ExecutionSummary Class Reference

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

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 DataSource &	dataSource () 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

EOBI::AggressorSide::Enum aggressorSide

(

)

const

Aggressor side.

UInt64 aggressorTime

(

)

const

UTCTimestamp.

UInt64 execID

(

)

const

Matching timestamp.

Decimal lastPx

(

)

const

Worst price of this match.

QuantityType lastQty

(

)

const

Total quantity of this match.

EOBI::MarketDataType::Enum marketDataType

(

)

const

Market data type.

EOBI::MDUpdateAction::Enum mdUpdateAction

(

)

const

Type of Market Data update action.

std::string msgType

(

)

const

Message type.

RemainingOrderDetailsEntries remainingOrderDetailsEntriesGrp

(

)

const

UInt64 requestTime

(

)

const

Gateway request in timestamp.

QuantityType restingCxlQty

(

)

const

QuantityType restingHiddenQty

(

)

const

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

UInt64 securityID

(

)

const

Unique instrument identifier.

EOBI::SecurityIDSource::Enum securityIDSource

(

)

const

Marketplace assigned identifier.

void toString ( std::string &  ) const

virtual

Appends text presentation.

Reimplemented from MessageBase.

EOBI::TradeCondition::Enum tradeCondition

(

)

const

Indicates whether a synthetic match is occurred.

UInt8 tradingHHIIndicator

(

)

const

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

Friends And Related Function Documentation

friend class Implementation::MessageFactory

friend

Definition at line 129 of file ExecutionSummary.h.

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

• include/OnixS/Eurex/MarketData/EOBI/ExecutionSummary.h