Public Member Functions | |
| DateTime | transactionTime () const |
| StrRef | clOrdId () const |
| Binary8 | execId () const |
| Binary4 | lastShares () const |
| BinaryPrice | lastPx () const |
| Binary4 | leavesQty () const |
| BaseLiquidityIndicator::Enum | baseLiquidityIndicator () const |
| SubLiquidityIndicator::Enum | subLiquidityIndicator () const |
| Side::Enum | side () const |
| StrRef | symbol () const |
| StrRef | clearingFirm () const |
| Date | maturityDate () const |
| StrRef | feeCode () const |
| Date | tradeDate () const |
| Binary4 | clearingSize () const |
| PendingStatus::Enum | pendingStatus () const |
| MultilegReportingType::Enum | multilegReportingType () const |
| Binary8 | secondaryExecId () const |
| OrderExecution (const void *data, MessageSize size) | |
| Public Member Functions inherited from BinaryMessage | |
| BinaryMessage () | |
| BinaryMessage (const void *data, MessageSize size) | |
| BinaryMessage (const BinaryMessage &other) | |
| operator bool () const | |
| const void * | binary () const |
| MessageSize | binarySize () const |
| BinaryMessage & | operator= (const BinaryMessage &other) |
Additional Inherited Members | |
| Public Types inherited from BinaryMessage | |
| typedef MessageSize | BinarySize |
| Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize > | |
| const SubMessage | submessage (MessageSize offset, MessageSize size) const |
| const FieldValue & | ordinaryRef (MessageSize offset) const |
| FieldValue | ordinary (MessageSize offset) const |
| Enumeration::Enum | enumeration (MessageSize offset) const |
| StrRef | fixedStr (MessageSize offset) const |
Definition at line 36 of file OrderExecution.h.
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Initializes instance over given memory block.
Definition at line 147 of file OrderExecution.h.
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Indicates whether the trade added or removed liquidity.
Definition at line 75 of file OrderExecution.h.
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Echoed back from the TPH message.
Definition at line 99 of file OrderExecution.h.
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Size to clear with OCC.
Definition at line 123 of file OrderExecution.h.
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The order which was executed.
Definition at line 45 of file OrderExecution.h.
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Sent to the OCC in the Trade Id field.
Definition at line 51 of file OrderExecution.h.
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Indicates fee associated with an execution.
Definition at line 111 of file OrderExecution.h.
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Price of this fill.
Definition at line 63 of file OrderExecution.h.
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Executed contracts quantity.
Definition at line 57 of file OrderExecution.h.
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Quantity still open for further execution. If zero, the order is complete.
Definition at line 69 of file OrderExecution.h.
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Maturity date of the instrument.
Definition at line 105 of file OrderExecution.h.
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Present on Order Execution, TAS Restatement and Variance Restatement messages representing either Spread orders or Simple orders that are part Spread execution.
Definition at line 135 of file OrderExecution.h.
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Field is provided as a convenience to determine whether an Order Execution message is a preliminary notification representing a pending trade.
Definition at line 129 of file OrderExecution.h.
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Field indicates whether an execution is a spread or a simple instrument execution that is part of a spread trade.
Definition at line 141 of file OrderExecution.h.
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Echoed back from the TPH message.
Definition at line 87 of file OrderExecution.h.
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Additional information about the liquidity of an order.
Definition at line 81 of file OrderExecution.h.
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Echoed back from the TPH message.
Definition at line 93 of file OrderExecution.h.
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Business date of the execution.
Definition at line 117 of file OrderExecution.h.
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The time the event occurred in the CFE Matching Engine (not the time the message was sent).
Definition at line 39 of file OrderExecution.h.
