Public Member Functions | |
std::string | toString () const |
String representation. | |
Public Attributes | |
TradingCode | countersignCode |
Countersign Code. | |
SeriesId | newSeries |
Series, New. | |
Party | party |
This is the declared counter party for the other side of the trade. | |
Account | posAccount |
Account, Pos. | |
SeriesId | comboSeries |
Series, Combo. | |
MatchSeqNbr | matchSeqNbr |
int64 | nbrHeld |
Held. More... | |
int64 | nbrWritten |
Written. More... | |
int64 | totalHeld |
Held, Total. More... | |
int64 | totalWritten |
Written Total. More... | |
int32 | extSeqNbr |
External Clearinghouse, Sequence Number. More... | |
int32 | extStatus |
Return Status. More... | |
int32 | remQuantity |
Quantity, Remaining. More... | |
int32 | quantity |
Quantity. More... | |
uint32 | extTradeNumber |
Trade Number, External. More... | |
uint32 | origExtTradeNumber |
Trade Number, Original External. More... | |
int32 | residual |
Residual. More... | |
int32 | giveUpNumber |
Give Up, Number. More... | |
int32 | commission |
Commission. More... | |
int32 | comboDealPrice |
Combo deal price. | |
OMexDate | clearingDate |
Clearing Date. More... | |
std::string | passthrough |
Passthrough Information. More... | |
std::string | exClient |
Client. More... | |
char | extTradeFeeType |
External Trade, Fee Type. More... | |
uint8 | giveUpState |
Give Up, State. More... | |
uint8 | origTradeType |
Trade Type, Original. More... | |
OpenClose::Enum | openClose |
Open or Closed. More... | |
TradeAccountType::Enum | accountType |
Account Type. More... | |
uint8 | instigant |
Instigant. More... | |
bool | cabPriceInd |
Cabinet Price Indicator. More... | |
TradeAccountType::Enum accountType |
Account Type.
The account type for a trade.
bool cabPriceInd |
Cabinet Price Indicator.
Specifies whether the price in a trade is a cabinet price or not.
int32 commission |
Commission.
The commission to pay for the operation.
std::string exClient |
Client.
Exchange client is the name of the participant's client.
int32 extSeqNbr |
External Clearinghouse, Sequence Number.
An identity that the clearinghouse or exchange can assign to a trade. Exchange specific.
int32 extStatus |
Return Status.
Defines return status, configuration specific.
char extTradeFeeType |
External Trade, Fee Type.
The external fee type is used to look up the fee table that will be used to calculate the fee for the trade.
uint32 extTradeNumber |
Trade Number, External.
Trade number assigned by external system.
int32 giveUpNumber |
Give Up, Number.
Unique, within each instrument type (country, market, instrument group) system generated number, for a give-up.
uint8 giveUpState |
Give Up, State.
Indicates the state of the give up the trade may be subject to.
uint8 instigant |
Instigant.
Specifies whether a trade in a deal is the instigating party. A trade is considered instigant in the following cases:
MatchSeqNbr matchSeqNbr |
int64 nbrHeld |
Held.
Number of held (long) contracts.
int64 nbrWritten |
Written.
Number of written (short) contracts.
OpenClose::Enum openClose |
Open or Closed.
Define the position update for the account.
uint32 origExtTradeNumber |
Trade Number, Original External.
Original trade number assigned by external system.
uint8 origTradeType |
Trade Type, Original.
Defines the original trade type, for further description see Trade Type.
std::string passthrough |
Passthrough Information.
A reserved field for information sent from external sources to be passed through the clearing system without any processing or validation.
int32 quantity |
Quantity.
Defines the quantity.
int32 remQuantity |
Quantity, Remaining.
Number of contracts, etc. Depending of instrument type. It reflects: Quantity still to be transferred from a transitory trade. Quantity still to be exercised for trade with an instrument type that has trade exercise ability.
int32 residual |
Residual.
Residual due to rounding in average price trade.
int64 totalHeld |
Held, Total.
The total number of held in position, i.e. including any trades for the following clearing date.
int64 totalWritten |
Written Total.
The total number of written in position, i.e. including any trades for the following clearing date.