OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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QuoteUpdateAcknowledgement.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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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
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 QuoteUpdateAcknowledgement : public BinaryMessage
37 {
40 {
41 return ordinary<DateTime>(0);
42 }
43
46 {
47 return fixedStr<16>(8);
48 }
49
52 {
53 return ordinary<DateTime>(24);
54 }
55
58 {
59 return ordinary<Binary1>(32);
60 }
61
62 struct Quote : public BinaryMessage
63 {
66 {
67 return ordinary<Binary8>(0);
68 }
69
75
81
83 Quote(const void* data, MessageSize size)
84 : BinaryMessage(data, size)
85 {
86 }
87 };
88
91 {
92 if (index >= quoteCnt())
93 throw std::out_of_range("index");
94 return submessage<Quote>(32 + 1 + 10 * index, 10);
95 }
96
99 : BinaryMessage(data, size)
100 {
101 }
102 };
103
105 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const QuoteUpdateAcknowledgement&);
106
108 inline std::string toStr(const QuoteUpdateAcknowledgement& msg)
109 {
110 std::string str;
111 toStr(str, msg);
112 return str;
113 }
114
115}
116}
117}
118}
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
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
Quote(const void *data, MessageSize size)
Initializes instance over given memory block.
QuoteResult::Enum quoteResult() const
Result of the quote request.
SubLiquidityIndicator::Enum subLiquidityIndicator() const
Additional information about the liquidity of an order.
Quote Update Acknowledgment messages are sent in response to a Quote Update message.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
QuoteUpdateAcknowledgement(const void *data, MessageSize size)
Initializes instance over given memory block.
DateTime requestReceivedTime() const
The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inb...
StrRef quoteUpdateId() const
Echoed back from the TPH message.