OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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QuoteCancelled.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.
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7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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10* for it's own data processing purposes under the terms defined in the Agreement.
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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.
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16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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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 QuoteCancelled : public BinaryMessage
37 {
40 {
41 return ordinary<DateTime>(0);
42 }
43
46 {
47 return fixedStr<16>(8);
48 }
49
52 {
53 return ordinary<Binary8>(24);
54 }
55
58 {
59 return fixedStr<6>(32);
60 }
61
64 {
65 return enumeration<Side>(38);
66 }
67
73
75 QuoteCancelled(const void* data, MessageSize size)
76 : BinaryMessage(data, size)
77 {
78 }
79 };
80
82 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const QuoteCancelled&);
83
85 inline std::string toStr(const QuoteCancelled& msg)
86 {
87 std::string str;
88 toStr(str, msg);
89 return str;
90 }
91
92}
93}
94}
95}
BinaryMessage()
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based field values.
Definition String.h:46
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
A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered wit...
Binary8 orderId() const
Order identifier supplied by CFE.
StrRef quoteSymbol() const
CFE native identifier of the instrument being quoted.
QuoteCancelled(const void *data, MessageSize size)
Initializes instance over given memory block.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
StrRef quoteUpdateId() const
Echoed back from the most recent Quote Update request for this quote.
OrderReasonCode::Enum cancelReason() const
Cancel reason.