OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.0.0
API documentation
TradeReport.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 TradeReport : 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  /// Unique identifier for each price level (match step) of a match event; it is used for public trade reporting.
56  UInt32 trdMatchID() const;
57 
58  /// Quantity executed in this fill.
59  QuantityType lastQty() const;
60 
61  /// Price of this fill.
62  Decimal lastPx() const;
63 
64  /// The point in the matching process at which this trade was matched
65  EOBI::MatchType::Enum matchType() const;
66 
67  /// Indicates the auction type the trade originates from.
68  /// Not filled for uncrossing, i.e. when a complex instrument switches to the instrument state "Continuous"
69  EOBI::MatchSubType::Enum matchSubType() const;
70 
71  ///
72  EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator() const;
73 
74  ///
75  EOBI::TradeCondition::Enum tradeCondition() const;
76 
77  /// Appends text presentation.
78  void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
79 
80  private:
82 
83  TradeReport (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
84  };
85  }
86  }
87  }
88 }
89 
unsigned int UInt32
Definition: Numeric.h:41
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63