OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
QuoteExecutionReport Class Reference

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

Public Member Functions

 QuoteExecutionReport ()
 
TemplateId::Enum templateId () const
 
std::string toString () const
 
- Public Member Functions inherited from Message
virtual ~Message ()
 

Public Attributes

UInt64 trdRegTSTimeOut
 
UInt16 partitionId
 
Data applMsgId
 
ApplId::Enum applId
 
ApplResendFlag::Enum applResendFlag
 
LastFragment::Enum lastFragment
 
UInt64 execId
 
SInt32 marketSegmentId
 
std::vector< QuoteEventGrpElemquoteEventGrp
 
std::vector< QuoteLegExecGrpElemquoteLegExecGrp
 

Friends

class Serializer
 

Detailed Description

Definition at line 119 of file QuoteExecutionReport.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

Friends And Related Function Documentation

friend class Serializer
friend

Definition at line 162 of file QuoteExecutionReport.h.

Member Data Documentation

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 135 of file QuoteExecutionReport.h.

Data applMsgId

Message key assigned to a order/quote event related Eurex ETI data stream.

Definition at line 132 of file QuoteExecutionReport.h.

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 138 of file QuoteExecutionReport.h.

UInt64 execId

Transaction timestamp.

Definition at line 144 of file QuoteExecutionReport.h.

LastFragment::Enum lastFragment

Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.

Definition at line 141 of file QuoteExecutionReport.h.

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 147 of file QuoteExecutionReport.h.

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 129 of file QuoteExecutionReport.h.

std::vector<QuoteEventGrpElem> quoteEventGrp

Quote Event Group.

Definition at line 150 of file QuoteExecutionReport.h.

std::vector<QuoteLegExecGrpElem> quoteLegExecGrp

Quote Leg Exec Group.

Definition at line 153 of file QuoteExecutionReport.h.

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 126 of file QuoteExecutionReport.h.


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