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

Public Types
enum
typedef SchemaTraits	Schema
typedef ExecutionReportReject204	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	ExecutionReportReject204 ()=default
	ExecutionReportReject204 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	ExecutionReportReject204 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	ExecutionReportReject204 (void *data, EncodedLength length, NoInit)
	ExecutionReportReject204 (const SbeMessage &message)
	ExecutionReportReject204 (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
CxlRejResponseTo::Enum	cxlRejResponseTo () const noexcept
ThisType &	setCxlRejResponseTo (CxlRejResponseTo::Enum value) noexcept
ClOrdID	clOrdId () const noexcept
ThisType &	setClOrdId (ClOrdID value) noexcept
bool	secondaryOrderId (OrderIDOptional &value) const noexcept
ThisType &	setSecondaryOrderId (OrderIDOptional value) noexcept
ThisType &	setSecondaryOrderIdToNull () noexcept
SecurityID	securityId () const noexcept
ThisType &	setSecurityId (SecurityID value) noexcept
RejReason	ordRejReason () const noexcept
ThisType &	setOrdRejReason (RejReason value) noexcept
UTCTimestampNanos	transactTime () const noexcept
ThisType &	setTransactTime (UTCTimestampNanos value) noexcept
ExecID	execId () const noexcept
ThisType &	setExecId (ExecID value) noexcept
bool	orderId (OrderIDOptional &value) const noexcept
ThisType &	setOrderId (OrderIDOptional value) noexcept
ThisType &	setOrderIdToNull () noexcept
bool	origClOrdId (ClOrdIDOptional &value) const noexcept
ThisType &	setOrigClOrdId (ClOrdIDOptional value) noexcept
ThisType &	setOrigClOrdIdToNull () noexcept
bool	account (AccountOptional &value) const noexcept
ThisType &	setAccount (AccountOptional value) noexcept
ThisType &	setAccountToNull () 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
bool	orderQty (QuantityOptional &value) const noexcept
ThisType &	setOrderQty (QuantityOptional value) noexcept
ThisType &	setOrderQtyToNull () 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	crossedIndicator (CrossedIndicator::Enum &value) const noexcept
ThisType &	setCrossedIndicator (CrossedIndicator::Enum value) noexcept
ThisType &	setCrossedIndicatorToNull () 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	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
StrRef	text () const noexcept
ThisType &	setDeskId (StrRef value)
ThisType &	setMemo (StrRef value)
ThisType &	setText (StrRef value)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () noexcept
void	toString (std::string &dest, bool skipEmptyFields=false)
std::string	toString (bool skipEmptyFields=false) 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 OrdStatus::Enum	ordStatus () 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 14594 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 14599 of file Messages.h.

◆ ThisType

typedef ExecutionReportReject204 ThisType

This type alias.

Definition at line 14602 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	204

Definition at line 14605 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReportReject204() [1/6]

ExecutionReportReject204 ( )

default

Initializes a blank instance.

◆ ExecutionReportReject204() [2/6]

ExecutionReportReject204	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 14611 of file Messages.h.

◆ ExecutionReportReject204() [3/6]

ExecutionReportReject204	(	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 14626 of file Messages.h.

◆ ExecutionReportReject204() [4/6]

ExecutionReportReject204	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 14640 of file Messages.h.

◆ ExecutionReportReject204() [5/6]

ExecutionReportReject204 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 14651 of file Messages.h.

◆ ExecutionReportReject204() [6/6]

ExecutionReportReject204	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block. Performs no checks.

Definition at line 14662 of file Messages.h.

Member Function Documentation

◆ account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 14982 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 15537 of file Messages.h.

◆ businessHeader() [1/2]

const OutboundBusinessHeader & businessHeader ( ) const

inlinenoexcept

MessageType.ExecutionReport_Reject.

Common header to all outbound business messages.

Definition at line 14689 of file Messages.h.

◆ businessHeader() [2/2]

OutboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 14698 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 15655 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 15617 of file Messages.h.

◆ clOrdId()

ClOrdID clOrdId ( ) const

inlinenoexcept

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

Definition at line 14763 of file Messages.h.

◆ crossedIndicator()

bool crossedIndicator ( CrossedIndicator::Enum & value ) const

inlinenoexcept

Indicates cross order purpose.

Definition at line 15276 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 15245 of file Messages.h.

◆ cxlRejResponseTo()

CxlRejResponseTo::Enum cxlRejResponseTo ( ) const

inlinenoexcept

Identifies current status of order.

Identifies the type of request that this Cancel Reject is in response to.

Definition at line 14739 of file Messages.h.

◆ deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 15462 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 14901 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 15052 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 15626 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 15564 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 15552 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 15371 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 15214 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 15470 of file Messages.h.

◆ messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

MessageType.ExecutionReport_Reject.

Definition at line 14678 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 15520 of file Messages.h.

◆ minQty()

bool minQty ( QuantityOptional & value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 15184 of file Messages.h.

◆ orderId()

bool orderId ( OrderIDOptional & value ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 14922 of file Messages.h.

◆ orderQty()

bool orderQty ( QuantityOptional & value ) const

inlinenoexcept

Quantity ordered. Not presented if the order to be cancelled is not found.

Definition at line 15092 of file Messages.h.

◆ ordRejReason()

RejReason ordRejReason ( ) const

inlinenoexcept

Code to identify reason for order rejection. Please refer to the error codes document for domain information.

Definition at line 14859 of file Messages.h.

◆ ordStatus()

constexpr OrdStatus::Enum ordStatus ( )

inlinestaticconstexprnoexcept

Identifies current status of order.

Definition at line 14728 of file Messages.h.

◆ ordTagId()

bool ordTagId ( OrdTagID & value ) const

inlinenoexcept

Identifies the order tag identification.

Definition at line 15341 of file Messages.h.

◆ ordType()

OrdType::Enum ordType ( ) const

inlinenoexcept

Order type.

Definition at line 15011 of file Messages.h.

◆ origClOrdId()

bool origClOrdId ( ClOrdIDOptional & value ) const

inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 14952 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 15123 of file Messages.h.

◆ receivedTime()

bool receivedTime ( UTCTimestampNanosOptional & value ) const

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 15309 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 15582 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 15572 of file Messages.h.

◆ secondaryOrderId()

bool secondaryOrderId ( OrderIDOptional & value ) const

inlinenoexcept

Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.

Definition at line 14786 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 14850 of file Messages.h.

◆ securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 14817 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 14838 of file Messages.h.

◆ setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 14991 of file Messages.h.

◆ setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 15000 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( ClOrdID value )

inlinenoexcept

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

Definition at line 14773 of file Messages.h.

◆ setCrossedIndicator()

ThisType & setCrossedIndicator ( CrossedIndicator::Enum value )

inlinenoexcept

Indicates cross order purpose.

Definition at line 15287 of file Messages.h.

◆ setCrossedIndicatorToNull()

ThisType & setCrossedIndicatorToNull ( )

inlinenoexcept

Definition at line 15297 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 15255 of file Messages.h.

◆ setCrossIdToNull()

ThisType & setCrossIdToNull ( )

inlinenoexcept

Definition at line 15264 of file Messages.h.

◆ setCxlRejResponseTo()

ThisType & setCxlRejResponseTo ( CxlRejResponseTo::Enum value )

inlinenoexcept

Identifies the type of request that this Cancel Reject is in response to.

Definition at line 14750 of file Messages.h.

◆ setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 15485 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 14911 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 15071 of file Messages.h.

◆ setExpireDateToNull()

ThisType & setExpireDateToNull ( )

inlinenoexcept

Definition at line 15080 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 15381 of file Messages.h.

◆ setInvestorIdToNull()

ThisType & setInvestorIdToNull ( )

inlinenoexcept

Definition at line 15390 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 15224 of file Messages.h.

◆ setMaxFloorToNull()

ThisType & setMaxFloorToNull ( )

inlinenoexcept

Definition at line 15233 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 15496 of file Messages.h.

◆ setMinQty()

ThisType & setMinQty ( QuantityOptional value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 15193 of file Messages.h.

◆ setMinQtyToNull()

ThisType & setMinQtyToNull ( )

inlinenoexcept

Definition at line 15202 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( OrderIDOptional value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 14931 of file Messages.h.

◆ setOrderIdToNull()

ThisType & setOrderIdToNull ( )

inlinenoexcept

Definition at line 14940 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( QuantityOptional value )

inlinenoexcept

Quantity ordered. Not presented if the order to be cancelled is not found.

Definition at line 15102 of file Messages.h.

◆ setOrderQtyToNull()

ThisType & setOrderQtyToNull ( )

inlinenoexcept

Definition at line 15111 of file Messages.h.

◆ setOrdRejReason()

ThisType & setOrdRejReason ( RejReason value )

inlinenoexcept

Code to identify reason for order rejection. Please refer to the error codes document for domain information.

Definition at line 14869 of file Messages.h.

◆ setOrdTagId()

ThisType & setOrdTagId ( OrdTagID value )

inlinenoexcept

Identifies the order tag identification.

Definition at line 15350 of file Messages.h.

◆ setOrdTagIdToNull()

ThisType & setOrdTagIdToNull ( )

inlinenoexcept

Definition at line 15359 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( OrdType::Enum value )

inlinenoexcept

Order type.

Definition at line 15020 of file Messages.h.

◆ setOrigClOrdId()

ThisType & setOrigClOrdId ( ClOrdIDOptional value )

inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 14962 of file Messages.h.

◆ setOrigClOrdIdToNull()

ThisType & setOrigClOrdIdToNull ( )

inlinenoexcept

Definition at line 14971 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 15133 of file Messages.h.

◆ setPriceToNull()

ThisType & setPriceToNull ( )

inlinenoexcept

Definition at line 15142 of file Messages.h.

◆ setReceivedTime()

ThisType & setReceivedTime ( UTCTimestampNanosOptional value )

inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 15320 of file Messages.h.

◆ setReceivedTimeToNull()

ThisType & setReceivedTimeToNull ( )

inlinenoexcept

Definition at line 15330 of file Messages.h.

◆ setSecondaryOrderId()

ThisType & setSecondaryOrderId ( OrderIDOptional value )

inlinenoexcept

Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.

Definition at line 14797 of file Messages.h.

◆ setSecondaryOrderIdToNull()

ThisType & setSecondaryOrderIdToNull ( )

inlinenoexcept

Definition at line 14806 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 14826 of file Messages.h.

◆ setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 14716 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 15164 of file Messages.h.

◆ setStopPxToNull()

ThisType & setStopPxToNull ( )

inlinenoexcept

Definition at line 15173 of file Messages.h.

◆ setStrategyId()

ThisType & setStrategyId ( StrategyIDOptional value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 15412 of file Messages.h.

◆ setStrategyIdToNull()

ThisType & setStrategyIdToNull ( )

inlinenoexcept

Definition at line 15421 of file Messages.h.

◆ setText()

ThisType & setText ( StrRef value )

inline

Free ASCII format text string.

Definition at line 15507 of file Messages.h.

◆ setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 15040 of file Messages.h.

◆ setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 15442 of file Messages.h.

◆ setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 15451 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 14889 of file Messages.h.

◆ side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 14707 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 15154 of file Messages.h.

◆ strategyId()

bool strategyId ( StrategyIDOptional & value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 15402 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 15645 of file Messages.h.

◆ text()

StrRef text ( ) const

inlinenoexcept

Free ASCII format text string.

Definition at line 15478 of file Messages.h.

◆ timeInForce()

TimeInForce::Enum timeInForce ( ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 15031 of file Messages.h.

◆ toString() [1/2]

std::string toString ( bool skipEmptyFields = false ) const

inline

Returns: a human-readable presentation.

Definition at line 1495 of file MessageSerialization.h.

◆ toString() [2/2]

void toString	(	std::string &	dest,
		bool	skipEmptyFields = false )

inline

Writes a human-readable presentation into the destination string.

Definition at line 1488 of file MessageSerialization.h.

◆ tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 15432 of file Messages.h.

◆ transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 14880 of file Messages.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ ExecutionReportReject204() [1/6]

◆ ExecutionReportReject204() [2/6]

◆ ExecutionReportReject204() [3/6]

◆ ExecutionReportReject204() [4/6]

◆ ExecutionReportReject204() [5/6]

◆ ExecutionReportReject204() [6/6]

Member Function Documentation

◆ account()

◆ blockLength()

◆ businessHeader() [1/2]

◆ businessHeader() [2/2]

◆ calculateBinarySize()

◆ className()

◆ clOrdId()

◆ crossedIndicator()

◆ crossId()

◆ cxlRejResponseTo()

◆ deskId()

◆ execId()

◆ expireDate()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ investorId()

◆ maxFloor()

◆ memo()

◆ messageType()

◆ minimalBlockLength()

◆ minQty()

◆ orderId()

◆ orderQty()

◆ ordRejReason()

◆ ordStatus()

◆ ordTagId()

◆ ordType()

◆ origClOrdId()

◆ price()

◆ receivedTime()

◆ reset()

◆ resetVariableFields()

◆ secondaryOrderId()

◆ securityExchange()

◆ securityId()

◆ securityIdSource()

◆ setAccount()

◆ setAccountToNull()

◆ setClOrdId()

◆ setCrossedIndicator()

◆ setCrossedIndicatorToNull()

◆ setCrossId()

◆ setCrossIdToNull()

◆ setCxlRejResponseTo()

◆ setDeskId()

◆ setExecId()

◆ setExpireDate()

◆ setExpireDateToNull()

◆ setInvestorId()

◆ setInvestorIdToNull()

◆ setMaxFloor()

◆ setMaxFloorToNull()

◆ setMemo()

◆ setMinQty()

◆ setMinQtyToNull()

◆ setOrderId()

◆ setOrderIdToNull()

◆ setOrderQty()

◆ setOrderQtyToNull()

◆ setOrdRejReason()

◆ setOrdTagId()