InstrmntLegExecGrpElem Class Reference

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

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

(

)

Initialize default instance.

Member Function Documentation

std::string toString

(

)

const

Returns string representation.

Friends And Related Function Documentation

friend class Serializer

friend

Definition at line 97 of file CLIPExecutionNotification.h.

Member Data Documentation

UInt8 fillRefId

Reference to the corresponding FillsGrp repeating group instance.

Definition at line 91 of file CLIPExecutionNotification.h.

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 85 of file CLIPExecutionNotification.h.

SInt64 legLastPx

Price of this leg fill.

Definition at line 79 of file CLIPExecutionNotification.h.

SInt64 legLastQty

Quantity executed in this leg fill.

Definition at line 82 of file CLIPExecutionNotification.h.

SInt64 legSecurityId

Instrument identifiier of the leg security.

Definition at line 76 of file CLIPExecutionNotification.h.

LegSide::Enum legSide

The side of the individual leg of a strategy.

Definition at line 88 of file CLIPExecutionNotification.h.

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

• include/OnixS/Eurex/Trading/Messages/CLIPExecutionNotification.h