#include <OnixS/CboeCFE/Trading/BOE/Messages/In/OrderExecutionOptionUSFutures.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

StrRef	securityDesc () const

StrRef	feeCode () const

Date	tradeDate () const

Binary4	clearingSize () const

PendingStatus::Enum	pendingStatus () const

MultilegReportingType::Enum	multilegReportingType () const

Binary8	secondaryExecId () const

	OrderExecutionOptionUSFutures (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 OrderExecutionOptionUSFutures.h.

Constructor & Destructor Documentation

OrderExecutionOptionUSFutures	(	const void *	data,
		MessageSize	size
	)

inline

Initializes instance over given memory block.

Definition at line 147 of file OrderExecutionOptionUSFutures.h.

Member Function Documentation

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 75 of file OrderExecutionOptionUSFutures.h.

StrRef clearingFirm ( ) const

inline

Echoed back from the TPH message.

Definition at line 99 of file OrderExecutionOptionUSFutures.h.

Binary4 clearingSize ( ) const

inline

Size to clear with OCC.

Definition at line 123 of file OrderExecutionOptionUSFutures.h.

StrRef clOrdId ( ) const

inline

The order which was executed.

Definition at line 45 of file OrderExecutionOptionUSFutures.h.

Binary8 execId ( ) const

inline

Sent to the OCC in the Trade Id field.

Definition at line 51 of file OrderExecutionOptionUSFutures.h.

StrRef feeCode ( ) const

inline

Indicates fee associated with an execution.

Definition at line 111 of file OrderExecutionOptionUSFutures.h.

BinaryPrice lastPx ( ) const

inline

Price of this fill.

Definition at line 63 of file OrderExecutionOptionUSFutures.h.

Binary4 lastShares ( ) const

inline

Executed contracts quantity.

Definition at line 57 of file OrderExecutionOptionUSFutures.h.

Binary4 leavesQty ( ) const

inline

Quantity still open for further execution.

Definition at line 69 of file OrderExecutionOptionUSFutures.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 OrderExecutionOptionUSFutures.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 OrderExecutionOptionUSFutures.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 OrderExecutionOptionUSFutures.h.

StrRef securityDesc ( ) const

inline

Echoed back from the TPH message.