RT::RTExecutionReport Class Reference
List of all members.
Static Public Member Functions |
static const char * | exec_type_txt (ExecType) |
static const char * | exec_trans_type_txt (ExecTransType) |
static const char * | order_status_txt (OrdStatus) |
Public Attributes |
std::string | sec_id |
std::string | account |
std::string | real_cl_id |
std::string | cl_id |
std::string | orig_id |
std::string | exec_id |
std::string | exchange_id |
int | argo_ord_id |
std::string | trade_id |
std::string | exec_broker |
std::string | Ref_exch_id |
std::string | this_execution_text |
std::string | last_mkt |
liquidity_indicator_enum | liquidity_indicator |
OrdStatus | ord_status |
std::string | symbol |
std::string | currency |
std::string | fut_sett_data |
std::string | trade_data |
double | settl_curr_amount |
std::string | settl_currency |
double | order_qty2 |
OrderSide | side |
bool | is_short_sell_ |
std::string | securityType |
TimeInForce | timeInForce |
OrderType | ord_type |
ExecType | exec_type |
ExecTransType | trans_type |
time_t | init_time |
time_t | effective_time_ |
int | limit_price |
int | last_shares |
int | last_px |
int | cum_qty |
int | leaves_qty |
int | avg_px |
int | stop_px |
int | orig_order_qty |
std::string | exchange_name |
int | denominator |
int | transaction_id |
bool | parked_ |
int | historical_ |
bool | need_send_rmcast_ |
bool | need_store_to_DB_ |
int | flags_ |
std::string | parent_trade_id_ |
int | leg_side_ |
int | is_pos_detailes_ |
int | unconfirmed_ |
std::string | root_exchange_id_ |
std::string | order_history_ |
std::string | request_id_ |
bool | is_last_ |
int | max_show_ |
bool | is_automated_trading_system_ |
std::string | trader_location_ |
The documentation for this class was generated from the following files:
- dmitry_env/ATP/robotrader/robotrader/RTExchangeType.h
- dmitry_env/ATP/robotrader/robotrader/RTExchangeType.cpp