OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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TESTradeReport Class Reference

Public Member Functions

std::string msgType () const
EOBI::MarketDataType::Enum marketDataType () const
EOBI::MDUpdateAction::Enum mdUpdateAction () const
EOBI::SecurityIDSource::Enum securityIDSource () const
UInt64 securityID () const
UInt64 transactTime () const
bool lastQty (QuantityType &value) const
bool lastPx (Decimal &value) const
bool trdMatchID (UInt32 &value) const
EOBI::TrdType::Enum trdType () const
EOBI::TradeCondition::Enum tradeCondition () const
EOBI::MultiLegReportingType::Enum multiLegReportingType () const
EOBI::MultiLegPriceModel::Enum multiLegPriceModel () const
UInt64 nonDisclosedTradeVolume () const
bool transBkdTime (UInt64 &value) const
bool numberOfBuySides (UInt16 &value) const
bool numberOfSellSides (UInt16 &value) 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

Friends

class Implementation::MessageFactory

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 34 of file TESTradeReport.h.

Member Function Documentation

◆ lastPx()

bool lastPx ( Decimal & value) const

Price of this fill.

◆ lastQty()

bool lastQty ( QuantityType & value) 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.

◆ multiLegPriceModel()

EOBI::MultiLegPriceModel::Enum multiLegPriceModel ( ) const

◆ multiLegReportingType()

EOBI::MultiLegReportingType::Enum multiLegReportingType ( ) const

◆ nonDisclosedTradeVolume()

UInt64 nonDisclosedTradeVolume ( ) const

Only valid during TESTradSesStatus (25044) 5 = Pre Close.

◆ numberOfBuySides()

bool numberOfBuySides ( UInt16 & value) const

◆ numberOfSellSides()

bool numberOfSellSides ( UInt16 & value) const

◆ securityID()

UInt64 securityID ( ) const

Unique instrument identifier.

◆ securityIDSource()

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

◆ toString()

void toString ( std::string & ) const
virtual

Appends text presentation.

Reimplemented from MessageBase.

◆ tradeCondition()

EOBI::TradeCondition::Enum tradeCondition ( ) const

◆ transactTime()

UInt64 transactTime ( ) const

Transaction timestamp.

◆ transBkdTime()

bool transBkdTime ( UInt64 & value) const

◆ trdMatchID()

bool trdMatchID ( UInt32 & value) const

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

◆ trdType()

EOBI::TrdType::Enum trdType ( ) const

Marketplace assigned identifier.

◆ Implementation::MessageFactory

friend class Implementation::MessageFactory
friend

Definition at line 92 of file TESTradeReport.h.