OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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MutableTASRestatement.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
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 MutableTASRestatement : 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 clearingFirm_;
67 }
68
70 void clearingFirm(StrRef value)
71 {
72 clearingFirm_ = value;
73 }
74
77 {
78 return execId_;
79 }
80
82 void execId(Binary8 value)
83 {
84 execId_ = value;
85 }
86
89 {
90 return side_;
91 }
92
94 void side(Side::Enum value)
95 {
96 side_ = value;
97 }
98
101 {
102 return price_;
103 }
104
106 void price(BinaryPrice value)
107 {
108 price_ = value;
109 }
110
113 {
114 return symbol_;
115 }
116
118 void symbol(StrRef value)
119 {
120 symbol_ = value;
121 }
122
125 {
126 return maturityDate_;
127 }
128
130 void maturityDate(Date value)
131 {
132 maturityDate_ = value;
133 }
134
137 {
138 return lastShares_;
139 }
140
142 void lastShares(Binary4 value)
143 {
144 lastShares_ = value;
145 }
146
149 {
150 return lastPx_;
151 }
152
154 void lastPx(BinaryPrice value)
155 {
156 lastPx_ = value;
157 }
158
161 {
162 return feeCode_;
163 }
164
166 void feeCode(StrRef value)
167 {
168 feeCode_ = value;
169 }
170
173 {
174 return tradeDate_;
175 }
176
178 void tradeDate(Date value)
179 {
180 tradeDate_ = value;
181 }
182
185 {
186 return clearingPrice_;
187 }
188
191 {
192 clearingPrice_ = value;
193 }
194
197 {
198 return clearingSymbol_;
199 }
200
203 {
204 clearingSymbol_ = value;
205 }
206
209 {
210 return multilegReportingType_;
211 }
212
215 {
216 multilegReportingType_ = value;
217 }
218
221 {
222 return secondaryExecId_;
223 }
224
227 {
228 secondaryExecId_ = value;
229 }
230
233
236 void validate() const ONIXS_BATS_BOE_OVERRIDE;
237
239 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
240
242 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
243
244 private:
245 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
246
247 DateTime transactionTime_;
248 Text<20> clOrdId_;
249 Alpha<4> clearingFirm_;
250 Binary8 execId_;
251 Side::Enum side_;
252 BinaryPrice price_;
253 Alphanumeric<8> symbol_;
254 Date maturityDate_;
255 Binary4 lastShares_;
256 BinaryPrice lastPx_;
257 Alphanumeric<2> feeCode_;
258 Date tradeDate_;
259 BinaryPrice clearingPrice_;
260 Alphanumeric<8> clearingSymbol_;
261 MultilegReportingType::Enum multilegReportingType_;
262 Binary8 secondaryExecId_;
263 };
264
266 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableTASRestatement&);
267
269 inline std::string toStr(const MutableTASRestatement& msg)
270 {
271 std::string str;
272 toStr(str, msg);
273 return str;
274 }
275
276}
277}
278}
279}
280}
#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.
A TAS Restatement is sent post-settlement time for each TAS execution during the associated business ...
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
void price(BinaryPrice value)
Limit price of the order.
void lastShares(Binary4 value)
Executed contracts quantity.
void clearingFirm(StrRef value)
EFID that will clear the trade.
StrRef feeCode() const
Indicates fee associated with an execution.
BinaryPrice clearingPrice() const
Price as sent to clearing after applying post-close conversions to the original LastPx value.
Binary8 execId() const
Sent to the OCC in the Trade Id field.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
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.
void clearingSymbol(StrRef value)
Symbol as sent to clearing.
void clearingPrice(BinaryPrice value)
Price as sent to clearing after applying post-close conversions to the original LastPx value.
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)
Type.
void symbol(StrRef value)
CFE native identifier of the instrument.
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...
StrRef clearingFirm() const
EFID that will clear the trade.
void tradeDate(Date value)
Business date of the execution.
void maturityDate(Date value)
Maturity date of the instrument.
StrRef symbol() const
CFE native identifier of the instrument.