OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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TESTradeReport.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.
6*
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.
11*
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.
15*
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
26namespace OnixS
27{
28 namespace Eurex
29 {
30 namespace MarketData
31 {
32 namespace EOBI
33 {
34 class ONIXS_EUREX_EMDI_API TESTradeReport : public MessageBase
35 {
36 public:
38 std::string msgType() const;
39
42
45
48
50 UInt64 securityID() const;
51
53 UInt64 transactTime() const;
54
56 bool lastQty(QuantityType& value) const;
57
59 bool lastPx(Decimal& value) const;
60
62 bool trdMatchID(UInt32& value) const;
63
66
69
72
75
78
80 bool transBkdTime(UInt64& value) const;
81
83 bool numberOfBuySides(UInt16& value) const;
84
86 bool numberOfSellSides(UInt16& value) const;
87
89 void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
90
91 private:
92 friend class Implementation::MessageFactory;
93
94 TESTradeReport(const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
95 };
96 }
97 }
98 }
99}
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition Compiler.h:134
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
bool lastPx(Decimal &value) const
Price of this fill.
EOBI::TradeCondition::Enum tradeCondition() const
EOBI::MDUpdateAction::Enum mdUpdateAction() const
Type of Market Data update action.
EOBI::TrdType::Enum trdType() const
Marketplace assigned identifier.
UInt64 nonDisclosedTradeVolume() const
Only valid during TESTradSesStatus (25044) 5 = Pre Close.
void toString(std::string &) const ONIXS_EUREX_EMDI_OVERRIDE
Appends text presentation.
UInt64 securityID() const
Unique instrument identifier.
bool trdMatchID(UInt32 &value) const
Unique identifier for each price level (match step) of a match event; it is used for public trade rep...
EOBI::MarketDataType::Enum marketDataType() const
Market data type.
EOBI::SecurityIDSource::Enum securityIDSource() const
Marketplace assigned identifier.
std::string msgType() const
Message type.
EOBI::MultiLegReportingType::Enum multiLegReportingType() const
EOBI::MultiLegPriceModel::Enum multiLegPriceModel() const
bool lastQty(QuantityType &value) const
Quantity executed in this fill.
UInt64 transactTime() const
Transaction timestamp.
unsigned int UInt32
Definition Numeric.h:41
unsigned short UInt16
Definition Numeric.h:38