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 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
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 (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 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 (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 12819 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 12824 of file Messages.h.

typedef ExecutionReportTrade203 ThisType

This type alias.

Definition at line 12827 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 12830 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportTrade203 ( )

default

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 12836 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 12851 of file Messages.h.

ExecutionReportTrade203 ( void *  data, EncodedLength  length, NoInit    )

inline

Creates an instance over the given memory block.

Definition at line 12865 of file Messages.h.

ExecutionReportTrade203 ( const SbeMessage &  message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 12876 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 12887 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional &  value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 13068 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 13228 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 13861 of file Messages.h.

const OutboundBusinessHeader& businessHeader ( ) const

inlinenoexcept

MessageType.ExecutionReport_Trade.

Common header to all outbound business messages.

Definition at line 12914 of file Messages.h.

OutboundBusinessHeader& businessHeader ( )

inlinenoexcept

Common header to all outbound business messages.

Definition at line 12923 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 13964 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns

class name.

Definition at line 13932 of file Messages.h.

bool clOrdId ( ClOrdIDOptional &  value ) const

inlinenoexcept

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

Definition at line 12973 of file Messages.h.

Firm contraBroker ( ) const

inlinenoexcept

Identifies the contra broker firm.

Definition at line 13363 of file Messages.h.

bool crossedIndicator ( CrossedIndicator::Enum &  value ) const

inlinenoexcept

Indicates cross order purpose.

Definition at line 13556 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 13525 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 13741 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 13708 of file Messages.h.

Quantity cumQty ( ) const

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 13207 of file Messages.h.

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 13806 of file Messages.h.

ExecID execId ( ) const

inlinenoexcept

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

Definition at line 13138 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 13494 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 13251 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 13941 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )

inlinestaticnoexcept

Maximal message size.

Definition at line 13888 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version )

inlinestatic

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

Definition at line 13876 of file Messages.h.

Price lastPx ( ) const

inlinenoexcept

Price of last fill.

Definition at line 13117 of file Messages.h.

Quantity lastQty ( ) const

inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 13097 of file Messages.h.

Quantity leavesQty ( ) const

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 13186 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 13814 of file Messages.h.

static constexpr MessageType::Enum messageType ( )

inlinestaticnoexcept

MessageType.ExecutionReport_Trade.

Definition at line 12903 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 13847 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 13308 of file Messages.h.

bool orderCategory ( OrderCategory::Enum &  value ) const

inlinenoexcept

Reason why a trade occurred.

Definition at line 13274 of file Messages.h.

OrderID orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 13383 of file Messages.h.

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 13588 of file Messages.h.

OrdStatus::Enum ordStatus ( ) const

inlinenoexcept

Identifies current status of order.

Definition at line 12952 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 13905 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 13896 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 13460 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 13005 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 13060 of file Messages.h.

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 13027 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 13048 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum &  value ) const

inlinenoexcept

Identifier for the instrument status.

Definition at line 13675 of file Messages.h.

ThisType& setAccount ( AccountOptional  value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 13077 of file Messages.h.

ThisType& setAccountToNull ( )

inlinenoexcept

Definition at line 13086 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 13238 of file Messages.h.

ThisType& setClOrdId ( ClOrdIDOptional  value )

inlinenoexcept

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

Definition at line 12983 of file Messages.h.

ThisType& setClOrdIdToNull ( )

inlinenoexcept

Definition at line 12992 of file Messages.h.

ThisType& setContraBroker ( Firm  value )

inlinenoexcept

Identifies the contra broker firm.

Definition at line 13372 of file Messages.h.

ThisType& setCrossedIndicator ( CrossedIndicator::Enum  value )

inlinenoexcept

Indicates cross order purpose.

Definition at line 13567 of file Messages.h.

ThisType& setCrossedIndicatorToNull ( )

inlinenoexcept

Definition at line 13577 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 13535 of file Messages.h.

ThisType& setCrossIdToNull ( )

inlinenoexcept

Definition at line 13544 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 13754 of file Messages.h.

ThisType& setCrossPrioritizationToNull ( )

inlinenoexcept

Definition at line 13764 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 13718 of file Messages.h.

ThisType& setCrossTypeToNull ( )

inlinenoexcept

Definition at line 13727 of file Messages.h.

ThisType& setCumQty ( Quantity  value )

inlinenoexcept

Total number of shares or contracts filled.

Definition at line 13216 of file Messages.h.

ThisType& setDeskId ( StrRef  value )

inline

Identifies the trading desk.

Definition at line 13821 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 13148 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 13504 of file Messages.h.

ThisType& setExecRefIdToNull ( )

inlinenoexcept

Definition at line 13513 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 13262 of file Messages.h.

ThisType& setLastPx ( Price  value )

inlinenoexcept

Price of last fill.

Definition at line 13126 of file Messages.h.

ThisType& setLastQty ( Quantity  value )

inlinenoexcept

Quantity of shares bought/sold on the last fill.

Definition at line 13106 of file Messages.h.

ThisType& setLeavesQty ( Quantity  value )

inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Definition at line 13196 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 13832 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 13320 of file Messages.h.

ThisType& setMultiLegReportingTypeToNull ( )

inlinenoexcept

Definition at line 13330 of file Messages.h.

ThisType& setOrderCategory ( OrderCategory::Enum  value )

inlinenoexcept

Reason why a trade occurred.

Definition at line 13285 of file Messages.h.

ThisType& setOrderCategoryToNull ( )

inlinenoexcept

Definition at line 13295 of file Messages.h.

ThisType& setOrderId ( OrderID  value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 13392 of file Messages.h.

ThisType& setOrderQty ( Quantity  value )

inlinenoexcept

Quantity ordered.

Definition at line 13597 of file Messages.h.

ThisType& setOrdStatus ( OrdStatus::Enum  value )

inlinenoexcept

Identifies current status of order.

Definition at line 12961 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 13473 of file Messages.h.

ThisType& setSecondaryExecIdToNull ( )

inlinenoexcept

Definition at line 13482 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 13016 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 13036 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value )

inlinenoexcept

Identifier for the instrument status.

Definition at line 13686 of file Messages.h.

ThisType& setSecurityTradingStatusToNull ( )

inlinenoexcept

Definition at line 13696 of file Messages.h.

ThisType& setSide ( Side::Enum  value )

inlinenoexcept

Side of order.

Definition at line 12941 of file Messages.h.

ThisType& setStrategyId ( StrategyIDOptional  value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 13786 of file Messages.h.

ThisType& setStrategyIdToNull ( )

inlinenoexcept

Definition at line 13795 of file Messages.h.

ThisType& setTotNoRelatedSym ( TotNoRelatedSym  value )

inlinenoexcept

Number of leg fill notice messages sent with spread summary.

Definition at line 13436 of file Messages.h.

ThisType& setTotNoRelatedSymToNull ( )

inlinenoexcept

Definition at line 13445 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 13414 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 13352 of file Messages.h.

ThisType& setTradingSessionId ( TradingSessionID::Enum  value )

inlinenoexcept

Identifier for Trading Session.

Definition at line 13620 of file Messages.h.

ThisType& setTradingSessionIdToNull ( )

inlinenoexcept

Definition at line 13630 of file Messages.h.

ThisType& setTradingSessionSubId ( TradingSessionSubID::Enum  value )

inlinenoexcept

Identifier for the instrument group phase.

Definition at line 13653 of file Messages.h.

ThisType& setTradingSessionSubIdToNull ( )

inlinenoexcept

Definition at line 13663 of file Messages.h.

ThisType& setTransactTime ( UTCTimestampNanos  value )

inlinenoexcept

Time of execution/order creation; expressed in UTC.

Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.

Definition at line 13174 of file Messages.h.

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 12932 of file Messages.h.

bool strategyId ( StrategyIDOptional &  value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 13776 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 13954 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 13426 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 13404 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 13342 of file Messages.h.

bool tradingSessionId ( TradingSessionID::Enum &  value ) const

inlinenoexcept

Identifier for Trading Session.

Definition at line 13609 of file Messages.h.

bool tradingSessionSubId ( TradingSessionSubID::Enum &  value ) const

inlinenoexcept

Identifier for the instrument group phase.

Definition at line 13642 of file Messages.h.

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation; expressed in UTC.

Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.

Definition at line 13162 of file Messages.h.

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

• OnixS/B3/BOE/messaging/Messages.h
• OnixS/B3/BOE/messaging/MessageSerialization.h