OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
Public Member Functions | List of all members
OrderAcknowledgement Struct Reference

#include <OnixS/CboeCFE/Trading/BOE/Messages/In/OrderAcknowledgement.h>

Public Member Functions

DateTime transactionTime () const
 
StrRef clOrdId () const
 
Binary8 orderId () const
 
StrRef side () const
 
BinaryPrice price () const
 
OrdType::Enum ordType () const
 
TimeInForce::Enum timeInForce () const
 
Binary4 minQty () const
 
StrRef symbol () const
 
Capacity::Enum capacity () const
 
StrRef account () const
 
StrRef clearingFirm () const
 
StrRef clearingAccount () const
 
Binary4 orderQty () const
 
StrRef preventMatch () const
 
Date maturityDate () const
 
OpenClose::Enum openClose () const
 
Binary4 leavesQty () const
 
BaseLiquidityIndicator::Enum baseLiquidityIndicator () const
 
DateTime expireTime () const
 
SubLiquidityIndicator::Enum subLiquidityIndicator () const
 
BinaryPrice stopPx () const
 
Binary4 cMTANumber () const
 
CtiCode::Enum ctiCode () const
 
ManualOrderIndicator::Enum manualOrderIndicator () const
 
StrRef oEOID () const
 
Binary4 cumQty () const
 
StrRef frequentTraderId () const
 
CustOrderHandlingInst::Enum custOrderHandlingInst () const
 
DateTime requestReceivedTime () const
 
 OrderAcknowledgement (const void *data, MessageSize size)
 
- Public Member Functions inherited from BinaryMessage
 BinaryMessage ()
 
 BinaryMessage (const void *data, MessageSize size)
 
 BinaryMessage (const BinaryMessage &other)
 
 operator bool () const
 
const void * binary () const
 
MessageSize binarySize () const
 
BinaryMessage & operator= (const BinaryMessage &other)
 

Additional Inherited Members

- Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
 
- Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage submessage (MessageSize offset, MessageSize size) const
 
const FieldValue & ordinaryRef (MessageSize offset) const
 
FieldValue ordinary (MessageSize offset) const
 
Enumeration::Enum enumeration (MessageSize offset) const
 
StrRef fixedStr (MessageSize offset) const
 

Detailed Description

Definition at line 36 of file OrderAcknowledgement.h.

Constructor & Destructor Documentation

OrderAcknowledgement ( const void *  data,
MessageSize  size 
)
inline

Initializes instance over given memory block.

Definition at line 219 of file OrderAcknowledgement.h.

Member Function Documentation

StrRef account ( ) const
inline

Echoed back from the TPH message.

Definition at line 99 of file OrderAcknowledgement.h.

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const
inline

Indicates whether the trade added or removed liquidity.

Definition at line 147 of file OrderAcknowledgement.h.

Capacity::Enum capacity ( ) const
inline

Echoed back from the TPH message.

Definition at line 93 of file OrderAcknowledgement.h.

StrRef clearingAccount ( ) const
inline

Echoed back from the TPH message.

Definition at line 111 of file OrderAcknowledgement.h.

StrRef clearingFirm ( ) const
inline

Echoed back from the TPH message.

Definition at line 105 of file OrderAcknowledgement.h.

StrRef clOrdId ( ) const
inline

Echoed back from the TPH message.

Definition at line 45 of file OrderAcknowledgement.h.

Binary4 cMTANumber ( ) const
inline

Echoed back from the TPH message.

Definition at line 171 of file OrderAcknowledgement.h.

CtiCode::Enum ctiCode ( ) const
inline

Echoed back from the TPH message.

Definition at line 177 of file OrderAcknowledgement.h.

Binary4 cumQty ( ) const
inline

Echoed back from the TPH message.

Definition at line 195 of file OrderAcknowledgement.h.

CustOrderHandlingInst::Enum custOrderHandlingInst ( ) const
inline

Echoed back from the TPH message.

Definition at line 207 of file OrderAcknowledgement.h.

DateTime expireTime ( ) const
inline

Echoed back from the TPH message.

Definition at line 153 of file OrderAcknowledgement.h.

StrRef frequentTraderId ( ) const
inline

Echoed back from the TPH message.

Definition at line 201 of file OrderAcknowledgement.h.

Binary4 leavesQty ( ) const
inline

Quantity still open for further execution. If zero, the order is complete.

Definition at line 141 of file OrderAcknowledgement.h.

ManualOrderIndicator::Enum manualOrderIndicator ( ) const
inline

Echoed back from the TPH message.

Definition at line 183 of file OrderAcknowledgement.h.

Date maturityDate ( ) const
inline

Echoed back from the TPH message.

Definition at line 129 of file OrderAcknowledgement.h.

Binary4 minQty ( ) const
inline

Echoed back from the TPH message.

Definition at line 81 of file OrderAcknowledgement.h.

StrRef oEOID ( ) const
inline

Echoed back from the TPH message.

Definition at line 189 of file OrderAcknowledgement.h.

OpenClose::Enum openClose ( ) const
inline

Echoed back from the TPH message.

Definition at line 135 of file OrderAcknowledgement.h.

Binary8 orderId ( ) const
inline

Order identifier supplied by CFE.

Definition at line 51 of file OrderAcknowledgement.h.

Binary4 orderQty ( ) const
inline

Echoed back from the TPH message.

Definition at line 117 of file OrderAcknowledgement.h.

OrdType::Enum ordType ( ) const
inline

Echoed back from the TPH message.

Definition at line 69 of file OrderAcknowledgement.h.

StrRef preventMatch ( ) const
inline

Echoed back from the TPH message.

Definition at line 123 of file OrderAcknowledgement.h.

BinaryPrice price ( ) const
inline

Echoed back from the TPH message.

Definition at line 63 of file OrderAcknowledgement.h.

DateTime requestReceivedTime ( ) const
inline

The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.

Definition at line 213 of file OrderAcknowledgement.h.

StrRef side ( ) const
inline

Echoed back from the TPH message.

Definition at line 57 of file OrderAcknowledgement.h.

BinaryPrice stopPx ( ) const
inline

Echoed back from the TPH message.

Definition at line 165 of file OrderAcknowledgement.h.

SubLiquidityIndicator::Enum subLiquidityIndicator ( ) const
inline

Additional information about the liquidity of an order.

Definition at line 159 of file OrderAcknowledgement.h.

StrRef symbol ( ) const
inline

Echoed back from the TPH message.

Definition at line 87 of file OrderAcknowledgement.h.

TimeInForce::Enum timeInForce ( ) const
inline

Echoed back from the TPH message.

Definition at line 75 of file OrderAcknowledgement.h.

DateTime transactionTime ( ) const
inline

The time the event occurred in the CFE Matching Engine (not the time the message was sent).

Definition at line 39 of file OrderAcknowledgement.h.

The documentation for this struct was generated from the following file: