OrderExecution Struct Reference

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

Public Member Functions
DateTime	transactionTime () const
StrRef	clOrdId () const
Binary8	execId () const
Binary4	lastShares () const
BinaryPrice	lastPx () const
Binary4	leavesQty () const
BaseLiquidityIndicator::Enum	baseLiquidityIndicator () const
SubLiquidityIndicator::Enum	subLiquidityIndicator () const
Side::Enum	side () const
StrRef	symbol () const
StrRef	clearingFirm () const
Date	maturityDate () const
StrRef	feeCode () const
Date	tradeDate () const
Binary4	clearingSize () const
PendingStatus::Enum	pendingStatus () const
MultilegReportingType::Enum	multilegReportingType () const
Binary8	secondaryExecId () const
	OrderExecution (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 OrderExecution.h.

Constructor & Destructor Documentation

OrderExecution ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 147 of file OrderExecution.h.

Member Function Documentation

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 75 of file OrderExecution.h.

StrRef clearingFirm ( ) const

inline

Echoed back from the TPH message.

Definition at line 99 of file OrderExecution.h.

Binary4 clearingSize ( ) const

inline

Size to clear with OCC.

Definition at line 123 of file OrderExecution.h.

StrRef clOrdId ( ) const

inline

The order which was executed.

Definition at line 45 of file OrderExecution.h.

Binary8 execId ( ) const

inline

Sent to the OCC in the Trade Id field.

Definition at line 51 of file OrderExecution.h.

StrRef feeCode ( ) const

inline

Indicates fee associated with an execution.

Definition at line 111 of file OrderExecution.h.

BinaryPrice lastPx ( ) const

inline

Price of this fill.

Definition at line 63 of file OrderExecution.h.

Binary4 lastShares ( ) const

inline

Executed contracts quantity.

Definition at line 57 of file OrderExecution.h.

Binary4 leavesQty ( ) const

inline

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

Definition at line 69 of file OrderExecution.h.

Date maturityDate ( ) const

inline

Maturity date of the instrument.

Definition at line 105 of file OrderExecution.h.

MultilegReportingType::Enum multilegReportingType ( ) const

inline

Present on Order Execution, TAS Restatement and Variance Restatement messages representing either Spread orders or Simple orders that are part Spread execution.

Definition at line 135 of file OrderExecution.h.

PendingStatus::Enum pendingStatus ( ) const

inline

Field is provided as a convenience to determine whether an Order Execution message is a preliminary notification representing a pending trade.

Definition at line 129 of file OrderExecution.h.

Binary8 secondaryExecId ( ) const

inline

Field indicates whether an execution is a spread or a simple instrument execution that is part of a spread trade.

Definition at line 141 of file OrderExecution.h.

Side::Enum side ( ) const

inline

Echoed back from the TPH message.

Definition at line 87 of file OrderExecution.h.

SubLiquidityIndicator::Enum subLiquidityIndicator ( ) const

inline

Additional information about the liquidity of an order.

Definition at line 81 of file OrderExecution.h.

StrRef symbol ( ) const

inline

Echoed back from the TPH message.

Definition at line 93 of file OrderExecution.h.

Date tradeDate ( ) const

inline

Business date of the execution.

Definition at line 117 of file OrderExecution.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 OrderExecution.h.

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

• include/OnixS/CboeCFE/Trading/BOE/Messages/In/OrderExecution.h