ExecutionReportModify201 Struct Reference

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	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
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 10633 of file Messages.h.

Member Typedef Documentation

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 10638 of file Messages.h.

ThisType

typedef ExecutionReportModify201 ThisType

This type alias.

Definition at line 10641 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	201

Definition at line 10644 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 10650 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 10665 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 10679 of file Messages.h.

ExecutionReportModify201() [5/6]

ExecutionReportModify201 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 10690 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 10701 of file Messages.h.

Member Function Documentation

account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 10895 of file Messages.h.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 11659 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 10728 of file Messages.h.

businessHeader() [2/2]

OutboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 10737 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 11767 of file Messages.h.

className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns

class name.

Definition at line 11735 of file Messages.h.

clOrdId()

ClOrdID clOrdId ( ) const

inlinenoexcept

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

Definition at line 10787 of file Messages.h.

cumQty()

Quantity cumQty ( ) const

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 10966 of file Messages.h.

deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 11603 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 10925 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 11231 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 11744 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 11686 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 11674 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 11475 of file Messages.h.

leavesQty()

Quantity leavesQty ( ) const

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 10874 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 10989 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 11382 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 11611 of file Messages.h.

messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

MessageType.ExecutionReport_Modify.

Definition at line 10717 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 11642 of file Messages.h.

minQty()

bool minQty ( QuantityOptional & value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 11352 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 11509 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 11157 of file Messages.h.

orderId()

OrderID orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 11023 of file Messages.h.

orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 11270 of file Messages.h.

ordStatus()

OrdStatus::Enum ordStatus ( ) const

inlinenoexcept

Identifies current status of order.

Definition at line 10766 of file Messages.h.

ordTagId()

bool ordTagId ( OrdTagID & value ) const

inlinenoexcept

Identifies the order tag identification.

Definition at line 11445 of file Messages.h.

ordType()

OrdType::Enum ordType ( ) const

inlinenoexcept

Order type.

Definition at line 11190 of file Messages.h.

origClOrdId()

bool origClOrdId ( ClOrdIDOptional & value ) const

inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 11044 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 11291 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 11077 of file Messages.h.

receivedTime()

bool receivedTime ( UTCTimestampNanosOptional & value ) const

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 11413 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 11703 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 11694 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 10810 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 10865 of file Messages.h.

securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 10832 of file Messages.h.

securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 10853 of file Messages.h.

setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 10904 of file Messages.h.

setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 10913 of file Messages.h.

setClOrdId()

ThisType & setClOrdId ( ClOrdID value )

inlinenoexcept

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

Definition at line 10797 of file Messages.h.

setCumQty()

ThisType & setCumQty ( Quantity value )

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 10975 of file Messages.h.

setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 11618 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 10935 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 11250 of file Messages.h.

setExpireDateToNull()

ThisType & setExpireDateToNull ( )

inlinenoexcept

Definition at line 11259 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 11485 of file Messages.h.

setInvestorIdToNull()

ThisType & setInvestorIdToNull ( )

inlinenoexcept

Definition at line 11494 of file Messages.h.

setLeavesQty()

ThisType & setLeavesQty ( Quantity value )

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 10884 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 11002 of file Messages.h.

setMarketSegmentReceivedTimeToNull()

ThisType & setMarketSegmentReceivedTimeToNull ( )

inlinenoexcept

Definition at line 11012 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 11392 of file Messages.h.

setMaxFloorToNull()

ThisType & setMaxFloorToNull ( )

inlinenoexcept

Definition at line 11401 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 11629 of file Messages.h.

setMinQty()

ThisType & setMinQty ( QuantityOptional value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 11361 of file Messages.h.

setMinQtyToNull()

ThisType & setMinQtyToNull ( )

inlinenoexcept

Definition at line 11370 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 11522 of file Messages.h.

setMmProtectionResetToNull()

ThisType & setMmProtectionResetToNull ( )

inlinenoexcept

Definition at line 11531 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 11169 of file Messages.h.

setMultiLegReportingTypeToNull()

ThisType & setMultiLegReportingTypeToNull ( )

inlinenoexcept

Definition at line 11179 of file Messages.h.

setOrderId()

ThisType & setOrderId ( OrderID value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 11032 of file Messages.h.

setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 11279 of file Messages.h.

setOrdStatus()

ThisType & setOrdStatus ( OrdStatus::Enum value )

inlinenoexcept

Identifies current status of order.

Definition at line 10775 of file Messages.h.

setOrdTagId()

ThisType & setOrdTagId ( OrdTagID value )

inlinenoexcept

Identifies the order tag identification.

Definition at line 11454 of file Messages.h.

setOrdTagIdToNull()

ThisType & setOrdTagIdToNull ( )

inlinenoexcept

Definition at line 11463 of file Messages.h.

setOrdType()

ThisType & setOrdType ( OrdType::Enum value )

inlinenoexcept

Order type.

Definition at line 11199 of file Messages.h.

setOrigClOrdId()

ThisType & setOrigClOrdId ( ClOrdIDOptional value )

inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 11054 of file Messages.h.

setOrigClOrdIdToNull()

ThisType & setOrigClOrdIdToNull ( )

inlinenoexcept

Definition at line 11063 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 11301 of file Messages.h.

setPriceToNull()

ThisType & setPriceToNull ( )

inlinenoexcept

Definition at line 11310 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 11089 of file Messages.h.

setProtectionPriceToNull()

ThisType & setProtectionPriceToNull ( )

inlinenoexcept

Definition at line 11098 of file Messages.h.

setReceivedTime()

ThisType & setReceivedTime ( UTCTimestampNanosOptional value )

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 11424 of file Messages.h.

setReceivedTimeToNull()

ThisType & setReceivedTimeToNull ( )

inlinenoexcept

Definition at line 11434 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 10821 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 10841 of file Messages.h.

setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 10755 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 11332 of file Messages.h.

setStopPxToNull()

ThisType & setStopPxToNull ( )

inlinenoexcept

Definition at line 11341 of file Messages.h.

setStrategyId()

ThisType & setStrategyId ( StrategyIDOptional value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 11553 of file Messages.h.

setStrategyIdToNull()

ThisType & setStrategyIdToNull ( )

inlinenoexcept

Definition at line 11562 of file Messages.h.

setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 11219 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 11120 of file Messages.h.

setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 11583 of file Messages.h.

setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 11592 of file Messages.h.

setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 10955 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 11144 of file Messages.h.

side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 10746 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 11322 of file Messages.h.

strategyId()

bool strategyId ( StrategyIDOptional & value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 11543 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 11757 of file Messages.h.

timeInForce()

TimeInForce::Enum timeInForce ( ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 11210 of file Messages.h.

toString()

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 976 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 11110 of file Messages.h.

tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 11573 of file Messages.h.

transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 10946 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 11133 of file Messages.h.