OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
PartialOrderExecution.h
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19 
20 #pragma once
21 
25 
26 namespace Testing
27 {
28  class TestingPartialOrderExecution;
29 }
30 
31 namespace OnixS
32 {
33  namespace Eurex
34  {
35  namespace MarketData
36  {
37  namespace EOBI
38  {
39  class ONIXS_EUREX_EMDI_API PartialOrderExecution : public MessageBase
40  {
41  public:
42  /// Message type
43  std::string msgType() const;
44 
45  /// Market data type
46  EOBI::MarketDataType::Enum marketDataType() const;
47 
48  /// Type of Market Data update action.
49  EOBI::MDUpdateAction::Enum mdUpdateAction() const;
50 
51  /// Marketplace assigned identifier.
52  EOBI::SecurityIDSource::Enum securityIDSource() const;
53 
54  /// Side of the order.
55  EOBI::Side::Enum side() const;
56 
57  /// Reserved for future release.
58  EOBI::OrderType::Enum ordType() const;
59 
60  /// The price at which the order entered the book. Typically it is equal to Last-Px except during auction uncrossing.
61  bool price (Decimal& price) const;
62 
63  /// Priority timestamp.
64  UInt64 trdRegTSTimePriority() const;
65 
66  /// Unique instrument identifier.
67  UInt64 securityID() const;
68 
69  /// Unique identifier for each price level (match step) of a match event; it is used for public trade reporting.
70  UInt32 trdMatchID() const;
71 
72  /// Quantity executed in this fill.
73  QuantityType lastQty() const;
74 
75  /// Price of this fill.
76  Decimal lastPx() const;
77 
78  ///
79  EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator() const;
80 
81  /// Appends text presentation.
82  void toString (std::string&) const;
83 
84  private:
86  friend class ::Testing::TestingPartialOrderExecution;
87 
88  PartialOrderExecution (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
89  };
90  }
91  }
92  }
93 }
94 
unsigned int UInt32
Definition: Numeric.h:41
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63