TESTradeReport Class Reference

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

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
QuantityType	lastQty () const
Decimal	lastPx () const
UInt32	trdMatchID () 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 DataSource &	dataSource () 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

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::MultiLegPriceModel::Enum multiLegPriceModel

(

)

const

EOBI::MultiLegReportingType::Enum multiLegReportingType

(

)

const

UInt64 nonDisclosedTradeVolume

(

)

const

bool numberOfBuySides

(

UInt16 &

value

)

const

bool numberOfSellSides

(

UInt16 &

value

)

const

UInt64 securityID

(

)

const

Unique instrument identifier.

EOBI::SecurityIDSource::Enum securityIDSource

(

)

const

Marketplace assigned identifier.

void toString ( std::string &  ) const

virtual

Appends text presentation.

Reimplemented from MessageBase.

EOBI::TradeCondition::Enum tradeCondition

(

)

const

UInt64 transactTime

(

)

const

Transaction timestamp.

bool transBkdTime

(

UInt64 &

value

)

const

UInt32 trdMatchID

(

)

const

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

EOBI::TrdType::Enum trdType

(

)

const

Marketplace assigned identifier.

Friends And Related Function Documentation

friend class Implementation::MessageFactory

friend

Definition at line 92 of file TESTradeReport.h.

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

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