OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.2.2
API documentation
TradeReversal.h
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19 
20 #pragma once
21 
26 
27 namespace OnixS
28 {
29  namespace Eurex
30  {
31  namespace MarketData
32  {
33  namespace EOBI
34  {
35  class ONIXS_EUREX_EMDI_API TradeReversalEntry : public DataContainer
36  {
37  public:
38  /// Price.
39  bool mdEntryPx (Decimal& price) const;
40 
41  /// Quantity.
42  QuantityType mdEntrySize() const;
43 
44  /// Type of market data entry.
45  EOBI::MDEntryType::Enum mdEntryType() const;
46 
47  /// Returns text presentation.
48  std::string toString() const;
49 
50  /// Appends text presentation.
51  void toString (std::string&) const;
52 
53  private:
54  friend class TradeReversalEntries;
55 
56  TradeReversalEntry (const void* data);
57  };
58 
60  {
61  public:
62  /// Number of entries
63  size_t size() const;
64 
65  /// Entry accessor
66  TradeReversalEntry operator[] (size_t idx) const;
67 
68  private:
69  friend class TradeReversal;
70 
71  explicit
72  TradeReversalEntries (const void* data);
73  };
74 
75  class ONIXS_EUREX_EMDI_API TradeReversal : public MessageBase
76  {
77  public:
78  /// Message type
79  std::string msgType() const;
80 
81  /// Market data type
82  EOBI::MarketDataType::Enum marketDataType() const;
83 
84  /// Type of Market Data update action.
85  EOBI::MDUpdateAction::Enum mdUpdateAction() const;
86 
87  /// Marketplace assigned identifier.
88  EOBI::SecurityIDSource::Enum securityIDSource() const;
89 
90  /// Unique instrument identifier.
91  UInt64 securityID() const;
92 
93  /// Transaction timestamp.
94  UInt64 transactTime() const;
95 
96  /// Unique identifier for each price level (match step) of a match event; it is used for public trade reporting.
97  UInt32 trdMatchID() const;
98 
99  /// Quantity executed in this fill.
100  Int64 lastQty() const;
101 
102  /// Price of this fill.
103  Decimal lastPx() const;
104 
105  /// Matching timestamp of new last trade.
106  UInt64 trdRegTSExecutionTime() const;
107 
108  /// Counter
109  UInt8 noMDEntries() const;
110 
111  /// Variable size array, record counter: NoMDEntries
112  TradeReversalEntries mdTradeEntryGrp() const;
113 
114  /// Trade Condition
115  EOBI::TradeCondition::Enum tradeCondition() const;
116 
117  /// Appends text presentation.
118  void toString (std::string&) const;
119 
120  private:
122 
123  TradeReversal (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
124  };
125  }
126  }
127  }
128 }
129 
unsigned char UInt8
Definition: Numeric.h:35
unsigned int UInt32
Definition: Numeric.h:41
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63