OrderBustReport Class Reference

Order Bust 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...
	OrderBustReport ()
	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 satus reason. More...
UInt32	originalOrderHighId
	Original order high ID. More...
UInt32	originalOrderLowId
	Original order low ID. More...
std::string	branch
	Fixed 3 byte branch. More...
UInt16	branchSequenceNumber
	Numeric field used by the originator to uniquely identify the order. More...
ReportType::Enum	reportType
	Branch report type. More...
UInt32	cboeHighId
	Bust Trade Id - unique ID to identify the busted trade. More...
UInt32	cboeLowId
	Bust Trade Id - unique ID to identify the busted trade. More...
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
std::string	executingGiveUpFirmNumber
	Executing or Give Up Firm number associated with the trade. More...
std::string	userId
	User identifier. More...
UInt32	bustQty
	Bust Quantity. More...
UInt32	reinstateRequestQty
	Re-instate Request Quantity. More...
Decimal	price
	The price at which the product was traded. More...
UInt32	productKey
	Unique product identifier. 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 Report.

Constructor & Destructor Documentation

OrderBustReport

(

)

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 bustQty

Bust Quantity.

UInt32 cboeHighId

Bust Trade Id - unique ID to identify the busted trade.

UInt32 cboeLowId

Bust Trade Id - unique ID to identify the busted trade.

std::string executingGiveUpFirmNumber

Executing or Give Up Firm number associated with the trade.

UInt32 originalOrderHighId

Original order high ID.

UInt32 originalOrderLowId

Original order low ID.

Decimal price

The price at which the product was traded.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

UInt32 reinstateRequestQty

Re-instate Request Quantity.

ReportType::Enum reportType

Branch report type.

SideCodesOrder::Enum side

Side code.

UInt64 timestamp

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

TradingSessionCodes::Enum tradingSessionId

Trading session code.

ActivityReason::Enum updateStatusReason

Update satus reason.

std::string userAssignedId

User assigned order identifier.

std::string userId

User identifier.