VarianceQuoteRestatement Struct Reference

Public Member Functions
DateTime	transactionTime () const
StrRef	quoteUpdateId () const
Binary8	execId () const
StrRef	quoteSymbol () const
StrRef	clearingSymbol () const
BinaryPrice	clearingPrice () const
Binary4	clearingSize () const
	VarianceQuoteRestatement (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 VarianceQuoteRestatement.h.

Constructor & Destructor Documentation

VarianceQuoteRestatement()

VarianceQuoteRestatement ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 81 of file VarianceQuoteRestatement.h.

Member Function Documentation

clearingPrice()

BinaryPrice clearingPrice ( ) const

inline

Price as sent to clearing after applying post-close conversions to the original LastPx value.

Definition at line 69 of file VarianceQuoteRestatement.h.

clearingSize()

Binary4 clearingSize ( ) const

inline

Size to clear with OCC.

Definition at line 75 of file VarianceQuoteRestatement.h.

clearingSymbol()

StrRef clearingSymbol ( ) const

inline

Symbol as sent to clearing; after applying post-close conversions to the original Symbol.

Definition at line 63 of file VarianceQuoteRestatement.h.

execId()

Binary8 execId ( ) const

inline

Sent to the OCC in the Trade Id field.

Definition at line 51 of file VarianceQuoteRestatement.h.

quoteSymbol()

StrRef quoteSymbol ( ) const

inline

CFE native identifier of the instrument being quoted.

Definition at line 57 of file VarianceQuoteRestatement.h.

quoteUpdateId()

StrRef quoteUpdateId ( ) const

inline

The quote being restated.

Definition at line 45 of file VarianceQuoteRestatement.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 VarianceQuoteRestatement.h.