OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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ConstantQuoteUpdate.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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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 ConstantQuoteUpdate : public BinaryMessage
38 {
41 {
42 return fixedStr<16>(0);
43 }
44
47 {
48 return fixedStr<4>(16);
49 }
50
53 {
54 return fixedStr<4>(20);
55 }
56
59 {
60 return ordinary<Binary4>(24);
61 }
62
65 {
66 return fixedStr<16>(28);
67 }
68
71 {
72 return ordinary<Binary2>(44);
73 }
74
77 {
78 return enumeration<Capacity>(46);
79 }
80
83 {
84 return enumeration<CtiCode>(47);
85 }
86
92
94 StrRef oEOID() const
95 {
96 return fixedStr<18>(49);
97 }
98
101 {
102 return enumeration<SizeModifier>(67);
103 }
104
107 {
108 return ordinary<Binary1>(68);
109 }
110
111 struct Quote {};
113 {
115 }
116
118
124
126 ConstantQuoteUpdate(const void* data, MessageSize size)
127 : BinaryMessage(data, size)
128 {
129 }
130 };
131
133 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const ConstantQuoteUpdate&);
134
136 inline std::string toStr(const ConstantQuoteUpdate& msg)
137 {
138 std::string str;
139 toStr(str, msg);
140 return str;
141 }
142
143}
144}
145}
146}
147}
#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.
Binary2 MessageSize
Aliases message length type.
ConstantQuoteUpdate(const void *data, MessageSize size)
Initializes instance over given memory block.
StrRef account() const
Unique account identifier associated with an order.
StrRef oEOID() const
Identifies the Order Entry Operator responsible for this message.
static MessageType::Enum type() ONIXS_BATS_BOE_NOEXCEPT
SizeModifier::Enum sizeModifier() const
Controls the behavior of the quote OrderQty field.
ManualOrderIndicator::Enum manualOrderIndicator() const
Manual order indicator.
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...