OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.11.0
API documentation
Public Member Functions | List of all members
MutableOrderExecution Struct Reference

#include <OnixS/CboeCFE/Trading/BOE/Messages/Testing/MutableOrderExecution.h>

Public Member Functions

DateTime transactionTime () const
 
void transactionTime (DateTime value)
 
StrRef clOrdId () const
 
void clOrdId (StrRef value)
 
Binary8 execId () const
 
void execId (Binary8 value)
 
Binary4 lastShares () const
 
void lastShares (Binary4 value)
 
BinaryPrice lastPx () const
 
void lastPx (BinaryPrice value)
 
Binary4 leavesQty () const
 
void leavesQty (Binary4 value)
 
BaseLiquidityIndicator::Enum baseLiquidityIndicator () const
 
void baseLiquidityIndicator (BaseLiquidityIndicator::Enum value)
 
SubLiquidityIndicator::Enum subLiquidityIndicator () const
 
void subLiquidityIndicator (SubLiquidityIndicator::Enum value)
 
Side::Enum side () const
 
void side (Side::Enum value)
 
StrRef symbol () const
 
void symbol (StrRef value)
 
StrRef clearingFirm () const
 
void clearingFirm (StrRef value)
 
Date maturityDate () const
 
void maturityDate (Date value)
 
StrRef feeCode () const
 
void feeCode (StrRef value)
 
Date tradeDate () const
 
void tradeDate (Date value)
 
Binary4 clearingSize () const
 
void clearingSize (Binary4 value)
 
PendingStatus::Enum pendingStatus () const
 
void pendingStatus (PendingStatus::Enum value)
 
MultilegReportingType::Enum multilegReportingType () const
 
void multilegReportingType (MultilegReportingType::Enum value)
 
Binary8 secondaryExecId () const
 
void secondaryExecId (Binary8 value)
 
MessageType::Enum type () const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE
 
void validate () const ONIXS_BATS_BOE_OVERRIDE
 
std::string toString () const ONIXS_BATS_BOE_OVERRIDE
 
void toString (std::string &str) const ONIXS_BATS_BOE_OVERRIDE
 

Detailed Description

Definition at line 37 of file MutableOrderExecution.h.

Member Function Documentation

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const
inline

Indicates whether the trade added or removed liquidity.

Definition at line 112 of file MutableOrderExecution.h.

void baseLiquidityIndicator ( BaseLiquidityIndicator::Enum  value)
inline

Indicates whether the trade added or removed liquidity.

Definition at line 118 of file MutableOrderExecution.h.

StrRef clearingFirm ( ) const
inline

Echoed back from the TPH message.

Definition at line 160 of file MutableOrderExecution.h.

void clearingFirm ( StrRef  value)
inline

Echoed back from the TPH message.

Definition at line 166 of file MutableOrderExecution.h.

Binary4 clearingSize ( ) const
inline

Size to clear with OCC.

Definition at line 208 of file MutableOrderExecution.h.

void clearingSize ( Binary4  value)
inline

Size to clear with OCC.

Definition at line 214 of file MutableOrderExecution.h.

StrRef clOrdId ( ) const
inline

The order which was executed.

Definition at line 52 of file MutableOrderExecution.h.

void clOrdId ( StrRef  value)
inline

The order which was executed.

Definition at line 58 of file MutableOrderExecution.h.

Binary8 execId ( ) const
inline

Sent to the OCC in the Trade Id field.

Definition at line 64 of file MutableOrderExecution.h.

void execId ( Binary8  value)
inline

Sent to the OCC in the Trade Id field.

Definition at line 70 of file MutableOrderExecution.h.

StrRef feeCode ( ) const
inline

Indicates fee associated with an execution.

Definition at line 184 of file MutableOrderExecution.h.

void feeCode ( StrRef  value)
inline

Indicates fee associated with an execution.

Definition at line 190 of file MutableOrderExecution.h.

BinaryPrice lastPx ( ) const
inline

Price of this fill.

Definition at line 88 of file MutableOrderExecution.h.

void lastPx ( BinaryPrice  value)
inline

Price of this fill.

Definition at line 94 of file MutableOrderExecution.h.

Binary4 lastShares ( ) const
inline

Executed contracts quantity.

Definition at line 76 of file MutableOrderExecution.h.

void lastShares ( Binary4  value)
inline

Executed contracts quantity.

Definition at line 82 of file MutableOrderExecution.h.

Binary4 leavesQty ( ) const
inline

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

Definition at line 100 of file MutableOrderExecution.h.

void leavesQty ( Binary4  value)
inline

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

Definition at line 106 of file MutableOrderExecution.h.

Date maturityDate ( ) const
inline

Maturity date of the instrument.

Definition at line 172 of file MutableOrderExecution.h.

void maturityDate ( Date  value)
inline

Maturity date of the instrument.

Definition at line 178 of file MutableOrderExecution.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 232 of file MutableOrderExecution.h.

void multilegReportingType ( MultilegReportingType::Enum  value)
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 238 of file MutableOrderExecution.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 220 of file MutableOrderExecution.h.

void pendingStatus ( PendingStatus::Enum  value)
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 226 of file MutableOrderExecution.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 244 of file MutableOrderExecution.h.

void secondaryExecId ( Binary8  value)
inline

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

Definition at line 250 of file MutableOrderExecution.h.

Side::Enum side ( ) const
inline

Echoed back from the TPH message.

Definition at line 136 of file MutableOrderExecution.h.

void side ( Side::Enum  value)
inline

Echoed back from the TPH message.

Definition at line 142 of file MutableOrderExecution.h.

SubLiquidityIndicator::Enum subLiquidityIndicator ( ) const
inline

Additional information about the liquidity of an order.

Definition at line 124 of file MutableOrderExecution.h.

void subLiquidityIndicator ( SubLiquidityIndicator::Enum  value)
inline

Additional information about the liquidity of an order.

Definition at line 130 of file MutableOrderExecution.h.

StrRef symbol ( ) const
inline

Echoed back from the TPH message.

Definition at line 148 of file MutableOrderExecution.h.

void symbol ( StrRef  value)
inline

Echoed back from the TPH message.

Definition at line 154 of file MutableOrderExecution.h.

std::string toString ( ) const
virtual

Returns the text representation.

Implements OutgoingMessage.

void toString ( std::string &  str) const
virtual

The text representation.

Implements OutgoingMessage.

Date tradeDate ( ) const
inline

Business date of the execution.

Definition at line 196 of file MutableOrderExecution.h.

void tradeDate ( Date  value)
inline

Business date of the execution.

Definition at line 202 of file MutableOrderExecution.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 40 of file MutableOrderExecution.h.

void transactionTime ( DateTime  value)
inline

The time the event occurred in the CFE Matching Engine (not the time the message was sent).

Definition at line 46 of file MutableOrderExecution.h.

MessageType::Enum type ( ) const
inlinevirtual

Returns message type.

Implements OutgoingMessage.

Definition at line 256 of file MutableOrderExecution.h.

void validate ( ) const
virtual

Validates message data Throws std::invalid_argument exception if message content is invalid.

Implements OutgoingMessage.

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