OrderAcknowledgement Struct Reference

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()

OrderAcknowledgement ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 219 of file OrderAcknowledgement.h.

Member Function Documentation

account()

StrRef account ( ) const

inline

Echoed back from the TPH message.

Definition at line 99 of file OrderAcknowledgement.h.

baseLiquidityIndicator()

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 147 of file OrderAcknowledgement.h.

capacity()

Capacity::Enum capacity ( ) const

inline

Echoed back from the TPH message.

Definition at line 93 of file OrderAcknowledgement.h.

clearingAccount()

StrRef clearingAccount ( ) const

inline

Echoed back from the TPH message.

Definition at line 111 of file OrderAcknowledgement.h.

clearingFirm()

StrRef clearingFirm ( ) const

inline

Echoed back from the TPH message.

Definition at line 105 of file OrderAcknowledgement.h.

clOrdId()

StrRef clOrdId ( ) const

inline

Echoed back from the TPH message.

Definition at line 45 of file OrderAcknowledgement.h.

cMTANumber()

Binary4 cMTANumber ( ) const

inline

Echoed back from the TPH message.

Definition at line 171 of file OrderAcknowledgement.h.

ctiCode()

CtiCode::Enum ctiCode ( ) const

inline

Echoed back from the TPH message.

Definition at line 177 of file OrderAcknowledgement.h.

cumQty()

Binary4 cumQty ( ) const

inline

Echoed back from the TPH message.

Definition at line 195 of file OrderAcknowledgement.h.

custOrderHandlingInst()

CustOrderHandlingInst::Enum custOrderHandlingInst ( ) const

inline

Echoed back from the TPH message.

Definition at line 207 of file OrderAcknowledgement.h.

expireTime()

DateTime expireTime ( ) const

inline

Echoed back from the TPH message.

Definition at line 153 of file OrderAcknowledgement.h.

frequentTraderId()

StrRef frequentTraderId ( ) const

inline

Echoed back from the TPH message.

Definition at line 201 of file OrderAcknowledgement.h.

leavesQty()

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()

ManualOrderIndicator::Enum manualOrderIndicator ( ) const

inline

Echoed back from the TPH message.

Definition at line 183 of file OrderAcknowledgement.h.

maturityDate()

Date maturityDate ( ) const

inline

Echoed back from the TPH message.

Definition at line 129 of file OrderAcknowledgement.h.

minQty()

Binary4 minQty ( ) const

inline

Echoed back from the TPH message.

Definition at line 81 of file OrderAcknowledgement.h.

oEOID()

StrRef oEOID ( ) const

inline

Echoed back from the TPH message.

Definition at line 189 of file OrderAcknowledgement.h.

openClose()

OpenClose::Enum openClose ( ) const

inline

Echoed back from the TPH message.

Definition at line 135 of file OrderAcknowledgement.h.

orderId()

Binary8 orderId ( ) const

inline

Order identifier supplied by CFE.

Definition at line 51 of file OrderAcknowledgement.h.

orderQty()

Binary4 orderQty ( ) const

inline

Echoed back from the TPH message.

Definition at line 117 of file OrderAcknowledgement.h.

ordType()

OrdType::Enum ordType ( ) const

inline

Echoed back from the TPH message.

Definition at line 69 of file OrderAcknowledgement.h.

preventMatch()

StrRef preventMatch ( ) const

inline

Echoed back from the TPH message.

Definition at line 123 of file OrderAcknowledgement.h.

price()

BinaryPrice price ( ) const

inline

Echoed back from the TPH message.

Definition at line 63 of file OrderAcknowledgement.h.

requestReceivedTime()

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.

side()

StrRef side ( ) const

inline

Echoed back from the TPH message.

Definition at line 57 of file OrderAcknowledgement.h.

stopPx()

BinaryPrice stopPx ( ) const

inline

Echoed back from the TPH message.

Definition at line 165 of file OrderAcknowledgement.h.

subLiquidityIndicator()

SubLiquidityIndicator::Enum subLiquidityIndicator ( ) const

inline

Additional information about the liquidity of an order.

Definition at line 159 of file OrderAcknowledgement.h.

symbol()

StrRef symbol ( ) const

inline

Echoed back from the TPH message.

Definition at line 87 of file OrderAcknowledgement.h.

timeInForce()

TimeInForce::Enum timeInForce ( ) const

inline

Echoed back from the TPH message.

Definition at line 75 of file OrderAcknowledgement.h.

transactionTime()

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.