81 friend class Implementation::MessageFactory;
#define ONIXS_EUREX_EMDI_OVERRIDE
Decimal type for better precision.
const DataSource & dataSource() const
Returns data source.
MessageBase(const void *data, const DataSource &dataSource)
UInt32 trdMatchID() const
Unique identifier for each price level (match step) of a match event; it is used for public trade rep...
EOBI::TradeCondition::Enum tradeCondition() const
EOBI::MDUpdateAction::Enum mdUpdateAction() const
Type of Market Data update action.
Decimal lastPx() const
Price of this fill.
EOBI::MatchSubType::Enum matchSubType() const
void toString(std::string &) const ONIXS_EUREX_EMDI_OVERRIDE
Appends text presentation.
UInt64 securityID() const
Unique instrument identifier.
EOBI::MatchType::Enum matchType() const
The point in the matching process at which this trade was matched.
EOBI::MarketDataType::Enum marketDataType() const
Market data type.
EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator() const
EOBI::SecurityIDSource::Enum securityIDSource() const
Marketplace assigned identifier.
std::string msgType() const
Message type.
UInt64 transactTime() const
Transaction timestamp.
QuantityType lastQty() const
Quantity executed in this fill.