ExecutionReportNew200 Struct Reference

Public Types
enum
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 (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 9384 of file Messages.h.

Member Typedef Documentation

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 9389 of file Messages.h.

ThisType

typedef ExecutionReportNew200 ThisType

This type alias.

Definition at line 9392 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	200

Definition at line 9395 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportNew200() [1/6]

ExecutionReportNew200 ( )

default

Initializes a blank instance.

ExecutionReportNew200() [2/6]

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() [3/6]

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() [4/6]

ExecutionReportNew200 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 9430 of file Messages.h.

ExecutionReportNew200() [5/6]

ExecutionReportNew200 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 9441 of file Messages.h.

ExecutionReportNew200() [6/6]

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

account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 9644 of file Messages.h.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 10436 of file Messages.h.

businessHeader() [1/2]

const OutboundBusinessHeader & businessHeader ( ) const

inlinenoexcept

MessageType.ExecutionReport_New.

Common header to all outbound business messages.

Definition at line 9479 of file Messages.h.

businessHeader() [2/2]

OutboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 9488 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 10545 of file Messages.h.

className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns

class name.

Definition at line 10514 of file Messages.h.

clOrdId()

ClOrdID clOrdId ( ) const

inlinenoexcept

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

Definition at line 9538 of file Messages.h.

crossId()

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.

crossPrioritization()

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.

crossType()

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.

deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 10380 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 9674 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 9909 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 10523 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 10463 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

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

messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

MessageType.ExecutionReport_New.

Definition at line 9468 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 10419 of file Messages.h.

minQty()

bool minQty ( QuantityOptional & value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

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

orderId()

OrderID orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 9624 of file Messages.h.

orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 9948 of file Messages.h.

ordStatus()

OrdStatus::Enum ordStatus ( ) const

inlinenoexcept

Identifies current status of order.

Definition at line 9517 of file Messages.h.

ordTagId()

bool ordTagId ( OrdTagID & value ) const

inlinenoexcept

Identifies the order tag identification.

Definition at line 10154 of file Messages.h.

ordType()

OrdType::Enum ordType ( ) const

inlinenoexcept

Order type.

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

receivedTime()

bool receivedTime ( UTCTimestampNanosOptional & value ) const

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 10122 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 10480 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

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

securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 9583 of file Messages.h.

securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 9604 of file Messages.h.

setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 9653 of file Messages.h.

setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 9662 of file Messages.h.

setClOrdId()

ThisType & setClOrdId ( ClOrdID value )

inlinenoexcept

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

Definition at line 9548 of file Messages.h.

setCrossId()

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.

setCrossIdToNull()

ThisType & setCrossIdToNull ( )

inlinenoexcept

Definition at line 10110 of file Messages.h.

setCrossPrioritization()

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.

setCrossPrioritizationToNull()

ThisType & setCrossPrioritizationToNull ( )

inlinenoexcept

Definition at line 10271 of file Messages.h.

setCrossType()

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.

setCrossTypeToNull()

ThisType & setCrossTypeToNull ( )

inlinenoexcept

Definition at line 10234 of file Messages.h.

setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

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

setExpireDateToNull()

ThisType & setExpireDateToNull ( )

inlinenoexcept

Definition at line 9937 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 10194 of file Messages.h.

setInvestorIdToNull()

ThisType & setInvestorIdToNull ( )

inlinenoexcept

Definition at line 10203 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 9731 of file Messages.h.

setMarketSegmentReceivedTimeToNull()

ThisType & setMarketSegmentReceivedTimeToNull ( )

inlinenoexcept

Definition at line 9741 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 10070 of file Messages.h.

setMaxFloorToNull()

ThisType & setMaxFloorToNull ( )

inlinenoexcept

Definition at line 10079 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 10406 of file Messages.h.

setMinQty()

ThisType & setMinQty ( QuantityOptional value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 10039 of file Messages.h.

setMinQtyToNull()

ThisType & setMinQtyToNull ( )

inlinenoexcept

Definition at line 10048 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 10299 of file Messages.h.

setMmProtectionResetToNull()

ThisType & setMmProtectionResetToNull ( )

inlinenoexcept

Definition at line 10308 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 9847 of file Messages.h.

setMultiLegReportingTypeToNull()

ThisType & setMultiLegReportingTypeToNull ( )

inlinenoexcept

Definition at line 9857 of file Messages.h.

setOrderId()

ThisType & setOrderId ( OrderID value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 9633 of file Messages.h.

setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 9957 of file Messages.h.

setOrdStatus()

ThisType & setOrdStatus ( OrdStatus::Enum value )

inlinenoexcept

Identifies current status of order.

Definition at line 9526 of file Messages.h.

setOrdTagId()

ThisType & setOrdTagId ( OrdTagID value )

inlinenoexcept

Identifies the order tag identification.

Definition at line 10163 of file Messages.h.

setOrdTagIdToNull()

ThisType & setOrdTagIdToNull ( )

inlinenoexcept

Definition at line 10172 of file Messages.h.

setOrdType()

ThisType & setOrdType ( OrdType::Enum value )

inlinenoexcept

Order type.

Definition at line 9877 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 9979 of file Messages.h.

setPriceToNull()

ThisType & setPriceToNull ( )

inlinenoexcept

Definition at line 9988 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 9767 of file Messages.h.

setProtectionPriceToNull()

ThisType & setProtectionPriceToNull ( )

inlinenoexcept

Definition at line 9776 of file Messages.h.

setReceivedTime()

ThisType & setReceivedTime ( UTCTimestampNanosOptional value )

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 10133 of file Messages.h.

setReceivedTimeToNull()

ThisType & setReceivedTimeToNull ( )

inlinenoexcept

Definition at line 10143 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 9572 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 9592 of file Messages.h.

setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 9506 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 10010 of file Messages.h.

setStopPxToNull()

ThisType & setStopPxToNull ( )

inlinenoexcept

Definition at line 10019 of file Messages.h.

setStrategyId()

ThisType & setStrategyId ( StrategyIDOptional value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 10330 of file Messages.h.

setStrategyIdToNull()

ThisType & setStrategyIdToNull ( )

inlinenoexcept

Definition at line 10339 of file Messages.h.

setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 9897 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 9798 of file Messages.h.

setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 10360 of file Messages.h.

setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 10369 of file Messages.h.

setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 9704 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 9822 of file Messages.h.

side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 9497 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 10000 of file Messages.h.

strategyId()

bool strategyId ( StrategyIDOptional & value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 10320 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 10535 of file Messages.h.

timeInForce()

TimeInForce::Enum timeInForce ( ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 9888 of file Messages.h.

toString()

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 929 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 9788 of file Messages.h.

tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 10350 of file Messages.h.

transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 9695 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 9811 of file Messages.h.