OrderModify Class Reference

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

Public Member Functions
std::string	msgType () const
EOBI::MarketDataType::Enum	marketDataType () const
EOBI::MDUpdateAction::Enum	mdUpdateAction () const
EOBI::SecurityIDSource::Enum	securityIDSource () const
UInt64	requestTime () const
UInt64	trdRegTSPrevTimePriority () const
bool	prevPrice (Decimal &price) const
QuantityType	prevDisplayQty () const
UInt64	securityID () const
UInt64	trdRegTSTimePriority () const
QuantityType	displayQty () const
EOBI::Side::Enum	side () const
EOBI::OrderType::Enum	ordType () const
UInt8	hHIIndicator () const
bool	price (Decimal &price) const
UInt8	prevPriceHHIIndicator () 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::TestingOrderModify

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 OrderModify.h.

Member Function Documentation

QuantityType displayQty

(

)

const

Quantity.

UInt8 hHIIndicator

(

)

const

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

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.

QuantityType prevDisplayQty

(

)

const

bool prevPrice

(

Decimal &

price

)

const

Previous order price.

UInt8 prevPriceHHIIndicator

(

)

const

The updated index of the HHI interval at the orders’ previous price level.

bool price

(

Decimal &

price

)

const

Price.

UInt64 requestTime

(

)

const

Matching engine In timestamp.

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.

UInt64 trdRegTSPrevTimePriority

(

)

const

Previous order priority timestamp.

UInt64 trdRegTSTimePriority

(

)

const

Priority timestamp (new)

Friends And Related Function Documentation

friend class ::Testing::TestingOrderModify

friend

Definition at line 96 of file OrderModify.h.

friend class Implementation::MessageFactory

friend

Definition at line 95 of file OrderModify.h.

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

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