Enumeration::Enum enumeration(MessageSize offset) const
StrRef fixedStr(MessageSize offset) const
FieldValue ordinary(MessageSize offset) 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.
Is sent for each fill on an order.
Side::Enum side() const
Echoed back from the TPH message.
Binary4 leavesQty() const
Quantity still open for further execution.
StrRef feeCode() const
Indicates fee associated with an execution.
StrRef clOrdId() const
The order which was executed.
MultilegReportingType::Enum multilegReportingType() const
Present on Order Execution, TAS Restatement and Variance Restatement messages representing either Spr...
Binary8 execId() const
Sent to the OCC in the Trade Id field.
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.
BinaryPrice lastPx() const
Price of this fill.
Binary8 secondaryExecId() const
Field indicates whether an execution is a spread or a simple instrument execution that is part of a s...
OrderExecutionOptionUSFutures(const void *data, MessageSize size)
Initializes instance over given memory block.
PendingStatus::Enum pendingStatus() const
Field is provided as a convenience to determine whether an Order Execution message is a preliminary n...
Binary4 lastShares() const
Executed contracts quantity.
StrRef securityDesc() const
Echoed back from the TPH message.
Date tradeDate() const
Business date of the execution.
StrRef clearingFirm() const
Echoed back from the TPH message.
SubLiquidityIndicator::Enum subLiquidityIndicator() const
Additional information about the liquidity of an order.
Binary4 clearingSize() const
Size to clear with OCC.
StrRef symbol() const
Echoed back from the TPH message.