FullOrderExecution Class Reference

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

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

EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator

(

)

const

UInt8 hHIIndicator

(

)

const

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

Decimal lastPx

(

)

const

Price of this fill.

QuantityType lastQty

(

)

const

Quantity executed in this fill.

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.

EOBI::OrderType::Enum ordType

(

)

const

Reserved for future release.

bool price

(

Decimal &

price

)

const

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

UInt64 securityID

(

)

const

Unique instrument identifier.

EOBI::SecurityIDSource::Enum securityIDSource

(

)

const

Marketplace assigned identifier.

EOBI::Side::Enum side

(

)

const

Side of the order.

void toString ( std::string &  ) const

virtual

Appends text presentation.

Reimplemented from MessageBase.

UInt32 trdMatchID

(

)

const

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

UInt64 trdRegTSTimePriority

(

)

const

Priority timestamp.

Friends And Related Function Documentation

friend class ::Testing::TestingFullOrderExecution

friend

Definition at line 90 of file FullOrderExecution.h.

friend class Implementation::MessageFactory

friend

Definition at line 89 of file FullOrderExecution.h.

---

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

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