ExecutionReportTrade203 Struct Reference

Public Types
enum
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 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
bool	clOrdId (ClOrdIDOptional &value) const noexcept
ThisType &	setClOrdId (ClOrdIDOptional value) noexcept
ThisType &	setClOrdIdToNull () noexcept
OrderID	secondaryOrderId () const noexcept
ThisType &	setSecondaryOrderId (OrderID value) noexcept
SecurityID	securityId () const noexcept
ThisType &	setSecurityId (SecurityID value) noexcept
bool	account (AccountOptional &value) const noexcept
ThisType &	setAccount (AccountOptional value) noexcept
ThisType &	setAccountToNull () noexcept
Quantity	lastQty () const noexcept
ThisType &	setLastQty (Quantity value) noexcept
Price	lastPx () const noexcept
ThisType &	setLastPx (Price value) noexcept
ExecID	execId () const noexcept
ThisType &	setExecId (ExecID value) noexcept
UTCTimestampNanos	transactTime () const noexcept
ThisType &	setTransactTime (UTCTimestampNanos value) noexcept
Quantity	leavesQty () const noexcept
ThisType &	setLeavesQty (Quantity value) noexcept
Quantity	cumQty () const noexcept
ThisType &	setCumQty (Quantity value) noexcept
Boolean::Enum	aggressorIndicator () const noexcept
ThisType &	setAggressorIndicator (Boolean::Enum value) noexcept
ExecType::Enum	execType () const noexcept
ThisType &	setExecType (ExecType::Enum value) noexcept
bool	orderCategory (OrderCategory::Enum &value) const noexcept
ThisType &	setOrderCategory (OrderCategory::Enum value) noexcept
ThisType &	setOrderCategoryToNull () noexcept
bool	multiLegReportingType (MultiLegReportingType::Enum &value) const noexcept
ThisType &	setMultiLegReportingType (MultiLegReportingType::Enum value) noexcept
ThisType &	setMultiLegReportingTypeToNull () noexcept
TradeID	tradeId () const noexcept
ThisType &	setTradeId (TradeID value) noexcept
Firm	contraBroker () const noexcept
ThisType &	setContraBroker (Firm value) noexcept
OrderID	orderId () const noexcept
ThisType &	setOrderId (OrderID value) noexcept
Timestamp	tradeDate () const noexcept
ThisType &	setTradeDate (Timestamp value) noexcept
bool	totNoRelatedSym (TotNoRelatedSym &value) const noexcept
ThisType &	setTotNoRelatedSym (TotNoRelatedSym value) noexcept
ThisType &	setTotNoRelatedSymToNull () noexcept
bool	secondaryExecId (ExecIDOptional &value) const noexcept
ThisType &	setSecondaryExecId (ExecIDOptional value) noexcept
ThisType &	setSecondaryExecIdToNull () noexcept
bool	execRefId (ExecIDOptional &value) const noexcept
ThisType &	setExecRefId (ExecIDOptional value) noexcept
ThisType &	setExecRefIdToNull () 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
Quantity	orderQty () const noexcept
ThisType &	setOrderQty (Quantity value) noexcept
bool	tradingSessionId (TradingSessionID::Enum &value) const noexcept
ThisType &	setTradingSessionId (TradingSessionID::Enum value) noexcept
ThisType &	setTradingSessionIdToNull () noexcept
bool	tradingSessionSubId (TradingSessionSubID::Enum &value) const noexcept
ThisType &	setTradingSessionSubId (TradingSessionSubID::Enum value) noexcept
ThisType &	setTradingSessionSubIdToNull () noexcept
bool	securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
ThisType &	setSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
ThisType &	setSecurityTradingStatusToNull () 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	strategyId (StrategyIDOptional &value) const noexcept
ThisType &	setStrategyId (StrategyIDOptional value) noexcept
ThisType &	setStrategyIdToNull () noexcept
bool	impliedEventId (ImpliedEventID &value) const noexcept
ThisType &	setImpliedEventId (ImpliedEventID value)
ThisType &	setImpliedEventIdToNull ()
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 13010 of file Messages.h.

Member Typedef Documentation

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 13015 of file Messages.h.

ThisType

typedef ExecutionReportTrade203 ThisType

This type alias.

Definition at line 13018 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	203

Definition at line 13021 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportTrade203() [1/6]

ExecutionReportTrade203 ( )

default

Initializes a blank instance.

ExecutionReportTrade203() [2/6]

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() [3/6]

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() [4/6]

ExecutionReportTrade203 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 13056 of file Messages.h.

ExecutionReportTrade203() [5/6]

ExecutionReportTrade203 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 13067 of file Messages.h.

ExecutionReportTrade203() [6/6]

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

account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 13259 of file Messages.h.

aggressorIndicator()

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.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 14111 of file Messages.h.

businessHeader() [1/2]

const OutboundBusinessHeader & businessHeader ( ) const

inlinenoexcept

MessageType.ExecutionReport_Trade.

Common header to all outbound business messages.

Definition at line 13105 of file Messages.h.

businessHeader() [2/2]

OutboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 13114 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 14224 of file Messages.h.

className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns

class name.

Definition at line 14192 of file Messages.h.

clOrdId()

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.

contraBroker()

Firm contraBroker ( ) const

inlinenoexcept

Identifies the contra broker firm.

Definition at line 13548 of file Messages.h.

crossedIndicator()

bool crossedIndicator ( CrossedIndicator::Enum & value ) const

inlinenoexcept

Indicates cross order purpose.

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

cumQty()

Quantity cumQty ( ) const

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 13392 of file Messages.h.

deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 14053 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 13329 of file Messages.h.

execRefId()

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()

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.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 14201 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 14138 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 14126 of file Messages.h.

impliedEventId()

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.

lastPx()

Price lastPx ( ) const

inlinenoexcept

Price of last fill.

Definition at line 13308 of file Messages.h.

lastQty()

Quantity lastQty ( ) const

inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 13288 of file Messages.h.

leavesQty()

Quantity leavesQty ( ) const

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 13371 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 14061 of file Messages.h.

messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

MessageType.ExecutionReport_Trade.

Definition at line 13094 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 14092 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 13493 of file Messages.h.

orderCategory()

bool orderCategory ( OrderCategory::Enum & value ) const

inlinenoexcept

Reason why a trade occurred.

Definition at line 13459 of file Messages.h.

orderId()

OrderID orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 13568 of file Messages.h.

orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 13773 of file Messages.h.

ordStatus()

OrdStatus::Enum ordStatus ( ) const

inlinenoexcept

Identifies current status of order.

Definition at line 13143 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14155 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14146 of file Messages.h.

secondaryExecId()

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.

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 13196 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 13251 of file Messages.h.

securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 13218 of file Messages.h.

securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 13239 of file Messages.h.

securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifier for the instrument status.

Definition at line 13860 of file Messages.h.

setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 13268 of file Messages.h.

setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 13277 of file Messages.h.

setAggressorIndicator()

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.

setClOrdId()

ThisType & setClOrdId ( ClOrdIDOptional value )

inlinenoexcept

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

Definition at line 13174 of file Messages.h.

setClOrdIdToNull()

ThisType & setClOrdIdToNull ( )

inlinenoexcept

Definition at line 13183 of file Messages.h.

setContraBroker()

ThisType & setContraBroker ( Firm value )

inlinenoexcept

Identifies the contra broker firm.

Definition at line 13557 of file Messages.h.

setCrossedIndicator()

ThisType & setCrossedIndicator ( CrossedIndicator::Enum value )

inlinenoexcept

Indicates cross order purpose.

Definition at line 13752 of file Messages.h.

setCrossedIndicatorToNull()

ThisType & setCrossedIndicatorToNull ( )

inlinenoexcept

Definition at line 13762 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 13720 of file Messages.h.

setCrossIdToNull()

ThisType & setCrossIdToNull ( )

inlinenoexcept

Definition at line 13729 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 13939 of file Messages.h.

setCrossPrioritizationToNull()

ThisType & setCrossPrioritizationToNull ( )

inlinenoexcept

Definition at line 13949 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 13903 of file Messages.h.

setCrossTypeToNull()

ThisType & setCrossTypeToNull ( )

inlinenoexcept

Definition at line 13912 of file Messages.h.

setCumQty()

ThisType & setCumQty ( Quantity value )

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 13401 of file Messages.h.

setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 14068 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 13339 of file Messages.h.

setExecRefId()

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.

setExecRefIdToNull()

ThisType & setExecRefIdToNull ( )

inlinenoexcept

Definition at line 13698 of file Messages.h.

setExecType()

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.

setImpliedEventId()

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.

setImpliedEventIdToNull()

ThisType & setImpliedEventIdToNull ( )

inline

Definition at line 14012 of file Messages.h.

setLastPx()

ThisType & setLastPx ( Price value )

inlinenoexcept

Price of last fill.

Definition at line 13317 of file Messages.h.

setLastQty()

ThisType & setLastQty ( Quantity value )

inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 13297 of file Messages.h.

setLeavesQty()

ThisType & setLeavesQty ( Quantity value )

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

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

setMultiLegReportingTypeToNull()

ThisType & setMultiLegReportingTypeToNull ( )

inlinenoexcept

Definition at line 13515 of file Messages.h.

setOrderCategory()

ThisType & setOrderCategory ( OrderCategory::Enum value )

inlinenoexcept

Reason why a trade occurred.

Definition at line 13470 of file Messages.h.

setOrderCategoryToNull()

ThisType & setOrderCategoryToNull ( )

inlinenoexcept

Definition at line 13480 of file Messages.h.

setOrderId()

ThisType & setOrderId ( OrderID value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 13577 of file Messages.h.

setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 13782 of file Messages.h.

setOrdStatus()

ThisType & setOrdStatus ( OrdStatus::Enum value )

inlinenoexcept

Identifies current status of order.

Definition at line 13152 of file Messages.h.

setSecondaryExecId()

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.

setSecondaryExecIdToNull()

ThisType & setSecondaryExecIdToNull ( )

inlinenoexcept

Definition at line 13667 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 13207 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 13227 of file Messages.h.

setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifier for the instrument status.

Definition at line 13871 of file Messages.h.

setSecurityTradingStatusToNull()

ThisType & setSecurityTradingStatusToNull ( )

inlinenoexcept

Definition at line 13881 of file Messages.h.

setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 13132 of file Messages.h.

setStrategyId()

ThisType & setStrategyId ( StrategyIDOptional value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 13971 of file Messages.h.

setStrategyIdToNull()

ThisType & setStrategyIdToNull ( )

inlinenoexcept

Definition at line 13980 of file Messages.h.

setTotNoRelatedSym()

ThisType & setTotNoRelatedSym ( TotNoRelatedSym value )

inlinenoexcept

Number of leg fill notice messages sent with spread summary.

Definition at line 13621 of file Messages.h.

setTotNoRelatedSymToNull()

ThisType & setTotNoRelatedSymToNull ( )

inlinenoexcept

Definition at line 13630 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 13599 of file Messages.h.

setTradeId()

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.

setTradingSessionId()

ThisType & setTradingSessionId ( TradingSessionID::Enum value )

inlinenoexcept

Identifier for Trading Session.

Definition at line 13805 of file Messages.h.

setTradingSessionIdToNull()

ThisType & setTradingSessionIdToNull ( )

inlinenoexcept

Definition at line 13815 of file Messages.h.

setTradingSessionSubId()

ThisType & setTradingSessionSubId ( TradingSessionSubID::Enum value )

inlinenoexcept

Identifier for the instrument group phase.

Definition at line 13838 of file Messages.h.

setTradingSessionSubIdToNull()

ThisType & setTradingSessionSubIdToNull ( )

inlinenoexcept

Definition at line 13848 of file Messages.h.

setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 14033 of file Messages.h.

setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 14042 of file Messages.h.

setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 13359 of file Messages.h.

side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 13123 of file Messages.h.

strategyId()

bool strategyId ( StrategyIDOptional & value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 13961 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 14214 of file Messages.h.

toString()

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 1070 of file MessageSerialization.h.

totNoRelatedSym()

bool totNoRelatedSym ( TotNoRelatedSym & value ) const

inlinenoexcept

Number of leg fill notice messages sent with spread summary.

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

tradeId()

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.

tradingSessionId()

bool tradingSessionId ( TradingSessionID::Enum & value ) const

inlinenoexcept

Identifier for Trading Session.

Definition at line 13794 of file Messages.h.

tradingSessionSubId()

bool tradingSessionSubId ( TradingSessionSubID::Enum & value ) const

inlinenoexcept

Identifier for the instrument group phase.

Definition at line 13827 of file Messages.h.

tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 14023 of file Messages.h.

transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 13350 of file Messages.h.