OrderFormat2 Class Reference

Order Format 2: Order Entry. 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...
	OrderFormat2 ()
	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...
std::string	branch
	Fixed 3 byte branch. More...
UInt16	branchSequenceNumber
	Numeric field used by the originator to uniquely identify the order. More...
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
UInt32	originalQuantity
	Order quantity. More...
Decimal	price
	Order price. More...
SideCodesOrder::Enum	side
	Side code. More...
PositionEffect::Enum	positionEffect
	Position effect value. More...
CoverageCodes::Enum	coverage
	Coverage code. More...
bool	nbboProtection
	NBBO Protection. More...
bool	isIOC
	Is IOC. More...
OriginTypeCodes::Enum	originType
	Origin type. More...
std::string	cmtaFirmNumber
	Clearing Firm number. More...
std::string	userAssignedId
	User assigned order identifier. More...
std::string	preferred
	PMM. More...

Friends
class	Serializer

Detailed Description

Order Format 2: Order Entry.

Constructor & Destructor Documentation

OrderFormat2

(

)

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.

std::string cmtaFirmNumber

Clearing Firm number.

CoverageCodes::Enum coverage

Coverage code.

bool isIOC

Is IOC.

bool nbboProtection

NBBO Protection.

UInt32 originalQuantity

Order quantity.

OriginTypeCodes::Enum originType

Origin type.

PositionEffect::Enum positionEffect

Position effect value.

std::string preferred

PMM.

Decimal price

Order price.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

SideCodesOrder::Enum side

Side code.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

std::string userAssignedId

User assigned order identifier.