OnixS CBOE CMi2 Trading Handler for C++  1.1.3.0
Public Member Functions | Public Attributes | List of all members
PairedStrategyOrder::PairedStrategyOrderItem::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...
 
PriceTypeCodes::Enum priceType
 Price type. More...
 
Decimal price
 Strategy leg price. More...
 
std::string clearingFirmNumber
 Clearing Firm number. More...
 
CoverageCodes::Enum coverage
 Coverage code. More...
 
PositionEffect::Enum positionEffect
 Position effect value. More...
 
SideCodesStrategy::Enum side
 Side code. More...
 
std::string extensions
 Internal CBOE field. 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

std::string clearingFirmNumber

Clearing Firm number.

Coverage code.

std::string extensions

Internal CBOE field.

PositionEffect::Enum positionEffect

Position effect value.

Decimal price

Strategy leg price.

Price type.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

Side code.