ExecutionReportModify201 Struct Reference

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

Public Types
enum	{ TemplateId = 201 }
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	strategyId (StrategyIDOptional &value) const noexcept
ThisType &	setStrategyId (StrategyIDOptional value) noexcept
ThisType &	setStrategyIdToNull () 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 10465 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 10470 of file Messages.h.

typedef ExecutionReportModify201 ThisType

This type alias.

Definition at line 10473 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 10476 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportModify201 ( )

default

Initializes a blank instance.

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

inline

Initializes an instance over the given memory block.

Definition at line 10482 of file Messages.h.

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 10497 of file Messages.h.

ExecutionReportModify201 ( void *  data, EncodedLength  length, NoInit    )

inline

Creates an instance over the given memory block.

Definition at line 10511 of file Messages.h.

ExecutionReportModify201 ( const SbeMessage &  message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 10522 of file Messages.h.

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 10533 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional &  value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 10727 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 11466 of file Messages.h.

const OutboundBusinessHeader& businessHeader ( ) const

inlinenoexcept

MessageType.ExecutionReport_Modify.

Common header to all outbound business messages.

Definition at line 10560 of file Messages.h.

OutboundBusinessHeader& businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 10569 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 11569 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns

class name.

Definition at line 11537 of file Messages.h.

ClOrdID clOrdId ( ) const

inlinenoexcept

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

Definition at line 10619 of file Messages.h.

Quantity cumQty ( ) const

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 10804 of file Messages.h.

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 11411 of file Messages.h.

ExecID execId ( ) const

inlinenoexcept

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

Definition at line 10757 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 11069 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 11546 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )

inlinestaticnoexcept

Maximal message size.

Definition at line 11493 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version )

inlinestatic

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

Definition at line 11481 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 11313 of file Messages.h.

Quantity leavesQty ( ) const

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 10706 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 10827 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 11220 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 11419 of file Messages.h.

static constexpr MessageType::Enum messageType ( )

inlinestaticnoexcept

MessageType.ExecutionReport_Modify.

Definition at line 10549 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 11452 of file Messages.h.

bool minQty ( QuantityOptional &  value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 11190 of file Messages.h.

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 11347 of file Messages.h.

bool multiLegReportingType ( MultiLegReportingType::Enum &  value ) const

inlinenoexcept

Used to indicate what an Execution Report represents.

Default value is 1 (Single Security).

Definition at line 10995 of file Messages.h.

OrderID orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 10861 of file Messages.h.

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 11108 of file Messages.h.

OrdStatus::Enum ordStatus ( ) const

inlinenoexcept

Identifies current status of order.

Definition at line 10598 of file Messages.h.

bool ordTagId ( OrdTagID &  value ) const

inlinenoexcept

Identifies the order tag identification.

Definition at line 11283 of file Messages.h.

OrdType::Enum ordType ( ) const

inlinenoexcept

Order type.

Definition at line 11028 of file Messages.h.

bool origClOrdId ( ClOrdIDOptional &  value ) const

inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 10882 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 11129 of file Messages.h.

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 10915 of file Messages.h.

bool receivedTime ( UTCTimestampNanosOptional &  value ) const

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 11251 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 11510 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 11501 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 10642 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 10697 of file Messages.h.

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 10664 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 10685 of file Messages.h.

ThisType& setAccount ( AccountOptional  value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 10736 of file Messages.h.

ThisType& setAccountToNull ( )

inlinenoexcept

Definition at line 10745 of file Messages.h.

ThisType& setClOrdId ( ClOrdID  value )

inlinenoexcept

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

Definition at line 10629 of file Messages.h.

ThisType& setCumQty ( Quantity  value )

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 10813 of file Messages.h.

ThisType& setDeskId ( StrRef  value )

inline

Identifies the trading desk.

Definition at line 11426 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 10767 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 11088 of file Messages.h.

ThisType& setExpireDateToNull ( )

inlinenoexcept

Definition at line 11097 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 11323 of file Messages.h.

ThisType& setInvestorIdToNull ( )

inlinenoexcept

Definition at line 11332 of file Messages.h.

ThisType& setLeavesQty ( Quantity  value )

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 10716 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 10840 of file Messages.h.

ThisType& setMarketSegmentReceivedTimeToNull ( )

inlinenoexcept

Definition at line 10850 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 11230 of file Messages.h.

ThisType& setMaxFloorToNull ( )

inlinenoexcept

Definition at line 11239 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 11437 of file Messages.h.

ThisType& setMinQty ( QuantityOptional  value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 11199 of file Messages.h.

ThisType& setMinQtyToNull ( )

inlinenoexcept

Definition at line 11208 of file Messages.h.

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 11360 of file Messages.h.

ThisType& setMmProtectionResetToNull ( )

inlinenoexcept

Definition at line 11369 of file Messages.h.

ThisType& setMultiLegReportingType ( MultiLegReportingType::Enum  value )

inlinenoexcept

Used to indicate what an Execution Report represents.

Default value is 1 (Single Security).

Definition at line 11007 of file Messages.h.

ThisType& setMultiLegReportingTypeToNull ( )

inlinenoexcept

Definition at line 11017 of file Messages.h.

ThisType& setOrderId ( OrderID  value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 10870 of file Messages.h.

ThisType& setOrderQty ( Quantity  value )

inlinenoexcept

Quantity ordered.

Definition at line 11117 of file Messages.h.

ThisType& setOrdStatus ( OrdStatus::Enum  value )

inlinenoexcept

Identifies current status of order.

Definition at line 10607 of file Messages.h.

ThisType& setOrdTagId ( OrdTagID  value )

inlinenoexcept

Identifies the order tag identification.

Definition at line 11292 of file Messages.h.

ThisType& setOrdTagIdToNull ( )

inlinenoexcept

Definition at line 11301 of file Messages.h.

ThisType& setOrdType ( OrdType::Enum  value )

inlinenoexcept

Order type.

Definition at line 11037 of file Messages.h.

ThisType& setOrigClOrdId ( ClOrdIDOptional  value )

inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 10892 of file Messages.h.

ThisType& setOrigClOrdIdToNull ( )

inlinenoexcept

Definition at line 10901 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 11139 of file Messages.h.

ThisType& setPriceToNull ( )

inlinenoexcept

Definition at line 11148 of file Messages.h.

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 10927 of file Messages.h.

ThisType& setProtectionPriceToNull ( )

inlinenoexcept

Definition at line 10936 of file Messages.h.

ThisType& setReceivedTime ( UTCTimestampNanosOptional  value )

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 11262 of file Messages.h.

ThisType& setReceivedTimeToNull ( )

inlinenoexcept

Definition at line 11272 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 10653 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 10673 of file Messages.h.

ThisType& setSide ( Side::Enum  value )

inlinenoexcept

Side of order.

Definition at line 10587 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 11170 of file Messages.h.

ThisType& setStopPxToNull ( )

inlinenoexcept

Definition at line 11179 of file Messages.h.

ThisType& setStrategyId ( StrategyIDOptional  value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 11391 of file Messages.h.

ThisType& setStrategyIdToNull ( )

inlinenoexcept

Definition at line 11400 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 11057 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 10958 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 10793 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 10982 of file Messages.h.

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 10578 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 11160 of file Messages.h.

bool strategyId ( StrategyIDOptional &  value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 11381 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 11559 of file Messages.h.

TimeInForce::Enum timeInForce ( ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 11048 of file Messages.h.

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 976 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 10948 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 10781 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 10971 of file Messages.h.

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

• OnixS/B3/BOE/messaging/Messages.h
• OnixS/B3/BOE/messaging/MessageSerialization.h