OnixS C++ B3 BOE Binary Order Entry  1.3.0
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
ExecutionReportNew200 Struct Reference

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

Public Types

enum  { TemplateId = 200 }
 
typedef SchemaTraits Schema
 
typedef ExecutionReportNew200 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 ExecutionReportNew200 ()=default
 
 ExecutionReportNew200 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 ExecutionReportNew200 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 ExecutionReportNew200 (void *data, EncodedLength length, NoInit)
 
 ExecutionReportNew200 (const SbeMessage &message)
 
 ExecutionReportNew200 (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
 
OrderID orderId () const noexcept
 
ThisType & setOrderId (OrderID value) noexcept
 
bool account (AccountOptional &value) const noexcept
 
ThisType & setAccount (AccountOptional value) noexcept
 
ThisType & setAccountToNull () noexcept
 
ExecID execId () const noexcept
 
ThisType & setExecId (ExecID value) noexcept
 
UTCTimestampNanos transactTime () const noexcept
 
ThisType & setTransactTime (UTCTimestampNanos value) noexcept
 
bool marketSegmentReceivedTime (UTCTimestampNanosOptional &value) const noexcept
 
ThisType & setMarketSegmentReceivedTime (UTCTimestampNanosOptional value) noexcept
 
ThisType & setMarketSegmentReceivedTimeToNull () noexcept
 
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 crossId (CrossIDOptional &value) const noexcept
 
ThisType & setCrossId (CrossIDOptional value) noexcept
 
ThisType & setCrossIdToNull () 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 crossType (CrossType::Enum &value) const noexcept
 
ThisType & setCrossType (CrossType::Enum value) noexcept
 
ThisType & setCrossTypeToNull () noexcept
 
bool crossPrioritization (CrossPrioritization::Enum &value) const noexcept
 
ThisType & setCrossPrioritization (CrossPrioritization::Enum value) noexcept
 
ThisType & setCrossPrioritizationToNull () 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 (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 9384 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 9389 of file Messages.h.

typedef ExecutionReportNew200 ThisType

This type alias.

Definition at line 9392 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 9395 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportNew200 ( )
default

Initializes a blank instance.

ExecutionReportNew200 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 9401 of file Messages.h.

ExecutionReportNew200 ( 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 9416 of file Messages.h.

ExecutionReportNew200 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 9430 of file Messages.h.

ExecutionReportNew200 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 9441 of file Messages.h.

ExecutionReportNew200 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 9452 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional &  value) const
inlinenoexcept

Account mnemonic of the order.

Definition at line 9644 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 10436 of file Messages.h.

const OutboundBusinessHeader& businessHeader ( ) const
inlinenoexcept

MessageType.ExecutionReport_New.

Common header to all outbound business messages.

Definition at line 9479 of file Messages.h.

OutboundBusinessHeader& businessHeader ( )
inlinenoexcept

Common header to all outbound business messages.

Definition at line 9488 of file Messages.h.

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

Definition at line 10545 of file Messages.h.

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

Definition at line 10514 of file Messages.h.

ClOrdID clOrdId ( ) const
inlinenoexcept

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

Definition at line 9538 of file Messages.h.

bool crossId ( CrossIDOptional &  value) const
inlinenoexcept

ID of electronically submitted cross order by the institution (if in response to a cross order).

Definition at line 10091 of file Messages.h.

bool crossPrioritization ( CrossPrioritization::Enum &  value) const
inlinenoexcept

Indicates if one side or the other of a cross order should be prioritized.

Null value indicates report is not related to cross.

Definition at line 10248 of file Messages.h.

bool crossType ( CrossType::Enum &  value) const
inlinenoexcept

Type of cross being submitted to a market.

Null value indicates report is not related to cross.

Definition at line 10215 of file Messages.h.

StrRef deskId ( ) const
inlinenoexcept

Identifies the trading desk.

Definition at line 10380 of file Messages.h.

ExecID execId ( ) const
inlinenoexcept

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

Definition at line 9674 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 9909 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 10523 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 10463 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 10451 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 10184 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 9718 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 10060 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 10388 of file Messages.h.

static constexpr MessageType::Enum messageType ( )
inlinestaticnoexcept

MessageType.ExecutionReport_New.

Definition at line 9468 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 10419 of file Messages.h.

bool minQty ( QuantityOptional &  value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 10030 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 10286 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 9835 of file Messages.h.

OrderID orderId ( ) const
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 9624 of file Messages.h.

Quantity orderQty ( ) const
inlinenoexcept

Quantity ordered.

Definition at line 9948 of file Messages.h.

OrdStatus::Enum ordStatus ( ) const
inlinenoexcept

Identifies current status of order.

Definition at line 9517 of file Messages.h.

bool ordTagId ( OrdTagID &  value) const
inlinenoexcept

Identifies the order tag identification.

Definition at line 10154 of file Messages.h.

OrdType::Enum ordType ( ) const
inlinenoexcept

Order type.

Definition at line 9868 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 9969 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 9755 of file Messages.h.

bool receivedTime ( UTCTimestampNanosOptional &  value) const
inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 10122 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 10480 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 10471 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 9561 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 9616 of file Messages.h.

SecurityID securityId ( ) const
inlinenoexcept

Security identification as defined by exchange.

Definition at line 9583 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )
inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 9604 of file Messages.h.

ThisType& setAccount ( AccountOptional  value)
inlinenoexcept

Account mnemonic of the order.

Definition at line 9653 of file Messages.h.

ThisType& setAccountToNull ( )
inlinenoexcept

Definition at line 9662 of file Messages.h.

ThisType& setClOrdId ( ClOrdID  value)
inlinenoexcept

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

Definition at line 9548 of file Messages.h.

ThisType& setCrossId ( CrossIDOptional  value)
inlinenoexcept

ID of electronically submitted cross order by the institution (if in response to a cross order).

Definition at line 10101 of file Messages.h.

ThisType& setCrossIdToNull ( )
inlinenoexcept

Definition at line 10110 of file Messages.h.

ThisType& setCrossPrioritization ( CrossPrioritization::Enum  value)
inlinenoexcept

Indicates if one side or the other of a cross order should be prioritized.

Null value indicates report is not related to cross.

Definition at line 10261 of file Messages.h.

ThisType& setCrossPrioritizationToNull ( )
inlinenoexcept

Definition at line 10271 of file Messages.h.

ThisType& setCrossType ( CrossType::Enum  value)
inlinenoexcept

Type of cross being submitted to a market.

Null value indicates report is not related to cross.

Definition at line 10225 of file Messages.h.

ThisType& setCrossTypeToNull ( )
inlinenoexcept

Definition at line 10234 of file Messages.h.

ThisType& setDeskId ( StrRef  value)
inline

Identifies the trading desk.

Definition at line 10395 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 9684 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 9928 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 9937 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 10194 of file Messages.h.

ThisType& setInvestorIdToNull ( )
inlinenoexcept

Definition at line 10203 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 9731 of file Messages.h.

ThisType& setMarketSegmentReceivedTimeToNull ( )
inlinenoexcept

Definition at line 9741 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 10070 of file Messages.h.

ThisType& setMaxFloorToNull ( )
inlinenoexcept

Definition at line 10079 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 10406 of file Messages.h.

ThisType& setMinQty ( QuantityOptional  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 10039 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 10048 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 10299 of file Messages.h.

ThisType& setMmProtectionResetToNull ( )
inlinenoexcept

Definition at line 10308 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 9847 of file Messages.h.

ThisType& setMultiLegReportingTypeToNull ( )
inlinenoexcept

Definition at line 9857 of file Messages.h.

ThisType& setOrderId ( OrderID  value)
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 9633 of file Messages.h.

ThisType& setOrderQty ( Quantity  value)
inlinenoexcept

Quantity ordered.

Definition at line 9957 of file Messages.h.

ThisType& setOrdStatus ( OrdStatus::Enum  value)
inlinenoexcept

Identifies current status of order.

Definition at line 9526 of file Messages.h.

ThisType& setOrdTagId ( OrdTagID  value)
inlinenoexcept

Identifies the order tag identification.

Definition at line 10163 of file Messages.h.

ThisType& setOrdTagIdToNull ( )
inlinenoexcept

Definition at line 10172 of file Messages.h.

ThisType& setOrdType ( OrdType::Enum  value)
inlinenoexcept

Order type.

Definition at line 9877 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 9979 of file Messages.h.

ThisType& setPriceToNull ( )
inlinenoexcept

Definition at line 9988 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 9767 of file Messages.h.

ThisType& setProtectionPriceToNull ( )
inlinenoexcept

Definition at line 9776 of file Messages.h.

ThisType& setReceivedTime ( UTCTimestampNanosOptional  value)
inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 10133 of file Messages.h.

ThisType& setReceivedTimeToNull ( )
inlinenoexcept

Definition at line 10143 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 9572 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value)
inlinenoexcept

Security identification as defined by exchange.

Definition at line 9592 of file Messages.h.

ThisType& setSide ( Side::Enum  value)
inlinenoexcept

Side of order.

Definition at line 9506 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 10010 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 10019 of file Messages.h.

ThisType& setStrategyId ( StrategyIDOptional  value)
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 10330 of file Messages.h.

ThisType& setStrategyIdToNull ( )
inlinenoexcept

Definition at line 10339 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 9897 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 9798 of file Messages.h.

ThisType& setTradingSubAccount ( AccountOptional  value)
inline

Account used for associating risk limits (when defined).

Definition at line 10360 of file Messages.h.

ThisType& setTradingSubAccountToNull ( )
inline

Definition at line 10369 of file Messages.h.

ThisType& setTransactTime ( UTCTimestampNanos  value)
inlinenoexcept

Time of execution/order creation.

Definition at line 9704 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 9822 of file Messages.h.

Side::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 9497 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 10000 of file Messages.h.

bool strategyId ( StrategyIDOptional &  value) const
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 10320 of file Messages.h.

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

Definition at line 10535 of file Messages.h.

TimeInForce::Enum timeInForce ( ) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 9888 of file Messages.h.

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

Definition at line 929 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 9788 of file Messages.h.

bool tradingSubAccount ( AccountOptional &  value) const
inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 10350 of file Messages.h.

UTCTimestampNanos transactTime ( ) const
inlinenoexcept

Time of execution/order creation.

Definition at line 9695 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 9811 of file Messages.h.

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