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

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
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 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 13284 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 13289 of file Messages.h.

◆ ThisType

typedef ExecutionReportTrade203 ThisType

This type alias.

Definition at line 13292 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	203

Definition at line 13295 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 13301 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 13316 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 13330 of file Messages.h.

◆ ExecutionReportTrade203() [5/6]

ExecutionReportTrade203 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 13341 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 13352 of file Messages.h.

Member Function Documentation

◆ account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 13533 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 13687 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 14385 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 13379 of file Messages.h.

◆ businessHeader() [2/2]

OutboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 13388 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 14506 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 14468 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 13438 of file Messages.h.

◆ contraBroker()

Firm contraBroker ( ) const

inlinenoexcept

Identifies the contra broker firm.

Definition at line 13822 of file Messages.h.

◆ crossedIndicator()

bool crossedIndicator ( CrossedIndicator::Enum & value ) const

inlinenoexcept

Indicates cross order purpose.

Definition at line 14015 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 13984 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 14200 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 14167 of file Messages.h.

◆ cumQty()

Quantity cumQty ( ) const

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 13666 of file Messages.h.

◆ deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 14327 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 13603 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 13953 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 13710 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 14477 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 14412 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 14400 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 14266 of file Messages.h.

◆ lastPx()

Price lastPx ( ) const

inlinenoexcept

Price of last fill.

Definition at line 13582 of file Messages.h.

◆ lastQty()

Quantity lastQty ( ) const

inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 13562 of file Messages.h.

◆ leavesQty()

Quantity leavesQty ( ) const

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 13645 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 14335 of file Messages.h.

◆ messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

MessageType.ExecutionReport_Trade.

Definition at line 13368 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 14366 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 13767 of file Messages.h.

◆ orderCategory()

bool orderCategory ( OrderCategory::Enum & value ) const

inlinenoexcept

Reason why a trade occurred.

Definition at line 13733 of file Messages.h.

◆ orderId()

OrderID orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 13842 of file Messages.h.

◆ orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 14047 of file Messages.h.

◆ ordStatus()

OrdStatus::Enum ordStatus ( ) const

inlinenoexcept

Identifies current status of order.

Definition at line 13417 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14429 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14420 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 cancelation execution report messages generated from a spread transaction.

Definition at line 13919 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 13470 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 13525 of file Messages.h.

◆ securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 13492 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 13513 of file Messages.h.

◆ securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifier for the instrument status.

Definition at line 14134 of file Messages.h.

◆ setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 13542 of file Messages.h.

◆ setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 13551 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 13697 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( ClOrdIDOptional value )

inlinenoexcept

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

Definition at line 13448 of file Messages.h.

◆ setClOrdIdToNull()

ThisType & setClOrdIdToNull ( )

inlinenoexcept

Definition at line 13457 of file Messages.h.

◆ setContraBroker()

ThisType & setContraBroker ( Firm value )

inlinenoexcept

Identifies the contra broker firm.

Definition at line 13831 of file Messages.h.

◆ setCrossedIndicator()

ThisType & setCrossedIndicator ( CrossedIndicator::Enum value )

inlinenoexcept

Indicates cross order purpose.

Definition at line 14026 of file Messages.h.

◆ setCrossedIndicatorToNull()

ThisType & setCrossedIndicatorToNull ( )

inlinenoexcept

Definition at line 14036 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 13994 of file Messages.h.

◆ setCrossIdToNull()

ThisType & setCrossIdToNull ( )

inlinenoexcept

Definition at line 14003 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 14213 of file Messages.h.

◆ setCrossPrioritizationToNull()

ThisType & setCrossPrioritizationToNull ( )

inlinenoexcept

Definition at line 14223 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 14177 of file Messages.h.

◆ setCrossTypeToNull()

ThisType & setCrossTypeToNull ( )

inlinenoexcept

Definition at line 14186 of file Messages.h.

◆ setCumQty()

ThisType & setCumQty ( Quantity value )

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 13675 of file Messages.h.

◆ setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 14342 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 13613 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 13963 of file Messages.h.

◆ setExecRefIdToNull()

ThisType & setExecRefIdToNull ( )

inlinenoexcept

Definition at line 13972 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 13721 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 14277 of file Messages.h.

◆ setImpliedEventIdToNull()

ThisType & setImpliedEventIdToNull ( )

inline

Definition at line 14286 of file Messages.h.

◆ setLastPx()

ThisType & setLastPx ( Price value )

inlinenoexcept

Price of last fill.

Definition at line 13591 of file Messages.h.

◆ setLastQty()

ThisType & setLastQty ( Quantity value )

inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 13571 of file Messages.h.

◆ setLeavesQty()

ThisType & setLeavesQty ( Quantity value )

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 13655 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 14353 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 13779 of file Messages.h.

◆ setMultiLegReportingTypeToNull()

ThisType & setMultiLegReportingTypeToNull ( )

inlinenoexcept

Definition at line 13789 of file Messages.h.

◆ setOrderCategory()

ThisType & setOrderCategory ( OrderCategory::Enum value )

inlinenoexcept

Reason why a trade occurred.

Definition at line 13744 of file Messages.h.

◆ setOrderCategoryToNull()

ThisType & setOrderCategoryToNull ( )

inlinenoexcept

Definition at line 13754 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( OrderID value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 13851 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 14056 of file Messages.h.

◆ setOrdStatus()

ThisType & setOrdStatus ( OrdStatus::Enum value )

inlinenoexcept

Identifies current status of order.

Definition at line 13426 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 cancelation execution report messages generated from a spread transaction.

Definition at line 13932 of file Messages.h.

◆ setSecondaryExecIdToNull()

ThisType & setSecondaryExecIdToNull ( )

inlinenoexcept

Definition at line 13941 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 13481 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 13501 of file Messages.h.

◆ setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifier for the instrument status.

Definition at line 14145 of file Messages.h.

◆ setSecurityTradingStatusToNull()

ThisType & setSecurityTradingStatusToNull ( )

inlinenoexcept

Definition at line 14155 of file Messages.h.

◆ setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 13406 of file Messages.h.

◆ setStrategyId()

ThisType & setStrategyId ( StrategyIDOptional value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 14245 of file Messages.h.

◆ setStrategyIdToNull()

ThisType & setStrategyIdToNull ( )

inlinenoexcept

Definition at line 14254 of file Messages.h.

◆ setTotNoRelatedSym()

ThisType & setTotNoRelatedSym ( TotNoRelatedSym value )

inlinenoexcept

Number of leg fill notice messages sent with spread summary.

Definition at line 13895 of file Messages.h.

◆ setTotNoRelatedSymToNull()

ThisType & setTotNoRelatedSymToNull ( )

inlinenoexcept

Definition at line 13904 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 13873 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 13811 of file Messages.h.

◆ setTradingSessionId()

ThisType & setTradingSessionId ( TradingSessionID::Enum value )

inlinenoexcept

Identifier for Trading Session.

Definition at line 14079 of file Messages.h.

◆ setTradingSessionIdToNull()

ThisType & setTradingSessionIdToNull ( )

inlinenoexcept

Definition at line 14089 of file Messages.h.

◆ setTradingSessionSubId()

ThisType & setTradingSessionSubId ( TradingSessionSubID::Enum value )

inlinenoexcept

Identifier for the instrument group phase.

Definition at line 14112 of file Messages.h.

◆ setTradingSessionSubIdToNull()

ThisType & setTradingSessionSubIdToNull ( )

inlinenoexcept

Definition at line 14122 of file Messages.h.

◆ setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 14307 of file Messages.h.

◆ setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 14316 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 13633 of file Messages.h.

◆ side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 13397 of file Messages.h.

◆ strategyId()

bool strategyId ( StrategyIDOptional & value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 14235 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 14496 of file Messages.h.

◆ toString() [1/2]

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

inline

Returns: a human-readable presentation.

Definition at line 1433 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 1426 of file MessageSerialization.h.

◆ totNoRelatedSym()

bool totNoRelatedSym ( TotNoRelatedSym & value ) const

inlinenoexcept

Number of leg fill notice messages sent with spread summary.

Definition at line 13885 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 13863 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 13801 of file Messages.h.

◆ tradingSessionId()

bool tradingSessionId ( TradingSessionID::Enum & value ) const

inlinenoexcept

Identifier for Trading Session.

Definition at line 14068 of file Messages.h.

◆ tradingSessionSubId()

bool tradingSessionSubId ( TradingSessionSubID::Enum & value ) const

inlinenoexcept

Identifier for the instrument group phase.

Definition at line 14101 of file Messages.h.

◆ tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 14297 of file Messages.h.

◆ transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 13624 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

◆ ExecutionReportTrade203() [1/6]

◆ ExecutionReportTrade203() [2/6]

◆ ExecutionReportTrade203() [3/6]

◆ ExecutionReportTrade203() [4/6]

◆ ExecutionReportTrade203() [5/6]

◆ ExecutionReportTrade203() [6/6]

Member Function Documentation

◆ account()

◆ aggressorIndicator()

◆ blockLength()

◆ businessHeader() [1/2]

◆ businessHeader() [2/2]

◆ calculateBinarySize()

◆ className()

◆ clOrdId()

◆ contraBroker()

◆ crossedIndicator()

◆ crossId()

◆ crossPrioritization()

◆ crossType()

◆ cumQty()

◆ deskId()

◆ execId()

◆ execRefId()

◆ execType()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ impliedEventId()

◆ lastPx()

◆ lastQty()

◆ leavesQty()

◆ memo()

◆ messageType()

◆ minimalBlockLength()

◆ multiLegReportingType()

◆ orderCategory()

◆ orderId()

◆ orderQty()

◆ ordStatus()

◆ reset()

◆ resetVariableFields()

◆ secondaryExecId()

◆ secondaryOrderId()

◆ securityExchange()

◆ securityId()

◆ securityIdSource()

◆ securityTradingStatus()

◆ setAccount()

◆ setAccountToNull()

◆ setAggressorIndicator()

◆ setClOrdId()

◆ setClOrdIdToNull()

◆ setContraBroker()

◆ setCrossedIndicator()

◆ setCrossedIndicatorToNull()

◆ setCrossId()

◆ setCrossIdToNull()

◆ setCrossPrioritization()

◆ setCrossPrioritizationToNull()

◆ setCrossType()

◆ setCrossTypeToNull()

◆ setCumQty()

◆ setDeskId()

◆ setExecId()

◆ setExecRefId()

◆ setExecRefIdToNull()

◆ setExecType()

◆ setImpliedEventId()