TradeCancelCorrectOptionUSFutures.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 {

    /// Used to provide notification that a trade has been cancelled.
    struct ONIXS_CBOE_CFE_BOE_API TradeCancelCorrectOptionUSFutures : public BinaryMessage
    {
        /// The time the event occurred in the CFE Matching Engine.
        DateTime transactionTime() const
        {
            return ordinary<DateTime>(0);
        }

        /// The order which was executed.
        StrRef clOrdId() const
        {
            return fixedStr<20>(8);
        }

        /// Refers to the ExecId of the fill being cancelled or corrected.
        Binary8 execRefId() const
        {
            return ordinary<Binary8>(28);
        }

        /// Side.
        Side::Enum side() const
        {
            return enumeration<Side>(36);
        }

        /// Indicates whether the trade added or removed liquidity.
        BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
        {
            return enumeration<BaseLiquidityIndicator>(37);
        }

        /// EFID that will clear the trade.
        StrRef clearingFirm() const
        {
            return fixedStr<4>(38);
        }

        /// Supplemental identifier.
        StrRef clearingAccount() const
        {
            return fixedStr<4>(42);
        }

        /// Executed contracts quantity.
        Binary4 lastShares() const
        {
            return ordinary<Binary4>(46);
        }

        /// Price of this fill.
        BinaryPrice lastPx() const
        {
            return ordinary<BinaryPrice>(50);
        }

        /// For trade corrections, this is the new trade price.
        BinaryPrice correctedPrice() const
        {
            return ordinary<BinaryPrice>(58);
        }

        /// The date and time of the original trade, in GMT.
        DateTime origTime() const
        {
            return ordinary<DateTime>(66);
        }

        /// CFE native identifier of the instrument.
        StrRef symbol() const
        {
            return fixedStr<8>(74);
        }

        /// Capacity.
        Capacity::Enum capacity() const
        {
            return enumeration<Capacity>(82);
        }

        /// The Options on Futures identifier.
        StrRef securityDesc() const
        {
            return fixedStr<16>(83);
        }

        /// Indic ates status of client position in a trade resulting from the order.
        OpenClose::Enum openClose() const
        {
            return enumeration<OpenClose>(99);
        }

        /// CMTA Number of the firm that will clear the trade.
        Binary4 cMTANumber() const
        {
            return ordinary<Binary4>(100);
        }

        /// Initializes instance over given memory block.
        TradeCancelCorrectOptionUSFutures(const void* data, MessageSize size)
            : BinaryMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const TradeCancelCorrectOptionUSFutures&);

    /// Serializes object into string.
    inline std::string toStr(const TradeCancelCorrectOptionUSFutures& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}