OnixS Eurex ETI Handler C++ library  9.20.0
API documentation
QuoteLegExecGrpElem Class Reference

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

Public Member Functions

 QuoteLegExecGrpElem ()
 
std::string toString () const
 

Public Attributes

SInt64 legSecurityId
 
SInt64 legLastPx
 
SInt64 legLastQty
 
SInt32 legExecId
 
LegSide::Enum legSide
 
UInt8 noQuoteEventsIndex
 

Friends

class Serializer
 

Detailed Description

Definition at line 84 of file QuoteExecutionReport.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 113 of file QuoteExecutionReport.h.

Member Data Documentation

SInt32 legExecId

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

Definition at line 101 of file QuoteExecutionReport.h.

SInt64 legLastPx

Price of this leg fill.

Definition at line 94 of file QuoteExecutionReport.h.

SInt64 legLastQty

Quantity executed in this leg fill.

Definition at line 97 of file QuoteExecutionReport.h.

SInt64 legSecurityId

Instrument identifiier of the leg security.

Definition at line 91 of file QuoteExecutionReport.h.

LegSide::Enum legSide

The side of the individual leg of a strategy.

Definition at line 104 of file QuoteExecutionReport.h.

UInt8 noQuoteEventsIndex

Quote events index.

Definition at line 107 of file QuoteExecutionReport.h.


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