OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
MutableTASQuoteRestatement.h
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19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace CboeCFE {
32 namespace Trading {
33 namespace BOE {
34 namespace Testing {
35 
36  /// A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during the associated business day to communicate the updated Price and Symbol associated with the cleared execution.
37  struct ONIXS_CBOE_CFE_BOE_API MutableTASQuoteRestatement : public OutgoingMessage
38  {
39  /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
41  {
42  return transactionTime_;
43  }
44 
45  /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
47  {
48  transactionTime_ = value;
49  }
50 
51  /// The quote being restated
53  {
54  return quoteUpdateId_;
55  }
56 
57  /// The quote being restated
58  void quoteUpdateId(StrRef value)
59  {
60  quoteUpdateId_ = value;
61  }
62 
63  /// Sent to the OCC in the Trade Id field.
64  Binary8 execId() const
65  {
66  return execId_;
67  }
68 
69  /// Sent to the OCC in the Trade Id field.
70  void execId(Binary8 value)
71  {
72  execId_ = value;
73  }
74 
75  /// CFE native identifier of the instrument being quoted.
77  {
78  return quoteSymbol_;
79  }
80 
81  /// CFE native identifier of the instrument being quoted.
82  void quoteSymbol(StrRef value)
83  {
84  quoteSymbol_ = value;
85  }
86 
87  /// Symbol as sent to clearing; after applying post-close conversions to the original Symbol.
89  {
90  return clearingSymbol_;
91  }
92 
93  /// Symbol as sent to clearing; after applying post-close conversions to the original Symbol.
94  void clearingSymbol(StrRef value)
95  {
96  clearingSymbol_ = value;
97  }
98 
99  /// Price as sent to clearing after applying post-close conversions to the original LastPx value.
101  {
102  return clearingPrice_;
103  }
104 
105  /// Price as sent to clearing after applying post-close conversions to the original LastPx value.
107  {
108  clearingPrice_ = value;
109  }
110 
111  /// Returns message type
112  MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE { return MessageType::TASQuoteRestatement; };
113 
114  /// Validates message data
115  /// Throws std::invalid_argument exception if message content is invalid.
116  void validate() const ONIXS_BATS_BOE_OVERRIDE;
117 
118  /// Returns the text representation
119  std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
120 
121  /// The text representation
122  void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
123 
124  private:
125  size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
126 
127  DateTime transactionTime_;
128  Text<16> quoteUpdateId_;
129  Binary8 execId_;
130  Alphanumeric<6> quoteSymbol_;
131  Alphanumeric<8> clearingSymbol_;
132  BinaryPrice clearingPrice_;
133  };
134 
135  /// Serializes object into string.
136  ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableTASQuoteRestatement&);
137 
138  /// Serializes object into string.
139  inline std::string toStr(const MutableTASQuoteRestatement& msg)
140  {
141  std::string str;
142  toStr(str, msg);
143  return str;
144  }
145 
146 }
147 }
148 }
149 }
150 }
void execId(Binary8 value)
Sent to the OCC in the Trade Id field.
StrRef quoteSymbol() const
CFE native identifier of the instrument being quoted.
Provides efficient way of accessing text-based field values.
Definition: String.h:45
void transactionTime(DateTime value)
The time the event occurred in the CFE Matching Engine (not the time the message was sent)...
A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during ...
StrRef clearingSymbol() const
Symbol as sent to clearing; after applying post-close conversions to the original Symbol...
void clearingSymbol(StrRef value)
Symbol as sent to clearing; after applying post-close conversions to the original Symbol...
Binary8 execId() const
Sent to the OCC in the Trade Id field.
void quoteSymbol(StrRef value)
CFE native identifier of the instrument being quoted.
Base class for outgoing messages.
ONIXS_CBOE_CFE_BOE_API void toStr(std::string &, const ConstantNewOrderV2 &)
Serializes object into string.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent)...
BinaryPrice clearingPrice() const
Price as sent to clearing after applying post-close conversions to the original LastPx value...
void clearingPrice(BinaryPrice value)
Price as sent to clearing after applying post-close conversions to the original LastPx value...