QuoteReportMsg Struct Reference

#include <QuoteReport.h>

Collaboration diagram for QuoteReportMsg:

Public Member Functions
ActionType::Enum	actionType () const
StrRef	instrumentId () const
StrRef	leiOrMic () const
Integer1	quoteCSA () const
Integer1	quoteCollateral () const
Integer1	quoteTier () const
Integer1	quoteOtherEnrichment () const
Integer8	pqId () const
StrRef	flag () const
Integer8	quoteTimeStamp () const
StrRef	currency () const
Decimal	price () const
Decimal	price2 () const
Decimal	size () const
Decimal	referencePrice () const
Integer8	quoteExpireTimeStamp () const
StrRef	packageId () const
Integer4	maxExecutableTrades () const
Integer8	publicationId () const
Integer4	pqseq () const
Integer8	publicationTimeStamp () const
Integer8	latestTimeStamp () const
	QuoteReportMsg (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 QuoteReport.h.

Constructor & Destructor Documentation

QuoteReportMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 172 of file QuoteReport.h.

Member Function Documentation

ActionType::Enum actionType ( ) const

inline

Identification of quote message types: Adding, updating or deleting quotes.

Definition at line 40 of file QuoteReport.h.

StrRef currency ( ) const

inline

Currency in which the price is expressed.

Definition at line 100 of file QuoteReport.h.

StrRef flag ( ) const

inline

Definition at line 88 of file QuoteReport.h.

StrRef instrumentId ( ) const

inline

Code used to identify the financial instrument.

Definition at line 46 of file QuoteReport.h.

Integer8 latestTimeStamp ( ) const

inline

Date and time of the latest received quote message with Update or Delete action type.

Definition at line 166 of file QuoteReport.h.

StrRef leiOrMic ( ) const

inline

Submitting Party LEI or Venue MIC.

Definition at line 52 of file QuoteReport.h.

Integer4 maxExecutableTrades ( ) const

inline

Max number of trades that could be executed with the quote.

Definition at line 142 of file QuoteReport.h.

StrRef packageId ( ) const

inline

Package Identification code.

Definition at line 136 of file QuoteReport.h.

Integer8 pqId ( ) const

inline

Unique pre-trade quote identifier per day.

Definition at line 82 of file QuoteReport.h.

Integer4 pqseq ( ) const

inline

Sequence number of quote update message type, which is unique.

Definition at line 154 of file QuoteReport.h.

Decimal price ( ) const

inline

Price of the one-sided quote.

Definition at line 106 of file QuoteReport.h.

Decimal price2 ( ) const

inline

Price of a two-sided quote.

Definition at line 112 of file QuoteReport.h.

Integer8 publicationId ( ) const

inline

Generated by the publisher, unique for each quote.

Definition at line 148 of file QuoteReport.h.

Integer8 publicationTimeStamp ( ) const

inline

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

Definition at line 160 of file QuoteReport.h.

Integer1 quoteCollateral ( ) const

inline

Quote Enrichment Enumeration.

Definition at line 64 of file QuoteReport.h.

Integer1 quoteCSA ( ) const

inline

Quote Enrichment Enumeration.

Definition at line 58 of file QuoteReport.h.

Integer8 quoteExpireTimeStamp ( ) const

inline

Date and Time when the quote expires.

Definition at line 130 of file QuoteReport.h.

Integer1 quoteOtherEnrichment ( ) const

inline

Quote Enrichment Enumeration.

Definition at line 76 of file QuoteReport.h.

Integer1 quoteTier ( ) const

inline

Quote Enrichment Enumeration.

Definition at line 70 of file QuoteReport.h.

Integer8 quoteTimeStamp ( ) const

inline

Date and time when the quote message was generated.

Definition at line 94 of file QuoteReport.h.

Decimal referencePrice ( ) const

inline

Reference price.

Definition at line 124 of file QuoteReport.h.

Decimal size ( ) const

inline

Size of the quote.

Definition at line 118 of file QuoteReport.h.

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

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