OnixS C++ B3 BOE Binary Order Entry  1.2.0
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
ExecutionReportCancel202 Struct Reference

#include <OnixS/B3/BOE/messaging/Messages.h>

Public Types

enum  { TemplateId = 202 }
 
typedef SchemaTraits Schema
 
typedef ExecutionReportCancel202 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 ExecutionReportCancel202 ()=default
 
 ExecutionReportCancel202 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 ExecutionReportCancel202 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 ExecutionReportCancel202 (void *data, EncodedLength length, NoInit)
 
 ExecutionReportCancel202 (const SbeMessage &message)
 
 ExecutionReportCancel202 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
 
const OutboundBusinessHeader & businessHeader () const noexcept
 
OutboundBusinessHeader & businessHeader () noexcept
 
Side::Enum side () const noexcept
 
ThisType & setSide (Side::Enum value) noexcept
 
OrdStatus::Enum ordStatus () const noexcept
 
ThisType & setOrdStatus (OrdStatus::Enum value) noexcept
 
ClOrdID clOrdId () const noexcept
 
ThisType & setClOrdId (ClOrdID value) noexcept
 
OrderID secondaryOrderId () const noexcept
 
ThisType & setSecondaryOrderId (OrderID value) noexcept
 
SecurityID securityId () const noexcept
 
ThisType & setSecurityId (SecurityID value) noexcept
 
Quantity cumQty () const noexcept
 
ThisType & setCumQty (Quantity value) noexcept
 
bool account (AccountOptional &value) const noexcept
 
ThisType & setAccount (AccountOptional value) noexcept
 
ThisType & setAccountToNull () noexcept
 
ExecID execId () const noexcept
 
ThisType & setExecId (ExecID value) noexcept
 
UTCTimestampNanos transactTime () const noexcept
 
ThisType & setTransactTime (UTCTimestampNanos value) noexcept
 
bool marketSegmentReceivedTime (UTCTimestampNanosOptional &value) const noexcept
 
ThisType & setMarketSegmentReceivedTime (UTCTimestampNanosOptional value) noexcept
 
ThisType & setMarketSegmentReceivedTimeToNull () noexcept
 
OrderID orderId () const noexcept
 
ThisType & setOrderId (OrderID value) noexcept
 
bool origClOrdId (ClOrdIDOptional &value) const noexcept
 
ThisType & setOrigClOrdId (ClOrdIDOptional value) noexcept
 
ThisType & setOrigClOrdIdToNull () noexcept
 
Timestamp tradeDate () const noexcept
 
ThisType & setTradeDate (Timestamp value) noexcept
 
Boolean::Enum workingIndicator () const noexcept
 
ThisType & setWorkingIndicator (Boolean::Enum value) noexcept
 
bool execRestatementReason (ExecRestatementReason::Enum &value) const noexcept
 
ThisType & setExecRestatementReason (ExecRestatementReason::Enum value) noexcept
 
ThisType & setExecRestatementReasonToNull () noexcept
 
bool massActionReportId (MassActionReportIDOptional &value) const noexcept
 
ThisType & setMassActionReportId (MassActionReportIDOptional value) noexcept
 
ThisType & setMassActionReportIdToNull () noexcept
 
OrdType::Enum ordType () const noexcept
 
ThisType & setOrdType (OrdType::Enum value) noexcept
 
TimeInForce::Enum timeInForce () const noexcept
 
ThisType & setTimeInForce (TimeInForce::Enum value) noexcept
 
bool expireDate (Timestamp &value) const noexcept
 
ThisType & setExpireDate (Timestamp value) noexcept
 
ThisType & setExpireDateToNull () noexcept
 
Quantity orderQty () const noexcept
 
ThisType & setOrderQty (Quantity value) noexcept
 
bool price (PriceOptional &value) const noexcept
 
ThisType & setPrice (PriceOptional value) noexcept
 
ThisType & setPriceToNull () noexcept
 
bool stopPx (PriceOptional &value) const noexcept
 
ThisType & setStopPx (PriceOptional value) noexcept
 
ThisType & setStopPxToNull () noexcept
 
bool minQty (QuantityOptional &value) const noexcept
 
ThisType & setMinQty (QuantityOptional value) noexcept
 
ThisType & setMinQtyToNull () noexcept
 
bool maxFloor (QuantityOptional &value) const noexcept
 
ThisType & setMaxFloor (QuantityOptional value) noexcept
 
ThisType & setMaxFloorToNull () noexcept
 
bool receivedTime (UTCTimestampNanosOptional &value) const noexcept
 
ThisType & setReceivedTime (UTCTimestampNanosOptional value) noexcept
 
ThisType & setReceivedTimeToNull () noexcept
 
bool ordTagId (OrdTagID &value) const noexcept
 
ThisType & setOrdTagId (OrdTagID value) noexcept
 
ThisType & setOrdTagIdToNull () noexcept
 
bool investorId (InvestorID &value) const noexcept
 
ThisType & setInvestorId (InvestorID value) noexcept
 
ThisType & setInvestorIdToNull () noexcept
 
bool strategyId (StrategyIDOptional &value) const noexcept
 
ThisType & setStrategyId (StrategyIDOptional value) noexcept
 
ThisType & setStrategyIdToNull () noexcept
 
bool actionRequestedFromSessionId (SessionIDOptional &value) const noexcept
 
ThisType & setActionRequestedFromSessionId (SessionIDOptional value) noexcept
 
ThisType & setActionRequestedFromSessionIdToNull () noexcept
 
StrRef deskId () const noexcept
 
StrRef memo () const noexcept
 
ThisType & setDeskId (StrRef value)
 
ThisType & setMemo (StrRef value)
 
ThisType & resetVariableFields () noexcept
 
ThisType & reset () noexcept
 
std::string toString () const
 
const void * tail () const noexcept
 
EncodedLength calculateBinarySize () const noexcept
 
- Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 
 SbeMessage (void *data, MessageSize size)
 
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
 
void clear () noexcept
 
bool valid () const noexcept
 
MessageTemplateId templateId () const noexcept
 
SchemaVersion version () const noexcept
 
SchemaId schemaId () const noexcept
 
const void * binary () const noexcept
 
void * binary () noexcept
 
const void * blockEnd () noexcept
 
const void * blockEnd () const noexcept
 
MessageSize bufferSize () const noexcept
 
void * body () noexcept
 
BlockLength blockLength () const noexcept
 
const void * block () const noexcept
 
void * block () noexcept
 
- Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage & container () noexcept
 
void zeroPaddingBytes (MessageSizeoffset) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSizeoffset, StrRef value) noexcept
 
void setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr MessageType::Enum messageType () noexcept
 
static constexpr SecurityIDSource::Enum securityIdSource () noexcept
 
static constexpr StrRef securityExchange () noexcept
 
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
 
static constexpr UInt64 getMaxMessageSize (UInt8) noexcept
 
static constexpr const Char * className ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize > GroupList
 
typedef SbeVariableLengthFieldList< MessageSize > VariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessage & version (SchemaVersion version) noexcept
 
GroupList groups () noexcept
 
GroupList groups () const noexcept
 
template<typename Group >
void initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
 
template<typename Group >
void setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
 
template<typename Group >
void constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
 
template<typename DATA >
void setVarDataField (DATA &data, StrRef value, const void *oldMessageTail)
 
VariableLengthFieldList variableLengthFields () noexcept
 
VariableLengthFieldList variableLengthFields () const noexcept
 
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
 
MessageSize calculateBinarySize (const void *tail) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, Owner &owner)
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, const Owner &owner) const noexcept
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, Owner &owner) noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
 
- Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields ()=default
 
 ~SbeFields ()=default
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 
 ~BinaryBlock ()=default
 
Value ordinary (MessageSizeoffset) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
const Value & accessOrdinary (MessageSizeoffset) const noexcept
 
Value & accessOrdinary (MessageSizeoffset) noexcept
 
Enumeration::Enum enumeration (MessageSizeoffset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSizeoffset) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 11657 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 11662 of file Messages.h.

typedef ExecutionReportCancel202 ThisType

This type alias.

Definition at line 11665 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 11668 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportCancel202 ( )
default

Initializes a blank instance.

ExecutionReportCancel202 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 11674 of file Messages.h.

ExecutionReportCancel202 ( void *  data,
EncodedLength  length,
NoFieldsInit  ,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 11689 of file Messages.h.

ExecutionReportCancel202 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 11703 of file Messages.h.

ExecutionReportCancel202 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 11714 of file Messages.h.

ExecutionReportCancel202 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 11725 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional &  value) const
inlinenoexcept

Account mnemonic of the order.

Definition at line 11917 of file Messages.h.

bool actionRequestedFromSessionId ( SessionIDOptional &  value) const
inlinenoexcept

Indicates the SessionID that requested the Cancel on behalf.

Definition at line 12543 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 12628 of file Messages.h.

const OutboundBusinessHeader& businessHeader ( ) const
inlinenoexcept

MessageType.ExecutionReport_Cancel.

Common header to all outbound business messages.

Definition at line 11752 of file Messages.h.

OutboundBusinessHeader& businessHeader ( )
inlinenoexcept

Common header to all outbound business messages.

Definition at line 11761 of file Messages.h.

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 12731 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 12699 of file Messages.h.

ClOrdID clOrdId ( ) const
inlinenoexcept

Unique identifier of the order as assigned by the market participant.

Definition at line 11811 of file Messages.h.

Quantity cumQty ( ) const
inlinenoexcept

Total number of shares or contracts filled.

Definition at line 11897 of file Messages.h.

StrRef deskId ( ) const
inlinenoexcept

Identifies the trading desk.

Definition at line 12573 of file Messages.h.

ExecID execId ( ) const
inlinenoexcept

Unique identifier of execution message as assigned by the exchange – unique per instrument.

Definition at line 11947 of file Messages.h.

bool execRestatementReason ( ExecRestatementReason::Enum &  value) const
inlinenoexcept

Indicates reason of cancelation, if available.

Definition at line 12129 of file Messages.h.

bool expireDate ( Timestamp &  value) const
inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Definition at line 12237 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 12708 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 12655 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

Minimal variable fields size (when variable-length fields are empty).

Definition at line 12643 of file Messages.h.

bool investorId ( InvestorID &  value) const
inlinenoexcept

Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.

Definition at line 12481 of file Messages.h.

bool marketSegmentReceivedTime ( UTCTimestampNanosOptional &  value) const
inlinenoexcept

Time of receipt of related inbound message in the market segment path.

For aggressor STOP orders, it indicates the moment when the order is triggered.

Definition at line 11997 of file Messages.h.

bool massActionReportId ( MassActionReportIDOptional &  value) const
inlinenoexcept

Unique ID of Order Mass Action Report as assigned by the matching engine.

Definition at line 12163 of file Messages.h.

bool maxFloor ( QuantityOptional &  value) const
inlinenoexcept

Maximum number of shares or contracts within an order to be shown on the match engine at any given time.

Definition at line 12388 of file Messages.h.

StrRef memo ( ) const
inlinenoexcept

Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.

Definition at line 12581 of file Messages.h.

static constexpr MessageType::Enum messageType ( )
inlinestaticnoexcept

MessageType.ExecutionReport_Cancel.

Definition at line 11741 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 12614 of file Messages.h.

bool minQty ( QuantityOptional &  value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 12358 of file Messages.h.

OrderID orderId ( ) const
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 12031 of file Messages.h.

Quantity orderQty ( ) const
inlinenoexcept

Quantity ordered.

Definition at line 12276 of file Messages.h.

OrdStatus::Enum ordStatus ( ) const
inlinenoexcept

Identifies current status of order.

Definition at line 11790 of file Messages.h.

bool ordTagId ( OrdTagID &  value) const
inlinenoexcept

Identifies the order tag identification.

Definition at line 12451 of file Messages.h.

OrdType::Enum ordType ( ) const
inlinenoexcept

Order type.

Definition at line 12196 of file Messages.h.

bool origClOrdId ( ClOrdIDOptional &  value) const
inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 12052 of file Messages.h.

bool price ( PriceOptional &  value) const
inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 12297 of file Messages.h.

bool receivedTime ( UTCTimestampNanosOptional &  value) const
inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 12419 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 12672 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 12663 of file Messages.h.

OrderID secondaryOrderId ( ) const
inlinenoexcept

Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.

Definition at line 11834 of file Messages.h.

static constexpr StrRef securityExchange ( )
inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Market to which the symbol belongs.

Definition at line 11889 of file Messages.h.

SecurityID securityId ( ) const
inlinenoexcept

Security identification as defined by exchange.

Definition at line 11856 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )
inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 11877 of file Messages.h.

ThisType& setAccount ( AccountOptional  value)
inlinenoexcept

Account mnemonic of the order.

Definition at line 11926 of file Messages.h.

ThisType& setAccountToNull ( )
inlinenoexcept

Definition at line 11935 of file Messages.h.

ThisType& setActionRequestedFromSessionId ( SessionIDOptional  value)
inlinenoexcept

Indicates the SessionID that requested the Cancel on behalf.

Definition at line 12553 of file Messages.h.

ThisType& setActionRequestedFromSessionIdToNull ( )
inlinenoexcept

Definition at line 12562 of file Messages.h.

ThisType& setClOrdId ( ClOrdID  value)
inlinenoexcept

Unique identifier of the order as assigned by the market participant.

Definition at line 11821 of file Messages.h.

ThisType& setCumQty ( Quantity  value)
inlinenoexcept

Total number of shares or contracts filled.

Definition at line 11906 of file Messages.h.

ThisType& setDeskId ( StrRef  value)
inline

Identifies the trading desk.

Definition at line 12588 of file Messages.h.

ThisType& setExecId ( ExecID  value)
inlinenoexcept

Unique identifier of execution message as assigned by the exchange – unique per instrument.

Definition at line 11957 of file Messages.h.

ThisType& setExecRestatementReason ( ExecRestatementReason::Enum  value)
inlinenoexcept

Indicates reason of cancelation, if available.

Definition at line 12140 of file Messages.h.

ThisType& setExecRestatementReasonToNull ( )
inlinenoexcept

Definition at line 12150 of file Messages.h.

ThisType& setExpireDate ( Timestamp  value)
inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Definition at line 12256 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 12265 of file Messages.h.

ThisType& setInvestorId ( InvestorID  value)
inlinenoexcept

Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.

Definition at line 12491 of file Messages.h.

ThisType& setInvestorIdToNull ( )
inlinenoexcept

Definition at line 12500 of file Messages.h.

ThisType& setMarketSegmentReceivedTime ( UTCTimestampNanosOptional  value)
inlinenoexcept

Time of receipt of related inbound message in the market segment path.

For aggressor STOP orders, it indicates the moment when the order is triggered.

Definition at line 12010 of file Messages.h.

ThisType& setMarketSegmentReceivedTimeToNull ( )
inlinenoexcept

Definition at line 12020 of file Messages.h.

ThisType& setMassActionReportId ( MassActionReportIDOptional  value)
inlinenoexcept

Unique ID of Order Mass Action Report as assigned by the matching engine.

Definition at line 12175 of file Messages.h.

ThisType& setMassActionReportIdToNull ( )
inlinenoexcept

Definition at line 12185 of file Messages.h.

ThisType& setMaxFloor ( QuantityOptional  value)
inlinenoexcept

Maximum number of shares or contracts within an order to be shown on the match engine at any given time.

Definition at line 12398 of file Messages.h.

ThisType& setMaxFloorToNull ( )
inlinenoexcept

Definition at line 12407 of file Messages.h.

ThisType& setMemo ( StrRef  value)
inline

Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.

Definition at line 12599 of file Messages.h.

ThisType& setMinQty ( QuantityOptional  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 12367 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 12376 of file Messages.h.

ThisType& setOrderId ( OrderID  value)
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 12040 of file Messages.h.

ThisType& setOrderQty ( Quantity  value)
inlinenoexcept

Quantity ordered.

Definition at line 12285 of file Messages.h.

ThisType& setOrdStatus ( OrdStatus::Enum  value)
inlinenoexcept

Identifies current status of order.

Definition at line 11799 of file Messages.h.

ThisType& setOrdTagId ( OrdTagID  value)
inlinenoexcept

Identifies the order tag identification.

Definition at line 12460 of file Messages.h.

ThisType& setOrdTagIdToNull ( )
inlinenoexcept

Definition at line 12469 of file Messages.h.

ThisType& setOrdType ( OrdType::Enum  value)
inlinenoexcept

Order type.

Definition at line 12205 of file Messages.h.

ThisType& setOrigClOrdId ( ClOrdIDOptional  value)
inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 12062 of file Messages.h.

ThisType& setOrigClOrdIdToNull ( )
inlinenoexcept

Definition at line 12071 of file Messages.h.

ThisType& setPrice ( PriceOptional  value)
inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 12307 of file Messages.h.

ThisType& setPriceToNull ( )
inlinenoexcept

Definition at line 12316 of file Messages.h.

ThisType& setReceivedTime ( UTCTimestampNanosOptional  value)
inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 12430 of file Messages.h.

ThisType& setReceivedTimeToNull ( )
inlinenoexcept

Definition at line 12440 of file Messages.h.

ThisType& setSecondaryOrderId ( OrderID  value)
inlinenoexcept

Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.

Definition at line 11845 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value)
inlinenoexcept

Security identification as defined by exchange.

Definition at line 11865 of file Messages.h.

ThisType& setSide ( Side::Enum  value)
inlinenoexcept

Side of order.

Definition at line 11779 of file Messages.h.

ThisType& setStopPx ( PriceOptional  value)
inlinenoexcept

The stop price of a stop limit order (Conditionally required if OrdType = 4).

Definition at line 12338 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 12347 of file Messages.h.

ThisType& setStrategyId ( StrategyIDOptional  value)
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 12522 of file Messages.h.

ThisType& setStrategyIdToNull ( )
inlinenoexcept

Definition at line 12531 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 12225 of file Messages.h.

ThisType& setTradeDate ( Timestamp  value)
inlinenoexcept

Indicates date of trading day (expressed in local time at place of trade).

Sent in number of days since Unix epoch.

Definition at line 12093 of file Messages.h.

ThisType& setTransactTime ( UTCTimestampNanos  value)
inlinenoexcept

Time of execution/order creation; expressed in UTC.

Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.

Definition at line 11983 of file Messages.h.

ThisType& setWorkingIndicator ( Boolean::Enum  value)
inlinenoexcept

Indicates if an order has been triggered and is available for trading.

Used with Stop (Limit, with protection) orders and the At the Close validity.

Definition at line 12117 of file Messages.h.

Side::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 11770 of file Messages.h.

bool stopPx ( PriceOptional &  value) const
inlinenoexcept

The stop price of a stop limit order (Conditionally required if OrdType = 4).

Definition at line 12328 of file Messages.h.

bool strategyId ( StrategyIDOptional &  value) const
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 12512 of file Messages.h.

const void* tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 12721 of file Messages.h.

TimeInForce::Enum timeInForce ( ) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 12216 of file Messages.h.

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 1023 of file MessageSerialization.h.

Timestamp tradeDate ( ) const
inlinenoexcept

Indicates date of trading day (expressed in local time at place of trade).

Sent in number of days since Unix epoch.

Definition at line 12083 of file Messages.h.

UTCTimestampNanos transactTime ( ) const
inlinenoexcept

Time of execution/order creation; expressed in UTC.

Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.

Definition at line 11971 of file Messages.h.

Boolean::Enum workingIndicator ( ) const
inlinenoexcept

Indicates if an order has been triggered and is available for trading.

Used with Stop (Limit, with protection) orders and the At the Close validity.

Definition at line 12106 of file Messages.h.

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