ExecutionReportForward205 Struct Reference

Public Types
enum
typedef SchemaTraits	Schema
typedef ExecutionReportForward205	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	ExecutionReportForward205 ()=default
	ExecutionReportForward205 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	ExecutionReportForward205 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	ExecutionReportForward205 (void *data, EncodedLength length, NoInit)
	ExecutionReportForward205 (const SbeMessage &message)
	ExecutionReportForward205 (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
bool	clOrdId (ClOrdIDOptional &value) const noexcept
ThisType &	setClOrdId (ClOrdIDOptional value) noexcept
ThisType &	setClOrdIdToNull () noexcept
OrderID	secondaryOrderId () const noexcept
ThisType &	setSecondaryOrderId (OrderID value) noexcept
SecurityID	securityId () const noexcept
ThisType &	setSecurityId (SecurityID value) noexcept
bool	account (AccountOptional &value) const noexcept
ThisType &	setAccount (AccountOptional value) noexcept
ThisType &	setAccountToNull () noexcept
Quantity	lastQty () const noexcept
ThisType &	setLastQty (Quantity value) noexcept
Price	lastPx () const noexcept
ThisType &	setLastPx (Price value) noexcept
ExecID	execId () const noexcept
ThisType &	setExecId (ExecID value) noexcept
UTCTimestampNanos	transactTime () const noexcept
ThisType &	setTransactTime (UTCTimestampNanos value) noexcept
Quantity	leavesQty () const noexcept
ThisType &	setLeavesQty (Quantity value) noexcept
Quantity	cumQty () const noexcept
ThisType &	setCumQty (Quantity value) noexcept
TradeID	tradeId () const noexcept
ThisType &	setTradeId (TradeID value) noexcept
Firm	contraBroker () const noexcept
ThisType &	setContraBroker (Firm value) noexcept
OrderID	orderId () const noexcept
ThisType &	setOrderId (OrderID value) noexcept
Boolean::Enum	aggressorIndicator () const noexcept
ThisType &	setAggressorIndicator (Boolean::Enum value) noexcept
bool	settlType (SettlType::Enum &value) const noexcept
ThisType &	setSettlType (SettlType::Enum value) noexcept
ThisType &	setSettlTypeToNull () noexcept
Timestamp	tradeDate () const noexcept
ThisType &	setTradeDate (Timestamp value) noexcept
bool	daysToSettlement (DaysToSettlementOptional &value) const noexcept
ThisType &	setDaysToSettlement (DaysToSettlementOptional value) noexcept
ThisType &	setDaysToSettlementToNull () noexcept
bool	secondaryExecId (ExecIDOptional &value) const noexcept
ThisType &	setSecondaryExecId (ExecIDOptional value) noexcept
ThisType &	setSecondaryExecIdToNull () noexcept
bool	execRefId (ExecIDOptional &value) const noexcept
ThisType &	setExecRefId (ExecIDOptional value) noexcept
ThisType &	setExecRefIdToNull () noexcept
bool	fixedRate (Percentage8Optional &value) const noexcept
ThisType &	setFixedRate (Percentage8Optional value) noexcept
ThisType &	setFixedRateToNull () noexcept
Quantity	orderQty () const noexcept
ThisType &	setOrderQty (Quantity value) noexcept
bool	tradingSessionId (TradingSessionID::Enum &value) const noexcept
ThisType &	setTradingSessionId (TradingSessionID::Enum value) noexcept
ThisType &	setTradingSessionIdToNull () noexcept
bool	tradingSessionSubId (TradingSessionSubID::Enum &value) const noexcept
ThisType &	setTradingSessionSubId (TradingSessionSubID::Enum value) noexcept
ThisType &	setTradingSessionSubIdToNull () noexcept
bool	securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
ThisType &	setSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
ThisType &	setSecurityTradingStatusToNull () noexcept
bool	tradingSubAccount (AccountOptional &value) const noexcept
ThisType &	setTradingSubAccount (AccountOptional value)
ThisType &	setTradingSubAccountToNull ()
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 (MessageSize offset) noexcept
void	setOrdinary (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

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 (MessageSize offset) const noexcept
const Value &	accessOrdinary (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Value	decimal (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 15480 of file Messages.h.

Member Typedef Documentation

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 15485 of file Messages.h.

ThisType

typedef ExecutionReportForward205 ThisType

This type alias.

Definition at line 15488 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	205

Definition at line 15491 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportForward205() [1/6]

ExecutionReportForward205 ( )

default

Initializes a blank instance.

ExecutionReportForward205() [2/6]

ExecutionReportForward205 ( void * data, EncodedLength length, SchemaVersion version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 15497 of file Messages.h.

ExecutionReportForward205() [3/6]

ExecutionReportForward205 ( 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 15512 of file Messages.h.

ExecutionReportForward205() [4/6]

ExecutionReportForward205 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 15526 of file Messages.h.

ExecutionReportForward205() [5/6]

ExecutionReportForward205 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 15537 of file Messages.h.

ExecutionReportForward205() [6/6]

ExecutionReportForward205 ( void * data, EncodedLength length, NoInit , NoCheck  )

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 15548 of file Messages.h.

Member Function Documentation

account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 15729 of file Messages.h.

aggressorIndicator()

Boolean::Enum aggressorIndicator ( ) const

inlinenoexcept

Identify whether the order initiator is an aggressor or not in the trade.

Definition at line 15945 of file Messages.h.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 16368 of file Messages.h.

businessHeader() [1/2]

const OutboundBusinessHeader & businessHeader ( ) const

inlinenoexcept

MessageType.ExecutionReport_Forward.

Common header to all outbound business messages.

Definition at line 15575 of file Messages.h.

businessHeader() [2/2]

OutboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 15584 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 16471 of file Messages.h.

className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns

class name.

Definition at line 16439 of file Messages.h.

clOrdId()

bool clOrdId ( ClOrdIDOptional & value ) const

inlinenoexcept

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

Definition at line 15634 of file Messages.h.

contraBroker()

Firm contraBroker ( ) const

inlinenoexcept

Identifies the contra broker firm.

Definition at line 15904 of file Messages.h.

cumQty()

Quantity cumQty ( ) const

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 15862 of file Messages.h.

daysToSettlement()

bool daysToSettlement ( DaysToSettlementOptional & value ) const

inlinenoexcept

Deadline for completing the forward deal.

For Common, Dollar and Index contracts must be between 16 and 999. And maximum of 90 days for Flexible.

Definition at line 16022 of file Messages.h.

deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 16314 of file Messages.h.

execId()

ExecID execId ( ) const

inlinenoexcept

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

Definition at line 15799 of file Messages.h.

execRefId()

bool execRefId ( ExecIDOptional & value ) const

inlinenoexcept

Optionally sent when reporting a trade bust.

Contains the identifier of the busted trade.

Definition at line 16094 of file Messages.h.

fixedRate()

bool fixedRate ( Percentage8Optional & value ) const

inlinenoexcept

Describes the interest to be paid by the forward buyer and received by the forward seller, in proportion to the agreed days to settlement.

Expressed in decimal form. For example, 1% is expressed and sent as 0.01. One basis point is represented as 0.0001.

Definition at line 16129 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 16448 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 16395 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 16383 of file Messages.h.

lastPx()

Price lastPx ( ) const

inlinenoexcept

Price of last fill.

Definition at line 15778 of file Messages.h.

lastQty()

Quantity lastQty ( ) const

inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 15758 of file Messages.h.

leavesQty()

Quantity leavesQty ( ) const

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 15841 of file Messages.h.

memo()

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 16322 of file Messages.h.

messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

MessageType.ExecutionReport_Forward.

Definition at line 15564 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 16353 of file Messages.h.

orderId()

OrderID orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 15924 of file Messages.h.

orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 16165 of file Messages.h.

ordStatus()

OrdStatus::Enum ordStatus ( ) const

inlinenoexcept

Identifies current status of order.

Definition at line 15613 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 16412 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 16403 of file Messages.h.

secondaryExecId()

bool secondaryExecId ( ExecIDOptional & value ) const

inlinenoexcept

Unique identifier present in all messages associated with a spread transaction.

This value allows linking spread summary fill notice, leg fill notices, and leg trade cancellation execution report messages generated from a spread transaction.

Definition at line 16060 of file Messages.h.

secondaryOrderId()

OrderID secondaryOrderId ( ) const

inlinenoexcept

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

Definition at line 15666 of file Messages.h.

securityExchange()

constexpr StrRef securityExchange ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Market to which the symbol belongs.

Definition at line 15721 of file Messages.h.

securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 15688 of file Messages.h.

securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 15709 of file Messages.h.

securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifier for the instrument status.

Definition at line 16252 of file Messages.h.

setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 15738 of file Messages.h.

setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 15747 of file Messages.h.

setAggressorIndicator()

ThisType & setAggressorIndicator ( Boolean::Enum value )

inlinenoexcept

Identify whether the order initiator is an aggressor or not in the trade.

Definition at line 15955 of file Messages.h.

setClOrdId()

ThisType & setClOrdId ( ClOrdIDOptional value )

inlinenoexcept

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

Definition at line 15644 of file Messages.h.

setClOrdIdToNull()

ThisType & setClOrdIdToNull ( )

inlinenoexcept

Definition at line 15653 of file Messages.h.

setContraBroker()

ThisType & setContraBroker ( Firm value )

inlinenoexcept

Identifies the contra broker firm.

Definition at line 15913 of file Messages.h.

setCumQty()

ThisType & setCumQty ( Quantity value )

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 15871 of file Messages.h.

setDaysToSettlement()

ThisType & setDaysToSettlement ( DaysToSettlementOptional value )

inlinenoexcept

Deadline for completing the forward deal.

For Common, Dollar and Index contracts must be between 16 and 999. And maximum of 90 days for Flexible.

Definition at line 16035 of file Messages.h.

setDaysToSettlementToNull()

ThisType & setDaysToSettlementToNull ( )

inlinenoexcept

Definition at line 16045 of file Messages.h.

setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 16329 of file Messages.h.

setExecId()

ThisType & setExecId ( ExecID value )

inlinenoexcept

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

Definition at line 15809 of file Messages.h.

setExecRefId()

ThisType & setExecRefId ( ExecIDOptional value )

inlinenoexcept

Optionally sent when reporting a trade bust.

Contains the identifier of the busted trade.

Definition at line 16104 of file Messages.h.

setExecRefIdToNull()

ThisType & setExecRefIdToNull ( )

inlinenoexcept

Definition at line 16113 of file Messages.h.

setFixedRate()

ThisType & setFixedRate ( Percentage8Optional value )

inlinenoexcept

Describes the interest to be paid by the forward buyer and received by the forward seller, in proportion to the agreed days to settlement.

Expressed in decimal form. For example, 1% is expressed and sent as 0.01. One basis point is represented as 0.0001.

Definition at line 16144 of file Messages.h.

setFixedRateToNull()

ThisType & setFixedRateToNull ( )

inlinenoexcept

Definition at line 16154 of file Messages.h.

setLastPx()

ThisType & setLastPx ( Price value )

inlinenoexcept

Price of last fill.

Definition at line 15787 of file Messages.h.

setLastQty()

ThisType & setLastQty ( Quantity value )

inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 15767 of file Messages.h.

setLeavesQty()

ThisType & setLeavesQty ( Quantity value )

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 15851 of file Messages.h.

setMemo()

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 16340 of file Messages.h.

setOrderId()

ThisType & setOrderId ( OrderID value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 15933 of file Messages.h.

setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 16174 of file Messages.h.

setOrdStatus()

ThisType & setOrdStatus ( OrdStatus::Enum value )

inlinenoexcept

Identifies current status of order.

Definition at line 15622 of file Messages.h.

setSecondaryExecId()

ThisType & setSecondaryExecId ( ExecIDOptional value )

inlinenoexcept

Unique identifier present in all messages associated with a spread transaction.

This value allows linking spread summary fill notice, leg fill notices, and leg trade cancellation execution report messages generated from a spread transaction.

Definition at line 16073 of file Messages.h.

setSecondaryExecIdToNull()

ThisType & setSecondaryExecIdToNull ( )

inlinenoexcept

Definition at line 16082 of file Messages.h.

setSecondaryOrderId()

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 15677 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 15697 of file Messages.h.

setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifier for the instrument status.

Definition at line 16263 of file Messages.h.

setSecurityTradingStatusToNull()

ThisType & setSecurityTradingStatusToNull ( )

inlinenoexcept

Definition at line 16273 of file Messages.h.

setSettlType()

ThisType & setSettlType ( SettlType::Enum value )

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 15977 of file Messages.h.

setSettlTypeToNull()

ThisType & setSettlTypeToNull ( )

inlinenoexcept

Definition at line 15986 of file Messages.h.

setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 15602 of file Messages.h.

settlType()

bool settlType ( SettlType::Enum & value ) const

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 15967 of file Messages.h.

setTradeDate()

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 16008 of file Messages.h.

setTradeId()

ThisType & setTradeId ( TradeID value )

inlinenoexcept

Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.

Definition at line 15893 of file Messages.h.

setTradingSessionId()

ThisType & setTradingSessionId ( TradingSessionID::Enum value )

inlinenoexcept

Identifier for Trading Session.

Definition at line 16197 of file Messages.h.

setTradingSessionIdToNull()

ThisType & setTradingSessionIdToNull ( )

inlinenoexcept

Definition at line 16207 of file Messages.h.

setTradingSessionSubId()

ThisType & setTradingSessionSubId ( TradingSessionSubID::Enum value )

inlinenoexcept

Identifier for the instrument group phase.

Definition at line 16230 of file Messages.h.

setTradingSessionSubIdToNull()

ThisType & setTradingSessionSubIdToNull ( )

inlinenoexcept

Definition at line 16240 of file Messages.h.

setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 16294 of file Messages.h.

setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 16303 of file Messages.h.

setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 15829 of file Messages.h.

side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 15593 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 16461 of file Messages.h.

toString()

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 1164 of file MessageSerialization.h.

tradeDate()

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 15998 of file Messages.h.

tradeId()

TradeID tradeId ( ) const

inlinenoexcept

Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.

Definition at line 15883 of file Messages.h.

tradingSessionId()

bool tradingSessionId ( TradingSessionID::Enum & value ) const

inlinenoexcept

Identifier for Trading Session.

Definition at line 16186 of file Messages.h.

tradingSessionSubId()

bool tradingSessionSubId ( TradingSessionSubID::Enum & value ) const

inlinenoexcept

Identifier for the instrument group phase.

Definition at line 16219 of file Messages.h.

tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 16284 of file Messages.h.

transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 15820 of file Messages.h.