Public Member Functions | |
| CLIPExecutionNotification () | |
| TemplateId::Enum | templateId () const |
| std::string | toString () const |
| Public Member Functions inherited from Message | |
| virtual | ~Message () |
Friends | |
| class | Serializer |
Definition at line 105 of file CLIPExecutionNotification.h.
Initialize default instance.
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virtual |
Returns template ID.
Implements Message.
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virtual |
Returns string representation.
Implements Message.
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friend |
Definition at line 189 of file CLIPExecutionNotification.h.
| 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.
