OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
Trade< TTradeEntry > Class Template Referenceabstract

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

Collaboration diagram for Trade< TTradeEntry >:

Public Member Functions

 Trade (SecurityId id, UInt32 sequenceNumber, const TTradeEntry &tradeEntry)
 
SecurityId securityId () const
 
TrdType::Enum type () const
 
TradeConditionSet condition () const
 
bool volume (Decimal &value) const
 
bool price (Decimal &value) const
 
const TTradeEntry & underlyingEntry () const
 
UInt32 sequenceNumber () const
 
UInt32 size () const
 
std::string toString () const
 
virtual void toString (std::string &) const =0
 
virtual ~Trade ()
 

Protected Attributes

SecurityId securityId_
 
UInt32 sequenceNumber_
 
const TTradeEntry & tradeEntry_
 

Detailed Description

template<class TTradeEntry>
class OnixS::Eurex::MarketData::Trade< TTradeEntry >

Definition at line 35 of file Trade.h.

Constructor & Destructor Documentation

Trade ( SecurityId  id,
UInt32  sequenceNumber,
const TTradeEntry &  tradeEntry 
)

Initializes an instance.

Definition at line 104 of file Trade.h.

virtual ~Trade ( )
inlinevirtual

Definition at line 93 of file Trade.h.

Member Function Documentation

TradeConditionSet condition ( ) const
inline

Defines the trade condition.

Definition at line 54 of file Trade.h.

bool price ( Decimal value) const
inline

Trade price.

Definition at line 66 of file Trade.h.

SecurityId securityId ( ) const

Unique instrument ID as qualified by the exchange per tag 22-SecurityIDSource (tag 48).

Definition at line 112 of file Trade.h.

UInt32 sequenceNumber ( ) const
inline

Sequence number of the last processed message.

Definition at line 79 of file Trade.h.

UInt32 size ( ) const

Underlying entry size.

Definition at line 118 of file Trade.h.

std::string toString ( ) const

Returns text presentation.

Definition at line 126 of file Trade.h.

virtual void toString ( std::string &  ) const
pure virtual

Appends text presentation.

Implemented in IncrementalTrade, and SnapshotTrade.

TrdType::Enum type ( ) const
inline

Defines when the trade happens.

Only present for TradeCondition=AW.

Definition at line 48 of file Trade.h.

const TTradeEntry& underlyingEntry ( ) const
inline

Returns group entry (FIX fields) of underlying message. Entry contains all the data related with given trade.

Definition at line 73 of file Trade.h.

bool volume ( Decimal value) const
inline

Trade volume.

Definition at line 60 of file Trade.h.

Member Data Documentation

SecurityId securityId_
protected

Definition at line 96 of file Trade.h.

UInt32 sequenceNumber_
protected

Definition at line 97 of file Trade.h.

const TTradeEntry& tradeEntry_
protected

Definition at line 100 of file Trade.h.


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