TradeCancelCorrectOptionUSFutures Struct Reference

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

Public Member Functions
DateTime	transactionTime () const
StrRef	clOrdId () const
Binary8	execRefId () const
Side::Enum	side () const
BaseLiquidityIndicator::Enum	baseLiquidityIndicator () const
StrRef	clearingFirm () const
StrRef	clearingAccount () const
Binary4	lastShares () const
BinaryPrice	lastPx () const
BinaryPrice	correctedPrice () const
DateTime	origTime () const
StrRef	symbol () const
Capacity::Enum	capacity () const
StrRef	securityDesc () const
OpenClose::Enum	openClose () const
Binary4	cMTANumber () const
	TradeCancelCorrectOptionUSFutures (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 TradeCancelCorrectOptionUSFutures.h.

Constructor & Destructor Documentation

TradeCancelCorrectOptionUSFutures ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 135 of file TradeCancelCorrectOptionUSFutures.h.

Member Function Documentation

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 63 of file TradeCancelCorrectOptionUSFutures.h.

Capacity::Enum capacity ( ) const

inline

Capacity.

Definition at line 111 of file TradeCancelCorrectOptionUSFutures.h.

StrRef clearingAccount ( ) const

inline

Supplemental identifier.

Definition at line 75 of file TradeCancelCorrectOptionUSFutures.h.

StrRef clearingFirm ( ) const

inline

EFID that will clear the trade.

Definition at line 69 of file TradeCancelCorrectOptionUSFutures.h.

StrRef clOrdId ( ) const

inline

The order which was executed.

Definition at line 45 of file TradeCancelCorrectOptionUSFutures.h.

Binary4 cMTANumber ( ) const

inline

CMTA Number of the firm that will clear the trade.

Definition at line 129 of file TradeCancelCorrectOptionUSFutures.h.

BinaryPrice correctedPrice ( ) const

inline

For trade corrections, this is the new trade price.

Definition at line 93 of file TradeCancelCorrectOptionUSFutures.h.

Binary8 execRefId ( ) const

inline

Refers to the ExecId of the fill being cancelled or corrected.

Definition at line 51 of file TradeCancelCorrectOptionUSFutures.h.

BinaryPrice lastPx ( ) const

inline

Price of this fill.

Definition at line 87 of file TradeCancelCorrectOptionUSFutures.h.

Binary4 lastShares ( ) const

inline

Executed contracts quantity.

Definition at line 81 of file TradeCancelCorrectOptionUSFutures.h.

OpenClose::Enum openClose ( ) const

inline

Indic ates status of client position in a trade resulting from the order.

Definition at line 123 of file TradeCancelCorrectOptionUSFutures.h.

DateTime origTime ( ) const

inline

The date and time of the original trade, in GMT.

Definition at line 99 of file TradeCancelCorrectOptionUSFutures.h.

StrRef securityDesc ( ) const

inline

The Options on Futures identifier.

Definition at line 117 of file TradeCancelCorrectOptionUSFutures.h.

Side::Enum side ( ) const

inline

Side.

Definition at line 57 of file TradeCancelCorrectOptionUSFutures.h.

StrRef symbol ( ) const

inline

CFE native identifier of the instrument.

Definition at line 105 of file TradeCancelCorrectOptionUSFutures.h.

DateTime transactionTime ( ) const

inline

The time the event occurred in the CFE Matching Engine.

Definition at line 39 of file TradeCancelCorrectOptionUSFutures.h.

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

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