OrderModified Struct Reference

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

Public Member Functions
DateTime	transactionTime () const
StrRef	clOrdId () const
StrRef	origClOrdId () const
Binary8	orderId () const
StrRef	clearingFirm () const
BinaryPrice	price () const
OrdType::Enum	ordType () const
Binary4	orderQty () const
Binary4	leavesQty () const
BaseLiquidityIndicator::Enum	baseLiquidityIndicator () const
BinaryPrice	stopPx () const
StrRef	frequentTraderId () const
CustOrderHandlingInst::Enum	custOrderHandlingInst () const
DateTime	requestReceivedTime () const
	OrderModified (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 OrderModified.h.

Constructor & Destructor Documentation

OrderModified ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 123 of file OrderModified.h.

Member Function Documentation

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 93 of file OrderModified.h.

StrRef clearingFirm ( ) const

inline

Echoed back from the TPH message.

Definition at line 63 of file OrderModified.h.

StrRef clOrdId ( ) const

inline

Echoed back from the TPH message.

Definition at line 45 of file OrderModified.h.

CustOrderHandlingInst::Enum custOrderHandlingInst ( ) const

inline

Echoed back from the TPH message.

Definition at line 111 of file OrderModified.h.

StrRef frequentTraderId ( ) const

inline

Echoed back from the TPH message.

Definition at line 105 of file OrderModified.h.

Binary4 leavesQty ( ) const

inline

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

Definition at line 87 of file OrderModified.h.

Binary8 orderId ( ) const

inline

Order identifier supplied by CFE.

Definition at line 57 of file OrderModified.h.

Binary4 orderQty ( ) const

inline

Echoed back from the TPH message.

Definition at line 81 of file OrderModified.h.

OrdType::Enum ordType ( ) const

inline

Echoed back from the TPH message.

Definition at line 75 of file OrderModified.h.

StrRef origClOrdId ( ) const

inline

The ClOrdId of the original order.

Definition at line 51 of file OrderModified.h.

BinaryPrice price ( ) const

inline

Echoed back from the TPH message.

Definition at line 69 of file OrderModified.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 117 of file OrderModified.h.

BinaryPrice stopPx ( ) const

inline

Echoed back from the TPH message.

Definition at line 99 of file OrderModified.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 OrderModified.h.

---

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

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