OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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VarianceRestatement.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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12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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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 VarianceRestatement : public BinaryMessage
37 {
40 {
41 return ordinary<DateTime>(0);
42 }
43
46 {
47 return fixedStr<20>(8);
48 }
49
52 {
53 return fixedStr<4>(28);
54 }
55
58 {
59 return ordinary<Binary8>(32);
60 }
61
64 {
65 return enumeration<Side>(40);
66 }
67
70 {
71 return ordinary<BinaryPrice>(41);
72 }
73
75 StrRef symbol() const
76 {
77 return fixedStr<8>(49);
78 }
79
82 {
83 return ordinary<Date>(57);
84 }
85
88 {
89 return ordinary<Binary4>(61);
90 }
91
94 {
95 return ordinary<BinaryPrice>(65);
96 }
97
100 {
101 return fixedStr<2>(73);
102 }
103
106 {
107 return ordinary<Date>(75);
108 }
109
112 {
113 return ordinary<BinaryPrice>(79);
114 }
115
118 {
119 return ordinary<Binary4>(87);
120 }
121
124 {
125 return fixedStr<8>(91);
126 }
127
133
136 {
137 return ordinary<Binary8>(100);
138 }
139
141 VarianceRestatement(const void* data, MessageSize size)
142 : BinaryMessage(data, size)
143 {
144 }
145 };
146
148 ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const VarianceRestatement&);
149
151 inline std::string toStr(const VarianceRestatement& msg)
152 {
153 std::string str;
154 toStr(str, msg);
155 return str;
156 }
157
158}
159}
160}
161}
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 Variance Restatement is sent post-settlement time for each VA and VAO execution during the associat...
StrRef feeCode() const
Indicates fee associated with an execution.
BinaryPrice clearingPrice() const
Price as sent to clearing after applying post-close conversions to the original LastPx value.
StrRef clOrdId() const
The order being restated.
MultilegReportingType::Enum multilegReportingType() const
Type.
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).
BinaryPrice lastPx() const
Price of this fill.
Binary8 secondaryExecId() const
Field indicates whether an execution is a spread or a simple instrument execution that is part of a s...
BinaryPrice price() const
Limit price of the order.
VarianceRestatement(const void *data, MessageSize size)
Initializes instance over given memory block.
Binary4 lastShares() const
Executed contracts quantity.
Date maturityDate() const
Maturity date of the instrument.
Date tradeDate() const
Business date of the execution.
StrRef clearingFirm() const
EFID that will clear the trade.
StrRef clearingSymbol() const
Symbol as sent to clearing.
Binary4 clearingSize() const
Size to clear with OCC.
StrRef symbol() const
CFE native identifier of the instrument.