FillsGrpElem Class Reference

Public Member Functions
	FillsGrpElem ()
std::string	toString () const

Public Attributes
SInt64	fillPx
SInt64	fillQty
UInt32	fillMatchId
SInt32	fillExecId
FillLiquidityInd::Enum	fillLiquidityInd

Friends
class	Serializer

Detailed Description

Definition at line 36 of file CLIPExecutionNotification.h.

Constructor & Destructor Documentation

FillsGrpElem()

FillsGrpElem

(

)

Initialize default instance.

Member Function Documentation

toString()

std::string toString

(

)

const

Returns string representation.

Friends And Related Symbol Documentation

Serializer

friend class Serializer

friend

Definition at line 62 of file CLIPExecutionNotification.h.

Member Data Documentation

fillExecId

SInt32 fillExecId

Private identifier of an order match event, which can be reconciled with the field SideTradeID (1506) in the Trade Capture Report (AE).

Definition at line 53 of file CLIPExecutionNotification.h.

fillLiquidityInd

FillLiquidityInd::Enum fillLiquidityInd

Indicates whether the order added or removed liquidity.

Definition at line 56 of file CLIPExecutionNotification.h.

fillMatchId

UInt32 fillMatchId

Unique identifier for each price level of a match event (used for public trade reporting).

Definition at line 49 of file CLIPExecutionNotification.h.

fillPx

SInt64 fillPx

Price of Fill.

Definition at line 43 of file CLIPExecutionNotification.h.

fillQty

SInt64 fillQty

Quantity of Fill.

Definition at line 46 of file CLIPExecutionNotification.h.