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 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 |
Definition at line 34 of file TESTradeReport.h.
| bool lastPx | ( | Decimal & | value | ) | const |
Price of this fill.
| bool lastQty | ( | QuantityType & | value | ) | 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 |
Only valid during TESTradSesStatus (25044) 5 = Pre Close.
| bool numberOfBuySides | ( | UInt16 & | value | ) | const |
| bool numberOfSellSides | ( | UInt16 & | value | ) | const |
| UInt64 securityID | ( | ) | const |
Unique instrument identifier.
| EOBI::SecurityIDSource::Enum securityIDSource | ( | ) | const |
Marketplace assigned identifier.
|
virtual |
Appends text presentation.
Reimplemented from MessageBase.
| EOBI::TradeCondition::Enum tradeCondition | ( | ) | const |
| UInt64 transactTime | ( | ) | const |
Transaction timestamp.
| bool transBkdTime | ( | UInt64 & | value | ) | const |
| bool trdMatchID | ( | UInt32 & | value | ) | 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.
|
friend |
Definition at line 92 of file TESTradeReport.h.