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

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...
 

Detailed Description

Leg.

Member Function Documentation

void validate ( ) const

Validates instance data by checking length limits for strings.

Throws std::invalid_artument exception if message content is invalid.

Member Data Documentation

UInt32 canceledQuantity

Quantity that was cancelled.

std::string clearingFirmNumber

Clearing Firm number.

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.

Side code.

UInt32 tradedQuantity

Quantity that was traded.