OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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TradeReport.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 TradeReport : public MessageBase
35 {
36 public:
38 std::string msgType() const;
39
42
45
48
50 UInt64 securityID() const;
51
53 UInt64 transactTime() const;
54
57
60
62 Decimal lastPx() const;
63
66
70
73
76
78 void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
79
80 private:
81 friend class Implementation::MessageFactory;
82
83 TradeReport (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
84 };
85 }
86 }
87 }
88}
#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
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.
unsigned int UInt32
Definition Numeric.h:41