OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.2
API documentation
CrossRequest Class Reference

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

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 ()


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

Cross Request Type.

Definition at line 87 of file CrossRequest.h.

UInt32 getMarketSegmentID ( ) const

Product identifier.

Definition at line 69 of file CrossRequest.h.

InputSource::Enum inputSource ( ) const

Input source.

Definition at line 105 of file CrossRequest.h.

bool orderQty ( Decimal quantity) const

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

Price of the Liquidity Improvement Cross.

Definition at line 93 of file CrossRequest.h.

SecurityId securityId ( ) const

Instrument identifier.

Definition at line 75 of file CrossRequest.h.

Side::Enum side ( ) const


Definition at line 111 of file CrossRequest.h.

UInt64 transactTime ( ) const

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

Definition at line 117 of file CrossRequest.h.

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