VarianceRestatement Struct Reference

Public Member Functions
DateTime	transactionTime () const
StrRef	clOrdId () const
StrRef	clearingFirm () const
Binary8	execId () const
Side::Enum	side () const
BinaryPrice	price () const
StrRef	symbol () const
Date	maturityDate () const
Binary4	lastShares () const
BinaryPrice	lastPx () const
StrRef	feeCode () const
Date	tradeDate () const
BinaryPrice	clearingPrice () const
Binary4	clearingSize () const
StrRef	clearingSymbol () const
MultilegReportingType::Enum	multilegReportingType () const
Binary8	secondaryExecId () const
	VarianceRestatement (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 VarianceRestatement.h.

Constructor & Destructor Documentation

VarianceRestatement()

VarianceRestatement ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 141 of file VarianceRestatement.h.

Member Function Documentation

clearingFirm()

StrRef clearingFirm ( ) const

inline

EFID that will clear the trade.

Definition at line 51 of file VarianceRestatement.h.

clearingPrice()

BinaryPrice clearingPrice ( ) const

inline

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

Definition at line 111 of file VarianceRestatement.h.

clearingSize()

Binary4 clearingSize ( ) const

inline

Size to clear with OCC.

Definition at line 117 of file VarianceRestatement.h.

clearingSymbol()

StrRef clearingSymbol ( ) const

inline

Symbol as sent to clearing.

Definition at line 123 of file VarianceRestatement.h.

clOrdId()

StrRef clOrdId ( ) const

inline

The order being restated.

Definition at line 45 of file VarianceRestatement.h.

execId()

Binary8 execId ( ) const

inline

Sent to the OCC in the Trade Id field.

Definition at line 57 of file VarianceRestatement.h.

feeCode()

StrRef feeCode ( ) const

inline

Indicates fee associated with an execution.

Definition at line 99 of file VarianceRestatement.h.

lastPx()

BinaryPrice lastPx ( ) const

inline

Price of this fill.

Definition at line 93 of file VarianceRestatement.h.

lastShares()

Binary4 lastShares ( ) const

inline

Executed contracts quantity.

Definition at line 87 of file VarianceRestatement.h.

maturityDate()

Date maturityDate ( ) const

inline

Maturity date of the instrument.

Definition at line 81 of file VarianceRestatement.h.

multilegReportingType()

MultilegReportingType::Enum multilegReportingType ( ) const

inline

Type.

Definition at line 129 of file VarianceRestatement.h.

price()

BinaryPrice price ( ) const

inline

Limit price of the order.

Definition at line 69 of file VarianceRestatement.h.

secondaryExecId()

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 135 of file VarianceRestatement.h.

side()

Side::Enum side ( ) const

inline

Definition at line 63 of file VarianceRestatement.h.

symbol()

StrRef symbol ( ) const

inline

CFE native identifier of the instrument.

Definition at line 75 of file VarianceRestatement.h.

tradeDate()

Date tradeDate ( ) const

inline

Business date of the execution.

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