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OnixS SGX Derivatives Handler for C++
2.17.0.0
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OnixS SGX Derivatives Handler for C++
2.17.0.0
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Detailed deal information. More...
Public Member Functions | |
| DetailedDealInfo (Series &series) | |
| Constructor. | |
| ~DetailedDealInfo () | |
| Destructor. | |
| std::string | toString () const |
| String representation. | |
Public Attributes | |
| TradingCode | tradingCode |
| Trading Code. | |
| const Series & | series |
| Instrument [Series]. | |
| GiveUpMember | giveUpMember |
| If Give up member is specified, the ownership of the order is transferred to that member in the clearinghouse. | |
| OrderId | orderId |
| Order Number. | |
| int32 | sequenceNumber |
| The Sequence Number is sequential for each participant, instrument type and business day. More... | |
| int32 | tradeNumber |
| Trade Number. More... | |
| Price | dealPrice |
| Price, Deal. | |
| int32 | tradeQuantity |
| The TradeQuantity field contains information about the size [quantity] in the order from which this trade was done. | |
| Account | account |
| Account. | |
| std::string | customerInfo |
| Customer Info. | |
| Side::Enum | boughtOrSold |
| Bought or Sold. | |
| DealSource::Enum | dealSource |
| Refers to where the deal is created. | |
| UserCode | userCode |
| User Information. | |
| OMexDate | createdDate |
| Message Created Date (Japan time). | |
| OMexTime | createdTime |
| Message Created Time (Japan time). | |
| OMexDate | executionDate |
| Execution Date (Japan time). | |
| OMexTime | executionTime |
| Execution Time (Japan time). | |
| int32 | dealNumber |
| The Deal Number field identifies a deal on Instrument type level for a clearinghouse. More... | |
| OMexDate | clearingDate |
| Trading Date (Japan time). | |
| std::string | exchangeInfo |
| Exchange Info is data supplied by the participant [customer] when sending an order. | |
| Attention::Enum | attention |
| Gives information about the trade. This is a bit field that gives the flag combination information. | |
Detailed deal information.
| int32 dealNumber |
The Deal Number field identifies a deal on Instrument type level for a clearinghouse.
All trades included in the same deal have the same deal number.
| int32 sequenceNumber |
The Sequence Number is sequential for each participant, instrument type and business day.
The participant can use this number to determine whether he has missed a dedicated Trade Information Broadcast.
| int32 tradeNumber |
Trade Number.
This is allocated per Instrument Type and BD6 disseminated for all participants. In other words, the number is not allocated per sub-participant.