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

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

Collaboration diagram for FullOrderExecution:

Public Member Functions

std::string msgType () const
 
EOBI::MarketDataType::Enum marketDataType () const
 
EOBI::MDUpdateAction::Enum mdUpdateAction () const
 
EOBI::SecurityIDSource::Enum securityIDSource () const
 
EOBI::Side::Enum side () const
 
EOBI::OrderType::Enum ordType () const
 
EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator () const
 
bool price (Decimal &price) const
 
UInt64 trdRegTSTimePriority () const
 
UInt64 securityID () const
 
UInt32 trdMatchID () const
 
QuantityType lastQty () const
 
Decimal lastPx () 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
 
class ::Testing::TestingFullOrderExecution
 

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 40 of file FullOrderExecution.h.

Member Function Documentation

EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator ( ) const

Definition at line 62 of file FullOrderExecution.cpp.

Decimal lastPx ( ) const

Price of this fill.

Definition at line 97 of file FullOrderExecution.cpp.

QuantityType lastQty ( ) const

Quantity executed in this fill.

Definition at line 92 of file FullOrderExecution.cpp.

EOBI::MarketDataType::Enum marketDataType ( ) const

Market data type.

Definition at line 37 of file FullOrderExecution.cpp.

EOBI::MDUpdateAction::Enum mdUpdateAction ( ) const

Type of Market Data update action.

Definition at line 42 of file FullOrderExecution.cpp.

std::string msgType ( ) const

Message type.

Definition at line 32 of file FullOrderExecution.cpp.

EOBI::OrderType::Enum ordType ( ) const

Reserved for future release.

Definition at line 57 of file FullOrderExecution.cpp.

bool price ( Decimal price) const

The price at which the order entered the book. Typically it is equal to LastPx except during auction uncrossing.

Definition at line 67 of file FullOrderExecution.cpp.

UInt64 securityID ( ) const

Unique instrument identifier.

Definition at line 82 of file FullOrderExecution.cpp.

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

Definition at line 47 of file FullOrderExecution.cpp.

EOBI::Side::Enum side ( ) const

Side of the order.

Definition at line 52 of file FullOrderExecution.cpp.

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

Appends text presentation.

Reimplemented from MessageBase.

Definition at line 102 of file FullOrderExecution.cpp.

UInt32 trdMatchID ( ) const

Unique identifier for each price level (match step) of a match event; it is used for public trade reporting.

Definition at line 87 of file FullOrderExecution.cpp.

UInt64 trdRegTSTimePriority ( ) const

Priority timestamp.

Definition at line 77 of file FullOrderExecution.cpp.

Friends And Related Function Documentation

friend class ::Testing::TestingFullOrderExecution
friend

Definition at line 87 of file FullOrderExecution.h.

friend class Implementation::MessageFactory
friend

Definition at line 86 of file FullOrderExecution.h.


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