OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  17.0.1
API documentation
Public Member Functions | Friends | List of all members
ExchangeTrade Class Reference

#include <OnixS/Eurex/MarketData/ExchangeTrade.h>

Public Member Functions

UInt32 msgSeqNum () const
 
UInt32 senderCompID () const
 
MarketSegmentId marketSegmentId () const
 
MDOriginType::Enum mdOriginType () const
 
MDUpdateAction::Enum mdUpdateAction () const
 
MDEntryType::Enum mdEntryType () const
 
SecurityId securityId () const
 
bool mdEntryPx (Decimal &price) const
 
bool mdEntrySize (Decimal &size) const
 
bool mdEntryTime (Int64 &val) const
 
TrdType::Enum trdType () const
 
TradeConditionSet tradeCondition () const
 
bool aggressorTime (UInt64 &time) const
 
Side::Enum aggressorSide () const
 
bool numberOfBuyOrders (UInt32 &number) const
 
bool numberOfSellOrders (UInt32 &number) const
 
bool mumberOfBuySides (UInt32 &number) const
 
bool numberOfSellSides (UInt32 &val) const
 
bool totalNumOfTrades (UInt32 &val) const
 
bool restingCxlQty (Decimal &quantity) const
 
bool mdEntryId (UInt32 id) const
 
bool nonDisclosedTradeVolume (Decimal &id) const
 
AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator () const
 
MultiLegReportingType::Enum multiLegReportingType () const
 
MultiLegPriceModel::Enum multiLegPriceModel () const
 
bool partyID (StringRef &val) const
 
bool partyIDSource (StringRef &val) const
 
bool partyRole (UInt32 &val) const
 
- Public Member Functions inherited from Message
 Message (const Message &other)
 
 ~Message ()
 
FieldValueRef type () const
 
SequenceNumber seqNum () const
 
FieldValueRef senderCompId () const
 
bool operator== (const Message &) const
 
bool operator!= (const Message &) const
 
std::string toString (char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
 
std::string toStringWithFieldNames () const
 
void toString (std::string &str, char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
 
Message & operator= (const Message &)
 
- Public Member Functions inherited from FieldSet
 operator bool () const
 
FieldValueRef get (Tag tag) const
 
Int32 getInt32 (Tag tag) const
 
UInt32 getUInt32 (Tag tag) const
 
Int64 getInt64 (Tag tag) const
 
UInt64 getUInt64 (Tag tag) const
 
Decimal getDecimal (Tag tag) const
 
StringRef getStringRef (Tag tag) const
 
Timestamp getTimestamp (Tag tag, TimestampFormat::Enum=TimestampFormat::YYYYMMDDHHMMSSNsec) const
 
Group getGroup (Tag numberOfInstancesTag) const
 
Group getOptionalGroup (Tag numberOfInstancesTag) const
 
bool hasFlag (Tag tag) const
 
size_t fields (Fields &fields) const
 
void swap (FieldSet &) throw ()
 

Friends

class ExchangeTradeWrapper
 

Additional Inherited Members

- Protected Member Functions inherited from FieldSet
 FieldSet ()
 
 FieldSet (const Message *, void *)
 
 FieldSet (const FieldSet &)
 
 ~FieldSet ()
 
FieldSet & operator= (const FieldSet &)
 
- Protected Attributes inherited from FieldSet
const Message * container_
 
void * impl_
 

Detailed Description

Definition at line 36 of file ExchangeTrade.h.

Member Function Documentation

Side::Enum aggressorSide ( ) const
inline

Side of the incoming order, which created the trade. Only present for MDEntryType=Trade.

Definition at line 122 of file ExchangeTrade.h.

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::Enum algorithmicTradeIndicator ( ) const
inline

Algorithmic-Trade-Indicator.

Definition at line 176 of file ExchangeTrade.h.

MarketSegmentId marketSegmentId ( ) const
inline

Product identifier.

Definition at line 53 of file ExchangeTrade.h.

bool mdEntryId ( UInt32  id) const
inline

Represents the match step (unique together with SenderCompID).

Definition at line 164 of file ExchangeTrade.h.

bool mdEntryPx ( Decimal &  price) const
inline

Trade Price.

Definition at line 83 of file ExchangeTrade.h.

bool mdEntrySize ( Decimal &  size) const
inline

Trade Quantity.

Definition at line 89 of file ExchangeTrade.h.

bool mdEntryTime ( Int64 &  val) const
inline

Time of entry (nanoseconds)

Definition at line 95 of file ExchangeTrade.h.

MDEntryType::Enum mdEntryType ( ) const
inline

Update action.

Definition at line 71 of file ExchangeTrade.h.

MDOriginType::Enum mdOriginType ( ) const
inline

Origin type.

Definition at line 59 of file ExchangeTrade.h.

MDUpdateAction::Enum mdUpdateAction ( ) const
inline

Update action.

Definition at line 65 of file ExchangeTrade.h.

UInt32 msgSeqNum ( ) const
inline

MsgSeqNum.

Definition at line 41 of file ExchangeTrade.h.

MultiLegPriceModel::Enum multiLegPriceModel ( ) const
inline

MultiLegPriceModel.

Definition at line 188 of file ExchangeTrade.h.

MultiLegReportingType::Enum multiLegReportingType ( ) const
inline

MultiLegReportingType.

Definition at line 182 of file ExchangeTrade.h.

bool mumberOfBuySides ( UInt32 &  number) const
inline

Number of buy sides involved in an off exchange trade. Only present for MDOriginType 1 = Off-Book.

Definition at line 140 of file ExchangeTrade.h.

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.

bool numberOfBuyOrders ( UInt32 &  number) const
inline

Number of buy orders involved in this trade.

Definition at line 128 of file ExchangeTrade.h.

bool numberOfSellOrders ( UInt32 &  number) const
inline

Number of sell orders involved in this trade.

Definition at line 134 of file ExchangeTrade.h.

bool numberOfSellSides ( UInt32 &  val) const
inline

Number of sell sides involved in an off exchange trade. Only present for MDOriginType 1 = Off-Book.

Definition at line 146 of file ExchangeTrade.h.

bool partyID ( StringRef &  val) const
inline

PartyID.

Definition at line 194 of file ExchangeTrade.h.

bool partyIDSource ( StringRef &  val) const
inline

PartyIDSource.

Definition at line 201 of file ExchangeTrade.h.

bool partyRole ( UInt32 &  val) const
inline

PartyRole.

Definition at line 208 of file ExchangeTrade.h.

bool restingCxlQty ( Decimal &  quantity) const
inline

Quantity of orders that are deleted due to a SMP event.

Definition at line 158 of file ExchangeTrade.h.

SecurityId securityId ( ) const
inline

Instrument ID from Eurex Exchange�s new trading architecture.

Definition at line 77 of file ExchangeTrade.h.

UInt32 senderCompID ( ) const
inline

Unique ID of a sender.

Definition at line 47 of file ExchangeTrade.h.

bool totalNumOfTrades ( UInt32 &  val) const
inline

Total Number Of Trades.

Definition at line 152 of file ExchangeTrade.h.

TradeConditionSet tradeCondition ( ) const
inline

Defines the type of price for MDEntryPx.

Definition at line 107 of file ExchangeTrade.h.

TrdType::Enum trdType ( ) const
inline

Trade Type.

Definition at line 101 of file ExchangeTrade.h.

Friends And Related Function Documentation

friend class ExchangeTradeWrapper
friend

Definition at line 215 of file ExchangeTrade.h.

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