ExecutionReportWithIsin.h

Go to the documentation of this file.

/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/

#pragma once

#include <vector>

#include <OnixS/Tradeweb/MarketData/Apa/ABI.h>
#include <OnixS/Tradeweb/MarketData/Apa/Defines.h>
#include <OnixS/Tradeweb/MarketData/Apa/Decimal.h>
#include <OnixS/Tradeweb/MarketData/Apa/Enumerations.h>
#include <OnixS/Tradeweb/MarketData/Apa/BinaryMessage.h>


namespace OnixS {
namespace Tradeweb {
namespace MarketData {
namespace Apa {

    /// An execution report with ISIN is sent when an execution is made public and the execution was reported with an ISIN.
    struct ExecutionReportWithIsinMsg : public BinaryMessage
    {
        /// Date and time when the transaction was executed.
        Integer8 tradingDate() const
        {
            return ordinary<Integer8>(24);
        }

        /// Code used to identify the financial instrument.
        StrRef instrumentId() const
        {
            return fixedStr<12>(32);
        }

        /// Number of transactions represented by this report.
        Integer8 transactionCount() const
        {
            return ordinary<Integer8>(44);
        }

        /// Price represented as described in the PrcFormat field.
        bool price(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(52), 20, value);
        }

        /// Format of the subsequent price field.
        StrRef prcNotation() const
        {
            return fixedStr<4>(72);
        }

        /// Currency in which the price is expressed.
        StrRef prcCurrency() const
        {
            return fixedStr<3>(76);
        }

        /// Identification of the venue where the transaction was executed.
        StrRef executionVenue() const
        {
            return fixedStr<4>(79);
        }

        /// Indication of the measurement units in which the quantity in measurement unit is expressed.
        StrRef qtyNotation() const
        {
            return fixedStr<25>(83);
        }

        /// The equivalent amount of commodity traded expressed in measurement unit.
        bool qtyInMeasurementUnit(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(108), 20, value);
        }

        /// The number of units of the financial instrument, or the number of derivative contracts in the transaction.
        bool qty(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(128), 20, value);
        }

        /// Nominal amount or notional amount.
        bool notionalAmount(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(148), 20, value);
        }

        /// Currency in which the notional is denominated.
        StrRef notionalCurrency() const
        {
            return fixedStr<3>(168);
        }

        /// For emission allowances and emission allowance derivatives only.
        StrRef type() const
        {
            return fixedStr<4>(171);
        }

        /// Date and time when the transaction was published by a trading venue or APA.
        Integer8 publicationDateTime() const
        {
            return ordinary<Integer8>(175);
        }

        /// Code assigned by trading venues.
        StrRef transactionIdentificationCode() const
        {
            return fixedStr<52>(183);
        }

        /// For derivatives. Code to identify whether the transaction will be cleared.
        TransactionToBeCleared::Enum transactionToBeCleared() const
        {
            return enumeration<TransactionToBeCleared>(235);
        }

        /// 
        Integer4 flags() const
        {
            return ordinary<Integer4>(236);
        }

        /// 
        Integer2 supplimentaryDeferralFlags() const
        {
            return ordinary<Integer2>(240);
        }

        /// 
        PublicationType::Enum publicationType() const
        {
            return enumeration<PublicationType>(242);
        }

        /// Code assigned by trading venues.
        StrRef originalTransactionIdentificationCode() const
        {
            return fixedStr<52>(243);
        }

        /// Initializes instance over given memory block.
        ExecutionReportWithIsinMsg(const void* data, MessageSize size)
            : BinaryMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_TRADEWEB_APA_API void toStr(std::string&, const ExecutionReportWithIsinMsg&);

    /// Serializes object into string.
    inline std::string toStr(const ExecutionReportWithIsinMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}