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

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

Collaboration diagram for PartialOrderExecution:

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
 
bool price (Decimal &price) const
 
UInt64 trdRegTSTimePriority () const
 
UInt64 securityID () const
 
UInt32 trdMatchID () const
 
QuantityType lastQty () const
 
Decimal lastPx () const
 
EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator () 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::TestingPartialOrderExecution
 

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 39 of file PartialOrderExecution.h.

Member Function Documentation

EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator ( ) const

Definition at line 99 of file PartialOrderExecution.cpp.

Decimal lastPx ( ) const

Price of this fill.

Definition at line 94 of file PartialOrderExecution.cpp.

QuantityType lastQty ( ) const

Quantity executed in this fill.

Definition at line 89 of file PartialOrderExecution.cpp.

EOBI::MarketDataType::Enum marketDataType ( ) const

Market data type.

Definition at line 38 of file PartialOrderExecution.cpp.

EOBI::MDUpdateAction::Enum mdUpdateAction ( ) const

Type of Market Data update action.

Definition at line 43 of file PartialOrderExecution.cpp.

std::string msgType ( ) const

Message type.

Definition at line 33 of file PartialOrderExecution.cpp.

EOBI::OrderType::Enum ordType ( ) const

Reserved for future release.

Definition at line 58 of file PartialOrderExecution.cpp.

bool price ( Decimal price) const

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

Definition at line 68 of file PartialOrderExecution.cpp.

UInt64 securityID ( ) const

Unique instrument identifier.

Definition at line 84 of file PartialOrderExecution.cpp.

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

Definition at line 48 of file PartialOrderExecution.cpp.

EOBI::Side::Enum side ( ) const

Side of the order.

Definition at line 53 of file PartialOrderExecution.cpp.

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

Appends text presentation.

Reimplemented from MessageBase.

Definition at line 104 of file PartialOrderExecution.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 63 of file PartialOrderExecution.cpp.

UInt64 trdRegTSTimePriority ( ) const

Priority timestamp.

Definition at line 79 of file PartialOrderExecution.cpp.

Friends And Related Function Documentation

friend class ::Testing::TestingPartialOrderExecution
friend

Definition at line 86 of file PartialOrderExecution.h.

friend class Implementation::MessageFactory
friend

Definition at line 85 of file PartialOrderExecution.h.


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