OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  17.0.1
API documentation
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 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

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.


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