OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
Loading...
Searching...
No Matches
OrderAcknowledgementOptionUSFutures.h
Go to the documentation of this file.
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 OrderAcknowledgementOptionUSFutures : public BinaryMessage
37 {
40 {
41 return ordinary<DateTime>(0);
42 }
43
46 {
47 return fixedStr<20>(8);
48 }
49
52 {
53 return ordinary<Binary8>(28);
54 }
55
58 {
59 return enumeration<Side>(36);
60 }
61
64 {
65 return ordinary<BinaryPrice>(37);
66 }
67
70 {
71 return fixedStr<1>(45);
72 }
73
76 {
77 return fixedStr<1>(46);
78 }
79
81 StrRef symbol() const
82 {
83 return fixedStr<8>(47);
84 }
85
88 {
89 return fixedStr<16>(55);
90 }
91
94 {
95 return fixedStr<1>(71);
96 }
97
100 {
101 return fixedStr<16>(72);
102 }
103
106 {
107 return fixedStr<4>(88);
108 }
109
112 {
113 return fixedStr<4>(92);
114 }
115
118 {
119 return ordinary<Binary4>(96);
120 }
121
124 {
125 return fixedStr<3>(100);
126 }
127
130 {
131 return enumeration<OpenClose>(103);
132 }
133
136 {
137 return ordinary<Binary4>(104);
138 }
139
145
148 {
149 return ordinary<DateTime>(109);
150 }
151
157
160 {
161 return ordinary<Binary4>(118);
162 }
163
166 {
167 return enumeration<CtiCode>(122);
168 }
169
175
177 StrRef oEOID() const
178 {
179 return fixedStr<18>(124);
180 }
181
184 {
185 return ordinary<Binary4>(142);
186 }
187
190 {
191 return fixedStr<6>(146);
192 }
193
199
202 {
203 return fixedStr<2>(153);
204 }
205
208 {
209 return ordinary<DateTime>(155);
210 }
211
214 {
215 return ordinary<Binary1>(163);
216 }
217
218 struct Leg : public BinaryMessage
219 {
222 {
223 return fixedStr<1>(0);
224 }
225
227 Leg(const void* data, MessageSize size)
228 : BinaryMessage(data, size)
229 {
230 }
231 };
232
234 Leg legs(MessageSize index) const
235 {
236 if (index >= legCnt())
237 throw std::out_of_range("index");
238 return submessage<Leg>(163 + 1 + 1 * index, 1);
239 }
240
243 : BinaryMessage(data, size)
244 {
245 }
246 };
247
249 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const OrderAcknowledgementOptionUSFutures&);
250
252 inline std::string toStr(const OrderAcknowledgementOptionUSFutures& msg)
253 {
254 std::string str;
255 toStr(str, msg);
256 return str;
257 }
258
259}
260}
261}
262}
const SubMessage submessage(MessageSize offset, MessageSize size) const
BinaryMessage()
Initializes blank instance referencing to nothing.
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
Binary2 MessageSize
Aliases message length type.
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Definition Decimal.h:156
Leg(const void *data, MessageSize size)
Initializes instance over given memory block.
Is sent in response to a New Order Option US Futures message.
Binary4 leavesQty() const
Quantity still open for further execution.
CustOrderHandlingInst::Enum custOrderHandlingInst() 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.
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.
ManualOrderIndicator::Enum manualOrderIndicator() const
Echoed back from the TPH message.
DateTime requestReceivedTime() const
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
SubLiquidityIndicator::Enum subLiquidityIndicator() const
Additional information about the liquidity of an order.