OnixS C++ B3 BOE Binary Order Entry  1.3.0
API Documentation
ExecutionReportReject204 Struct Reference

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

Public Types

enum  { TemplateId = 204 }
 
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 OutboundBusinessHeaderbusinessHeader () const noexcept
 
OutboundBusinessHeaderbusinessHeader () noexcept
 
Side::Enum side () const noexcept
 
ThisTypesetSide (Side::Enum value) noexcept
 
CxlRejResponseTo::Enum cxlRejResponseTo () const noexcept
 
ThisTypesetCxlRejResponseTo (CxlRejResponseTo::Enum value) noexcept
 
ClOrdID clOrdId () const noexcept
 
ThisTypesetClOrdId (ClOrdID value) noexcept
 
bool secondaryOrderId (OrderIDOptional &value) const noexcept
 
ThisTypesetSecondaryOrderId (OrderIDOptional value) noexcept
 
ThisTypesetSecondaryOrderIdToNull () noexcept
 
SecurityID securityId () const noexcept
 
ThisTypesetSecurityId (SecurityID value) noexcept
 
RejReason ordRejReason () const noexcept
 
ThisTypesetOrdRejReason (RejReason value) noexcept
 
UTCTimestampNanos transactTime () const noexcept
 
ThisTypesetTransactTime (UTCTimestampNanos value) noexcept
 
ExecID execId () const noexcept
 
ThisTypesetExecId (ExecID value) noexcept
 
bool orderId (OrderIDOptional &value) const noexcept
 
ThisTypesetOrderId (OrderIDOptional value) noexcept
 
ThisTypesetOrderIdToNull () noexcept
 
bool origClOrdId (ClOrdIDOptional &value) const noexcept
 
ThisTypesetOrigClOrdId (ClOrdIDOptional value) noexcept
 
ThisTypesetOrigClOrdIdToNull () noexcept
 
bool account (AccountOptional &value) const noexcept
 
ThisTypesetAccount (AccountOptional value) noexcept
 
ThisTypesetAccountToNull () noexcept
 
OrdType::Enum ordType () const noexcept
 
ThisTypesetOrdType (OrdType::Enum value) noexcept
 
TimeInForce::Enum timeInForce () const noexcept
 
ThisTypesetTimeInForce (TimeInForce::Enum value) noexcept
 
bool expireDate (Timestamp &value) const noexcept
 
ThisTypesetExpireDate (Timestamp value) noexcept
 
ThisTypesetExpireDateToNull () noexcept
 
bool orderQty (QuantityOptional &value) const noexcept
 
ThisTypesetOrderQty (QuantityOptional value) noexcept
 
ThisTypesetOrderQtyToNull () noexcept
 
bool price (PriceOptional &value) const noexcept
 
ThisTypesetPrice (PriceOptional value) noexcept
 
ThisTypesetPriceToNull () noexcept
 
bool stopPx (PriceOptional &value) const noexcept
 
ThisTypesetStopPx (PriceOptional value) noexcept
 
ThisTypesetStopPxToNull () noexcept
 
bool minQty (QuantityOptional &value) const noexcept
 
ThisTypesetMinQty (QuantityOptional value) noexcept
 
ThisTypesetMinQtyToNull () noexcept
 
bool maxFloor (QuantityOptional &value) const noexcept
 
ThisTypesetMaxFloor (QuantityOptional value) noexcept
 
ThisTypesetMaxFloorToNull () noexcept
 
bool crossId (CrossIDOptional &value) const noexcept
 
ThisTypesetCrossId (CrossIDOptional value) noexcept
 
ThisTypesetCrossIdToNull () noexcept
 
bool crossedIndicator (CrossedIndicator::Enum &value) const noexcept
 
ThisTypesetCrossedIndicator (CrossedIndicator::Enum value) noexcept
 
ThisTypesetCrossedIndicatorToNull () noexcept
 
bool receivedTime (UTCTimestampNanosOptional &value) const noexcept
 
ThisTypesetReceivedTime (UTCTimestampNanosOptional value) noexcept
 
ThisTypesetReceivedTimeToNull () noexcept
 
bool ordTagId (OrdTagID &value) const noexcept
 
ThisTypesetOrdTagId (OrdTagID value) noexcept
 
ThisTypesetOrdTagIdToNull () noexcept
 
bool investorId (InvestorID &value) const noexcept
 
ThisTypesetInvestorId (InvestorID value) noexcept
 
ThisTypesetInvestorIdToNull () noexcept
 
bool strategyId (StrategyIDOptional &value) const noexcept
 
ThisTypesetStrategyId (StrategyIDOptional value) noexcept
 
ThisTypesetStrategyIdToNull () noexcept
 
bool tradingSubAccount (AccountOptional &value) const noexcept
 
ThisTypesetTradingSubAccount (AccountOptional value)
 
ThisTypesetTradingSubAccountToNull ()
 
StrRef deskId () const noexcept
 
StrRef memo () const noexcept
 
StrRef text () const noexcept
 
ThisTypesetDeskId (StrRef value)
 
ThisTypesetMemo (StrRef value)
 
ThisTypesetText (StrRef value)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () 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::SbeMessagecontainer () 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 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 CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (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 14312 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 14317 of file Messages.h.

This type alias.

Definition at line 14320 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 14323 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

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

Initializes an instance over the given memory block.

Definition at line 14329 of file Messages.h.

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 14344 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 14358 of file Messages.h.

ExecutionReportReject204 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 14369 of file Messages.h.

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 14380 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional value) const
inlinenoexcept

Account mnemonic of the order.

Definition at line 14700 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 15255 of file Messages.h.

const OutboundBusinessHeader& businessHeader ( ) const
inlinenoexcept

MessageType.ExecutionReport_Reject.

Common header to all outbound business messages.

Definition at line 14407 of file Messages.h.

OutboundBusinessHeader& businessHeader ( )
inlinenoexcept

Common header to all outbound business messages.

Definition at line 14416 of file Messages.h.

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

Definition at line 15365 of file Messages.h.

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

Definition at line 15333 of file Messages.h.

ClOrdID clOrdId ( ) const
inlinenoexcept

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

Definition at line 14481 of file Messages.h.

bool crossedIndicator ( CrossedIndicator::Enum value) const
inlinenoexcept

Indicates cross order purpose.

Definition at line 14994 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 14963 of file Messages.h.

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 14457 of file Messages.h.

StrRef deskId ( ) const
inlinenoexcept

Identifies the trading desk.

Definition at line 15180 of file Messages.h.

ExecID execId ( ) const
inlinenoexcept

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

Definition at line 14619 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 14770 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 15342 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 15282 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 15270 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 15089 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 14932 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 15188 of file Messages.h.

static constexpr MessageType::Enum messageType ( )
inlinestaticnoexcept

MessageType.ExecutionReport_Reject.

Definition at line 14396 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 15238 of file Messages.h.

bool minQty ( QuantityOptional value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 14902 of file Messages.h.

bool orderId ( OrderIDOptional value) const
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 14640 of file Messages.h.

bool orderQty ( QuantityOptional value) const
inlinenoexcept

Quantity ordered.

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

Definition at line 14810 of file Messages.h.

RejReason ordRejReason ( ) const
inlinenoexcept

Code to identify reason for order rejection.

Please refer to the error codes document for domain information.

Definition at line 14577 of file Messages.h.

static constexpr OrdStatus::Enum ordStatus ( )
inlinestaticnoexcept

Identifies current status of order.

Definition at line 14446 of file Messages.h.

bool ordTagId ( OrdTagID value) const
inlinenoexcept

Identifies the order tag identification.

Definition at line 15059 of file Messages.h.

OrdType::Enum ordType ( ) const
inlinenoexcept

Order type.

Definition at line 14729 of file Messages.h.

bool origClOrdId ( ClOrdIDOptional value) const
inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 14670 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 14841 of file Messages.h.

bool receivedTime ( UTCTimestampNanosOptional value) const
inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 15027 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 15300 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 15290 of file Messages.h.

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 14504 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 14568 of file Messages.h.

SecurityID securityId ( ) const
inlinenoexcept

Security identification as defined by exchange.

Definition at line 14535 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )
inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 14556 of file Messages.h.

ThisType& setAccount ( AccountOptional  value)
inlinenoexcept

Account mnemonic of the order.

Definition at line 14709 of file Messages.h.

ThisType& setAccountToNull ( )
inlinenoexcept

Definition at line 14718 of file Messages.h.

ThisType& setClOrdId ( ClOrdID  value)
inlinenoexcept

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

Definition at line 14491 of file Messages.h.

ThisType& setCrossedIndicator ( CrossedIndicator::Enum  value)
inlinenoexcept

Indicates cross order purpose.

Definition at line 15005 of file Messages.h.

ThisType& setCrossedIndicatorToNull ( )
inlinenoexcept

Definition at line 15015 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 14973 of file Messages.h.

ThisType& setCrossIdToNull ( )
inlinenoexcept

Definition at line 14982 of file Messages.h.

ThisType& setCxlRejResponseTo ( CxlRejResponseTo::Enum  value)
inlinenoexcept

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

Definition at line 14468 of file Messages.h.

ThisType& setDeskId ( StrRef  value)
inline

Identifies the trading desk.

Definition at line 15203 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 14629 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 14789 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 14798 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 15099 of file Messages.h.

ThisType& setInvestorIdToNull ( )
inlinenoexcept

Definition at line 15108 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 14942 of file Messages.h.

ThisType& setMaxFloorToNull ( )
inlinenoexcept

Definition at line 14951 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 15214 of file Messages.h.

ThisType& setMinQty ( QuantityOptional  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 14911 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 14920 of file Messages.h.

ThisType& setOrderId ( OrderIDOptional  value)
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 14649 of file Messages.h.

ThisType& setOrderIdToNull ( )
inlinenoexcept

Definition at line 14658 of file Messages.h.

ThisType& setOrderQty ( QuantityOptional  value)
inlinenoexcept

Quantity ordered.

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

Definition at line 14820 of file Messages.h.

ThisType& setOrderQtyToNull ( )
inlinenoexcept

Definition at line 14829 of file Messages.h.

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 14587 of file Messages.h.

ThisType& setOrdTagId ( OrdTagID  value)
inlinenoexcept

Identifies the order tag identification.

Definition at line 15068 of file Messages.h.

ThisType& setOrdTagIdToNull ( )
inlinenoexcept

Definition at line 15077 of file Messages.h.

ThisType& setOrdType ( OrdType::Enum  value)
inlinenoexcept

Order type.

Definition at line 14738 of file Messages.h.

ThisType& setOrigClOrdId ( ClOrdIDOptional  value)
inlinenoexcept

Value of origClOrdID field informed from the related request message.

Definition at line 14680 of file Messages.h.

ThisType& setOrigClOrdIdToNull ( )
inlinenoexcept

Definition at line 14689 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 14851 of file Messages.h.

ThisType& setPriceToNull ( )
inlinenoexcept

Definition at line 14860 of file Messages.h.

ThisType& setReceivedTime ( UTCTimestampNanosOptional  value)
inlinenoexcept

Time of receipt of related inbound message in the gateway.

Definition at line 15038 of file Messages.h.

ThisType& setReceivedTimeToNull ( )
inlinenoexcept

Definition at line 15048 of file Messages.h.

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 14515 of file Messages.h.

ThisType& setSecondaryOrderIdToNull ( )
inlinenoexcept

Definition at line 14524 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value)
inlinenoexcept

Security identification as defined by exchange.

Definition at line 14544 of file Messages.h.

ThisType& setSide ( Side::Enum  value)
inlinenoexcept

Side of order.

Definition at line 14434 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 14882 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 14891 of file Messages.h.

ThisType& setStrategyId ( StrategyIDOptional  value)
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 15130 of file Messages.h.

ThisType& setStrategyIdToNull ( )
inlinenoexcept

Definition at line 15139 of file Messages.h.

ThisType& setText ( StrRef  value)
inline

Free ASCII format text string.

Definition at line 15225 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 14758 of file Messages.h.

ThisType& setTradingSubAccount ( AccountOptional  value)
inline

Account used for associating risk limits (when defined).

Definition at line 15160 of file Messages.h.

ThisType& setTradingSubAccountToNull ( )
inline

Definition at line 15169 of file Messages.h.

ThisType& setTransactTime ( UTCTimestampNanos  value)
inlinenoexcept

Time of execution/order creation.

Definition at line 14607 of file Messages.h.

Side::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 14425 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 14872 of file Messages.h.

bool strategyId ( StrategyIDOptional value) const
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 15120 of file Messages.h.

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

Definition at line 15355 of file Messages.h.

StrRef text ( ) const
inlinenoexcept

Free ASCII format text string.

Definition at line 15196 of file Messages.h.

TimeInForce::Enum timeInForce ( ) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 14749 of file Messages.h.

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

Definition at line 1117 of file MessageSerialization.h.

bool tradingSubAccount ( AccountOptional value) const
inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 15150 of file Messages.h.

UTCTimestampNanos transactTime ( ) const
inlinenoexcept

Time of execution/order creation.

Definition at line 14598 of file Messages.h.


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