OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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TASQuoteRestatement.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
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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 TASQuoteRestatement : 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 fixedStr<8>(38);
66 }
67
70 {
71 return ordinary<BinaryPrice>(46);
72 }
73
75 TASQuoteRestatement(const void* data, MessageSize size)
76 : BinaryMessage(data, size)
77 {
78 }
79 };
80
82 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const TASQuoteRestatement&);
83
85 inline std::string toStr(const TASQuoteRestatement& 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
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
A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during ...
StrRef quoteSymbol() const
CFE native identifier of the instrument being quoted.
BinaryPrice clearingPrice() const
Price as sent to clearing after applying post-close conversions to the original LastPx value.
Binary8 execId() const
Sent to the OCC in the Trade Id field.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
StrRef quoteUpdateId() const
The quote being restated.
TASQuoteRestatement(const void *data, MessageSize size)
Initializes instance over given memory block.
StrRef clearingSymbol() const
Symbol as sent to clearing; after applying post-close conversions to the original Symbol.