QuoteBustReport Class Reference

Quote Bust Report. More...

Public Member Functions
MessageType::Enum	type () const
	Message type. More...
void	validate () const
	Validates message data by checking length limits for strings. More...
std::string	toString () const
	Returns string representation. More...
	QuoteBustReport ()
	Default constructor. More...
Public Member Functions inherited from Message
SerializedMessage	toSerialized () const
	Returns serialized representation. More...
virtual	~Message ()
	Destructor. More...

Public Attributes
StatusMessageReasons::Enum	updateStatusReason
	Update status reason. More...
UInt32	quoteKey
	Quote Request ID from Quote Message. More...
UInt32	cboeHighId
	Trade Id - unique ID to identify the busted trade. More...
UInt32	cboeLowId
	Trade Id - unique ID to identify the busted trade. More...
ReportType::Enum	reportType
	Bust report type. More...
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
std::string	executingGiveUpFirmNumber
	Executing or Give Up Firm number associated with the trade. More...
std::string	userId
	User identifier. More...
UInt32	bustQty
	Bust Quantity. More...
Decimal	price
	The price at which the product was traded. More...
UInt32	productKey
	Unique product identifier. More...
SideCodesQuoteReply::Enum	side
	Side code. More...
UInt64	timestamp
	Epoch timestamp in nanoseconds since epoch date (January 1, 1970). More...

Friends
class	Serializer

Detailed Description

Quote Bust Report.

Constructor & Destructor Documentation

QuoteBustReport

(

)

Default constructor.

Member Function Documentation

std::string toString ( ) const

virtual

Returns string representation.

Implements Message.

MessageType::Enum type ( ) const

inlinevirtual

Message type.

Implements Message.

void validate ( ) const

virtual

Validates message data by checking length limits for strings.

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

Implements Message.

Member Data Documentation

UInt32 bustQty

Bust Quantity.

UInt32 cboeHighId

Trade Id - unique ID to identify the busted trade.

UInt32 cboeLowId

Trade Id - unique ID to identify the busted trade.

std::string executingGiveUpFirmNumber

Executing or Give Up Firm number associated with the trade.

Decimal price

The price at which the product was traded.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

UInt32 quoteKey

Quote Request ID from Quote Message.

ReportType::Enum reportType

Bust report type.

SideCodesQuoteReply::Enum side

Side code.

UInt64 timestamp

Epoch timestamp in nanoseconds since epoch date (January 1, 1970).

TradingSessionCodes::Enum tradingSessionId

Trading session code.

StatusMessageReasons::Enum updateStatusReason

Update status reason.

std::string userId

User identifier.