OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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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

◆ toString()

std::string toString ( ) const

Returns string representation.

◆ Serializer

friend class Serializer
friend

Definition at line 113 of file QuoteExecutionReport.h.

Member Data Documentation

◆ legExecId

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.

◆ legLastPx

SInt64 legLastPx

Price of this leg fill.

Definition at line 94 of file QuoteExecutionReport.h.

◆ legLastQty

SInt64 legLastQty

Quantity executed in this leg fill.

Definition at line 97 of file QuoteExecutionReport.h.

◆ legSecurityId

SInt64 legSecurityId

Instrument identifiier of the leg security.

Definition at line 91 of file QuoteExecutionReport.h.

◆ legSide

LegSide::Enum legSide

The side of the individual leg of a strategy.

Definition at line 104 of file QuoteExecutionReport.h.

◆ noQuoteEventsIndex

UInt8 noQuoteEventsIndex

Quote events index.

Definition at line 107 of file QuoteExecutionReport.h.