OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
CrossRequest Class Reference

#include <OnixS/Eurex/MarketData/CrossRequest.h>

Collaboration diagram for CrossRequest:

Public Member Functions

UInt32 getMarketSegmentID () const
 
SecurityId securityId () const
 
bool orderQty (Decimal &quantity) const
 
CrossRequestType::Enum crossRequestType () const
 
bool price (Decimal &price) const
 
UInt64 transactTime () const
 
InputSource::Enum inputSource () const
 
Side::Enum side () const
 
- Public Member Functions inherited from Message
 Message (const Message &other)
 
 ~Message ()
 
FieldValueRef type () const
 
SequenceNumber seqNum () const
 
FieldValueRef senderCompId () const
 
bool operator== (const Message &) const
 
bool operator!= (const Message &) const
 
std::string toString (char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
 
std::string toStringWithFieldNames () const
 
void toString (std::string &str, char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
 
Messageoperator= (const Message &)
 
- Public Member Functions inherited from FieldSet
 operator bool () const
 
FieldValueRef get (Tag tag) const
 
Int32 getInt32 (Tag tag) const
 
UInt32 getUInt32 (Tag tag) const
 
Int64 getInt64 (Tag tag) const
 
UInt64 getUInt64 (Tag tag) const
 
Decimal getDecimal (Tag tag) const
 
StringRef getStringRef (Tag tag) const
 
Timestamp getTimestamp (Tag tag, TimestampFormat::Enum=TimestampFormat::YYYYMMDDHHMMSSNsec) const
 
Group getGroup (Tag numberOfInstancesTag) const
 
Group getOptionalGroup (Tag numberOfInstancesTag) const
 
bool hasFlag (Tag tag) const
 
size_t fields (Fields &fields) const
 
void swap (FieldSet &) throw ()
 

Friends

class CrossRequestWrapper
 

Additional Inherited Members

- Protected Member Functions inherited from FieldSet
 FieldSet ()
 
 FieldSet (const Message *, void *)
 
 FieldSet (const FieldSet &)
 
 ~FieldSet ()
 
FieldSetoperator= (const FieldSet &)
 
- Protected Attributes inherited from FieldSet
const Messagecontainer_
 
void * impl_
 

Detailed Description

Definition at line 65 of file CrossRequest.h.

Member Function Documentation

CrossRequestType::Enum crossRequestType ( ) const
inline

Cross Request Type.

Definition at line 87 of file CrossRequest.h.

UInt32 getMarketSegmentID ( ) const
inline

Product identifier.

Definition at line 69 of file CrossRequest.h.

InputSource::Enum inputSource ( ) const
inline

Input source.

Definition at line 105 of file CrossRequest.h.

bool orderQty ( Decimal quantity) const
inline

Defines the requested quantity which cannot be zero in a cross request.

Definition at line 81 of file CrossRequest.h.

bool price ( Decimal price) const
inline

Price of the Liquidity Improvement Cross.

Definition at line 93 of file CrossRequest.h.

SecurityId securityId ( ) const
inline

Instrument identifier.

Definition at line 75 of file CrossRequest.h.

Side::Enum side ( ) const
inline

Side.

Definition at line 111 of file CrossRequest.h.

UInt64 transactTime ( ) const
inline

Time when request was processed by the matcher (nanoseconds).

Definition at line 99 of file CrossRequest.h.

Friends And Related Function Documentation

friend class CrossRequestWrapper
friend

Definition at line 117 of file CrossRequest.h.


The documentation for this class was generated from the following file: