OnixS Eurex ETI Handler C++ library  9.22.0
API documentation
OldBasketInstrmtMatchSideGrpElem Class Reference

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

Public Member Functions

 OldBasketInstrmtMatchSideGrpElem ()
 
std::string toString () const
 

Public Attributes

SInt64 securityId
 
SInt64 lastPx
 
UInt64 transBkdTime
 
SInt64 relatedClosePrice
 
SInt64 clearingTradePrice
 
UInt32 packageId
 
SInt32 sideMarketSegmentId
 
SideTrdSubTyp::Enum sideTrdSubTyp
 
ProductComplex::Enum productComplex
 
TradePublishIndicator::Enum tradePublishIndicator
 
UInt8 instrmtMatchSideId
 
EffectOnBasket::Enum effectOnBasket
 
std::string tradeReportText
 

Friends

class Serializer
 

Detailed Description

Definition at line 119 of file BasketRollBroadcast.h.

Constructor & Destructor Documentation

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 168 of file BasketRollBroadcast.h.

Member Data Documentation

SInt64 clearingTradePrice

Final trade price.

Definition at line 138 of file BasketRollBroadcast.h.

EffectOnBasket::Enum effectOnBasket

Transaction effect on a basket.

Definition at line 159 of file BasketRollBroadcast.h.

UInt8 instrmtMatchSideId

ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.

Definition at line 156 of file BasketRollBroadcast.h.

SInt64 lastPx

Price of this leg fill.

Definition at line 129 of file BasketRollBroadcast.h.

UInt32 packageId

Identifier for a Trade Entry Service trade, i.e TES trade ID.

Definition at line 141 of file BasketRollBroadcast.h.

ProductComplex::Enum productComplex

This field qualifies an instrument type on Eurex.

Definition at line 150 of file BasketRollBroadcast.h.

SInt64 relatedClosePrice

User defined index price.

Definition at line 135 of file BasketRollBroadcast.h.

SInt64 securityId

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

Definition at line 126 of file BasketRollBroadcast.h.

SInt32 sideMarketSegmentId

Product ID.

Definition at line 144 of file BasketRollBroadcast.h.

SideTrdSubTyp::Enum sideTrdSubTyp

Sub-type of a trade type.

Definition at line 147 of file BasketRollBroadcast.h.

TradePublishIndicator::Enum tradePublishIndicator

Indicates if a trade should be reported via the market reporting service.

Definition at line 153 of file BasketRollBroadcast.h.

std::string tradeReportText

User defined text field.

Definition at line 162 of file BasketRollBroadcast.h.

UInt64 transBkdTime

Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.

Definition at line 132 of file BasketRollBroadcast.h.


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