OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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Trade< TTradeEntry > Class Template Referenceabstract

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()

template<class TTradeEntry>
Trade ( SecurityId id,
UInt32 sequenceNumber,
const TTradeEntry & tradeEntry )

Initializes an instance.

Definition at line 104 of file Trade.h.

◆ ~Trade()

template<class TTradeEntry>
virtual ~Trade ( )
inlinevirtual

Definition at line 93 of file Trade.h.

Member Function Documentation

◆ condition()

template<class TTradeEntry>
TradeConditionSet condition ( ) const
inline

Defines the trade condition.

Definition at line 54 of file Trade.h.

◆ price()

template<class TTradeEntry>
bool price ( Decimal & value) const
inline

Trade price.

Definition at line 66 of file Trade.h.

◆ securityId()

template<class TTradeEntry>
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.

◆ sequenceNumber()

template<class TTradeEntry>
UInt32 sequenceNumber ( ) const
inline

Sequence number of the last processed message.

Definition at line 79 of file Trade.h.

◆ size()

template<class TTradeEntry>
UInt32 size ( ) const

Underlying entry size.

Definition at line 118 of file Trade.h.

◆ toString() [1/2]

template<class TTradeEntry>
std::string toString ( ) const

Returns text presentation.

Definition at line 126 of file Trade.h.

◆ toString() [2/2]

template<class TTradeEntry>
virtual void toString ( std::string & ) const
pure virtual

Appends text presentation.

◆ type()

template<class TTradeEntry>
TrdType::Enum type ( ) const
inline

Defines when the trade happens.

Only present for TradeCondition=AW.

Definition at line 48 of file Trade.h.

◆ underlyingEntry()

template<class TTradeEntry>
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.

◆ volume()

template<class TTradeEntry>
bool volume ( Decimal & value) const
inline

Trade volume.

Definition at line 60 of file Trade.h.

Member Data Documentation

◆ securityId_

template<class TTradeEntry>
SecurityId securityId_
protected

Definition at line 96 of file Trade.h.

◆ sequenceNumber_

template<class TTradeEntry>
UInt32 sequenceNumber_
protected

Definition at line 97 of file Trade.h.

◆ tradeEntry_

template<class TTradeEntry>
const TTradeEntry& tradeEntry_
protected

Definition at line 100 of file Trade.h.