OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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QuoteExecutionReport Class Reference

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 120 of file QuoteExecutionReport.h.

Constructor & Destructor Documentation

◆ QuoteExecutionReport()

Initialize default instance.

Member Function Documentation

◆ templateId()

TemplateId::Enum templateId ( ) const
virtual

Returns template ID.

Implements Message.

◆ toString()

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

◆ Serializer

friend class Serializer
friend

Definition at line 164 of file QuoteExecutionReport.h.

Member Data Documentation

◆ applId

ApplId::Enum applId

Identifier for subscription and retransmission of an ETI data stream.

Definition at line 136 of file QuoteExecutionReport.h.

◆ applMsgId

Data applMsgId

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

Definition at line 133 of file QuoteExecutionReport.h.

◆ applResendFlag

ApplResendFlag::Enum applResendFlag

Indicates a retransmission message.

Definition at line 139 of file QuoteExecutionReport.h.

◆ execId

UInt64 execId

Transaction timestamp.

Definition at line 146 of file QuoteExecutionReport.h.

◆ lastFragment

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 143 of file QuoteExecutionReport.h.

◆ marketSegmentId

SInt32 marketSegmentId

The product identifier uniquely identifies a Eurex product.

Definition at line 149 of file QuoteExecutionReport.h.

◆ partitionId

UInt16 partitionId

Is required to define the scope of a Retransmission Request.

Definition at line 130 of file QuoteExecutionReport.h.

◆ quoteEventGrp

std::vector<QuoteEventGrpElem> quoteEventGrp

Quote Event Group.

Definition at line 152 of file QuoteExecutionReport.h.

◆ quoteLegExecGrp

std::vector<QuoteLegExecGrpElem> quoteLegExecGrp

Quote Leg Exec Group.

Definition at line 155 of file QuoteExecutionReport.h.

◆ trdRegTSTimeOut

UInt64 trdRegTSTimeOut

Matching engine out timestamp.

Definition at line 127 of file QuoteExecutionReport.h.