OnixS C++ B3 BOE Binary Order Entry  1.3.0
API Documentation
ExecutionReportTrade203 Struct Reference

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

Public Types

enum  { TemplateId = 203 }
 
typedef SchemaTraits Schema
 
typedef ExecutionReportTrade203 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 ExecutionReportTrade203 ()=default
 
 ExecutionReportTrade203 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 ExecutionReportTrade203 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 ExecutionReportTrade203 (void *data, EncodedLength length, NoInit)
 
 ExecutionReportTrade203 (const SbeMessage &message)
 
 ExecutionReportTrade203 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
 
const OutboundBusinessHeaderbusinessHeader () const noexcept
 
OutboundBusinessHeaderbusinessHeader () noexcept
 
Side::Enum side () const noexcept
 
ThisTypesetSide (Side::Enum value) noexcept
 
OrdStatus::Enum ordStatus () const noexcept
 
ThisTypesetOrdStatus (OrdStatus::Enum value) noexcept
 
bool clOrdId (ClOrdIDOptional &value) const noexcept
 
ThisTypesetClOrdId (ClOrdIDOptional value) noexcept
 
ThisTypesetClOrdIdToNull () noexcept
 
OrderID secondaryOrderId () const noexcept
 
ThisTypesetSecondaryOrderId (OrderID value) noexcept
 
SecurityID securityId () const noexcept
 
ThisTypesetSecurityId (SecurityID value) noexcept
 
bool account (AccountOptional &value) const noexcept
 
ThisTypesetAccount (AccountOptional value) noexcept
 
ThisTypesetAccountToNull () noexcept
 
Quantity lastQty () const noexcept
 
ThisTypesetLastQty (Quantity value) noexcept
 
Price lastPx () const noexcept
 
ThisTypesetLastPx (Price value) noexcept
 
ExecID execId () const noexcept
 
ThisTypesetExecId (ExecID value) noexcept
 
UTCTimestampNanos transactTime () const noexcept
 
ThisTypesetTransactTime (UTCTimestampNanos value) noexcept
 
Quantity leavesQty () const noexcept
 
ThisTypesetLeavesQty (Quantity value) noexcept
 
Quantity cumQty () const noexcept
 
ThisTypesetCumQty (Quantity value) noexcept
 
Boolean::Enum aggressorIndicator () const noexcept
 
ThisTypesetAggressorIndicator (Boolean::Enum value) noexcept
 
ExecType::Enum execType () const noexcept
 
ThisTypesetExecType (ExecType::Enum value) noexcept
 
bool orderCategory (OrderCategory::Enum &value) const noexcept
 
ThisTypesetOrderCategory (OrderCategory::Enum value) noexcept
 
ThisTypesetOrderCategoryToNull () noexcept
 
bool multiLegReportingType (MultiLegReportingType::Enum &value) const noexcept
 
ThisTypesetMultiLegReportingType (MultiLegReportingType::Enum value) noexcept
 
ThisTypesetMultiLegReportingTypeToNull () noexcept
 
TradeID tradeId () const noexcept
 
ThisTypesetTradeId (TradeID value) noexcept
 
Firm contraBroker () const noexcept
 
ThisTypesetContraBroker (Firm value) noexcept
 
OrderID orderId () const noexcept
 
ThisTypesetOrderId (OrderID value) noexcept
 
Timestamp tradeDate () const noexcept
 
ThisTypesetTradeDate (Timestamp value) noexcept
 
bool totNoRelatedSym (TotNoRelatedSym &value) const noexcept
 
ThisTypesetTotNoRelatedSym (TotNoRelatedSym value) noexcept
 
ThisTypesetTotNoRelatedSymToNull () noexcept
 
bool secondaryExecId (ExecIDOptional &value) const noexcept
 
ThisTypesetSecondaryExecId (ExecIDOptional value) noexcept
 
ThisTypesetSecondaryExecIdToNull () noexcept
 
bool execRefId (ExecIDOptional &value) const noexcept
 
ThisTypesetExecRefId (ExecIDOptional value) noexcept
 
ThisTypesetExecRefIdToNull () 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
 
Quantity orderQty () const noexcept
 
ThisTypesetOrderQty (Quantity value) noexcept
 
bool tradingSessionId (TradingSessionID::Enum &value) const noexcept
 
ThisTypesetTradingSessionId (TradingSessionID::Enum value) noexcept
 
ThisTypesetTradingSessionIdToNull () noexcept
 
bool tradingSessionSubId (TradingSessionSubID::Enum &value) const noexcept
 
ThisTypesetTradingSessionSubId (TradingSessionSubID::Enum value) noexcept
 
ThisTypesetTradingSessionSubIdToNull () noexcept
 
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
 
ThisTypesetSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
 
ThisTypesetSecurityTradingStatusToNull () noexcept
 
bool crossType (CrossType::Enum &value) const noexcept
 
ThisTypesetCrossType (CrossType::Enum value) noexcept
 
ThisTypesetCrossTypeToNull () noexcept
 
bool crossPrioritization (CrossPrioritization::Enum &value) const noexcept
 
ThisTypesetCrossPrioritization (CrossPrioritization::Enum value) noexcept
 
ThisTypesetCrossPrioritizationToNull () noexcept
 
bool strategyId (StrategyIDOptional &value) const noexcept
 
ThisTypesetStrategyId (StrategyIDOptional value) noexcept
 
ThisTypesetStrategyIdToNull () noexcept
 
bool impliedEventId (ImpliedEventID &value) const noexcept
 
ThisTypesetImpliedEventId (ImpliedEventID value)
 
ThisTypesetImpliedEventIdToNull ()
 
bool tradingSubAccount (AccountOptional &value) const noexcept
 
ThisTypesetTradingSubAccount (AccountOptional value)
 
ThisTypesetTradingSubAccountToNull ()
 
StrRef deskId () const noexcept
 
StrRef memo () const noexcept
 
ThisTypesetDeskId (StrRef value)
 
ThisTypesetMemo (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 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 13010 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 13015 of file Messages.h.

This type alias.

Definition at line 13018 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 13021 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

ExecutionReportTrade203 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 13027 of file Messages.h.

ExecutionReportTrade203 ( 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 13042 of file Messages.h.

ExecutionReportTrade203 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 13056 of file Messages.h.

ExecutionReportTrade203 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 13067 of file Messages.h.

ExecutionReportTrade203 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 13078 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional value) const
inlinenoexcept

Account mnemonic of the order.

Definition at line 13259 of file Messages.h.

Boolean::Enum aggressorIndicator ( ) const
inlinenoexcept

Identify whether the order initiator is an aggressor or not in the trade.

Definition at line 13413 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 14111 of file Messages.h.

const OutboundBusinessHeader& businessHeader ( ) const
inlinenoexcept

MessageType.ExecutionReport_Trade.

Common header to all outbound business messages.

Definition at line 13105 of file Messages.h.

OutboundBusinessHeader& businessHeader ( )
inlinenoexcept

Common header to all outbound business messages.

Definition at line 13114 of file Messages.h.

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

Definition at line 14224 of file Messages.h.

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

Definition at line 14192 of file Messages.h.

bool clOrdId ( ClOrdIDOptional value) const
inlinenoexcept

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

Definition at line 13164 of file Messages.h.

Firm contraBroker ( ) const
inlinenoexcept

Identifies the contra broker firm.

Definition at line 13548 of file Messages.h.

bool crossedIndicator ( CrossedIndicator::Enum value) const
inlinenoexcept

Indicates cross order purpose.

Definition at line 13741 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 13710 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 13926 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 13893 of file Messages.h.

Quantity cumQty ( ) const
inlinenoexcept

Total number of shares or contracts filled.

Definition at line 13392 of file Messages.h.

StrRef deskId ( ) const
inlinenoexcept

Identifies the trading desk.

Definition at line 14053 of file Messages.h.

ExecID execId ( ) const
inlinenoexcept

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

Definition at line 13329 of file Messages.h.

bool execRefId ( ExecIDOptional value) const
inlinenoexcept

Optionally sent when reporting a trade bust.

Contains the identifier of the busted trade.

Definition at line 13679 of file Messages.h.

ExecType::Enum execType ( ) const
inlinenoexcept

Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for the current order status (e.g, Partially Filled).

Definition at line 13436 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 14201 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 14138 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 14126 of file Messages.h.

bool impliedEventId ( ImpliedEventID value) const
inlinenoexcept

Unique ID for all matches that occur as a result of a implied event.

Definition at line 13992 of file Messages.h.

Price lastPx ( ) const
inlinenoexcept

Price of last fill.

Definition at line 13308 of file Messages.h.

Quantity lastQty ( ) const
inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 13288 of file Messages.h.

Quantity leavesQty ( ) const
inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 13371 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 14061 of file Messages.h.

static constexpr MessageType::Enum messageType ( )
inlinestaticnoexcept

MessageType.ExecutionReport_Trade.

Definition at line 13094 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 14092 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 13493 of file Messages.h.

bool orderCategory ( OrderCategory::Enum value) const
inlinenoexcept

Reason why a trade occurred.

Definition at line 13459 of file Messages.h.

OrderID orderId ( ) const
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 13568 of file Messages.h.

Quantity orderQty ( ) const
inlinenoexcept

Quantity ordered.

Definition at line 13773 of file Messages.h.

OrdStatus::Enum ordStatus ( ) const
inlinenoexcept

Identifies current status of order.

Definition at line 13143 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14155 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14146 of file Messages.h.

bool secondaryExecId ( ExecIDOptional value) const
inlinenoexcept

Unique identifier present in all messages associated with a spread transaction.

This value allows linking spread summary fill notice, leg fill notices, and leg trade cancellation execution report messages generated from a spread transaction.

Definition at line 13645 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 13196 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 13251 of file Messages.h.

SecurityID securityId ( ) const
inlinenoexcept

Security identification as defined by exchange.

Definition at line 13218 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )
inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 13239 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inlinenoexcept

Identifier for the instrument status.

Definition at line 13860 of file Messages.h.

ThisType& setAccount ( AccountOptional  value)
inlinenoexcept

Account mnemonic of the order.

Definition at line 13268 of file Messages.h.

ThisType& setAccountToNull ( )
inlinenoexcept

Definition at line 13277 of file Messages.h.

ThisType& setAggressorIndicator ( Boolean::Enum  value)
inlinenoexcept

Identify whether the order initiator is an aggressor or not in the trade.

Definition at line 13423 of file Messages.h.

ThisType& setClOrdId ( ClOrdIDOptional  value)
inlinenoexcept

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

Definition at line 13174 of file Messages.h.

ThisType& setClOrdIdToNull ( )
inlinenoexcept

Definition at line 13183 of file Messages.h.

ThisType& setContraBroker ( Firm  value)
inlinenoexcept

Identifies the contra broker firm.

Definition at line 13557 of file Messages.h.

ThisType& setCrossedIndicator ( CrossedIndicator::Enum  value)
inlinenoexcept

Indicates cross order purpose.

Definition at line 13752 of file Messages.h.

ThisType& setCrossedIndicatorToNull ( )
inlinenoexcept

Definition at line 13762 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 13720 of file Messages.h.

ThisType& setCrossIdToNull ( )
inlinenoexcept

Definition at line 13729 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 13939 of file Messages.h.

ThisType& setCrossPrioritizationToNull ( )
inlinenoexcept

Definition at line 13949 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 13903 of file Messages.h.

ThisType& setCrossTypeToNull ( )
inlinenoexcept

Definition at line 13912 of file Messages.h.

ThisType& setCumQty ( Quantity  value)
inlinenoexcept

Total number of shares or contracts filled.

Definition at line 13401 of file Messages.h.

ThisType& setDeskId ( StrRef  value)
inline

Identifies the trading desk.

Definition at line 14068 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 13339 of file Messages.h.

ThisType& setExecRefId ( ExecIDOptional  value)
inlinenoexcept

Optionally sent when reporting a trade bust.

Contains the identifier of the busted trade.

Definition at line 13689 of file Messages.h.

ThisType& setExecRefIdToNull ( )
inlinenoexcept

Definition at line 13698 of file Messages.h.

ThisType& setExecType ( ExecType::Enum  value)
inlinenoexcept

Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for the current order status (e.g, Partially Filled).

Definition at line 13447 of file Messages.h.

ThisType& setImpliedEventId ( ImpliedEventID  value)
inline

Unique ID for all matches that occur as a result of a implied event.

Definition at line 14003 of file Messages.h.

ThisType& setImpliedEventIdToNull ( )
inline

Definition at line 14012 of file Messages.h.

ThisType& setLastPx ( Price  value)
inlinenoexcept

Price of last fill.

Definition at line 13317 of file Messages.h.

ThisType& setLastQty ( Quantity  value)
inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 13297 of file Messages.h.

ThisType& setLeavesQty ( Quantity  value)
inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 13381 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 14079 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 13505 of file Messages.h.

ThisType& setMultiLegReportingTypeToNull ( )
inlinenoexcept

Definition at line 13515 of file Messages.h.

ThisType& setOrderCategory ( OrderCategory::Enum  value)
inlinenoexcept

Reason why a trade occurred.

Definition at line 13470 of file Messages.h.

ThisType& setOrderCategoryToNull ( )
inlinenoexcept

Definition at line 13480 of file Messages.h.

ThisType& setOrderId ( OrderID  value)
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 13577 of file Messages.h.

ThisType& setOrderQty ( Quantity  value)
inlinenoexcept

Quantity ordered.

Definition at line 13782 of file Messages.h.

ThisType& setOrdStatus ( OrdStatus::Enum  value)
inlinenoexcept

Identifies current status of order.

Definition at line 13152 of file Messages.h.

ThisType& setSecondaryExecId ( ExecIDOptional  value)
inlinenoexcept

Unique identifier present in all messages associated with a spread transaction.

This value allows linking spread summary fill notice, leg fill notices, and leg trade cancellation execution report messages generated from a spread transaction.

Definition at line 13658 of file Messages.h.

ThisType& setSecondaryExecIdToNull ( )
inlinenoexcept

Definition at line 13667 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 13207 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value)
inlinenoexcept

Security identification as defined by exchange.

Definition at line 13227 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifier for the instrument status.

Definition at line 13871 of file Messages.h.

ThisType& setSecurityTradingStatusToNull ( )
inlinenoexcept

Definition at line 13881 of file Messages.h.

ThisType& setSide ( Side::Enum  value)
inlinenoexcept

Side of order.

Definition at line 13132 of file Messages.h.

ThisType& setStrategyId ( StrategyIDOptional  value)
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 13971 of file Messages.h.

ThisType& setStrategyIdToNull ( )
inlinenoexcept

Definition at line 13980 of file Messages.h.

ThisType& setTotNoRelatedSym ( TotNoRelatedSym  value)
inlinenoexcept

Number of leg fill notice messages sent with spread summary.

Definition at line 13621 of file Messages.h.

ThisType& setTotNoRelatedSymToNull ( )
inlinenoexcept

Definition at line 13630 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 13599 of file Messages.h.

ThisType& setTradeId ( TradeID  value)
inlinenoexcept

Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.

Definition at line 13537 of file Messages.h.

ThisType& setTradingSessionId ( TradingSessionID::Enum  value)
inlinenoexcept

Identifier for Trading Session.

Definition at line 13805 of file Messages.h.

ThisType& setTradingSessionIdToNull ( )
inlinenoexcept

Definition at line 13815 of file Messages.h.

ThisType& setTradingSessionSubId ( TradingSessionSubID::Enum  value)
inlinenoexcept

Identifier for the instrument group phase.

Definition at line 13838 of file Messages.h.

ThisType& setTradingSessionSubIdToNull ( )
inlinenoexcept

Definition at line 13848 of file Messages.h.

ThisType& setTradingSubAccount ( AccountOptional  value)
inline

Account used for associating risk limits (when defined).

Definition at line 14033 of file Messages.h.

ThisType& setTradingSubAccountToNull ( )
inline

Definition at line 14042 of file Messages.h.

ThisType& setTransactTime ( UTCTimestampNanos  value)
inlinenoexcept

Time of execution/order creation.

Definition at line 13359 of file Messages.h.

Side::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 13123 of file Messages.h.

bool strategyId ( StrategyIDOptional value) const
inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 13961 of file Messages.h.

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

Definition at line 14214 of file Messages.h.

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

Definition at line 1070 of file MessageSerialization.h.

bool totNoRelatedSym ( TotNoRelatedSym value) const
inlinenoexcept

Number of leg fill notice messages sent with spread summary.

Definition at line 13611 of file Messages.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 13589 of file Messages.h.

TradeID tradeId ( ) const
inlinenoexcept

Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.

Definition at line 13527 of file Messages.h.

bool tradingSessionId ( TradingSessionID::Enum value) const
inlinenoexcept

Identifier for Trading Session.

Definition at line 13794 of file Messages.h.

bool tradingSessionSubId ( TradingSessionSubID::Enum value) const
inlinenoexcept

Identifier for the instrument group phase.

Definition at line 13827 of file Messages.h.

bool tradingSubAccount ( AccountOptional value) const
inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 14023 of file Messages.h.

UTCTimestampNanos transactTime ( ) const
inlinenoexcept

Time of execution/order creation.

Definition at line 13350 of file Messages.h.


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