OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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TradeCancelOrCorrect.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.
6*
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.
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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 TradeCancelOrCorrect : public BinaryMessage
37 {
40 {
41 return ordinary<DateTime>(0);
42 }
43
46 {
47 return fixedStr<20>(8);
48 }
49
52 {
53 return ordinary<Binary8>(28);
54 }
55
58 {
59 return enumeration<Side>(36);
60 }
61
67
70 {
71 return fixedStr<4>(38);
72 }
73
76 {
77 return fixedStr<4>(42);
78 }
79
82 {
83 return ordinary<Binary4>(46);
84 }
85
88 {
89 return ordinary<BinaryPrice>(50);
90 }
91
94 {
95 return ordinary<BinaryPrice>(58);
96 }
97
100 {
101 return ordinary<DateTime>(66);
102 }
103
106 {
107 return fixedStr<8>(74);
108 }
109
112 {
113 return enumeration<Capacity>(82);
114 }
115
118 {
119 return ordinary<Date>(83);
120 }
121
124 {
125 return enumeration<OpenClose>(87);
126 }
127
130 {
131 return ordinary<Binary4>(88);
132 }
133
135 TradeCancelOrCorrect(const void* data, MessageSize size)
136 : BinaryMessage(data, size)
137 {
138 }
139 };
140
142 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const TradeCancelOrCorrect&);
143
145 inline std::string toStr(const TradeCancelOrCorrect& msg)
146 {
147 std::string str;
148 toStr(str, msg);
149 return str;
150 }
151
152}
153}
154}
155}
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
Used to provide notification that a trade has been cancelled (busted) or corrected (price change only...
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.
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.