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

Public Types
enum
typedef SchemaTraits	Schema
typedef ExecutionReportModify201	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	ExecutionReportModify201 ()=default
	ExecutionReportModify201 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	ExecutionReportModify201 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	ExecutionReportModify201 (void *data, EncodedLength length, NoInit)
	ExecutionReportModify201 (const SbeMessage &message)
	ExecutionReportModify201 (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	leavesQty () const noexcept
ThisType &	setLeavesQty (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
Quantity	cumQty () const noexcept
ThisType &	setCumQty (Quantity 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
bool	protectionPrice (PriceOptional &value) const noexcept
ThisType &	setProtectionPrice (PriceOptional value) noexcept
ThisType &	setProtectionPriceToNull () noexcept
Timestamp	tradeDate () const noexcept
ThisType &	setTradeDate (Timestamp value) noexcept
Boolean::Enum	workingIndicator () const noexcept
ThisType &	setWorkingIndicator (Boolean::Enum value) noexcept
bool	multiLegReportingType (MultiLegReportingType::Enum &value) const noexcept
ThisType &	setMultiLegReportingType (MultiLegReportingType::Enum value) noexcept
ThisType &	setMultiLegReportingTypeToNull () 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	mmProtectionReset (Boolean::Enum &value) const noexcept
ThisType &	setMmProtectionReset (Boolean::Enum value) noexcept
ThisType &	setMmProtectionResetToNull () noexcept
bool	execRestatementReason (ExecRestatementReason::Enum &value) const noexcept
ThisType &	setExecRestatementReason (ExecRestatementReason::Enum value)
ThisType &	setExecRestatementReasonToNull ()
bool	strategyId (StrategyIDOptional &value) const noexcept
ThisType &	setStrategyId (StrategyIDOptional value) noexcept
ThisType &	setStrategyIdToNull () 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
void	toString (std::string &dest, bool skipEmptyFields=false)
std::string	toString (bool skipEmptyFields=false) 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 10852 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 10857 of file Messages.h.

◆ ThisType

typedef ExecutionReportModify201 ThisType

This type alias.

Definition at line 10860 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	201

Definition at line 10863 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReportModify201() [1/6]

ExecutionReportModify201 ( )

default

Initializes a blank instance.

◆ ExecutionReportModify201() [2/6]

ExecutionReportModify201	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 10869 of file Messages.h.

◆ ExecutionReportModify201() [3/6]

ExecutionReportModify201	(	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 10884 of file Messages.h.

◆ ExecutionReportModify201() [4/6]

ExecutionReportModify201	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 10898 of file Messages.h.

◆ ExecutionReportModify201() [5/6]

ExecutionReportModify201 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 10909 of file Messages.h.

◆ ExecutionReportModify201() [6/6]

ExecutionReportModify201	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block. Performs no checks.

Definition at line 10920 of file Messages.h.

Member Function Documentation

◆ account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 11114 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 11912 of file Messages.h.

◆ businessHeader() [1/2]

const OutboundBusinessHeader & businessHeader ( ) const

inlinenoexcept

MessageType.ExecutionReport_Modify.

Common header to all outbound business messages.

Definition at line 10947 of file Messages.h.

◆ businessHeader() [2/2]

OutboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 10956 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 12033 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 11995 of file Messages.h.

◆ clOrdId()

ClOrdID clOrdId ( ) const

inlinenoexcept

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

Definition at line 11006 of file Messages.h.

◆ cumQty()

Quantity cumQty ( ) const

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 11185 of file Messages.h.

◆ deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 11856 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 11144 of file Messages.h.

◆ execRestatementReason()

bool execRestatementReason ( ExecRestatementReason::Enum & value ) const

inlinenoexcept

Indicates reason for restatement, if available.

Definition at line 11762 of file Messages.h.

◆ expireDate()

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 11450 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 12004 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 11939 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 11927 of file Messages.h.

◆ investorId()

bool investorId ( InvestorID & value ) const

inlinenoexcept

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

Definition at line 11694 of file Messages.h.

◆ leavesQty()

Quantity leavesQty ( ) const

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 11093 of file Messages.h.

◆ marketSegmentReceivedTime()

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 11208 of file Messages.h.

◆ maxFloor()

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 11601 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 11864 of file Messages.h.

◆ messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

MessageType.ExecutionReport_Modify.

Definition at line 10936 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 11895 of file Messages.h.

◆ minQty()

bool minQty ( QuantityOptional & value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 11571 of file Messages.h.

◆ mmProtectionReset()

bool mmProtectionReset ( Boolean::Enum & value ) const

inlinenoexcept

Resets Market Protections. When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.

Definition at line 11728 of file Messages.h.

◆ multiLegReportingType()

bool multiLegReportingType ( MultiLegReportingType::Enum & value ) const

inlinenoexcept

Used to indicate what an Execution Report represents. Default value is 1 (Single Security).

Definition at line 11376 of file Messages.h.

◆ orderId()

OrderID orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 11242 of file Messages.h.

◆ orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 11489 of file Messages.h.

◆ ordStatus()

OrdStatus::Enum ordStatus ( ) const

inlinenoexcept

Identifies current status of order.

Definition at line 10985 of file Messages.h.

◆ ordTagId()

bool ordTagId ( OrdTagID & value ) const

inlinenoexcept

Identifies the order tag identification.

Definition at line 11664 of file Messages.h.

◆ ordType()

OrdType::Enum ordType ( ) const

inlinenoexcept

Order type.

Definition at line 11409 of file Messages.h.

◆ origClOrdId()

bool origClOrdId ( ClOrdIDOptional & value ) const

inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 11263 of file Messages.h.

◆ price()

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 11510 of file Messages.h.

◆ protectionPrice()

bool protectionPrice ( PriceOptional & value ) const

inlinenoexcept

Conditionally returned on execution reports for Market and Stop Protect orders. This contains the final protection price limit at which any unmatched quantity will rest on the book.

Definition at line 11296 of file Messages.h.

◆ receivedTime()

bool receivedTime ( UTCTimestampNanosOptional & value ) const

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 11632 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 11956 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 11947 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 11029 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 11084 of file Messages.h.

◆ securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 11051 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 11072 of file Messages.h.

◆ setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 11123 of file Messages.h.

◆ setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 11132 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( ClOrdID value )

inlinenoexcept

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

Definition at line 11016 of file Messages.h.

◆ setCumQty()

ThisType & setCumQty ( Quantity value )

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 11194 of file Messages.h.

◆ setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 11871 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 11154 of file Messages.h.

◆ setExecRestatementReason()

ThisType & setExecRestatementReason ( ExecRestatementReason::Enum value )

inline

Indicates reason for restatement, if available.

Definition at line 11774 of file Messages.h.

◆ setExecRestatementReasonToNull()

ThisType & setExecRestatementReasonToNull ( )

inline

Definition at line 11784 of file Messages.h.

◆ setExpireDate()

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 11469 of file Messages.h.

◆ setExpireDateToNull()

ThisType & setExpireDateToNull ( )

inlinenoexcept

Definition at line 11478 of file Messages.h.

◆ setInvestorId()

ThisType & setInvestorId ( InvestorID value )

inlinenoexcept

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

Definition at line 11704 of file Messages.h.

◆ setInvestorIdToNull()

ThisType & setInvestorIdToNull ( )

inlinenoexcept

Definition at line 11713 of file Messages.h.

◆ setLeavesQty()

ThisType & setLeavesQty ( Quantity value )

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 11103 of file Messages.h.

◆ setMarketSegmentReceivedTime()

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 11221 of file Messages.h.

◆ setMarketSegmentReceivedTimeToNull()

ThisType & setMarketSegmentReceivedTimeToNull ( )

inlinenoexcept

Definition at line 11231 of file Messages.h.

◆ setMaxFloor()

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 11611 of file Messages.h.

◆ setMaxFloorToNull()

ThisType & setMaxFloorToNull ( )

inlinenoexcept

Definition at line 11620 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 11882 of file Messages.h.

◆ setMinQty()

ThisType & setMinQty ( QuantityOptional value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 11580 of file Messages.h.

◆ setMinQtyToNull()

ThisType & setMinQtyToNull ( )

inlinenoexcept

Definition at line 11589 of file Messages.h.

◆ setMmProtectionReset()

ThisType & setMmProtectionReset ( Boolean::Enum value )

inlinenoexcept

Resets Market Protections. When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.

Definition at line 11741 of file Messages.h.

◆ setMmProtectionResetToNull()

ThisType & setMmProtectionResetToNull ( )

inlinenoexcept

Definition at line 11750 of file Messages.h.

◆ setMultiLegReportingType()

ThisType & setMultiLegReportingType ( MultiLegReportingType::Enum value )

inlinenoexcept

Used to indicate what an Execution Report represents. Default value is 1 (Single Security).

Definition at line 11388 of file Messages.h.

◆ setMultiLegReportingTypeToNull()

ThisType & setMultiLegReportingTypeToNull ( )

inlinenoexcept

Definition at line 11398 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( OrderID value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 11251 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 11498 of file Messages.h.

◆ setOrdStatus()

ThisType & setOrdStatus ( OrdStatus::Enum value )

inlinenoexcept

Identifies current status of order.

Definition at line 10994 of file Messages.h.

◆ setOrdTagId()

ThisType & setOrdTagId ( OrdTagID value )

inlinenoexcept

Identifies the order tag identification.

Definition at line 11673 of file Messages.h.

◆ setOrdTagIdToNull()

ThisType & setOrdTagIdToNull ( )

inlinenoexcept

Definition at line 11682 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( OrdType::Enum value )

inlinenoexcept

Order type.

Definition at line 11418 of file Messages.h.

◆ setOrigClOrdId()

ThisType & setOrigClOrdId ( ClOrdIDOptional value )

inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 11273 of file Messages.h.

◆ setOrigClOrdIdToNull()

ThisType & setOrigClOrdIdToNull ( )

inlinenoexcept

Definition at line 11282 of file Messages.h.

◆ setPrice()

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 11520 of file Messages.h.

◆ setPriceToNull()

ThisType & setPriceToNull ( )

inlinenoexcept

Definition at line 11529 of file Messages.h.

◆ setProtectionPrice()

ThisType & setProtectionPrice ( PriceOptional value )

inlinenoexcept

Conditionally returned on execution reports for Market and Stop Protect orders. This contains the final protection price limit at which any unmatched quantity will rest on the book.

Definition at line 11308 of file Messages.h.

◆ setProtectionPriceToNull()

ThisType & setProtectionPriceToNull ( )

inlinenoexcept

Definition at line 11317 of file Messages.h.

◆ setReceivedTime()

ThisType & setReceivedTime ( UTCTimestampNanosOptional value )

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 11643 of file Messages.h.

◆ setReceivedTimeToNull()

ThisType & setReceivedTimeToNull ( )

inlinenoexcept

Definition at line 11653 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 11040 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 11060 of file Messages.h.

◆ setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 10974 of file Messages.h.

◆ setStopPx()

ThisType & setStopPx ( PriceOptional value )

inlinenoexcept

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

Definition at line 11551 of file Messages.h.

◆ setStopPxToNull()

ThisType & setStopPxToNull ( )

inlinenoexcept

Definition at line 11560 of file Messages.h.

◆ setStrategyId()

ThisType & setStrategyId ( StrategyIDOptional value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 11806 of file Messages.h.

◆ setStrategyIdToNull()

ThisType & setStrategyIdToNull ( )

inlinenoexcept

Definition at line 11815 of file Messages.h.

◆ setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 11438 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 11339 of file Messages.h.

◆ setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 11836 of file Messages.h.

◆ setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 11845 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 11174 of file Messages.h.

◆ setWorkingIndicator()

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 11363 of file Messages.h.

◆ side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 10965 of file Messages.h.

◆ stopPx()

bool stopPx ( PriceOptional & value ) const

inlinenoexcept

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

Definition at line 11541 of file Messages.h.

◆ strategyId()

bool strategyId ( StrategyIDOptional & value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 11796 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 12023 of file Messages.h.

◆ timeInForce()

TimeInForce::Enum timeInForce ( ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 11429 of file Messages.h.

◆ toString() [1/2]

std::string toString ( bool skipEmptyFields = false ) const

inline

Returns: a human-readable presentation.

Definition at line 1309 of file MessageSerialization.h.

◆ toString() [2/2]

void toString	(	std::string &	dest,
		bool	skipEmptyFields = false )

inline

Writes a human-readable presentation into the destination string.

Definition at line 1302 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 11329 of file Messages.h.

◆ tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 11826 of file Messages.h.

◆ transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 11165 of file Messages.h.

◆ workingIndicator()

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 11352 of file Messages.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ ExecutionReportModify201() [1/6]

◆ ExecutionReportModify201() [2/6]

◆ ExecutionReportModify201() [3/6]

◆ ExecutionReportModify201() [4/6]

◆ ExecutionReportModify201() [5/6]

◆ ExecutionReportModify201() [6/6]

Member Function Documentation

◆ account()

◆ blockLength()

◆ businessHeader() [1/2]

◆ businessHeader() [2/2]

◆ calculateBinarySize()

◆ className()

◆ clOrdId()

◆ cumQty()

◆ deskId()

◆ execId()

◆ execRestatementReason()

◆ expireDate()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ investorId()

◆ leavesQty()

◆ marketSegmentReceivedTime()

◆ maxFloor()

◆ memo()

◆ messageType()

◆ minimalBlockLength()

◆ minQty()

◆ mmProtectionReset()

◆ multiLegReportingType()

◆ orderId()

◆ orderQty()

◆ ordStatus()

◆ ordTagId()

◆ ordType()

◆ origClOrdId()

◆ price()

◆ protectionPrice()

◆ receivedTime()

◆ reset()

◆ resetVariableFields()

◆ secondaryOrderId()

◆ securityExchange()

◆ securityId()

◆ securityIdSource()

◆ setAccount()

◆ setAccountToNull()

◆ setClOrdId()

◆ setCumQty()

◆ setDeskId()

◆ setExecId()

◆ setExecRestatementReason()

◆ setExecRestatementReasonToNull()

◆ setExpireDate()

◆ setExpireDateToNull()

◆ setInvestorId()

◆ setInvestorIdToNull()

◆ setLeavesQty()

◆ setMarketSegmentReceivedTime()

◆ setMarketSegmentReceivedTimeToNull()

◆ setMaxFloor()

◆ setMaxFloorToNull()

◆ setMemo()

◆ setMinQty()

◆ setMinQtyToNull()

◆ setMmProtectionReset()

◆ setMmProtectionResetToNull()