OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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ExecutionSummary Class Reference

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
UInt8 tradingHHIIndicator () const
Decimal lastPx () const
QuantityType restingHiddenQty () const
QuantityType restingCxlQty () const
RemainingOrderDetailsEntries remainingOrderDetailsEntriesGrp () const ONIXS_EUREX_EMDI_NOEXCEPT
void toString (std::string &) const ONIXS_EUREX_EMDI_OVERRIDE
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 ONIXS_EUREX_EMDI_NOEXCEPT

Detailed Description

Definition at line 74 of file ExecutionSummary.h.

Member Function Documentation

◆ aggressorSide()

EOBI::AggressorSide::Enum aggressorSide ( ) const

Aggressor side.

◆ aggressorTime()

UInt64 aggressorTime ( ) const

UTCTimestamp.

◆ execID()

UInt64 execID ( ) const

Matching timestamp.

◆ lastPx()

Decimal lastPx ( ) const

Worst price of this match.

◆ lastQty()

QuantityType lastQty ( ) const

Total quantity of this match.

◆ marketDataType()

EOBI::MarketDataType::Enum marketDataType ( ) const

Market data type.

◆ mdUpdateAction()

EOBI::MDUpdateAction::Enum mdUpdateAction ( ) const

Type of Market Data update action.

◆ msgType()

std::string msgType ( ) const

Message type.

◆ remainingOrderDetailsEntriesGrp()

RemainingOrderDetailsEntries remainingOrderDetailsEntriesGrp ( ) const

◆ requestTime()

UInt64 requestTime ( ) const

Gateway request in timestamp.

◆ restingCxlQty()

QuantityType restingCxlQty ( ) const

◆ restingHiddenQty()

QuantityType restingHiddenQty ( ) const

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

◆ securityID()

UInt64 securityID ( ) const

Unique instrument identifier.

◆ securityIDSource()

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

◆ toString()

void toString ( std::string & ) const
virtual

Appends text presentation.

Reimplemented from MessageBase.

◆ tradeCondition()

EOBI::TradeCondition::Enum tradeCondition ( ) const

Indicates whether a synthetic match is occurred.

◆ tradingHHIIndicator()

UInt8 tradingHHIIndicator ( ) const

The trading HHI is the index to the HHI interval of the match event.

◆ Implementation::MessageFactory

friend class Implementation::MessageFactory
friend

Definition at line 129 of file ExecutionSummary.h.