Enumeration::Enum enumeration(MessageSize offset) const
StrRef fixedStr(MessageSize offset) const
FieldValue ordinary(MessageSize offset) const
BinaryMessage()
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based field values.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > BinaryPrice
Binary Price.
Binary2 MessageSize
Aliases message length type.
void toStr(std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
Serializes fixed-point decimal into a string.
Used to provide notification that a trade has been cancelled (busted) or corrected (price change only...
Side::Enum side() const
Side.
BinaryPrice correctedPrice() const
For trade corrections, this is the new trade price.
StrRef clearingAccount() const
Supplemental identifier.
StrRef clOrdId() const
The order which was executed.
Capacity::Enum capacity() const
BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
Indicates whether the trade added or removed liquidity.
DateTime transactionTime() const
The time the event occurred in the CFE Matching Engine (not the time the message was sent).
OpenClose::Enum openClose() const
Indic ates status of client position in a trade resulting from the order.
BinaryPrice lastPx() const
Price of this fill.
Binary8 execRefId() const
Refers to the ExecId of the fill being cancelled or corrected.
Binary4 lastShares() const
Executed contracts quantity.
Date maturityDate() const
Maturity date of the instrument.
TradeCancelOrCorrect(const void *data, MessageSize size)
Initializes instance over given memory block.
DateTime origTime() const
The date and time of the original trade, in GMT.
StrRef clearingFirm() const
EFID that will clear the trade.
Binary4 cMTANumber() const
CMTA Number of the firm that will clear the trade.
StrRef symbol() const
CFE native identifier of the instrument.