OnixS C++ B3 BOE Binary Order Entry  1.2.0
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
 
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 9246 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 9251 of file Messages.h.

typedef ExecutionReportNew200 ThisType

This type alias.

Definition at line 9254 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 9257 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 9263 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 9278 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 9292 of file Messages.h.

ExecutionReportNew200 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 9303 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 9314 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional &  value) const
inlinenoexcept

Account mnemonic of the order.

Definition at line 9506 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 10273 of file Messages.h.

const OutboundBusinessHeader& businessHeader ( ) const
inlinenoexcept

MessageType.ExecutionReport_New.

Common header to all outbound business messages.

Definition at line 9341 of file Messages.h.

OutboundBusinessHeader& businessHeader ( )
inlinenoexcept

Common header to all outbound business messages.

Definition at line 9350 of file Messages.h.

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

Definition at line 10377 of file Messages.h.

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

Definition at line 10346 of file Messages.h.

ClOrdID clOrdId ( ) const
inlinenoexcept

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

Definition at line 9400 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 9959 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 10116 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 10083 of file Messages.h.

StrRef deskId ( ) const
inlinenoexcept

Identifies the trading desk.

Definition at line 10218 of file Messages.h.

ExecID execId ( ) const
inlinenoexcept

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

Definition at line 9536 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 9777 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 10355 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 10300 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 10288 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 10052 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 9586 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 9928 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 10226 of file Messages.h.

static constexpr MessageType::Enum messageType ( )
inlinestaticnoexcept

MessageType.ExecutionReport_New.

Definition at line 9330 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 10259 of file Messages.h.

bool minQty ( QuantityOptional &  value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 9898 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 10154 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 9703 of file Messages.h.

OrderID orderId ( ) const
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 9486 of file Messages.h.

Quantity orderQty ( ) const
inlinenoexcept

Quantity ordered.

Definition at line 9816 of file Messages.h.

OrdStatus::Enum ordStatus ( ) const
inlinenoexcept

Identifies current status of order.

Definition at line 9379 of file Messages.h.

bool ordTagId ( OrdTagID &  value) const
inlinenoexcept

Identifies the order tag identification.

Definition at line 10022 of file Messages.h.

OrdType::Enum ordType ( ) const
inlinenoexcept

Order type.

Definition at line 9736 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 9837 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 9623 of file Messages.h.

bool receivedTime ( UTCTimestampNanosOptional &  value) const
inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 9990 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 10317 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 10308 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 9423 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 9478 of file Messages.h.

SecurityID securityId ( ) const
inlinenoexcept

Security identification as defined by exchange.

Definition at line 9445 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )
inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 9466 of file Messages.h.

ThisType& setAccount ( AccountOptional  value)
inlinenoexcept

Account mnemonic of the order.

Definition at line 9515 of file Messages.h.

ThisType& setAccountToNull ( )
inlinenoexcept

Definition at line 9524 of file Messages.h.

ThisType& setClOrdId ( ClOrdID  value)
inlinenoexcept

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

Definition at line 9410 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 9969 of file Messages.h.

ThisType& setCrossIdToNull ( )
inlinenoexcept

Definition at line 9978 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 10129 of file Messages.h.

ThisType& setCrossPrioritizationToNull ( )
inlinenoexcept

Definition at line 10139 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 10093 of file Messages.h.

ThisType& setCrossTypeToNull ( )
inlinenoexcept

Definition at line 10102 of file Messages.h.

ThisType& setDeskId ( StrRef  value)
inline

Identifies the trading desk.

Definition at line 10233 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 9546 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 9796 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 9805 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 10062 of file Messages.h.

ThisType& setInvestorIdToNull ( )
inlinenoexcept

Definition at line 10071 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 9599 of file Messages.h.

ThisType& setMarketSegmentReceivedTimeToNull ( )
inlinenoexcept

Definition at line 9609 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 9938 of file Messages.h.

ThisType& setMaxFloorToNull ( )
inlinenoexcept

Definition at line 9947 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 10244 of file Messages.h.

ThisType& setMinQty ( QuantityOptional  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 9907 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 9916 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 10167 of file Messages.h.

ThisType& setMmProtectionResetToNull ( )
inlinenoexcept

Definition at line 10176 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 9715 of file Messages.h.

ThisType& setMultiLegReportingTypeToNull ( )
inlinenoexcept

Definition at line 9725 of file Messages.h.

ThisType& setOrderId ( OrderID  value)
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 9495 of file Messages.h.

ThisType& setOrderQty ( Quantity  value)
inlinenoexcept

Quantity ordered.

Definition at line 9825 of file Messages.h.

ThisType& setOrdStatus ( OrdStatus::Enum  value)
inlinenoexcept

Identifies current status of order.

Definition at line 9388 of file Messages.h.

ThisType& setOrdTagId ( OrdTagID  value)
inlinenoexcept

Identifies the order tag identification.

Definition at line 10031 of file Messages.h.

ThisType& setOrdTagIdToNull ( )
inlinenoexcept

Definition at line 10040 of file Messages.h.

ThisType& setOrdType ( OrdType::Enum  value)
inlinenoexcept

Order type.

Definition at line 9745 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 9847 of file Messages.h.

ThisType& setPriceToNull ( )
inlinenoexcept

Definition at line 9856 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 9635 of file Messages.h.

ThisType& setProtectionPriceToNull ( )
inlinenoexcept

Definition at line 9644 of file Messages.h.

ThisType& setReceivedTime ( UTCTimestampNanosOptional  value)
inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 10001 of file Messages.h.

ThisType& setReceivedTimeToNull ( )
inlinenoexcept

Definition at line 10011 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 9434 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value)
inlinenoexcept

Security identification as defined by exchange.

Definition at line 9454 of file Messages.h.

ThisType& setSide ( Side::Enum  value)
inlinenoexcept

Side of order.

Definition at line 9368 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 9878 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 9887 of file Messages.h.

ThisType& setStrategyId ( StrategyIDOptional  value)
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 10198 of file Messages.h.

ThisType& setStrategyIdToNull ( )
inlinenoexcept

Definition at line 10207 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 9765 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 9666 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 9572 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 9690 of file Messages.h.

Side::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 9359 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 9868 of file Messages.h.

bool strategyId ( StrategyIDOptional &  value) const
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 10188 of file Messages.h.

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

Definition at line 10367 of file Messages.h.

TimeInForce::Enum timeInForce ( ) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 9756 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 9656 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 9560 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 9679 of file Messages.h.

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