Auction Notification. 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...

	AuctionNotification ()
	Default constructor. More...

Public Member Functions inherited from Message
SerializedMessage	toSerialized () const
	Returns serialized representation. More...

virtual	~Message ()
	Destructor. More...

Public Attributes
UInt32	productKey
	Unique product identifier. More...

UInt32	classKey
	Unique identifier of a product class (Symbol) as identified by CBOE. More...

ProductType::Enum	productType
	Product type code. More...

TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...

UInt32	auctionIdHigh
	Auction ID. More...

UInt32	auctionIdLow
	Auction ID. More...

AuctionTypes::Enum	auctionType
	Auction type code. More...

AuctionState::Enum	auctionState
	Auction state code. More...

SideCodesOrder::Enum	side
	Side code. More...

UInt32	auctionQuantity
	The order quantity in the auction. More...

PriceTypeCodes::Enum	priceType
	Price type code. More...

Decimal	startingPrice
	The starting price of the auction. More...

ContingencyTypes::Enum	contingencyType
	Contingency type code. More...

UInt64	timestamp
	Epoch timestamp in nanoseconds since epoch date (January 1, 1970). More...

std::string	extensions
	Extensions. More...

Friends
class	Serializer

Detailed Description

Auction Notification.

Constructor & Destructor Documentation

AuctionNotification ( )

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

UInt32 auctionIdHigh

Auction ID.

UInt32 auctionIdLow

Auction ID.

UInt32 auctionQuantity

The order quantity in the auction.

AuctionState::Enum auctionState

Auction state code.

AuctionTypes::Enum auctionType

Auction type code.

UInt32 classKey

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

ContingencyTypes::Enum contingencyType

Contingency type code.

std::string extensions

Extensions.

Up to 255 bytes. This field may contain multiple values concerning the auction (i.e. NBBO bid, NBBO ask, CMTA firm, Executing firm or correspondent firm separated by "A"). For example, "FIRM=551^ACORRESFIRM=CES^ANBBOBID=-1.5500^ANBBOASK=3.0000"

PriceTypeCodes::Enum priceType

Price type code.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

ProductType::Enum productType

Product type code.

SideCodesOrder::Enum side

Side code.

Decimal startingPrice

The starting price of the auction.

UInt64 timestamp