25#include "OnixS/Eurex/Trading/Export.h"
191 void nativeSerializeTo(
void* nativeMessage);
CLIP Execution Notification Message.
LastFragment::Enum lastFragment
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
SInt64 leavesQty
Remaining quantity of an order.
UInt64 execId
Transaction timestamp.
std::vector< FillsGrpElem > fillsGrp
Fills Group.
std::string toString() const
Returns string representation.
SInt64 cxlQty
Total quantity cancelled for this order.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
OrdStatus::Enum ordStatus
Conveys the current status of an order.
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
TemplateId::Enum templateId() const
Returns template ID.
Data applMsgId
Message key assigned to a order/quote event related Eurex ETI data stream.
ExecRestatementReason::Enum execRestatementReason
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ExecType::Enum execType
The reason why this message was generated.
CLIPExecutionNotification()
Initialize default instance.
UInt64 clOrdId
Unique participant defined order request identifier.
MatchType::Enum matchType
The point in the matching process at which this trade was matched.
Side::Enum side
Side of the order.
SInt64 cumQty
Cumulated executed quantity of an order.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::vector< InstrmntLegExecGrpElem > instrmntLegExecGrp
Instrmnt Leg Exec Group.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
std::string toString() const
Returns string representation.
FillsGrpElem()
Initialize default instance.
SInt64 fillQty
Quantity of Fill.
UInt32 fillMatchId
Unique identifier for each price level of a match event (used for public trade reporting).
SInt64 fillPx
Price of Fill.
FillLiquidityInd::Enum fillLiquidityInd
Indicates whether the order added or removed liquidity.
Instrmnt Leg Exec Group Element.
std::string toString() const
Returns string representation.
SInt64 legLastQty
Quantity executed in this leg fill.
UInt8 fillRefId
Reference to the corresponding FillsGrp repeating group instance.
InstrmntLegExecGrpElem()
Initialize default instance.
SInt64 legSecurityId
Instrument identifiier of the leg security.
SInt64 legLastPx
Price of this leg fill.
LegSide::Enum legSide
The side of the individual leg of a strategy.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::vector< UInt8 > Data
unsigned long long UInt64
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
Indicates a retransmission message.
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Enum
The reason why this message was generated.
Enum
Indicates whether the order added or removed liquidity.
Enum
The side of the individual leg of a strategy.
Enum
The point in the matching process at which this trade was matched.
Enum
Conveys the current status of an order.
Enum
This field qualifies an instrument type on Eurex.