QuoteExecution.h

Go to the documentation of this file.

/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
 
#pragma once
 
#include <vector>
 
#include <OnixS/CboeCFE/Trading/BOE/ABI.h>
#include <OnixS/CboeCFE/Trading/BOE/Defines.h>
#include <OnixS/CboeCFE/Trading/BOE/Enumerations.h>
#include <OnixS/CboeCFE/Trading/BOE/BinaryMessage.h>
 
 
namespace OnixS {
namespace CboeCFE {
namespace Trading {
namespace BOE {

    struct ONIXS_CBOE_CFE_BOE_API QuoteExecution : public BinaryMessage
    {
        DateTime transactionTime() const
        {
            return ordinary<DateTime>(0);
        }

        StrRef quoteUpdateId() const
        {
            return fixedStr<16>(8);
        }

        Binary8 orderId() const
        {
            return ordinary<Binary8>(24);
        }

        Binary8 execId() const
        {
            return ordinary<Binary8>(32);
        }

        StrRef quoteSymbol() const
        {
            return fixedStr<6>(40);
        }

        StrRef clearingFirm() const
        {
            return fixedStr<4>(46);
        }

        Binary4 lastShares() const
        {
            return ordinary<Binary4>(50);
        }

        BinaryPrice lastPx() const
        {
            return ordinary<BinaryPrice>(54);
        }

        Binary4 leavesQty() const
        {
            return ordinary<Binary4>(62);
        }

        Side::Enum side() const
        {
            return enumeration<Side>(66);
        }

        BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
        {
            return enumeration<BaseLiquidityIndicator>(67);
        }

        SubLiquidityIndicator::Enum subLiquidityIndicator() const
        {
            return enumeration<SubLiquidityIndicator>(68);
        }

        StrRef feeCode() const
        {
            return fixedStr<2>(69);
        }

        QuoteExecution(const void* data, MessageSize size)
            : BinaryMessage(data, size)
        {
        }
    };

    ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const QuoteExecution&);

    inline std::string toStr(const QuoteExecution& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }
 
}
}
}
}