OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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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

◆ toString()

std::string toString ( ) const

Returns string representation.

◆ Serializer

friend class Serializer
friend

Definition at line 77 of file QuoteExecutionReport.h.

Member Data Documentation

◆ quoteEventExecId

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

QuoteEventLiquidityInd::Enum quoteEventLiquidityInd

Indicates whether the quote added or removed liquidity.

Definition at line 68 of file QuoteExecutionReport.h.

◆ quoteEventMatchId

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.

◆ quoteEventPx

SInt64 quoteEventPx

Price of this fill.

Definition at line 46 of file QuoteExecutionReport.h.

◆ quoteEventQty

SInt64 quoteEventQty

Quantity executed in this fill.

Definition at line 49 of file QuoteExecutionReport.h.

◆ quoteEventReason

QuoteEventReason::Enum quoteEventReason

Additional information why quote side was removed.

Definition at line 71 of file QuoteExecutionReport.h.

◆ quoteEventSide

QuoteEventSide::Enum quoteEventSide

Side of the quote.

Definition at line 65 of file QuoteExecutionReport.h.

◆ quoteEventType

QuoteEventType::Enum quoteEventType

Conveys the quote event type.

Definition at line 62 of file QuoteExecutionReport.h.

◆ quoteMsgId

UInt64 quoteMsgId

Customer defined mass quote identifier.

Definition at line 52 of file QuoteExecutionReport.h.

◆ securityId

SInt64 securityId

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

Definition at line 43 of file QuoteExecutionReport.h.