OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.2
API documentation
PartialOrderExecution Class Reference

#include <OnixS/Eurex/MarketData/EOBI/PartialOrderExecution.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
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
UInt8 hHIIndicator () 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 DataSourcedataSource () const


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 ONIXS_EUREX_EMDI_NOEXCEPT

Detailed Description

Definition at line 39 of file PartialOrderExecution.h.

Member Function Documentation

EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator ( ) const
UInt8 hHIIndicator ( ) const

The updated index of the HHI interval at the ordersÂ’ 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 Last-Px 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

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::TestingPartialOrderExecution

Definition at line 89 of file PartialOrderExecution.h.

friend class Implementation::MessageFactory

Definition at line 88 of file PartialOrderExecution.h.

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