QuoteLegExecGrpElem Class Reference

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

QuoteLegExecGrpElem

(

)

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.