Paired order. More...
Classes | |
struct | OptionalFields |
Optional fields indicator. 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... | |
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... | |
PairedOrderTypes::Enum | pairedOrderType |
Paired order type. More... | |
UInt32 | originalQuantity |
Order quantity. More... | |
PriceTypeCodes::Enum | priceType |
Price type code. 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... | |
NBBOProtection::Enum | nbboProtection |
NBBO Protection. More... | |
TimeInForce::Enum | timeInForce |
Time in force. More... | |
OriginTypeCodes::Enum | originType |
Origin type code. More... | |
std::string | account |
User profile. More... | |
bool | crossIndicator |
Cross indicator. More... | |
UInt16 | orderYear |
Order year. More... | |
UInt8 | orderMonth |
Order month. More... | |
UInt8 | orderDay |
Order day. More... | |
std::string | executingGiveUpFirmNumber |
Executing or Give Up Firm number associated with the order. More... | |
OptionalFields::Enum | optionalFields |
A bit field used to indicate the presence of optional data fields. More... | |
std::string | correspondentFirm |
Used to identify the Correspondent Firm. More... | |
std::string | subAccount |
User profile. More... | |
std::string | cmtaFirmNumber |
Clearing Firm number. More... | |
std::string | extensions |
Internal CBOE field. More... | |
std::string | optionalData |
Text field. More... | |
std::string | userAssignedId |
User assigned order identifier. More... | |
std::string | originatorFirmNumber |
The member firm acronym that originated the order. More... | |
ContingencyTypes::Enum | contingency_contingencyType |
Contingency type. More... | |
PriceTypeCodes::Enum | contingency_priceType |
Contingency price type. More... | |
Decimal | contingency_price |
Contingency price. More... | |
UInt32 | contingency_volume |
Contingency volume. More... | |
Paired order.
void validate | ( | ) | const |
Validates instance data by checking length limits for strings.
Throws std::invalid_artument exception if message content is invalid.
std::string account |
User profile.
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.
std::string cmtaFirmNumber |
Clearing Firm number.
ContingencyTypes::Enum contingency_contingencyType |
Contingency type.
Decimal contingency_price |
Contingency price.
PriceTypeCodes::Enum contingency_priceType |
Contingency price type.
UInt32 contingency_volume |
Contingency volume.
std::string correspondentFirm |
Used to identify the Correspondent Firm.
CoverageCodes::Enum coverage |
Coverage code.
bool crossIndicator |
Cross indicator.
std::string executingGiveUpFirmNumber |
Executing or Give Up Firm number associated with the order.
std::string extensions |
Internal CBOE field.
NBBOProtection::Enum nbboProtection |
NBBO Protection.
std::string optionalData |
Text field.
OptionalFields::Enum optionalFields |
A bit field used to indicate the presence of optional data fields.
Each bit position corresponds to an optional data field.
UInt8 orderDay |
Order day.
UInt8 orderMonth |
Order month.
UInt16 orderYear |
Order year.
UInt32 originalQuantity |
Order quantity.
std::string originatorFirmNumber |
The member firm acronym that originated the order.
OriginTypeCodes::Enum originType |
Origin type code.
PairedOrderTypes::Enum pairedOrderType |
Paired order type.
PositionEffect::Enum positionEffect |
Position effect value.
Decimal price |
Order price.
PriceTypeCodes::Enum priceType |
Price type code.
UInt32 productKey |
Unique product identifier.
This key is unique for the trading session.
SideCodesOrder::Enum side |
Side code.
std::string subAccount |
User profile.
TimeInForce::Enum timeInForce |
Time in force.
std::string userAssignedId |
User assigned order identifier.