OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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OrderExecution.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
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12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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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 OrderExecution : 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 ordinary<Binary4>(36);
60 }
61
64 {
65 return ordinary<BinaryPrice>(40);
66 }
67
70 {
71 return ordinary<Binary4>(48);
72 }
73
79
85
88 {
89 return enumeration<Side>(54);
90 }
91
93 StrRef symbol() const
94 {
95 return fixedStr<8>(55);
96 }
97
100 {
101 return fixedStr<4>(63);
102 }
103
106 {
107 return ordinary<Date>(67);
108 }
109
112 {
113 return fixedStr<2>(71);
114 }
115
118 {
119 return ordinary<Date>(73);
120 }
121
124 {
125 return ordinary<Binary4>(77);
126 }
127
133
139
142 {
143 return ordinary<Binary8>(83);
144 }
145
147 OrderExecution(const void* data, MessageSize size)
148 : BinaryMessage(data, size)
149 {
150 }
151 };
152
154 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const OrderExecution&);
155
157 inline std::string toStr(const OrderExecution& msg)
158 {
159 std::string str;
160 toStr(str, msg);
161 return str;
162 }
163
164}
165}
166}
167}
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
An Order Execution 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. If zero, the order is complete.
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 (not the time the message was sent).
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...
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.
Date maturityDate() const
Maturity date of the instrument.
Date tradeDate() const
Business date of the execution.
OrderExecution(const void *data, MessageSize size)
Initializes instance over given memory block.
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.