MutableQuoteExecution Struct Reference

Public Member Functions
DateTime	transactionTime () const
void	transactionTime (DateTime value)
StrRef	quoteUpdateId () const
void	quoteUpdateId (StrRef value)
Binary8	orderId () const
void	orderId (Binary8 value)
Binary8	execId () const
void	execId (Binary8 value)
StrRef	quoteSymbol () const
void	quoteSymbol (StrRef value)
StrRef	clearingFirm () const
void	clearingFirm (StrRef value)
Binary4	lastShares () const
void	lastShares (Binary4 value)
BinaryPrice	lastPx () const
void	lastPx (BinaryPrice value)
Binary4	leavesQty () const
void	leavesQty (Binary4 value)
Side::Enum	side () const
void	side (Side::Enum value)
BaseLiquidityIndicator::Enum	baseLiquidityIndicator () const
void	baseLiquidityIndicator (BaseLiquidityIndicator::Enum value)
SubLiquidityIndicator::Enum	subLiquidityIndicator () const
void	subLiquidityIndicator (SubLiquidityIndicator::Enum value)
StrRef	feeCode () const
void	feeCode (StrRef 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 MutableQuoteExecution.h.

Member Function Documentation

baseLiquidityIndicator() [1/2]

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 160 of file MutableQuoteExecution.h.

baseLiquidityIndicator() [2/2]

void baseLiquidityIndicator ( BaseLiquidityIndicator::Enum value )

inline

Indicates whether the trade added or removed liquidity.

Definition at line 166 of file MutableQuoteExecution.h.

clearingFirm() [1/2]

StrRef clearingFirm ( ) const

inline

EFID that will clear the trade.

Definition at line 100 of file MutableQuoteExecution.h.

clearingFirm() [2/2]

void clearingFirm ( StrRef value )

inline

EFID that will clear the trade.

Definition at line 106 of file MutableQuoteExecution.h.

execId() [1/2]

Binary8 execId ( ) const

inline

Sent to the OCC in the Trade Id field.

Definition at line 76 of file MutableQuoteExecution.h.

execId() [2/2]

void execId ( Binary8 value )

inline

Sent to the OCC in the Trade Id field.

Definition at line 82 of file MutableQuoteExecution.h.

feeCode() [1/2]

StrRef feeCode ( ) const

inline

Indicates fee associated with an execution.

Definition at line 184 of file MutableQuoteExecution.h.

feeCode() [2/2]

void feeCode ( StrRef value )

inline

Indicates fee associated with an execution.

Definition at line 190 of file MutableQuoteExecution.h.

lastPx() [1/2]

BinaryPrice lastPx ( ) const

inline

Price of this fill.

Definition at line 124 of file MutableQuoteExecution.h.

lastPx() [2/2]

void lastPx ( BinaryPrice value )

inline

Price of this fill.

Definition at line 130 of file MutableQuoteExecution.h.

lastShares() [1/2]

Binary4 lastShares ( ) const

inline

Executed contracts quantity.

Definition at line 112 of file MutableQuoteExecution.h.

lastShares() [2/2]

void lastShares ( Binary4 value )

inline

Executed contracts quantity.

Definition at line 118 of file MutableQuoteExecution.h.

leavesQty() [1/2]

Binary4 leavesQty ( ) const

inline

Quantity still open for further execution.

Definition at line 136 of file MutableQuoteExecution.h.

leavesQty() [2/2]

void leavesQty ( Binary4 value )

inline

Quantity still open for further execution.

Definition at line 142 of file MutableQuoteExecution.h.

orderId() [1/2]

Binary8 orderId ( ) const

inline

Order identifier supplied by CFE.

Definition at line 64 of file MutableQuoteExecution.h.

orderId() [2/2]

void orderId ( Binary8 value )

inline

Order identifier supplied by CFE.

Definition at line 70 of file MutableQuoteExecution.h.

quoteSymbol() [1/2]

StrRef quoteSymbol ( ) const

inline

Echoed back from the TPH message.

Definition at line 88 of file MutableQuoteExecution.h.

quoteSymbol() [2/2]

void quoteSymbol ( StrRef value )

inline

Echoed back from the TPH message.

Definition at line 94 of file MutableQuoteExecution.h.

quoteUpdateId() [1/2]

StrRef quoteUpdateId ( ) const

inline

Echoed back from the most recent Quote Update request for this quote.

Definition at line 52 of file MutableQuoteExecution.h.

quoteUpdateId() [2/2]

void quoteUpdateId ( StrRef value )

inline

Echoed back from the most recent Quote Update request for this quote.

Definition at line 58 of file MutableQuoteExecution.h.

side() [1/2]

Side::Enum side ( ) const

inline

Side.

Definition at line 148 of file MutableQuoteExecution.h.

side() [2/2]

void side ( Side::Enum value )

inline

Side.

Definition at line 154 of file MutableQuoteExecution.h.

subLiquidityIndicator() [1/2]

SubLiquidityIndicator::Enum subLiquidityIndicator ( ) const

inline

Additional information about the liquidity of an order.

Definition at line 172 of file MutableQuoteExecution.h.

subLiquidityIndicator() [2/2]

void subLiquidityIndicator ( SubLiquidityIndicator::Enum value )

inline

Additional information about the liquidity of an order.

Definition at line 178 of file MutableQuoteExecution.h.

toString() [1/2]

std::string toString ( ) const

virtual

Returns the text representation.

Implements OutgoingMessage.

toString() [2/2]

void toString ( std::string & str ) const

virtual

The text representation.

Implements OutgoingMessage.

transactionTime() [1/2]

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 MutableQuoteExecution.h.

transactionTime() [2/2]

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 MutableQuoteExecution.h.

type()

MessageType::Enum type ( ) const

inlinevirtual

Returns message type.

Implements OutgoingMessage.

Definition at line 196 of file MutableQuoteExecution.h.

validate()

void validate ( ) const

virtual

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

Implements OutgoingMessage.