TradeReport 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
UInt32	trdMatchID () const
QuantityType	lastQty () const
Decimal	lastPx () const
EOBI::MatchType::Enum	matchType () const
EOBI::MatchSubType::Enum	matchSubType () const
EOBI::AlgorithmicTradeIndicator::Enum	algorithmicTradeIndicator () const
EOBI::TradeCondition::Enum	tradeCondition () 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 TradeReport.h.

Member Function Documentation

algorithmicTradeIndicator()

EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator

(

)

const

lastPx()

Decimal lastPx

(

)

const

Price of this fill.

lastQty()

QuantityType lastQty

(

)

const

Quantity executed in this fill.

marketDataType()

EOBI::MarketDataType::Enum marketDataType

(

)

const

Market data type.

matchSubType()

EOBI::MatchSubType::Enum matchSubType

(

)

const

Indicates the auction type the trade originates from. Not filled for uncrossing, i.e. when a complex instrument switches to the instrument state "Continuous"

matchType()

EOBI::MatchType::Enum matchType

(

)

const

The point in the matching process at which this trade was matched.

mdUpdateAction()

EOBI::MDUpdateAction::Enum mdUpdateAction

(

)

const

Type of Market Data update action.

msgType()

std::string msgType

(

)

const

Message type.

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.

trdMatchID()

UInt32 trdMatchID

(

)

const

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

Friends And Related Symbol Documentation

Implementation::MessageFactory

friend class Implementation::MessageFactory

friend

Definition at line 81 of file TradeReport.h.