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

#include <OnixS/Eurex/MarketData/EOBI/ExecutionSummary.h>

Collaboration diagram for ExecutionSummary:

Public Member Functions

std::string msgType () const
 
EOBI::MarketDataType::Enum marketDataType () const
 
EOBI::MDUpdateAction::Enum mdUpdateAction () const
 
EOBI::SecurityIDSource::Enum securityIDSource () const
 
UInt64 securityID () const
 
UInt64 aggressorTime () const
 
UInt64 requestTime () const
 
UInt64 execID () const
 
QuantityType lastQty () const
 
EOBI::AggressorSide::Enum aggressorSide () const
 
EOBI::TradeCondition::Enum tradeCondition () const
 
Decimal lastPx () const
 
QuantityType restingHiddenQty () const
 
QuantityType restingCxlQty () const
 
void toString (std::string &) const
 
- Public Member Functions inherited from MessageBase
UInt32 msgSeqNum () const
 
std::string toString () const
 
virtual ~MessageBase ()
 
const DataSourcedataSource () const
 

Friends

class Implementation::MessageFactory
 

Additional Inherited Members

- Protected Member Functions inherited from MessageBase
 MessageBase (const void *data, const DataSource &dataSource)
 
- Protected Member Functions inherited from DataContainer
 DataContainer (const void *data)
 
template<class TData >
const TData * getData () const
 

Detailed Description

Definition at line 34 of file ExecutionSummary.h.

Member Function Documentation

EOBI::AggressorSide::Enum aggressorSide ( ) const

Aggressor side.

Definition at line 78 of file ExecutionSummary.cpp.

UInt64 aggressorTime ( ) const

UTCTimestamp.

Definition at line 58 of file ExecutionSummary.cpp.

UInt64 execID ( ) const

Matching timestamp.

Definition at line 68 of file ExecutionSummary.cpp.

Decimal lastPx ( ) const

Worst price of this match.

Definition at line 88 of file ExecutionSummary.cpp.

QuantityType lastQty ( ) const

Total quantity of this match.

Definition at line 73 of file ExecutionSummary.cpp.

EOBI::MarketDataType::Enum marketDataType ( ) const

Market data type.

Definition at line 38 of file ExecutionSummary.cpp.

EOBI::MDUpdateAction::Enum mdUpdateAction ( ) const

Type of Market Data update action.

Definition at line 43 of file ExecutionSummary.cpp.

std::string msgType ( ) const

Message type.

Definition at line 33 of file ExecutionSummary.cpp.

UInt64 requestTime ( ) const

Gateway request in timestamp.

Definition at line 63 of file ExecutionSummary.cpp.

QuantityType restingCxlQty ( ) const

Definition at line 98 of file ExecutionSummary.cpp.

QuantityType restingHiddenQty ( ) const

Quantity of matched passive orders that is not displayed to the market.

Definition at line 93 of file ExecutionSummary.cpp.

UInt64 securityID ( ) const

Unique instrument identifier.

Definition at line 53 of file ExecutionSummary.cpp.

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

Definition at line 48 of file ExecutionSummary.cpp.

void toString ( std::string &  presentation) const
virtual

Appends text presentation.

Reimplemented from MessageBase.

Definition at line 103 of file ExecutionSummary.cpp.

EOBI::TradeCondition::Enum tradeCondition ( ) const

Indicates whether a synthetic match is occurred.

Definition at line 83 of file ExecutionSummary.cpp.

Friends And Related Function Documentation

friend class Implementation::MessageFactory
friend

Definition at line 83 of file ExecutionSummary.h.


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