AddOrderMsg Struct Reference

Public Member Functions
Integer4	instrumentLocate () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	trackingNumber () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	timestamp () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	orderReferenceNumber () const ONIXS_FMXUST_BIMP_NOTHROW
Side::Enum	buySellIndicator () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	orderQuantity () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	instrumentId () const ONIXS_FMXUST_BIMP_NOTHROW
SignedInteger8	price () const ONIXS_FMXUST_BIMP_NOTHROW
Integer1	orderFlags () const ONIXS_FMXUST_BIMP_NOTHROW
bool	visibilityGroup (Integer1 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	position (Integer2 &value) const ONIXS_FMXUST_BIMP_NOTHROW
	AddOrderMsg (const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_FMXUST_BIMP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_FMXUST_BIMP_NOTHROW
ONIXS_FMXUST_BIMP_EXPLICIT	operator bool () const ONIXS_FMXUST_BIMP_NOTHROW
const void *	binary () const ONIXS_FMXUST_BIMP_NOTHROW
MessageSize	binarySize () const ONIXS_FMXUST_BIMP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_FMXUST_BIMP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 58
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize	minMessageSize_ = 55

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 ONIXS_FMXUST_BIMP_NOTHROW
FieldValue	ordinary (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW

Detailed Description

Definition at line 36 of file AddOrder.h.

Constructor & Destructor Documentation

AddOrderMsg()

AddOrderMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 138 of file AddOrder.h.

Member Function Documentation

buySellIndicator()

Side::Enum buySellIndicator ( ) const

inline

Buy/Sell Indicator.

Definition at line 68 of file AddOrder.h.

instrumentId()

Integer8 instrumentId ( ) const

inline

Instrument Identification Number.

Definition at line 82 of file AddOrder.h.

instrumentLocate()

Integer4 instrumentLocate ( ) const

inline

Instrument locate code identifying the instrument.

Definition at line 39 of file AddOrder.h.

orderFlags()

Integer1 orderFlags ( ) const

inline

A bitmap with each bit carrying a specific meaning.

Definition at line 96 of file AddOrder.h.

orderQuantity()

Integer8 orderQuantity ( ) const

inline

Total current nominal quantity of the order.

Definition at line 75 of file AddOrder.h.

orderReferenceNumber()

Integer8 orderReferenceNumber ( ) const

inline

The Fenics USTreasuries generated identifier for this order.

Definition at line 61 of file AddOrder.h.

position()

bool position ( Integer2 & value ) const

inline

A number identifying a position in the order book stack.

Definition at line 114 of file AddOrder.h.

price()

SignedInteger8 price ( ) const

inline

Current price of the order.

Definition at line 89 of file AddOrder.h.

timestamp()

Integer8 timestamp ( ) const

inline

Timestamp for this message. Expressed as the number of nanoseconds since Unix Epoch (00:00:00 UTC on 1 January 1970).

Definition at line 54 of file AddOrder.h.

trackingNumber()

Integer8 trackingNumber ( ) const

inline

Fenics USTreasuries internal tracking/sequence number.

Definition at line 46 of file AddOrder.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 131 of file AddOrder.h.

visibilityGroup()

bool visibilityGroup ( Integer1 & value ) const

inline

A number indicating which visibility group an order is directed to, not applicable to all feeds.

Definition at line 103 of file AddOrder.h.

Member Data Documentation

messageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 58

static

Total message size.

Definition at line 125 of file AddOrder.h.

minMessageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_ = 55

static

Min message size.

Definition at line 128 of file AddOrder.h.