OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
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
 
BinaryMessageoperator= (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.


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