OrderResponse Class Reference

Order Response. More...

Classes
class	Leg
	Leg. More...

Public Types
typedef std::vector< Leg >	LegOrderDetails
	Leg order details. 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...
	OrderResponse ()
	Default constructor. More...
Public Member Functions inherited from Message
SerializedMessage	toSerialized () const
	Returns serialized representation. More...
virtual	~Message ()
	Destructor. More...

Public Attributes
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
ReportType::Enum	reportType
	Report type. More...
UInt32	productKey
	Unique product identifier. More...
std::string	branch
	Used by the originator of the order. More...
UInt16	branchSequenceNumber
	Numeric field used by the originator to uniquely identify the order. More...
UInt16	orderYear
	Order year. More...
UInt8	orderMonth
	Order month. More...
UInt8	orderDay
	Order day. More...
UInt32	orderHighId
	Order Id - unique ID to identify the order. More...
UInt32	orderLowId
	Order Id - unique ID to identify the order. More...
SideCodesOrder::Enum	side
	Side code. More...
UInt32	leavesQuantity
	Quantity open for further execution. More...
UInt32	tradedQuantity
	Quantity that was traded. More...
UInt32	canceledQuantity
	Quantity that was cancelled. More...
PriceTypeCodes::Enum	priceType
	Price type. More...
Decimal	price
	Order price. More...
UInt16	statusChange
	Status message code. More...
UInt64	timestamp
	Epoch timestamp in nanoseconds since epoch date (January 1, 1970). More...
ActivityReason::Enum	activityReason
	Activity reason. More...
std::string	userAssignedId
	User assigned order identifier. More...
std::string	executingGiveUpFirmNumber
	Executing or Give Up Firm number associated with the order. More...
std::string	correspondentFirm
	Used to identify the Correspondent Firm. More...
LegOrderDetails	legOrderDetails

Friends
class	Serializer

Detailed Description

Order Response.

Member Typedef Documentation

typedef std::vector<Leg> LegOrderDetails

Leg order details.

Constructor & Destructor Documentation

OrderResponse

(

)

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

ActivityReason::Enum activityReason

Activity reason.

std::string branch

Used by the originator of the order.

Must be a three character alpha only field in uppercase.

UInt16 branchSequenceNumber

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

Limited to 9999 at this time.

UInt32 canceledQuantity

Quantity that was cancelled.

std::string correspondentFirm

Used to identify the Correspondent Firm.

std::string executingGiveUpFirmNumber

Executing or Give Up Firm number associated with the order.

UInt32 leavesQuantity

Quantity open for further execution.

UInt8 orderDay

Order day.

UInt32 orderHighId

Order Id - unique ID to identify the order.

UInt32 orderLowId

Order Id - unique ID to identify the order.

UInt8 orderMonth

Order month.

UInt16 orderYear

Order year.

Decimal price

Order price.

PriceTypeCodes::Enum priceType

Price type.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

ReportType::Enum reportType

Report type.

SideCodesOrder::Enum side

Side code.

UInt16 statusChange

Status message code.

UInt64 timestamp

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

UInt32 tradedQuantity

Quantity that was traded.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

std::string userAssignedId

User assigned order identifier.