::MessageFactory;
96  friend class ::Testing::TestingOrderModify;
97 
98  OrderModify (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
99  };
100  }
101  }
102  }
103 }
unsigned char UInt8
Definition: Numeric.h:35
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition: Compiler.h:126
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63