OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
CLIPExecutionNotification Class Reference

#include <OnixS/Eurex/Trading/Messages/CLIPExecutionNotification.h>

Public Member Functions

 CLIPExecutionNotification ()
 
TemplateId::Enum templateId () const
 
std::string toString () const
 
- Public Member Functions inherited from Message
virtual ~Message ()
 

Public Attributes

UInt64 trdRegTSTimeOut
 
UInt16 partitionId
 
Data applMsgId
 
ApplId::Enum applId
 
ApplResendFlag::Enum applResendFlag
 
LastFragment::Enum lastFragment
 
UInt64 orderId
 
UInt64 execId
 
SInt64 securityId
 
SInt64 cxlQty
 
SInt64 leavesQty
 
SInt64 cumQty
 
SInt32 marketSegmentId
 
ExecRestatementReason::Enum execRestatementReason
 
ProductComplex::Enum productComplex
 
Side::Enum side
 
OrdStatus::Enum ordStatus
 
ExecType::Enum execType
 
MatchType::Enum matchType
 
std::vector< FillsGrpElemfillsGrp
 
std::vector< InstrmntLegExecGrpEleminstrmntLegExecGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 104 of file CLIPExecutionNotification.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer
friend

Definition at line 180 of file CLIPExecutionNotification.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 120 of file CLIPExecutionNotification.h.

Data applMsgId

Message key assigned to a order/quote event related Eurex ETI data stream.

Definition at line 117 of file CLIPExecutionNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 123 of file CLIPExecutionNotification.h.

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 144 of file CLIPExecutionNotification.h.

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 138 of file CLIPExecutionNotification.h.

UInt64 execId

Transaction timestamp.

Definition at line 132 of file CLIPExecutionNotification.h.

ExecRestatementReason::Enum execRestatementReason

Code to further qualify the field ExecType (150) of the Execution Report (8) message.

Definition at line 150 of file CLIPExecutionNotification.h.

ExecType::Enum execType

The reason why this message was generated.

Definition at line 162 of file CLIPExecutionNotification.h.

std::vector<FillsGrpElem> fillsGrp

Fills Group.

Definition at line 168 of file CLIPExecutionNotification.h.

std::vector<InstrmntLegExecGrpElem> instrmntLegExecGrp

Instrmnt Leg Exec Group.

Definition at line 171 of file CLIPExecutionNotification.h.

LastFragment::Enum lastFragment

Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.

Definition at line 126 of file CLIPExecutionNotification.h.

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 141 of file CLIPExecutionNotification.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 147 of file CLIPExecutionNotification.h.

MatchType::Enum matchType

The point in the matching process at which this trade was matched.

Definition at line 165 of file CLIPExecutionNotification.h.

UInt64 orderId

Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.

Definition at line 129 of file CLIPExecutionNotification.h.

OrdStatus::Enum ordStatus

Conveys the current status of an order.

Definition at line 159 of file CLIPExecutionNotification.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 114 of file CLIPExecutionNotification.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 153 of file CLIPExecutionNotification.h.

SInt64 securityId

The instrument identifier uniquely identifies an instrument in the core system.

Definition at line 135 of file CLIPExecutionNotification.h.

Side::Enum side

Side of the order.

Definition at line 156 of file CLIPExecutionNotification.h.

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 111 of file CLIPExecutionNotification.h.


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