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


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


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

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

Definition at line 129 of file ExecutionSummary.h.

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