QuoteEventGrpElem Class Reference

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

Public Attributes
SInt64	securityId
SInt64	quoteEventPx
SInt64	quoteEventQty
UInt64	quoteMsgId
UInt32	quoteEventMatchId
SInt32	quoteEventExecId
QuoteEventType::Enum	quoteEventType
QuoteEventSide::Enum	quoteEventSide
QuoteEventLiquidityInd::Enum	quoteEventLiquidityInd
QuoteEventReason::Enum	quoteEventReason

Friends
class	Serializer

Detailed Description

Definition at line 36 of file QuoteExecutionReport.h.

Constructor & Destructor Documentation

QuoteEventGrpElem

(

)

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 77 of file QuoteExecutionReport.h.

Member Data Documentation

SInt32 quoteEventExecId

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

Definition at line 59 of file QuoteExecutionReport.h.

QuoteEventLiquidityInd::Enum quoteEventLiquidityInd

Indicates whether the quote added or removed liquidity.

Definition at line 68 of file QuoteExecutionReport.h.

UInt32 quoteEventMatchId

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

Definition at line 55 of file QuoteExecutionReport.h.

SInt64 quoteEventPx

Price of this fill.

Definition at line 46 of file QuoteExecutionReport.h.

SInt64 quoteEventQty

Quantity executed in this fill.

Definition at line 49 of file QuoteExecutionReport.h.

QuoteEventReason::Enum quoteEventReason

Additional information why quote side was removed.

Definition at line 71 of file QuoteExecutionReport.h.

QuoteEventSide::Enum quoteEventSide

Side of the quote.

Definition at line 65 of file QuoteExecutionReport.h.

QuoteEventType::Enum quoteEventType

Conveys the quote event type.

Definition at line 62 of file QuoteExecutionReport.h.

UInt64 quoteMsgId

Customer defined mass quote identifier.

Definition at line 52 of file QuoteExecutionReport.h.

SInt64 securityId

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

Definition at line 43 of file QuoteExecutionReport.h.