OrderModified Struct Reference

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()

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()

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 93 of file OrderModified.h.

clearingFirm()

StrRef clearingFirm ( ) const

inline

Echoed back from the TPH message.

Definition at line 63 of file OrderModified.h.

clOrdId()

StrRef clOrdId ( ) const

inline

Echoed back from the TPH message.

Definition at line 45 of file OrderModified.h.

custOrderHandlingInst()

CustOrderHandlingInst::Enum custOrderHandlingInst ( ) const

inline

Echoed back from the TPH message.

Definition at line 111 of file OrderModified.h.

frequentTraderId()

StrRef frequentTraderId ( ) const

inline

Echoed back from the TPH message.

Definition at line 105 of file OrderModified.h.

leavesQty()

Binary4 leavesQty ( ) const

inline

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

Definition at line 87 of file OrderModified.h.

orderId()

Binary8 orderId ( ) const

inline

Order identifier supplied by CFE.

Definition at line 57 of file OrderModified.h.

orderQty()

Binary4 orderQty ( ) const

inline

Echoed back from the TPH message.

Definition at line 81 of file OrderModified.h.

ordType()

OrdType::Enum ordType ( ) const

inline

Echoed back from the TPH message.

Definition at line 75 of file OrderModified.h.

origClOrdId()

StrRef origClOrdId ( ) const

inline

The ClOrdId of the original order.

Definition at line 51 of file OrderModified.h.

price()

BinaryPrice price ( ) const

inline

Echoed back from the TPH message.

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

stopPx()

BinaryPrice stopPx ( ) const

inline

Echoed back from the TPH message.

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