trader  v0.1a
A framework to build trading applications
Public Member Functions | Public Attributes | List of all members
trader::Interface::TradeCaptureReportData Struct Reference
Inheritance diagram for trader::Interface::TradeCaptureReportData:
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Collaboration diagram for trader::Interface::TradeCaptureReportData:
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Public Member Functions

virtual enum MESSAGES GetType ()
 
- Public Member Functions inherited from trader::Interface::IMessageData
MessageId getUniqueMessageId ()
 
void setSourceConnection (const std::string &_sourceConnection)
 
const std::string & getSourceConnection () const
 

Public Attributes

ApplicationSequenceControlObject applicationSequenceControl
 
TradeReportID tradeReportID
 
TradeID tradeID
 
SecondaryTradeID secondaryTradeID
 
FirmTradeID firmTradeID
 
SecondaryFirmTradeID secondaryFirmTradeID
 
TradeReportTransType tradeReportTransType
 
TradeReportType tradeReportType
 
TrdRptStatus trdRptStatus
 
TradeRequestID tradeRequestID
 
TrdType trdType
 
TrdSubType trdSubType
 
SecondaryTrdType secondaryTrdType
 
TradeHandlingInstr tradeHandlingInstr
 
OrigTradeHandlingInstr origTradeHandlingInstr
 
OrigTradeDate origTradeDate
 
OrigTradeID origTradeID
 
OrigSecondaryTradeID origSecondaryTradeID
 
TransferReason transferReason
 
ExecType execType
 
TotNumTradeReports totNumTradeReports
 
LastRptRequested lastRptRequested
 
UnsolicitedIndicator unsolicitedIndicator
 
SubscriptionRequestType subscriptionRequestType
 
TradeReportRefID tradeReportRefID
 
SecondaryTradeReportRefID secondaryTradeReportRefID
 
SecondaryTradeReportID secondaryTradeReportID
 
TradeLinkID tradeLinkID
 
TrdMatchID trdMatchID
 
ExecID execID
 
SecondaryExecID secondaryExecID
 
ExecRestatementReason execRestatementReason
 
PreviouslyReported previouslyReported
 
PriceType priceType
 
RootPartiesObject rootParties
 
AsOfIndicator asOfIndicator
 
SettlSessID settlSessID
 
SettlSessSubID settlSessSubID
 
InstrumentObject instrument
 
FinancingDetailsObject financingDetails
 
QtyType qtyType
 
YieldDataObject yieldData
 
UndInstrmtGrpObject undInstrmtGrp
 
UnderlyingTradingSessionID underlyingTradingSessionID
 
UnderlyingTradingSessionSubID underlyingTradingSessionSubID
 
LastQty lastQty
 
LastPx lastPx
 
CalculatedCcyLastQty calculatedCcyLastQty
 
Currency currency
 
SettlCurrency settlCurrency
 
LastParPx lastParPx
 
LastSpotRate lastSpotRate
 
LastForwardPoints lastForwardPoints
 
LastSwapPoints lastSwapPoints
 
LastMkt lastMkt
 
TradeDate tradeDate
 
ClearingBusinessDate clearingBusinessDate
 
AvgPx avgPx
 
SpreadOrBenchmarkCurveDataObject spreadOrBenchmarkCurveData
 
AvgPxIndicator avgPxIndicator
 
PositionAmountDataObject positionAmountData
 
MultiLegReportingType multiLegReportingType
 
TradeLegRefID tradeLegRefID
 
TrdInstrmtLegGrpObject trdInstrmtLegGrp
 
TransactTime transactTime
 
TrdRegTimestampsObject trdRegTimestamps
 
SettlType settlType
 
SettlDate settlDate
 
UnderlyingSettlementDate underlyingSettlementDate
 
MatchStatus matchStatus
 
MatchType matchType
 
TrdCapRptSideGrpObject trdCapRptSideGrp
 
Volatility volatility
 
DividendYield dividendYield
 
RiskFreeRate riskFreeRate
 
CurrencyRatio currencyRatio
 
CopyMsgIndicator copyMsgIndicator
 
TrdRepIndicatorsGrpObject trdRepIndicatorsGrp
 
PublishTrdIndicator publishTrdIndicator
 
TradePublishIndicator tradePublishIndicator
 
ShortSaleReason shortSaleReason
 
TierCode tierCode
 
MessageEventSource messageEventSource
 
LastUpdateTime lastUpdateTime
 
RndPx rndPx
 
TZTransactTime tZTransactTime
 
ReportedPxDiff reportedPxDiff
 
GrossTradeAmt grossTradeAmt
 
RejectText rejectText
 
FeeMultiplier feeMultiplier
 
VenueType venueType
 
MarketSegmentID marketSegmentID
 
MarketID marketID
 
- Public Attributes inherited from trader::Interface::IMessageData
std::string sourceConnection
 
MessageId messageId
 

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