56 TradeReversalEntry (
const void* data);
72 TradeReversalEntries (
const void* data);
124 friend class Implementation::MessageFactory;
#define ONIXS_EUREX_EMDI_OVERRIDE
Decimal type for better precision.
DataContainer(const void *data)
const DataSource & dataSource() const
Returns data source.
MessageBase(const void *data, const DataSource &dataSource)
size_t size() const
Number of entries.
friend class TradeReversal
std::string toString() const
Returns text presentation.
bool mdEntryPx(Decimal &price) const
Price.
QuantityType mdEntrySize() const
Quantity.
void toString(std::string &) const
Appends text presentation.
EOBI::MDEntryType::Enum mdEntryType() const
Type of market data entry.
friend class TradeReversalEntries
TradeReversalEntries mdTradeEntryGrp() const
Variable size array, record counter: NoMDEntries.
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
Trade Condition.
EOBI::MDUpdateAction::Enum mdUpdateAction() const
Type of Market Data update action.
Int64 lastQty() const
Quantity executed in this fill.
Decimal lastPx() const
Price of this fill.
UInt64 trdRegTSExecutionTime() const
Matching timestamp of new last trade.
EOBI::MDOriginType::Enum mDOriginType() const
Marketplace assigned identifier.
void toString(std::string &) const ONIXS_EUREX_EMDI_OVERRIDE
Appends text presentation.
UInt64 securityID() const
Unique instrument identifier.
EOBI::MarketDataType::Enum marketDataType() const
Market data type.
EOBI::SecurityIDSource::Enum securityIDSource() const
Marketplace assigned identifier.
std::string msgType() const
Message type.
UInt8 noMDEntries() const
Counter.
UInt64 transactTime() const
Transaction timestamp.