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
MDIncrementalEntry Class Reference

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

Public Member Functions

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 numberOfOrders (UInt32 &number) const
 
bool mdPriceLevel (UInt32 &level) const
 
bool mdEntryTime (UInt64 &time) const
 
SecurityTradingEvent::Enum potentialSecurityTradingEvent () const
 
QuoteCondition::Enum quoteCondition () const
 
TrdType::Enum trdType () const
 
AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator () const
 
TradeConditionSet tradeCondition () const
 
MultiLegReportingType::Enum multiLegReportingType () const
 
MultiLegPriceModel::Enum multiLegPriceModel () const
 
bool aggressorTimestamp (UInt64 &time) const
 
bool requestTime (UInt64 &time) const
 
bool transBkdTime (UInt64 &time) const
 
Side::Enum aggressorSide () const
 
bool numberOfBuyOrders (UInt32 &number) const
 
bool numberOfSellOrders (UInt32 &number) const
 
bool numberOfBuySides (UInt32 &number) const
 
bool numberOfSellSides (UInt32 &number) const
 
bool totalNumOfTrades (UInt32 &number) const
 
bool restingCxlQty (Decimal &quantity) const
 
bool mdEntryId (UInt32 &id) const
 
bool nonDisclosedTradeVolume (Decimal &id) const
 

Friends

class TypedGroup< MDIncrementalEntry >
 

Detailed Description

Definition at line 35 of file DepthIncremental.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 161 of file DepthIncremental.h.

bool aggressorTimestamp ( UInt64 &  time) const
inline

Entry time of the incoming order that triggered the trade. Only present for MDEntryType=Trade.

Definition at line 143 of file DepthIncremental.h.

AlgorithmicTradeIndicator::Enum algorithmicTradeIndicator ( ) const
inline

Algorithmic-Trade-Indicator.

Definition at line 116 of file DepthIncremental.h.

bool mdEntryId ( UInt32 &  id) const
inline

Represents the match step (unique together with SenderCompID).

Note
Only present for MDEntryType = Trade.

Definition at line 213 of file DepthIncremental.h.

bool mdEntryPx ( Decimal &  price) const
inline

Price.

Definition at line 64 of file DepthIncremental.h.

bool mdEntrySize ( Decimal &  size) const
inline

Quantity.

Definition at line 70 of file DepthIncremental.h.

bool mdEntryTime ( UInt64 &  time) const
inline

For bids and offers the official time of book entry, for trades official time of execution (all in nanoseconds).

Definition at line 90 of file DepthIncremental.h.

MDEntryType::Enum mdEntryType ( ) const
inline

Defines the entry type.

Definition at line 52 of file DepthIncremental.h.

MDOriginType::Enum mdOriginType ( ) const
inline

Origin type.

Definition at line 40 of file DepthIncremental.h.

bool mdPriceLevel ( UInt32 &  level) const
inline

Book level.

Note
Absent for implied bid/offer prices.

Definition at line 84 of file DepthIncremental.h.

MDUpdateAction::Enum mdUpdateAction ( ) const
inline

Update action.

Definition at line 46 of file DepthIncremental.h.

MultiLegPriceModel::Enum multiLegPriceModel ( ) const
inline

MultiLegPriceModel.

Definition at line 137 of file DepthIncremental.h.

MultiLegReportingType::Enum multiLegReportingType ( ) const
inline

MultiLegReportingType.

Definition at line 131 of file DepthIncremental.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 219 of file DepthIncremental.h.

bool numberOfBuyOrders ( UInt32 &  number) const
inline

Number of buy orders involved in this trade.

Note
Only present for MDEntryType = Trade.

Definition at line 169 of file DepthIncremental.h.

bool numberOfBuySides ( UInt32 &  number) const
inline

Definition at line 183 of file DepthIncremental.h.

bool numberOfOrders ( UInt32 &  number) const
inline

Number Of Orders.

Definition at line 76 of file DepthIncremental.h.

bool numberOfSellOrders ( UInt32 &  number) const
inline

Number of sell orders involved in this trade.

Note
Only present for MDEntryType = Trade.

Definition at line 177 of file DepthIncremental.h.

bool numberOfSellSides ( UInt32 &  number) const
inline

Definition at line 189 of file DepthIncremental.h.

SecurityTradingEvent::Enum potentialSecurityTradingEvent ( ) const
inline

Potential security trading event.

Definition at line 96 of file DepthIncremental.h.

QuoteCondition::Enum quoteCondition ( ) const
inline

Potential security trading event.

Definition at line 102 of file DepthIncremental.h.

bool requestTime ( UInt64 &  time) const
inline

Request time.

Definition at line 149 of file DepthIncremental.h.

bool restingCxlQty ( Decimal &  quantity) const
inline

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

Note
Only present for MDEntryType = Trade.

Definition at line 205 of file DepthIncremental.h.

SecurityId securityId ( ) const
inline

Instrument identifier.

Definition at line 58 of file DepthIncremental.h.

bool totalNumOfTrades ( UInt32 &  number) const
inline

Total Number Of Trades.

Note
Only present for MDEntryType = Trade.

Definition at line 197 of file DepthIncremental.h.

TradeConditionSet tradeCondition ( ) const
inline

Defines the trade condition.

Note
Defines the type of price for MDEntryPx. Only present for MDEntryType=Trade.

Definition at line 124 of file DepthIncremental.h.

bool transBkdTime ( UInt64 &  time) const
inline

Definition at line 155 of file DepthIncremental.h.

TrdType::Enum trdType ( ) const
inline

Defines when the trade happens.

Only present for MDEntryType=Trade and TradeCondition=AW.

Definition at line 110 of file DepthIncremental.h.

Friends And Related Function Documentation

friend class TypedGroup< MDIncrementalEntry >
friend

Definition at line 225 of file DepthIncremental.h.

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