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

Order Bust Reinstate Report. 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...
 
 OrderBustReinstateReport ()
 Default constructor. More...
 
- Public Member Functions inherited from Message
SerializedMessage toSerialized () const
 Returns serialized representation. More...
 
virtual ~Message ()
 Destructor. More...
 

Public Attributes

ActivityReason::Enum updateStatusReason
 Update status reason. More...
 
UInt32 cboeHighId
 Trade Id - unique ID to identify the trade. More...
 
UInt32 cboeLowId
 Trade Id - unique ID to identify the trade. More...
 
std::string branch
 Fixed 3 byte branch. More...
 
UInt16 branchSequenceNumber
 Numeric field used by the originator to uniquely identify the order. More...
 
UInt32 bustedQty
 Busted Quantity. More...
 
UInt32 reinstateQty
 Re-instate Quantity. More...
 
UInt32 totalRemainingQty
 Total Remaining Quantity. More...
 
PriceTypeCodes::Enum priceType
 Price type. More...
 
Decimal price
 The price at which the product was traded. More...
 
UInt32 productKey
 Unique product identifier. More...
 
TradingSessionCodes::Enum tradingSessionId
 Trading session code. More...
 
SideCodesOrder::Enum side
 Side code. More...
 
UInt64 timestamp
 Epoch timestamp in nanoseconds since epoch date (January 1, 1970). More...
 
std::string userAssignedId
 User assigned order identifier. More...
 

Friends

class Serializer
 

Detailed Description

Order Bust Reinstate Report.

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 branch

Fixed 3 byte branch.

UInt16 branchSequenceNumber

Numeric field used by the originator to uniquely identify the order.

Limited to 9999 at this time.

UInt32 bustedQty

Busted Quantity.

UInt32 cboeHighId

Trade Id - unique ID to identify the trade.

UInt32 cboeLowId

Trade Id - unique ID to identify the trade.

Decimal price

The price at which the product was traded.

Price type.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

UInt32 reinstateQty

Re-instate Quantity.

Side code.

UInt64 timestamp

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

UInt32 totalRemainingQty

Total Remaining Quantity.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

ActivityReason::Enum updateStatusReason

Update status reason.

std::string userAssignedId

User assigned order identifier.