StrategyOrder Class Reference

Strategy Order. More...

Classes
class	Leg
	Leg. More...
struct	OptionalFields
	Optional fields indicator. More...

Public Types
typedef std::vector< Leg >	Legs
	Legs. 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...
	StrategyOrder ()
	Default constructor. More...
Public Member Functions inherited from Message
SerializedMessage	toSerialized () const
	Returns serialized representation. More...
virtual	~Message ()
	Destructor. 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...
UInt16	year
	Order year. More...
UInt8	month
	Order month. More...
UInt8	day
	Order day. More...
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
UInt32	originalQuantity
	Order quantity. More...
PriceTypeCodes::Enum	priceType
	Price type code. More...
Decimal	price
	Order price. More...
SideCodesStrategy::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...
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
	Extensions. 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 code. More...
PriceTypeCodes::Enum	contingency_priceType
	Price type code. More...
Decimal	contingency_price
	Contingency price. More...
UInt32	contingency_volume
	Contingency volume available to trade. More...
std::string	preferred
	PMM. More...
UInt32	auctionId_auctionIdHigh
	Auction ID. More...
UInt32	auctionId_auctionIdLow
	Auction ID. More...
std::string	clearingInfo
	Clearing info. More...
Legs	legs

Friends
class	Serializer

Detailed Description

Strategy Order.

Member Typedef Documentation

typedef std::vector<Leg> Legs

Legs.

Constructor & Destructor Documentation

StrategyOrder

(

)

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.

UInt32 auctionId_auctionIdHigh

Auction ID.

UInt32 auctionId_auctionIdLow

Auction ID.

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 clearingInfo

Clearing info.

Up to 255 bytes. For future use.

std::string cmtaFirmNumber

Clearing Firm number.

ContingencyTypes::Enum contingency_contingencyType

Contingency type code.

Decimal contingency_price

Contingency price.

PriceTypeCodes::Enum contingency_priceType

Price type code.

UInt32 contingency_volume

Contingency volume available to trade.

std::string correspondentFirm

Used to identify the Correspondent Firm.

CoverageCodes::Enum coverage

Coverage code.

UInt8 day

Order day.

std::string executingGiveUpFirmNumber

Executing or Give Up Firm number associated with the order.

std::string extensions

Extensions.

Up to 255 bytes.

UInt8 month

Order month.

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.

UInt32 originalQuantity

Order quantity.

std::string originatorFirmNumber

The member firm acronym that originated the order.

OriginTypeCodes::Enum originType

Origin type code.

PositionEffect::Enum positionEffect

Position effect value.

std::string preferred

PMM.

Decimal price

Order price.

PriceTypeCodes::Enum priceType

Price type code.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

SideCodesStrategy::Enum side

Side code.

std::string subAccount

User profile.

TimeInForce::Enum timeInForce

Time in force.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

std::string userAssignedId

User assigned order identifier.

UInt16 year

Order year.