OnixS CBOE CMi2 Trading Handler for C++  1.1.3.0
Public Member Functions | Public Attributes | Friends | List of all members
AcceptFloorTrade Class Reference

Accept Floor Trade. More...

Public Member Functions

MessageType::Enum type () const
 Message type. More...
 
void validate () const
 Validates message data by checking length limits for strings. More...
 
std::string toString () const
 Returns string representation. More...
 
 AcceptFloorTrade ()
 Default constructor. More...
 
- Public Member Functions inherited from Message
SerializedMessage toSerialized () const
 Returns serialized representation. More...
 
virtual ~Message ()
 Destructor. More...
 

Public Attributes

TradingSessionCodes::Enum tradingSessionId
 Trading session code. More...
 
UInt32 productKey
 Unique identifier of a product (Symbol) as identified by CBOE. More...
 
UInt32 quantity
 Trade Quantity. More...
 
PriceTypeCodes::Enum priceType
 Price type. More...
 
Decimal price
 Order price. More...
 
SideCodesOrder::Enum side
 Side code. More...
 
std::string account
 User profile. More...
 
std::string subAccount
 User profile. More...
 
std::string cmtaFirmNumber
 Clearing Firm number. More...
 
std::string userAcronym
 The user's acronym for the fill. More...
 
std::string executingGiveUpFirmNumber
 Executing or Give Up Firm number associated with the trade. More...
 
PositionEffect::Enum positionEffect
 Position effect value. More...
 
std::string contraUserAcronym
 The contra party user's acronym. More...
 
std::string contraFirmNumber
 The contra party user's Firm number. More...
 
UInt32 millisTimeStamp
 Wall Clock in milliseconds since midnight. More...
 
std::string optionalData
 Will contain optional information. More...
 

Friends

class Serializer
 

Detailed Description

Accept Floor Trade.

Constructor & Destructor Documentation

Default constructor.

Member Function Documentation

std::string toString ( ) const
virtual

Returns string representation.

Implements Message.

MessageType::Enum type ( ) const
inlinevirtual

Message type.

Implements Message.

void validate ( ) const
virtual

Validates message data by checking length limits for strings.

Throws std::invalid_artument exception if message content is invalid.

Implements Message.

Member Data Documentation

std::string account

User profile.

std::string cmtaFirmNumber

Clearing Firm number.

std::string contraFirmNumber

The contra party user's Firm number.

std::string contraUserAcronym

The contra party user's acronym.

std::string executingGiveUpFirmNumber

Executing or Give Up Firm number associated with the trade.

UInt32 millisTimeStamp

Wall Clock in milliseconds since midnight.

std::string optionalData

Will contain optional information.

255 bytes max. For future use.

PositionEffect::Enum positionEffect

Position effect value.

Decimal price

Order price.

Price type.

UInt32 productKey

Unique identifier of a product (Symbol) as identified by CBOE.

UInt32 quantity

Trade Quantity.

Side code.

std::string subAccount

User profile.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

std::string userAcronym

The user's acronym for the fill.