Leg. More...
Public Member Functions | |
void | validate () const |
Validates instance data by checking length limits for strings. More... | |
Public Attributes | |
UInt32 | productKey |
Unique product identifier. More... | |
Decimal | price |
Order price. More... | |
std::string | clearingFirmNumber |
Clearing Firm number. More... | |
PositionEffect::Enum | positionEffect |
Position effect value. More... | |
CoverageCodes::Enum | coverage |
Coverage code. More... | |
SideCodesOrder::Enum | side |
Side code. More... | |
UInt32 | originalQuantity |
Original order quantity. More... | |
UInt32 | leavesQuantity |
Quantity open for further execution. More... | |
UInt32 | tradedQuantity |
Quantity that was traded. More... | |
UInt32 | canceledQuantity |
Quantity that was cancelled. More... | |
Leg.
void validate | ( | ) | const |
Validates instance data by checking length limits for strings.
Throws std::invalid_artument exception if message content is invalid.
UInt32 canceledQuantity |
Quantity that was cancelled.
std::string clearingFirmNumber |
Clearing Firm number.
CoverageCodes::Enum coverage |
Coverage code.
UInt32 leavesQuantity |
Quantity open for further execution.
UInt32 originalQuantity |
Original order quantity.
PositionEffect::Enum positionEffect |
Position effect value.
Decimal price |
Order price.
UInt32 productKey |
Unique product identifier.
This key is unique for the trading session.
SideCodesOrder::Enum side |
Side code.
UInt32 tradedQuantity |
Quantity that was traded.