237 throw std::out_of_range(
"index");
Enumeration::Enum enumeration(MessageSize offset) const
StrRef fixedStr(MessageSize offset) const
FieldValue ordinary(MessageSize offset) const
const SubMessage submessage(MessageSize offset, MessageSize size) const
BinaryMessage()
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based field values.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Binary2 MessageSize
Aliases message length type.
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Leg(const void *data, MessageSize size)
Initializes instance over given memory block.
StrRef legPositionEffect() const
Echoed back from the TPH message.
Is sent in response to a New Order Option US Futures message.
Side::Enum side() const
Side.
Binary4 leavesQty() const
Quantity still open for further execution.
Binary8 orderId() const
Order identifier supplied by CFE.
StrRef ordType() const
Echoed back from the TPH message.
StrRef clearingAccount() const
Echoed back from the TPH message.
CustOrderHandlingInst::Enum custOrderHandlingInst() const
Echoed back from the TPH message.
StrRef clOrdId() const
Echoed back from the TPH message.
StrRef account() const
Echoed back from the TPH message.
StrRef countryCode() const
Echoed back from the TPH message.
StrRef oEOID() const
Echoed back from the TPH message.
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.
Binary4 cumQty() const
Echoed back from the TPH message.
OpenClose::Enum openClose() const
Indic ates status of client position in a trade resulting from the order.
OrderAcknowledgementOptionUSFutures(const void *data, MessageSize size)
Initializes instance over given memory block.
BinaryPrice price() const
Echoed back from the TPH message.
StrRef frequentTraderId() const
Echoed back from the TPH message.
ManualOrderIndicator::Enum manualOrderIndicator() const
Echoed back from the TPH message.
StrRef securityDesc() const
Echoed back from the TPH message.
Leg legs(MessageSize index) const
CtiCode::Enum ctiCode() const
Echoed back from the TPH message.
StrRef preventMatch() const
PreventMatch as accepted by CBOE.
DateTime requestReceivedTime() const
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
StrRef capacity() const
Echoed back from the TPH message.
DateTime expireTime() const
Echoed back from the TPH message.
Binary4 orderQty() const
Echoed back from the TPH message.
StrRef clearingFirm() const
Echoed back from the TPH message.
SubLiquidityIndicator::Enum subLiquidityIndicator() const
Additional information about the liquidity of an order.
Binary4 cMTANumber() const
Echoed back from the TPH message.
StrRef timeInForce() const
Echoed back from the TPH message.
StrRef symbol() const
Echoed back from the TPH message.
Binary1 legCnt() const
Legs.