32 namespace MarketData {
42 return ordinary<Binary4>(2);
49 return ordinary<Binary8>(6);
56 return enumeration<SideIndicator>(14);
63 return ordinary<Binary4>(15);
70 return fixedStr<6>(19);
77 return ordinary<BinaryPrice>(25);
86 if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_),
false))
BinaryPrice price() const ONIXS_BATS_PITCH_NOTHROW
The limit order price.
ONIXS_CBOECFE_PITCH_API ONIXS_BATS_PITCH_COLDPATH ONIXS_BATS_PITCH_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
#define ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR
Provides efficient way of accessing text-based FIX field values.
AddOrderLongMsg(const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Initializes instance over given memory block.
Add Order message represents a newly accepted visible order on the CFE book.
static void validateSize(MessageSize size)
Check the given size.
Encapsulates services for manipulating little endian encoded messages.
BinaryMessage() ONIXS_BATS_PITCH_NOTHROW
Initializes blank instance referencing to nothing.
Binary4 quantity() const ONIXS_BATS_PITCH_NOTHROW
Number of contracts being added to the book (may be less than the number entered).
Binary2 MessageSize
Aliases message length type.
StrRef symbol() const ONIXS_BATS_PITCH_NOTHROW
Symbol right padded with spaces.
Binary4 timeOffset() const ONIXS_BATS_PITCH_NOTHROW
Nanosecond offset from last unit timestamp.
Binary8 orderId() const ONIXS_BATS_PITCH_NOTHROW
Day-specific identifier assigned to this order.
#define ONIXS_BATS_PITCH_NOTHROW
ONIXS_CBOECFE_PITCH_API void toStr(std::string &, SideIndicator::Enum)
Appends string presentation of object.
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
SideIndicator::Enum sideIndicator() const ONIXS_BATS_PITCH_NOTHROW