Definition at line 36 of file ExchangeTrade.h.
◆ aggressorSide()
◆ aggressorTime()
bool aggressorTime |
( |
UInt64 & | time | ) |
const |
|
inline |
Entry time of the incoming order that triggered the trade.
Definition at line 116 of file ExchangeTrade.h.
◆ algorithmicTradeIndicator()
◆ marketSegmentId()
◆ mdEntryId()
bool mdEntryId |
( |
UInt32 | id | ) |
const |
|
inline |
Represents the match step (unique together with SenderCompID).
Definition at line 164 of file ExchangeTrade.h.
◆ mdEntryPx()
bool mdEntryPx |
( |
Decimal & | price | ) |
const |
|
inline |
◆ mdEntrySize()
bool mdEntrySize |
( |
Decimal & | size | ) |
const |
|
inline |
◆ mdEntryTime()
bool mdEntryTime |
( |
Int64 & | val | ) |
const |
|
inline |
◆ mdEntryType()
◆ mdOriginType()
◆ mdUpdateAction()
◆ msgSeqNum()
◆ multiLegPriceModel()
◆ multiLegReportingType()
◆ mumberOfBuySides()
bool mumberOfBuySides |
( |
UInt32 & | number | ) |
const |
|
inline |
◆ nonDisclosedTradeVolume()
bool nonDisclosedTradeVolume |
( |
Decimal & | id | ) |
const |
|
inline |
Contains the TES trade volume that is not displayed during the day. Only present for MDEntryType=B "Trade Volume". Used when trade volume is finally disclosed and also for recovery.
Definition at line 170 of file ExchangeTrade.h.
◆ numberOfBuyOrders()
bool numberOfBuyOrders |
( |
UInt32 & | number | ) |
const |
|
inline |
◆ numberOfSellOrders()
bool numberOfSellOrders |
( |
UInt32 & | number | ) |
const |
|
inline |
◆ numberOfSellSides()
bool numberOfSellSides |
( |
UInt32 & | val | ) |
const |
|
inline |
◆ partyID()
◆ partyIDSource()
◆ partyRole()
bool partyRole |
( |
UInt32 & | val | ) |
const |
|
inline |
◆ restingCxlQty()
bool restingCxlQty |
( |
Decimal & | quantity | ) |
const |
|
inline |
◆ securityId()
Instrument ID from Eurex Exchange�s new trading architecture.
Definition at line 77 of file ExchangeTrade.h.
◆ senderCompID()
◆ totalNumOfTrades()
bool totalNumOfTrades |
( |
UInt32 & | val | ) |
const |
|
inline |
◆ tradeCondition()
◆ trdType()
◆ ExchangeTradeWrapper
friend class ExchangeTradeWrapper |
|
friend |