OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  13.0.1
API documentation
TradeReport Class Reference

#include <OnixS/Eurex/MarketData/EOBI/TradeReport.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
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 DataSourcedataSource () const


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

EOBI::AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator ( ) const
Decimal lastPx ( ) const

Price of this fill.

QuantityType lastQty ( ) const

Quantity executed in this fill.

EOBI::MarketDataType::Enum marketDataType ( ) const

Market data type.

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"

EOBI::MatchType::Enum matchType ( ) const

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

EOBI::MDUpdateAction::Enum mdUpdateAction ( ) const

Type of Market Data update action.

std::string msgType ( ) const

Message type.

UInt64 securityID ( ) const

Unique instrument identifier.

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

void toString ( std::string &  ) const

Appends text presentation.

Reimplemented from MessageBase.

EOBI::TradeCondition::Enum tradeCondition ( ) const
UInt64 transactTime ( ) const

Transaction timestamp.

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 Function Documentation

friend class Implementation::MessageFactory

Definition at line 81 of file TradeReport.h.

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