InstrmntLegExecGrpElem Class Reference

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

Public Attributes
SInt64	legSecurityId
SInt64	legLastPx
SInt64	legLastQty
SInt32	legExecId
LegSide::Enum	legSide
UInt8	fillRefId

Friends
class	Serializer

Detailed Description

Definition at line 69 of file CLIPExecutionNotification.h.

Constructor & Destructor Documentation

InstrmntLegExecGrpElem()

InstrmntLegExecGrpElem

(

)

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 98 of file CLIPExecutionNotification.h.

Member Data Documentation

fillRefId

UInt8 fillRefId

Reference to the corresponding FillsGrp repeating group instance.

Definition at line 92 of file CLIPExecutionNotification.h.

legExecId

SInt32 legExecId

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

Definition at line 86 of file CLIPExecutionNotification.h.

legLastPx

SInt64 legLastPx

Price of this leg fill.

Definition at line 79 of file CLIPExecutionNotification.h.

legLastQty

SInt64 legLastQty

Quantity executed in this leg fill.

Definition at line 82 of file CLIPExecutionNotification.h.

legSecurityId

SInt64 legSecurityId

Instrument identifiier of the leg security.

Definition at line 76 of file CLIPExecutionNotification.h.

legSide

LegSide::Enum legSide

The side of the individual leg of a strategy.

Definition at line 89 of file CLIPExecutionNotification.h.