OnixS CBOE CMi2 Trading Handler for C++  1.1.3.0
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MassQuoteWithClearingInfo Class Reference

Quote / Mass Quote with Clearing Information. More...

Classes

class  Quote
 Quote. More...
 

Public Types

typedef std::vector< QuoteQuotes
 Quotes. 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...
 
 MassQuoteWithClearingInfo ()
 Default constructor. More...
 
- Public Member Functions inherited from Message
SerializedMessage toSerialized () const
 Returns serialized representation. More...
 
virtual ~Message ()
 Destructor. More...
 

Public Attributes

UInt32 classKey
 Unique identifier of a product class. More...
 
UInt32 quoteRequestId
 Unique Id which becomes quote key. More...
 
TradingSessionCodes::Enum tradingSessionId
 Trading session code. More...
 
UInt8 priceScale
 Represents the scale of the price. More...
 
Quotes quotes
 
std::string clearingInfo
 Up to 255 bytes. More...
 

Friends

class Serializer
 

Detailed Description

Quote / Mass Quote with Clearing Information.

Member Typedef Documentation

typedef std::vector<Quote> Quotes

Quotes.

Max is 400 quotes.

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

UInt32 classKey

Unique identifier of a product class.

std::string clearingInfo

Up to 255 bytes.

UInt8 priceScale

Represents the scale of the price.

UInt32 quoteRequestId

Unique Id which becomes quote key.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

2 = CFE_MAIN