Details about leg in ExecutionReport. More...
Public Member Functions | |
ExecutionReportLegDetail () | |
Constructor. | |
ExecutionReportLegDetail (const ExecutionReportLegDetail &) | |
Copy constructor. | |
~ExecutionReportLegDetail () | |
Destructor. | |
ExecutionReportLegDetail & | operator= (const ExecutionReportLegDetail &) |
Assignment. | |
CCG::LegPrice | legLastPx () const |
Get leg fill price. | |
Quantity | legLastQty () const |
Get leg fill volume. | |
SecurityIdSource::Enum | legSecurityIdSource () const |
Get security ID source. | |
const String & | legSecurityId () const |
Get security ID. The Security ID for the underlying legs may vary. | |
std::string | toString () const |
Dump state to string. | |
void | updateAfterSerialization () |
Update fields after serialization (for internal use) | |
Protected Types | |
typedef MessagePartImplementation < ExecutionReportLegDetail > | Implementation |
Protected Member Functions | |
ExecutionReportLegDetail (Implementation *) |
Details about leg in ExecutionReport.