CrossRequest Class Reference

Public Member Functions
UInt32	getMarketSegmentID () const
SecurityId	securityId () const
bool	orderQty (Decimal &quantity) const
CrossRequestType::Enum	crossRequestType () const
bool	price (Decimal &price) const
UInt64	transactTime () const
InputSource::Enum	inputSource () const
Side::Enum	side () const
Public Member Functions inherited from Message
	Message (const Message &other)
	~Message ()
FieldValueRef	type () const
SequenceNumber	seqNum () const
FieldValueRef	senderCompId () const
bool	operator== (const Message &) const
bool	operator!= (const Message &) const
std::string	toString (char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
std::string	toStringWithFieldNames () const
void	toString (std::string &str, char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
Message &	operator= (const Message &)
Public Member Functions inherited from FieldSet
	operator bool () const
FieldValueRef	get (Tag tag) const
Int32	getInt32 (Tag tag) const
UInt32	getUInt32 (Tag tag) const
Int64	getInt64 (Tag tag) const
UInt64	getUInt64 (Tag tag) const
Decimal	getDecimal (Tag tag) const
StringRef	getStringRef (Tag tag) const
Timestamp	getTimestamp (Tag tag, TimestampFormat::Enum=TimestampFormat::YYYYMMDDHHMMSSNsec) const
Group	getGroup (Tag numberOfInstancesTag) const
Group	getOptionalGroup (Tag numberOfInstancesTag) const
bool	hasFlag (Tag tag) const
size_t	fields (Fields &fields) const
void	swap (FieldSet &) throw ()

Friends
class	CrossRequestWrapper

Additional Inherited Members
Protected Member Functions inherited from FieldSet
	FieldSet ()
	FieldSet (const Message *, void *)
	FieldSet (const FieldSet &)
	~FieldSet ()
FieldSet &	operator= (const FieldSet &)
Protected Attributes inherited from FieldSet
const Message *	container_
void *	impl_

Detailed Description

Definition at line 65 of file CrossRequest.h.

Member Function Documentation

crossRequestType()

CrossRequestType::Enum crossRequestType ( ) const

inline

Cross Request Type.

Definition at line 87 of file CrossRequest.h.

getMarketSegmentID()

UInt32 getMarketSegmentID ( ) const

inline

Product identifier.

Definition at line 69 of file CrossRequest.h.

inputSource()

InputSource::Enum inputSource ( ) const

inline

Input source.

Definition at line 105 of file CrossRequest.h.

orderQty()

bool orderQty ( Decimal & quantity ) const

inline

Defines the requested quantity which cannot be zero in a cross request.

Definition at line 81 of file CrossRequest.h.

price()

bool price ( Decimal & price ) const

inline

Price of the Liquidity Improvement Cross.

Definition at line 93 of file CrossRequest.h.

securityId()

SecurityId securityId ( ) const

inline

Instrument identifier.

Definition at line 75 of file CrossRequest.h.

side()

Side::Enum side ( ) const

inline

Side.

Definition at line 111 of file CrossRequest.h.

transactTime()

UInt64 transactTime ( ) const

inline

Time when request was processed by the matcher (nanoseconds).

Definition at line 99 of file CrossRequest.h.

Friends And Related Symbol Documentation

CrossRequestWrapper

friend class CrossRequestWrapper

friend

Definition at line 117 of file CrossRequest.h.