OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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TradeReversal.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
26
27namespace 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:
39 bool mdEntryPx (Decimal& price) const;
40
43
46
48 std::string toString() const;
49
51 void toString (std::string&) const;
52
53 private:
55
56 TradeReversalEntry (const void* data);
57 };
58
59 class ONIXS_EUREX_EMDI_API TradeReversalEntries : public DataContainer
60 {
61 public:
63 size_t size() const;
64
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:
79 std::string msgType() const;
80
83
86
89
91 UInt64 securityID() const;
92
94 UInt64 transactTime() const;
95
98
100 Int64 lastQty() const;
101
104
106 UInt64 trdRegTSExecutionTime() const;
107
110
113
116
119
121 void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
122
123 private:
124 friend class Implementation::MessageFactory;
125
126 TradeReversal (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
127 };
128 }
129 }
130 }
131}
#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
std::string toString() const
Returns text presentation.
bool mdEntryPx(Decimal &price) const
Price.
void toString(std::string &) const
Appends text presentation.
EOBI::MDEntryType::Enum mdEntryType() const
Type of market data entry.
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.
UInt64 transactTime() const
Transaction timestamp.
unsigned int UInt32
Definition Numeric.h:41
unsigned char UInt8
Definition Numeric.h:35