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

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...
 

Detailed Description

Paired order.

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

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.

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.

Origin type code.

PairedOrderTypes::Enum pairedOrderType

Paired order type.

PositionEffect::Enum positionEffect

Position effect value.

Decimal price

Order price.

Price type code.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

Side code.

std::string subAccount

User profile.

TimeInForce::Enum timeInForce

Time in force.

std::string userAssignedId

User assigned order identifier.