42 return transactionTime_;
48 transactionTime_ = value;
114 return baseLiquidityIndicator_;
120 baseLiquidityIndicator_ = value;
126 return subLiquidityIndicator_;
132 subLiquidityIndicator_ = value;
162 return clearingFirm_;
168 clearingFirm_ = value;
174 return maturityDate_;
180 maturityDate_ = value;
210 return clearingSize_;
216 clearingSize_ = value;
222 return pendingStatus_;
228 pendingStatus_ = value;
234 return multilegReportingType_;
240 multilegReportingType_ = value;
246 return secondaryExecId_;
252 secondaryExecId_ = value;
263 std::
string toString() const ONIXS_BATS_BOE_OVERRIDE;
266 void toString(std::
string& str) const ONIXS_BATS_BOE_OVERRIDE;
281 Alpha<4> clearingFirm_;
#define ONIXS_BATS_BOE_NOEXCEPT
Provides efficient way of accessing text-based field values.
ONIXS_CBOE_CFE_BOE_API void toStr(std::string &, const ConstantNewOrderV2 &)
Serializes object into string.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Base class for outgoing messages.
An Order Execution is sent for each fill on an order.
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
Side::Enum side() const
Echoed back from the TPH message.
Binary4 leavesQty() const
Quantity still open for further execution. If zero, the order is complete.
void clOrdId(StrRef value)
The order which was executed.
void lastShares(Binary4 value)
Executed contracts quantity.
void clearingFirm(StrRef value)
Echoed back from the TPH message.
void leavesQty(Binary4 value)
Quantity still open for further execution. If zero, the order is complete.
StrRef feeCode() const
Indicates fee associated with an execution.
void lastPx(BinaryPrice value)
Price of this fill.
void clearingSize(Binary4 value)
Size to clear with OCC.
StrRef clOrdId() const
The order which was executed.
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.
Binary8 execId() const
Sent to the OCC in the Trade Id field.
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 (not the time the message was sent).
BinaryPrice lastPx() const
Price of this fill.
void transactionTime(DateTime value)
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
void feeCode(StrRef value)
Indicates fee associated with an execution.
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...
void side(Side::Enum value)
Echoed back from the TPH message.
void symbol(StrRef value)
Echoed back from the TPH message.
PendingStatus::Enum pendingStatus() const
Field is provided as a convenience to determine whether an Order Execution message is a preliminary n...
Binary4 lastShares() const
Executed contracts quantity.
Date maturityDate() const
Maturity date of the instrument.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
void execId(Binary8 value)
Sent to the OCC in the Trade Id field.
void secondaryExecId(Binary8 value)
Field indicates whether an execution is a spread or a simple instrument execution that is part of a s...
Date tradeDate() const
Business date of the execution.
void validate() const ONIXS_BATS_BOE_OVERRIDE
StrRef clearingFirm() const
Echoed back from the TPH message.
SubLiquidityIndicator::Enum subLiquidityIndicator() const
Additional information about the liquidity of an order.
void tradeDate(Date value)
Business date of the execution.
Binary4 clearingSize() const
Size to clear with OCC.
void maturityDate(Date value)
Maturity date of the instrument.
StrRef symbol() const
Echoed back from the TPH message.