ExecutionReportWithIsinMsg Struct Reference

#include <ExecutionReportWithIsin.h>

Collaboration diagram for ExecutionReportWithIsinMsg:

Public Member Functions
Integer8	tradingDate () const
StrRef	instrumentId () const
Integer8	transactionCount () const
bool	price (Decimal &value) const
StrRef	prcNotation () const
StrRef	prcCurrency () const
StrRef	executionVenue () const
StrRef	qtyNotation () const
bool	qtyInMeasurementUnit (Decimal &value) const
bool	qty (Decimal &value) const
bool	notionalAmount (Decimal &value) const
StrRef	notionalCurrency () const
StrRef	type () const
Integer8	publicationDateTime () const
StrRef	transactionIdentificationCode () const
TransactionToBeCleared::Enum	transactionToBeCleared () const
Integer4	flags () const
Integer2	supplimentaryDeferralFlags () const
PublicationType::Enum	publicationType () const
StrRef	originalTransactionIdentificationCode () const
	ExecutionReportWithIsinMsg (const void *data, MessageSize size)
Public Member Functions inherited from BinaryMessage
	BinaryMessage ()
	BinaryMessage (const void *data, MessageSize size)
	BinaryMessage (const BinaryMessage &other)
	operator bool () const
const void *	binary () const
MessageSize	binarySize () const
BinaryMessage &	operator= (const BinaryMessage &other)

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSize offset, MessageSize size) const
const FieldValue &	ordinary (MessageSize offset) const
Enumeration::Enum	enumeration (MessageSize offset) const
StrRef	fixedStr (MessageSize offset) const

Detailed Description

Definition at line 37 of file ExecutionReportWithIsin.h.

Constructor & Destructor Documentation

ExecutionReportWithIsinMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 160 of file ExecutionReportWithIsin.h.

Member Function Documentation

StrRef executionVenue ( ) const

inline

Identification of the venue where the transaction was executed.

Definition at line 76 of file ExecutionReportWithIsin.h.

Integer4 flags ( ) const

inline

Definition at line 136 of file ExecutionReportWithIsin.h.

StrRef instrumentId ( ) const

inline

Code used to identify the financial instrument.

Definition at line 46 of file ExecutionReportWithIsin.h.

bool notionalAmount ( Decimal &  value ) const

inline

Nominal amount or notional amount.

Definition at line 100 of file ExecutionReportWithIsin.h.

StrRef notionalCurrency ( ) const

inline

Currency in which the notional is denominated.

Definition at line 106 of file ExecutionReportWithIsin.h.

StrRef originalTransactionIdentificationCode ( ) const

inline

Code assigned by trading venues.

Definition at line 154 of file ExecutionReportWithIsin.h.

StrRef prcCurrency ( ) const

inline

Currency in which the price is expressed.

Definition at line 70 of file ExecutionReportWithIsin.h.

StrRef prcNotation ( ) const

inline

Format of the subsequent price field.

Definition at line 64 of file ExecutionReportWithIsin.h.

bool price ( Decimal &  value ) const

inline

Price represented as described in the PrcFormat field.

Definition at line 58 of file ExecutionReportWithIsin.h.

Integer8 publicationDateTime ( ) const

inline

Date and time when the transaction was published by a trading venue or APA.

Definition at line 118 of file ExecutionReportWithIsin.h.

PublicationType::Enum publicationType ( ) const

inline

Definition at line 148 of file ExecutionReportWithIsin.h.

bool qty ( Decimal &  value ) const

inline

The number of units of the financial instrument, or the number of derivative contracts in the transaction.

Definition at line 94 of file ExecutionReportWithIsin.h.

bool qtyInMeasurementUnit ( Decimal &  value ) const

inline

The equivalent amount of commodity traded expressed in measurement unit.

Definition at line 88 of file ExecutionReportWithIsin.h.

StrRef qtyNotation ( ) const

inline

Indication of the measurement units in which the quantity in measurement unit is expressed.

Definition at line 82 of file ExecutionReportWithIsin.h.

Integer2 supplimentaryDeferralFlags ( ) const

inline

Definition at line 142 of file ExecutionReportWithIsin.h.

Integer8 tradingDate ( ) const

inline

Date and time when the transaction was executed.

Definition at line 40 of file ExecutionReportWithIsin.h.

Integer8 transactionCount ( ) const

inline

Number of transactions represented by this report.

Definition at line 52 of file ExecutionReportWithIsin.h.

StrRef transactionIdentificationCode ( ) const

inline

Code assigned by trading venues.

Definition at line 124 of file ExecutionReportWithIsin.h.

TransactionToBeCleared::Enum transactionToBeCleared ( ) const

inline

For derivatives. Code to identify whether the transaction will be cleared.

Definition at line 130 of file ExecutionReportWithIsin.h.

StrRef type ( ) const

inline

For emission allowances and emission allowance derivatives only.

Definition at line 112 of file ExecutionReportWithIsin.h.

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The documentation for this struct was generated from the following file:

• /work/include/OnixS/Tradeweb/MarketData/Apa/Messages/ExecutionReportWithIsin.h