Strategy Order Cancel Replace. More...
Classes | |
class | Leg |
Leg. More... | |
struct | OptionalFields |
Optional fields indicator. More... | |
Public Types | |
typedef std::vector< Leg > | Legs |
Legs. More... | |
Public Member Functions | |
MessageType::Enum | type () const |
Message type. More... | |
void | validate () const |
Validates message data by checking length limits for strings. More... | |
std::string | toString () const |
Returns string representation. More... | |
StrategyOrderCancelReplace () | |
Default constructor. More... | |
Public Attributes | |
TradingSessionCodes::Enum | tradingSessionId |
Trading session code. More... | |
UInt32 | productKey |
Class key for the session. More... | |
std::string | originalOrderBranch |
From original order. More... | |
UInt16 | originalOrderBranchSequenceNumber |
From original order. More... | |
std::string | originalOrderCorrespondentFirm |
From original order. More... | |
UInt16 | originalOrderYear |
Original order year. More... | |
UInt8 | originalOrderMonth |
Original order month. More... | |
UInt8 | originalOrderDay |
Original order day. More... | |
UInt32 | originalOrderHighId |
From original order. More... | |
UInt32 | originalOrderLowId |
From original order. More... | |
std::string | originalOrderExecutingGiveUpFirmNumber |
From original order. More... | |
std::string | originalUserAssignedId |
From original order. More... | |
std::string | branch |
Used by the originator of the new order. More... | |
UInt16 | branchSequenceNumber |
Numeric field used by the originator to uniquely identify the new order. More... | |
UInt16 | orderYear |
Order year. More... | |
UInt8 | orderMonth |
Order month. More... | |
UInt8 | orderDay |
Order day. More... | |
UInt32 | quantity |
For Replace order. More... | |
PriceTypeCodes::Enum | priceType |
Price type code. More... | |
Decimal | price |
New order price. More... | |
SideCodesStrategy::Enum | side |
Side code. More... | |
PositionEffect::Enum | positionEffect |
Position effect value. More... | |
CoverageCodes::Enum | coverage |
Coverage code. More... | |
NBBOProtection::Enum | nbboProtection |
NBBO Protection. More... | |
TimeInForce::Enum | timeInForce |
Time in force. More... | |
OriginTypeCodes::Enum | originType |
Origin type code. More... | |
std::string | account |
User profile. More... | |
std::string | executingGiveUpFirmNumber |
Executing or Give Up Firm number associated with the order. More... | |
OptionalFields::Enum | optionalFields |
A bit field used to indicate the presence of optional data fields. More... | |
std::string | correspondentFirm |
Used to identify the Correspondent Firm. More... | |
std::string | subAccount |
User profile. More... | |
std::string | cmtaFirmNumber |
Clearing Firm number. More... | |
std::string | extensions |
Extensions. More... | |
std::string | optionalData |
Text field. More... | |
std::string | userAssignedId |
User assigned order identifier. More... | |
std::string | originatorFirmNumber |
The member firm acronym that originated the order. More... | |
ContingencyTypes::Enum | contingency_contingencyType |
Contingency type code. More... | |
PriceTypeCodes::Enum | contingency_priceType |
Price type code. More... | |
Decimal | contingency_price |
Contingency price. More... | |
UInt32 | contingency_volume |
Contingency volume available to trade. More... | |
std::string | preferred |
PMM. More... | |
std::string | clearingInfo |
Clearing info. More... | |
UInt32 | quantityToCancel |
If resting quantity is different, the original order will be canceled and the replace order will be rejected. More... | |
Legs | legs |
Friends | |
class | Serializer |
Strategy Order Cancel Replace.
Default constructor.
|
virtual |
Returns string representation.
Implements Message.
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inlinevirtual |
Message type.
Implements Message.
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virtual |
Validates message data by checking length limits for strings.
Throws std::invalid_artument exception if message content is invalid.
Implements Message.
std::string account |
User profile.
std::string branch |
Used by the originator of the new order.
Must be a three character alpha only field in uppercase.
UInt16 branchSequenceNumber |
Numeric field used by the originator to uniquely identify the new order.
Limited to 9999 at this time.
std::string clearingInfo |
Clearing info.
Up to 255 bytes. For future use.
std::string cmtaFirmNumber |
Clearing Firm number.
ContingencyTypes::Enum contingency_contingencyType |
Contingency type code.
Decimal contingency_price |
Contingency price.
PriceTypeCodes::Enum contingency_priceType |
Price type code.
UInt32 contingency_volume |
Contingency volume available to trade.
std::string correspondentFirm |
Used to identify the Correspondent Firm.
CoverageCodes::Enum coverage |
Coverage code.
std::string executingGiveUpFirmNumber |
Executing or Give Up Firm number associated with the order.
std::string extensions |
Extensions.
Up to 255 bytes.
NBBOProtection::Enum nbboProtection |
NBBO Protection.
std::string optionalData |
Text field.
OptionalFields::Enum optionalFields |
A bit field used to indicate the presence of optional data fields.
Each bit position corresponds to an optional data field.
UInt8 orderDay |
Order day.
UInt8 orderMonth |
Order month.
UInt16 orderYear |
Order year.
std::string originalOrderBranch |
From original order.
UInt16 originalOrderBranchSequenceNumber |
From original order.
std::string originalOrderCorrespondentFirm |
From original order.
UInt8 originalOrderDay |
Original order day.
std::string originalOrderExecutingGiveUpFirmNumber |
From original order.
UInt32 originalOrderHighId |
From original order.
UInt32 originalOrderLowId |
From original order.
UInt8 originalOrderMonth |
Original order month.
UInt16 originalOrderYear |
Original order year.
std::string originalUserAssignedId |
From original order.
std::string originatorFirmNumber |
The member firm acronym that originated the order.
OriginTypeCodes::Enum originType |
Origin type code.
PositionEffect::Enum positionEffect |
Position effect value.
std::string preferred |
PMM.
Decimal price |
New order price.
PriceTypeCodes::Enum priceType |
Price type code.
UInt32 productKey |
Class key for the session.
UInt32 quantity |
For Replace order.
UInt32 quantityToCancel |
If resting quantity is different, the original order will be canceled and the replace order will be rejected.
Side code.
std::string subAccount |
User profile.
TimeInForce::Enum timeInForce |
Time in force.
TradingSessionCodes::Enum tradingSessionId |
Trading session code.
std::string userAssignedId |
User assigned order identifier.