ModifyOrderMsg Struct Reference

#include <OnixS/EuroTLX/MarketData/GTP/Messages/ModifyOrder.h>

Public Member Functions
UDT	timestamp () const ONIXS_EUROTLX_GTP_NOTHROW
UInt64	orderID () const ONIXS_EUROTLX_GTP_NOTHROW
UInt64	instrument () const ONIXS_EUROTLX_GTP_NOTHROW
Side::Enum	side () const ONIXS_EUROTLX_GTP_NOTHROW
BitField	flags () const ONIXS_EUROTLX_GTP_NOTHROW
OrderBookType::Enum	orderBookType () const ONIXS_EUROTLX_GTP_NOTHROW
Size	newQuantity () const ONIXS_EUROTLX_GTP_NOTHROW
Price	newPrice () const ONIXS_EUROTLX_GTP_NOTHROW
Price	newYield () const ONIXS_EUROTLX_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW
Price	previousPrice () const ONIXS_EUROTLX_GTP_NOTHROW
Size	previousQuantity () const ONIXS_EUROTLX_GTP_NOTHROW
Price	previousYield () const ONIXS_EUROTLX_GTP_NOTHROW
	ModifyOrderMsg (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_EUROTLX_GTP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW
ONIXS_EUROTLX_GTP_EXPLICIT	operator bool () const ONIXS_EUROTLX_GTP_NOTHROW
const void *	binary () const ONIXS_EUROTLX_GTP_NOTHROW
MessageSize	binarySize () const ONIXS_EUROTLX_GTP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 80

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue	ordinary (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW

Detailed Description

Definition at line 36 of file ModifyOrder.h.

Constructor & Destructor Documentation

ModifyOrderMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 140 of file ModifyOrder.h.

Member Function Documentation

BitField flags ( ) const

inline

Definition at line 67 of file ModifyOrder.h.

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 53 of file ModifyOrder.h.

Price newPrice ( ) const

inline

New price of the order.

Definition at line 88 of file ModifyOrder.h.

Size newQuantity ( ) const

inline

New displayed quantity of the order.

Definition at line 81 of file ModifyOrder.h.

Price newYield ( ) const

inline

New Yield, if the instrument trades in yield.

Definition at line 95 of file ModifyOrder.h.

OrderBookType::Enum orderBookType ( ) const

inline

Definition at line 74 of file ModifyOrder.h.

UInt64 orderID ( ) const

inline

Unique identifier of the order.

Definition at line 46 of file ModifyOrder.h.

Price previousPrice ( ) const

inline

Previous price of the order.

Definition at line 109 of file ModifyOrder.h.

Size previousQuantity ( ) const

inline

Previous displayed quantity of the order.

Definition at line 116 of file ModifyOrder.h.

Price previousYield ( ) const

inline

Previous Yield (if traded in yield) of the order.

Definition at line 123 of file ModifyOrder.h.

Side::Enum side ( ) const

inline

Definition at line 60 of file ModifyOrder.h.

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 102 of file ModifyOrder.h.

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file ModifyOrder.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 133 of file ModifyOrder.h.

Member Data Documentation

ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 80

static

Total message size.

Definition at line 130 of file ModifyOrder.h.

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The documentation for this struct was generated from the following file:

• include/OnixS/EuroTLX/MarketData/GTP/Messages/ModifyOrder.h