QuoteExecution Struct Reference

Public Member Functions
DateTime	transactionTime () const
StrRef	quoteUpdateId () const
Binary8	orderId () const
Binary8	execId () const
StrRef	quoteSymbol () const
StrRef	clearingFirm () const
Binary4	lastShares () const
BinaryPrice	lastPx () const
Binary4	leavesQty () const
Side::Enum	side () const
BaseLiquidityIndicator::Enum	baseLiquidityIndicator () const
SubLiquidityIndicator::Enum	subLiquidityIndicator () const
StrRef	feeCode () const
	QuoteExecution (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

Detailed Description

Definition at line 36 of file QuoteExecution.h.

Constructor & Destructor Documentation

QuoteExecution()

QuoteExecution ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 117 of file QuoteExecution.h.

Member Function Documentation

baseLiquidityIndicator()

BaseLiquidityIndicator::Enum baseLiquidityIndicator ( ) const

inline

Indicates whether the trade added or removed liquidity.

Definition at line 99 of file QuoteExecution.h.

clearingFirm()

StrRef clearingFirm ( ) const

inline

EFID that will clear the trade.

Definition at line 69 of file QuoteExecution.h.

execId()

Binary8 execId ( ) const

inline

Sent to the OCC in the Trade Id field.

Definition at line 57 of file QuoteExecution.h.

feeCode()

StrRef feeCode ( ) const

inline

Indicates fee associated with an execution.

Definition at line 111 of file QuoteExecution.h.

lastPx()

BinaryPrice lastPx ( ) const

inline

Price of this fill.

Definition at line 81 of file QuoteExecution.h.

lastShares()

Binary4 lastShares ( ) const

inline

Executed contracts quantity.

Definition at line 75 of file QuoteExecution.h.

leavesQty()

Binary4 leavesQty ( ) const

inline

Quantity still open for further execution.

Definition at line 87 of file QuoteExecution.h.

orderId()

Binary8 orderId ( ) const

inline

Order identifier supplied by CFE.

Definition at line 51 of file QuoteExecution.h.

quoteSymbol()

StrRef quoteSymbol ( ) const

inline

Echoed back from the TPH message.

Definition at line 63 of file QuoteExecution.h.

quoteUpdateId()

StrRef quoteUpdateId ( ) const

inline

Echoed back from the most recent Quote Update request for this quote.

Definition at line 45 of file QuoteExecution.h.

side()

Side::Enum side ( ) const

inline

Side.

Definition at line 93 of file QuoteExecution.h.

subLiquidityIndicator()

SubLiquidityIndicator::Enum subLiquidityIndicator ( ) const

inline

Additional information about the liquidity of an order.

Definition at line 105 of file QuoteExecution.h.

transactionTime()

DateTime transactionTime ( ) const

inline

The time the event occurred in the CFE Matching Engine (not the time the message was sent).

Definition at line 39 of file QuoteExecution.h.