QuoteFillReport Class Reference

Quote Fill Report. More...

Classes
class	Contra
	Contra party. More...

Public Types
typedef std::vector< Contra >	Contras
	Contra parties. 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...
	QuoteFillReport ()
	Default constructor. More...
Public Member Functions inherited from Message
SerializedMessage	toSerialized () const
	Returns serialized representation. More...
virtual	~Message ()
	Destructor. More...

Public Attributes
UInt32	quoteKey
	Quote Request ID from Quote Message. More...
UInt32	productKey
	Unique product identifier. More...
StatusMessageReasons::Enum	updateStatusReason
	Update status reason. More...
UInt32	cboeHighId
	Trade Id - unique ID to identify the trade. More...
UInt32	cboeLowId
	Trade Id - unique ID to identify the trade. More...
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
SideCodesQuoteReply::Enum	side
	Side code. More...
std::string	billingType
	Billing type indicator. More...
ReportType::Enum	reportType
	Fill report type. More...
std::string	executingGiveUpFirmNumber
	Executing or Give Up Firm number associated with the trade. More...
std::string	userAcronym
	The user's acronym for the fill. More...
UInt32	leavesQuantity
	Quantity open for further execution. More...
UInt32	tradedQuantity
	Quantity traded. More...
Decimal	tradedPrice
	The price at which the product was traded. More...
UInt64	timestamp
	Epoch timestamp in nanoseconds since epoch date (January 1, 1970). More...
std::string	account
	User profile. More...
std::string	subAccount
	User profile. More...
std::string	userAssignedId
	User identifier. More...
Contras	contras
std::string	optionalData
	First byte is the length. More...

Friends
class	Serializer

Detailed Description

Quote Fill Report.

Member Typedef Documentation

typedef std::vector<Contra> Contras

Contra parties.

Constructor & Destructor Documentation

QuoteFillReport

(

)

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

std::string account

User profile.

std::string billingType

Billing type indicator.

UInt32 cboeHighId

Trade Id - unique ID to identify the trade.

UInt32 cboeLowId

Trade Id - unique ID to identify the trade.

std::string executingGiveUpFirmNumber

Executing or Give Up Firm number associated with the trade.

UInt32 leavesQuantity

Quantity open for further execution.

std::string optionalData

First byte is the length.

Will contain optional information. See below for usage.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

UInt32 quoteKey

Quote Request ID from Quote Message.

ReportType::Enum reportType

Fill report type.

SideCodesQuoteReply::Enum side

Side code.

std::string subAccount

User profile.

UInt64 timestamp

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

Decimal tradedPrice

The price at which the product was traded.

UInt32 tradedQuantity

Quantity traded.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

StatusMessageReasons::Enum updateStatusReason

Update status reason.

A subset of the values you should expect is: 7=NEW or 10=Possible Resent.

std::string userAcronym

The user's acronym for the fill.

std::string userAssignedId

User identifier.