CLIPExecutionNotification Class Reference

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	clOrdId
UInt64	origClOrdId
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< FillsGrpElem >	fillsGrp
std::vector< InstrmntLegExecGrpElem >	instrmntLegExecGrp

Friends
class	Serializer

Detailed Description

Definition at line 105 of file CLIPExecutionNotification.h.

Constructor & Destructor Documentation

CLIPExecutionNotification

(

)

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 189 of file CLIPExecutionNotification.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 121 of file CLIPExecutionNotification.h.

Data applMsgId

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

Definition at line 118 of file CLIPExecutionNotification.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 124 of file CLIPExecutionNotification.h.

UInt64 clOrdId

Unique participant defined order request identifier.

Definition at line 131 of file CLIPExecutionNotification.h.

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 153 of file CLIPExecutionNotification.h.

SInt64 cxlQty

Total quantity cancelled for this order.

Definition at line 147 of file CLIPExecutionNotification.h.

UInt64 execId

Transaction timestamp.

Definition at line 141 of file CLIPExecutionNotification.h.

ExecRestatementReason::Enum execRestatementReason

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

Definition at line 159 of file CLIPExecutionNotification.h.

ExecType::Enum execType

The reason why this message was generated.

Definition at line 171 of file CLIPExecutionNotification.h.

std::vector<FillsGrpElem> fillsGrp

Fills Group.

Definition at line 177 of file CLIPExecutionNotification.h.

std::vector<InstrmntLegExecGrpElem> instrmntLegExecGrp

Instrmnt Leg Exec Group.

Definition at line 180 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 128 of file CLIPExecutionNotification.h.

SInt64 leavesQty

Remaining quantity of an order.

Definition at line 150 of file CLIPExecutionNotification.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 156 of file CLIPExecutionNotification.h.

MatchType::Enum matchType

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

Definition at line 174 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 138 of file CLIPExecutionNotification.h.

OrdStatus::Enum ordStatus

Conveys the current status of an order.

Definition at line 168 of file CLIPExecutionNotification.h.

UInt64 origClOrdId

ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used for client order ID chaining.

Definition at line 135 of file CLIPExecutionNotification.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 115 of file CLIPExecutionNotification.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 162 of file CLIPExecutionNotification.h.

SInt64 securityId

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

Definition at line 144 of file CLIPExecutionNotification.h.

Side::Enum side

Side of the order.

Definition at line 165 of file CLIPExecutionNotification.h.

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 112 of file CLIPExecutionNotification.h.