Trade< TTradeEntry > Class Template Reference

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

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.

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

• include/OnixS/Eurex/MarketData/Trade.h