42 return transactionTime_;
48 transactionTime_ = value;
72 clearingFirm_ = value;
126 return maturityDate_;
132 maturityDate_ = value;
186 return clearingPrice_;
192 clearingPrice_ = value;
198 return clearingSize_;
204 clearingSize_ = value;
210 return clearingSymbol_;
216 clearingSymbol_ = value;
222 return multilegReportingType_;
228 multilegReportingType_ = value;
234 return secondaryExecId_;
240 secondaryExecId_ = value;
251 std::
string toString() const ONIXS_BATS_BOE_OVERRIDE;
254 void toString(std::
string& str) const ONIXS_BATS_BOE_OVERRIDE;
261 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.
A Variance Restatement is sent post-settlement time for each VA and VAO execution during the associat...
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
void clOrdId(StrRef value)
The order being restated.
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.
void lastPx(BinaryPrice value)
Price of this fill.
void clearingSize(Binary4 value)
Size to clear with OCC.
StrRef clOrdId() const
The order being restated.
MultilegReportingType::Enum multilegReportingType() const
Type.
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).
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.
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...
BinaryPrice price() const
Limit price of the order.
void multilegReportingType(MultilegReportingType::Enum value)
Type.
void side(Side::Enum value)
void symbol(StrRef value)
CFE native identifier of the instrument.
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
EFID that will clear the trade.
StrRef clearingSymbol() const
Symbol as sent to clearing.
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
CFE native identifier of the instrument.