OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
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ConstantNewOrderOptionUSFutures.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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19
20#pragma once
21
22#include <vector>
23
28
29
30namespace OnixS {
31namespace CboeCFE {
32namespace Trading {
33namespace BOE {
34namespace Testing {
35
37 struct ONIXS_CBOE_CFE_BOE_API ConstantNewOrderOptionUSFutures : public BinaryMessage
38 {
41 {
42 return fixedStr<20>(0);
43 }
44
47 {
48 return enumeration<Side>(20);
49 }
50
53 {
54 return ordinary<Binary4>(21);
55 }
56
59 {
60 return fixedStr<4>(25);
61 }
62
65 {
66 return fixedStr<4>(29);
67 }
68
71 {
72 return ordinary<BinaryPrice>(33);
73 }
74
77 {
78 return enumeration<OrdType>(41);
79 }
80
83 {
84 return enumeration<TimeInForce>(42);
85 }
86
88 StrRef symbol() const
89 {
90 return fixedStr<8>(43);
91 }
92
95 {
96 return fixedStr<16>(51);
97 }
98
101 {
102 return enumeration<Capacity>(67);
103 }
104
107 {
108 return fixedStr<16>(68);
109 }
110
113 {
114 return fixedStr<3>(84);
115 }
116
119 {
120 return ordinary<DateTime>(87);
121 }
122
125 {
126 return enumeration<OpenClose>(95);
127 }
128
131 {
132 return ordinary<Binary4>(96);
133 }
134
137 {
138 return ordinary<Binary2>(100);
139 }
140
143 {
144 return enumeration<CtiCode>(102);
145 }
146
152
154 StrRef oEOID() const
155 {
156 return fixedStr<18>(104);
157 }
158
161 {
162 return fixedStr<6>(122);
163 }
164
170
173 {
174 return fixedStr<2>(129);
175 }
176
178 Binary1 leg() const
179 {
181 }
182
184 struct Legs {};
186 {
188 }
189
191
197
200 : BinaryMessage(data, size)
201 {
202 }
203 };
204
206 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const ConstantNewOrderOptionUSFutures&);
207
209 inline std::string toStr(const ConstantNewOrderOptionUSFutures& msg)
210 {
211 std::string str;
212 toStr(str, msg);
213 return str;
214 }
215
216}
217}
218}
219}
220}
#define ONIXS_BATS_BOE_NOEXCEPT
Definition ABI.h:49
BinaryMessage()
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based field values.
Definition String.h:46
ONIXS_CBOE_CFE_BOE_API void toStr(std::string &, const ConstantNewOrderV2 &)
Serializes object into string.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Definition Defines.h:184
Binary2 MessageSize
Aliases message length type.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Execution source code provided during order entry to describe broker service.
Capacity::Enum capacity() const
The Capacity refers to the OCC account type.
StrRef oEOID() const
Identifies the Order Entry Operator responsible for this message.
OpenClose::Enum openClose() const
Indicates status of client position in a trade resulting from the order.
BinaryPrice price() const
Limit price. Four implied decimal places.
ConstantNewOrderOptionUSFutures(const void *data, MessageSize size)
Initializes instance over given memory block.
StrRef frequentTraderId() const
Supplemental customer identifier used for billing related programs.
ManualOrderIndicator::Enum manualOrderIndicator() const
Manual order indicator.
DateTime expireTime() const
Required for TimeInForce = 6 orders, specifies the date-time (in UTC) that the order expires.
Binary4 cMTANumber() const
CMTA Number of the firm that will clear the trade.
Binary2 customGroupId() const
Used to group orders for use in mass cancels where multiple orders can be cancelled by specifying a l...