OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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ConstantNewOrderV2.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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5* and international copyright treaties.
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12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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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 ConstantNewOrderV2 : 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
89 {
90 return ordinary<Binary4>(43);
91 }
92
94 StrRef symbol() const
95 {
96 return fixedStr<8>(47);
97 }
98
101 {
102 return enumeration<Capacity>(55);
103 }
104
107 {
108 return fixedStr<16>(56);
109 }
110
113 {
114 return fixedStr<3>(72);
115 }
116
119 {
120 return ordinary<DateTime>(75);
121 }
122
125 {
126 return ordinary<Date>(83);
127 }
128
131 {
132 return enumeration<OpenClose>(87);
133 }
134
137 {
138 return ordinary<Binary4>(88);
139 }
140
143 {
144 return ordinary<BinaryPrice>(92);
145 }
146
149 {
150 return ordinary<Binary2>(100);
151 }
152
155 {
156 return enumeration<CtiCode>(102);
157 }
158
164
166 StrRef oEOID() const
167 {
168 return fixedStr<18>(104);
169 }
170
173 {
174 return fixedStr<6>(122);
175 }
176
182
185 {
186 return fixedStr<2>(129);
187 }
188
190
196
198 ConstantNewOrderV2(const void* data, MessageSize size)
199 : BinaryMessage(data, size)
200 {
201 }
202 };
203
205 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const ConstantNewOrderV2&);
206
208 inline std::string toStr(const ConstantNewOrderV2& msg)
209 {
210 std::string str;
211 toStr(str, msg);
212 return str;
213 }
214
215}
216}
217}
218}
219}
#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.
TimeInForce::Enum timeInForce() const
Time In Force.
StrRef clearingAccount() const
Supplemental identifier.
Binary4 minQty() const
Minimum fill quantity for IOC orders.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Execution source code provided during order entry to describe broker service.
StrRef clOrdId() const
Unique Id chosen by the client.
Capacity::Enum capacity() const
The Capacity refers to the OCC account type.
StrRef account() const
Unique account identifier associated with an order.
ConstantNewOrderV2(const void *data, MessageSize size)
Initializes instance over given memory block.
StrRef countryCode() const
Identifies the country code of the person or system submitting the order.
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.
static MessageType::Enum type() ONIXS_BATS_BOE_NOEXCEPT
BinaryPrice price() const
Limit price. Four implied decimal places.
StrRef frequentTraderId() const
Supplemental customer identifier used for billing related programs.
ManualOrderIndicator::Enum manualOrderIndicator() const
Manual order indicator.
Date maturityDate() const
When specifying the Symbol for a New Order message the user can specify the mapped symbol identifier ...
DateTime expireTime() const
Required for TimeInForce = 6 orders, specifies the date-time (in UTC) that the order expires.
Binary4 orderQty() const
Order quantity. System limit is 999,999 contracts.
StrRef clearingFirm() const
EFID that will clear the trade.
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...