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
UInt8	hHIIndicator () 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 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
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 ONIXS_EUREX_EMDI_NOEXCEPT

Detailed Description

Definition at line 40 of file FullOrderExecution.h.

Member Function Documentation

◆ algorithmicTradeIndicator()

EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator ( ) const

◆ hHIIndicator()

UInt8 hHIIndicator ( ) const

The updated index of the HHI interval at the orders price level, if the product is HHI enabled.

◆ lastPx()

Decimal lastPx ( ) const

Price of this fill.

◆ lastQty()

QuantityType lastQty ( ) const

Quantity executed in this fill.

◆ 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.

◆ ordType()

EOBI::OrderType::Enum ordType ( ) const

Reserved for future release.

◆ price()

bool price ( Decimal & price ) const

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

◆ securityID()

UInt64 securityID ( ) const

Unique instrument identifier.

◆ securityIDSource()

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

◆ side()

EOBI::Side::Enum side ( ) const

Side of the order.

◆ toString()

void toString ( std::string & ) const

virtual

Appends text presentation.

Reimplemented from MessageBase.

◆ trdMatchID()

UInt32 trdMatchID ( ) const

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

◆ trdRegTSTimePriority()

UInt64 trdRegTSTimePriority ( ) const

Priority timestamp.

◆ ::Testing::TestingFullOrderExecution

friend class ::Testing::TestingFullOrderExecution

friend

Definition at line 90 of file FullOrderExecution.h.

◆ Implementation::MessageFactory

friend class Implementation::MessageFactory