OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.0.1
API documentation
TESTradeReport.h
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19 
20 #pragma once
21 
25 
26 namespace 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:
37  /// Message type
38  std::string msgType() const;
39 
40  /// Market data type
41  EOBI::MarketDataType::Enum marketDataType() const;
42 
43  /// Type of Market Data update action.
44  EOBI::MDUpdateAction::Enum mdUpdateAction() const;
45 
46  /// Marketplace assigned identifier.
47  EOBI::SecurityIDSource::Enum securityIDSource() const;
48 
49  /// Unique instrument identifier.
50  UInt64 securityID() const;
51 
52  /// Transaction timestamp.
53  UInt64 transactTime() const;
54 
55  /// Quantity executed in this fill.
56  QuantityType lastQty() const;
57 
58  /// Price of this fill.
59  Decimal lastPx() const;
60 
61  /// Unique identifier for each price level (match step) of a match event; it is used for public trade reporting.
62  UInt32 trdMatchID() const;
63 
64  /// Marketplace assigned identifier.
65  EOBI::TrdType::Enum trdType() const;
66 
67  ///
68  EOBI::TradeCondition::Enum tradeCondition() const;
69 
70  ///
71  EOBI::MultiLegReportingType::Enum multiLegReportingType() const;
72 
73  ///
74  EOBI::MultiLegPriceModel::Enum multiLegPriceModel() const;
75 
76  ///
77  UInt64 nonDisclosedTradeVolume() const;
78 
79 
80  /// Appends text presentation.
81  void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
82 
83  private:
84  friend class Implementation::MessageFactory;
85 
86  TESTradeReport(const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
87  };
88  }
89  }
90  }
91 }
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition: Compiler.h:126
unsigned int UInt32
Definition: Numeric.h:41
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63