TradeCancelOrCorrect Struct Reference

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
Date	maturityDate () const
OpenClose::Enum	openClose () const
Binary4	cMTANumber () const
	TradeCancelOrCorrect (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 TradeCancelOrCorrect.h.

Constructor & Destructor Documentation

TradeCancelOrCorrect()

TradeCancelOrCorrect ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 135 of file TradeCancelOrCorrect.h.

Member Function Documentation

baseLiquidityIndicator()

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 63 of file TradeCancelOrCorrect.h.

capacity()

Capacity::Enum capacity ( ) const

inline

Definition at line 111 of file TradeCancelOrCorrect.h.

clearingAccount()

StrRef clearingAccount ( ) const

inline

Supplemental identifier.

Definition at line 75 of file TradeCancelOrCorrect.h.

clearingFirm()

StrRef clearingFirm ( ) const

inline

EFID that will clear the trade.

Definition at line 69 of file TradeCancelOrCorrect.h.

clOrdId()

StrRef clOrdId ( ) const

inline

The order which was executed.

Definition at line 45 of file TradeCancelOrCorrect.h.

cMTANumber()

Binary4 cMTANumber ( ) const

inline

CMTA Number of the firm that will clear the trade.

Definition at line 129 of file TradeCancelOrCorrect.h.

correctedPrice()

BinaryPrice correctedPrice ( ) const

inline

For trade corrections, this is the new trade price.

Definition at line 93 of file TradeCancelOrCorrect.h.

execRefId()

Binary8 execRefId ( ) const

inline

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

Definition at line 51 of file TradeCancelOrCorrect.h.

lastPx()

BinaryPrice lastPx ( ) const

inline

Price of this fill.

Definition at line 87 of file TradeCancelOrCorrect.h.

lastShares()

Binary4 lastShares ( ) const

inline

Executed contracts quantity.

Definition at line 81 of file TradeCancelOrCorrect.h.

maturityDate()

Date maturityDate ( ) const

inline

Maturity date of the instrument.

Definition at line 117 of file TradeCancelOrCorrect.h.

openClose()

OpenClose::Enum openClose ( ) const

inline

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

Definition at line 123 of file TradeCancelOrCorrect.h.

origTime()

DateTime origTime ( ) const

inline

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

Definition at line 99 of file TradeCancelOrCorrect.h.

side()

Side::Enum side ( ) const

inline

Side.

Definition at line 57 of file TradeCancelOrCorrect.h.

symbol()

StrRef symbol ( ) const

inline

CFE native identifier of the instrument.

Definition at line 105 of file TradeCancelOrCorrect.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 TradeCancelOrCorrect.h.