OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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MutableOrderExecutionOptionUSFutures.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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
17* the terms of the Agreement is a violation of copyright law.
18*/
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 MutableOrderExecutionOptionUSFutures : public OutgoingMessage
38 {
41 {
42 return transactionTime_;
43 }
44
47 {
48 transactionTime_ = value;
49 }
50
53 {
54 return clOrdId_;
55 }
56
58 void clOrdId(StrRef value)
59 {
60 clOrdId_ = value;
61 }
62
65 {
66 return execId_;
67 }
68
70 void execId(Binary8 value)
71 {
72 execId_ = value;
73 }
74
77 {
78 return lastShares_;
79 }
80
82 void lastShares(Binary4 value)
83 {
84 lastShares_ = value;
85 }
86
89 {
90 return lastPx_;
91 }
92
94 void lastPx(BinaryPrice value)
95 {
96 lastPx_ = value;
97 }
98
101 {
102 return leavesQty_;
103 }
104
106 void leavesQty(Binary4 value)
107 {
108 leavesQty_ = value;
109 }
110
113 {
114 return baseLiquidityIndicator_;
115 }
116
119 {
120 baseLiquidityIndicator_ = value;
121 }
122
125 {
126 return subLiquidityIndicator_;
127 }
128
131 {
132 subLiquidityIndicator_ = value;
133 }
134
137 {
138 return side_;
139 }
140
142 void side(Side::Enum value)
143 {
144 side_ = value;
145 }
146
149 {
150 return symbol_;
151 }
152
154 void symbol(StrRef value)
155 {
156 symbol_ = value;
157 }
158
161 {
162 return clearingFirm_;
163 }
164
167 {
168 clearingFirm_ = value;
169 }
170
173 {
174 return securityDesc_;
175 }
176
179 {
180 securityDesc_ = value;
181 }
182
185 {
186 return feeCode_;
187 }
188
190 void feeCode(StrRef value)
191 {
192 feeCode_ = value;
193 }
194
197 {
198 return tradeDate_;
199 }
200
202 void tradeDate(Date value)
203 {
204 tradeDate_ = value;
205 }
206
209 {
210 return clearingSize_;
211 }
212
215 {
216 clearingSize_ = value;
217 }
218
221 {
222 return pendingStatus_;
223 }
224
227 {
228 pendingStatus_ = value;
229 }
230
233 {
234 return multilegReportingType_;
235 }
236
239 {
240 multilegReportingType_ = value;
241 }
242
245 {
246 return secondaryExecId_;
247 }
248
251 {
252 secondaryExecId_ = value;
253 }
254
257
260 void validate() const ONIXS_BATS_BOE_OVERRIDE;
261
263 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
264
266 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
267
268 private:
269 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
270
271 DateTime transactionTime_;
272 Text<20> clOrdId_;
273 Binary8 execId_;
274 Binary4 lastShares_;
275 BinaryPrice lastPx_;
276 Binary4 leavesQty_;
277 BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
278 SubLiquidityIndicator::Enum subLiquidityIndicator_;
279 Side::Enum side_;
280 Alphanumeric<8> symbol_;
281 Alpha<4> clearingFirm_;
282 Text<16> securityDesc_;
283 Alphanumeric<2> feeCode_;
284 Date tradeDate_;
285 Binary4 clearingSize_;
286 PendingStatus::Enum pendingStatus_;
287 MultilegReportingType::Enum multilegReportingType_;
288 Binary8 secondaryExecId_;
289 };
290
292 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableOrderExecutionOptionUSFutures&);
293
295 inline std::string toStr(const MutableOrderExecutionOptionUSFutures& msg)
296 {
297 std::string str;
298 toStr(str, msg);
299 return str;
300 }
301
302}
303}
304}
305}
306}
#define ONIXS_BATS_BOE_NOEXCEPT
Definition ABI.h:49
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
Base class for outgoing messages.
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
MultilegReportingType::Enum multilegReportingType() const
Present on Order Execution, TAS Restatement and Variance Restatement messages representing either Spr...
void subLiquidityIndicator(SubLiquidityIndicator::Enum value)
Additional information about the liquidity of an order.
void baseLiquidityIndicator(BaseLiquidityIndicator::Enum value)
Indicates whether the trade added or removed liquidity.
BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
Indicates whether the trade added or removed liquidity.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine.
void transactionTime(DateTime value)
The time the event occurred in the CFE Matching Engine.
Binary8 secondaryExecId() const
Field indicates whether an execution is a spread or a simple instrument execution that is part of a s...
void multilegReportingType(MultilegReportingType::Enum value)
Present on Order Execution, TAS Restatement and Variance Restatement messages representing either Spr...
void pendingStatus(PendingStatus::Enum value)
Field is provided as a convenience to determine whether an Order Execution message is a preliminary n...
PendingStatus::Enum pendingStatus() const
Field is provided as a convenience to determine whether an Order Execution message is a preliminary n...
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
void secondaryExecId(Binary8 value)
Field indicates whether an execution is a spread or a simple instrument execution that is part of a s...
SubLiquidityIndicator::Enum subLiquidityIndicator() const
Additional information about the liquidity of an order.