OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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NewOrderOptionUSFutures.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
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.
15*
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 {
34
36 struct ONIXS_CBOE_CFE_BOE_API NewOrderOptionUSFutures : public OutgoingMessage
37 {
38 typedef Char Leg;
39
42 {
43 return clOrdId_;
44 }
45
47 void clOrdId(StrRef value)
48 {
49 clOrdId_ = value;
50 }
51
54 {
55 return side_;
56 }
57
59 void side(Side::Enum value)
60 {
61 side_ = value;
62 }
63
66 {
67 return orderQty_;
68 }
69
71 void orderQty(Binary4 value)
72 {
73 orderQty_ = value;
74 }
75
78 {
79 return clearingFirm_;
80 }
81
83 void clearingFirm(StrRef value)
84 {
85 clearingFirm_ = value;
86 }
87
90 {
91 return clearingAccount_;
92 }
93
96 {
97 clearingAccount_ = value;
98 }
99
102 {
103 return price_;
104 }
105
107 void price(BinaryPrice value)
108 {
109 price_ = value;
110 }
111
114 {
115 return ordType_;
116 }
117
120 {
121 ordType_ = value;
122 }
123
126 {
127 return timeInForce_;
128 }
129
132 {
133 timeInForce_ = value;
134 }
135
138 {
139 return symbol_;
140 }
141
143 void symbol(StrRef value)
144 {
145 symbol_ = value;
146 }
147
150 {
151 return securityDesc_;
152 }
153
156 {
157 securityDesc_ = value;
158 }
159
162 {
163 return capacity_;
164 }
165
168 {
169 capacity_ = value;
170 }
171
174 {
175 return account_;
176 }
177
179 void account(StrRef value)
180 {
181 account_ = value;
182 }
183
186 {
187 return preventMatch_;
188 }
189
192 {
193 preventMatch_ = value;
194 }
195
198 {
199 return expireTime_;
200 }
201
204 {
205 expireTime_ = value;
206 }
207
210 {
211 return openClose_;
212 }
213
216 {
217 openClose_ = value;
218 }
219
222 {
223 return cMTANumber_;
224 }
225
227 void cMTANumber(Binary4 value)
228 {
229 cMTANumber_ = value;
230 }
231
234 {
235 return customGroupId_;
236 }
237
240 {
241 customGroupId_ = value;
242 }
243
246 {
247 return ctiCode_;
248 }
249
252 {
253 ctiCode_ = value;
254 }
255
258 {
259 return manualOrderIndicator_;
260 }
261
264 {
265 manualOrderIndicator_ = value;
266 }
267
269 StrRef oEOID() const
270 {
271 return oEOID_;
272 }
273
275 void oEOID(StrRef value)
276 {
277 oEOID_ = value;
278 }
279
282 {
283 return frequentTraderId_;
284 }
285
288 {
289 frequentTraderId_ = value;
290 }
291
294 {
295 return custOrderHandlingInst_;
296 }
297
300 {
301 custOrderHandlingInst_ = value;
302 }
303
306 {
307 return countryCode_;
308 }
309
311 void countryCode(StrRef value)
312 {
313 countryCode_ = value;
314 }
315
317 const std::vector<Leg>& legs() const
318 {
319 return legs_;
320 }
321
323 std::vector<Leg>& legs()
324 {
325 return legs_;
326 }
327
330
333 void validate() const ONIXS_BATS_BOE_OVERRIDE;
334
336 std::string toString() const ONIXS_BATS_BOE_OVERRIDE;
337
339 void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
340
341 private:
342 size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
343
344 Text<20> clOrdId_;
345 Side::Enum side_;
346 Binary4 orderQty_;
347 Alpha<4> clearingFirm_;
348 Alpha<4> clearingAccount_;
349 BinaryPrice price_;
350 OrdType::Enum ordType_;
351 TimeInForce::Enum timeInForce_;
352 Alphanumeric<8> symbol_;
353 Text<16> securityDesc_;
354 Capacity::Enum capacity_;
355 Text<16> account_;
356 Text<3> preventMatch_;
357 DateTime expireTime_;
358 OpenClose::Enum openClose_;
359 Binary4 cMTANumber_;
360 Binary2 customGroupId_;
361 CtiCode::Enum ctiCode_;
362 ManualOrderIndicator::Enum manualOrderIndicator_;
363 Text<18> oEOID_;
364 Alphanumeric<6> frequentTraderId_;
365 CustOrderHandlingInst::Enum custOrderHandlingInst_;
366 Alphanumeric<2> countryCode_;
367 std::vector<Leg> legs_;
368 };
369
371 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const NewOrderOptionUSFutures&);
372
374 inline std::string toStr(const NewOrderOptionUSFutures& msg)
375 {
376 std::string str;
377 toStr(str, msg);
378 return str;
379 }
380
381}
382}
383}
384}
#define ONIXS_BATS_BOE_NOEXCEPT
Definition ABI.h:49
Provides efficient way of accessing text-based field values.
Definition String.h:46
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Definition Defines.h:184
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition Decimal.h:156
char Char
Character type alias.
Definition String.h:42
Execution source code provided during order entry to describe broker service.
std::string toString() const ONIXS_BATS_BOE_OVERRIDE
Returns the text representation.
void customGroupId(Binary2 value)
Used to group orders for use in mass cancels where multiple orders can be cancelled by specifying a l...
void capacity(Capacity::Enum value)
The Capacity refers to the OCC account type.
void clOrdId(StrRef value)
Unique Id chosen by the client.
void price(BinaryPrice value)
Limit price. Four implied decimal places.
void clearingFirm(StrRef value)
EFID that will clear the trade.
void frequentTraderId(StrRef value)
Supplemental customer identifier used for billing related programs.
void clearingAccount(StrRef value)
Supplemental identifier.
void openClose(OpenClose::Enum value)
Indicates status of client position in a trade resulting from the order.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Execution source code provided during order entry to describe broker service.
StrRef clOrdId() const
Unique Id chosen by the client.
Capacity::Enum capacity() const
The Capacity refers to the OCC account type.
void account(StrRef value)
Unique account identifier.
StrRef countryCode() const
Identifies the country code.
StrRef oEOID() const
Identifies the Order Entry Operator responsible for this message.
OpenClose::Enum openClose() const
Indicates status of client position in a trade resulting from the order.
void countryCode(StrRef value)
Identifies the country code.
void timeInForce(TimeInForce::Enum value)
Time In Force.
void cMTANumber(Binary4 value)
CMTA Number of the firm that will clear the trade.
BinaryPrice price() const
Limit price. Four implied decimal places.
void custOrderHandlingInst(CustOrderHandlingInst::Enum value)
Execution source code provided during order entry to describe broker service.
StrRef frequentTraderId() const
Supplemental customer identifier used for billing related programs.
ManualOrderIndicator::Enum manualOrderIndicator() const
Manual order indicator.
MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
Returns message type.
void expireTime(DateTime value)
Required for TimeInForce = 6 orders, specifies the date-time (in UTC) that the order expires.
void oEOID(StrRef value)
Identifies the Order Entry Operator responsible for this message.
void validate() const ONIXS_BATS_BOE_OVERRIDE
DateTime expireTime() const
Required for TimeInForce = 6 orders, specifies the date-time (in UTC) that the order expires.
StrRef clearingFirm() const
EFID that will clear the trade.
void manualOrderIndicator(ManualOrderIndicator::Enum value)
Manual order indicator.
Binary4 cMTANumber() const
CMTA Number of the firm that will clear the trade.
Binary2 customGroupId() const
Used to group orders for use in mass cancels where multiple orders can be cancelled by specifying a l...
Indicates status of client position in a trade resulting from the order.
Base class for outgoing messages.