OrderCancelReplaceRequest104 Struct Reference

Public Types
enum
typedef SchemaTraits	Schema
typedef OrderCancelReplaceRequest104	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	OrderCancelReplaceRequest104 ()=default
	OrderCancelReplaceRequest104 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	OrderCancelReplaceRequest104 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	OrderCancelReplaceRequest104 (void *data, EncodedLength length, NoInit)
	OrderCancelReplaceRequest104 (const SbeMessage &message)
	OrderCancelReplaceRequest104 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
const InboundBusinessHeader &	businessHeader () const noexcept
InboundBusinessHeader &	businessHeader () noexcept
bool	ordTagId (OrdTagID &value) const noexcept
ThisType &	setOrdTagId (OrdTagID value) noexcept
ThisType &	setOrdTagIdToNull () noexcept
Boolean::Enum	mmProtectionReset () const noexcept
ThisType &	setMmProtectionReset (Boolean::Enum value) noexcept
ClOrdID	clOrdId () const noexcept
ThisType &	setClOrdId (ClOrdID value) noexcept
bool	account (AccountOptional &value) const noexcept
ThisType &	setAccount (AccountOptional value) noexcept
ThisType &	setAccountToNull () noexcept
StrRef	senderLocation () const noexcept
ThisType &	setSenderLocation (StrRef value) noexcept
StrRef	enteringTrader () const noexcept
ThisType &	setEnteringTrader (StrRef value) noexcept
SelfTradePreventionInstruction::Enum	selfTradePreventionInstruction () const noexcept
ThisType &	setSelfTradePreventionInstruction (SelfTradePreventionInstruction::Enum value) noexcept
SecurityID	securityId () const noexcept
ThisType &	setSecurityId (SecurityID value) noexcept
Side::Enum	side () const noexcept
ThisType &	setSide (Side::Enum value) noexcept
OrdType::Enum	ordType () const noexcept
ThisType &	setOrdType (OrdType::Enum value) noexcept
bool	timeInForce (TimeInForce::Enum &value) const noexcept
ThisType &	setTimeInForce (TimeInForce::Enum value) noexcept
ThisType &	setTimeInForceToNull () noexcept
bool	routingInstruction (RoutingInstruction::Enum &value) const noexcept
ThisType &	setRoutingInstruction (RoutingInstruction::Enum value) noexcept
ThisType &	setRoutingInstructionToNull () noexcept
Quantity	orderQty () const noexcept
ThisType &	setOrderQty (Quantity value) noexcept
bool	price (PriceOptional &value) const noexcept
ThisType &	setPrice (PriceOptional value) noexcept
ThisType &	setPriceToNull () noexcept
bool	orderId (OrderIDOptional &value) const noexcept
ThisType &	setOrderId (OrderIDOptional value) noexcept
ThisType &	setOrderIdToNull () noexcept
bool	origClOrdId (ClOrdIDOptional &value) const noexcept
ThisType &	setOrigClOrdId (ClOrdIDOptional value) noexcept
ThisType &	setOrigClOrdIdToNull () noexcept
bool	stopPx (PriceOptional &value) const noexcept
ThisType &	setStopPx (PriceOptional value) noexcept
ThisType &	setStopPxToNull () noexcept
bool	minQty (QuantityOptional &value) const noexcept
ThisType &	setMinQty (QuantityOptional value) noexcept
ThisType &	setMinQtyToNull () noexcept
bool	maxFloor (QuantityOptional &value) const noexcept
ThisType &	setMaxFloor (QuantityOptional value) noexcept
ThisType &	setMaxFloorToNull () noexcept
bool	executingTrader (StrRef &value) const noexcept
ThisType &	setExecutingTrader (StrRef value) noexcept
ThisType &	setExecutingTraderToNull () noexcept
bool	accountType (AccountType::Enum &value) const noexcept
ThisType &	setAccountType (AccountType::Enum value) noexcept
ThisType &	setAccountTypeToNull () noexcept
bool	expireDate (Timestamp &value) const noexcept
ThisType &	setExpireDate (Timestamp value) noexcept
ThisType &	setExpireDateToNull () noexcept
bool	custodianInfo (CustodianInfo &value) const noexcept
ThisType &	setCustodianInfo (CustodianInfo value) noexcept
ThisType &	setCustodianInfoToNull () noexcept
bool	investorId (InvestorID &value) const noexcept
ThisType &	setInvestorId (InvestorID value) noexcept
ThisType &	setInvestorIdToNull () noexcept
bool	strategyId (StrategyIDOptional &value) const noexcept
ThisType &	setStrategyId (StrategyIDOptional value) noexcept
ThisType &	setStrategyIdToNull () noexcept
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 6733 of file Messages.h.

Member Typedef Documentation

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 6738 of file Messages.h.

ThisType

typedef OrderCancelReplaceRequest104 ThisType

This type alias.

Definition at line 6741 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	104

Definition at line 6744 of file Messages.h.

Constructor & Destructor Documentation

OrderCancelReplaceRequest104() [1/6]

OrderCancelReplaceRequest104 ( )

default

Initializes a blank instance.

OrderCancelReplaceRequest104() [2/6]

OrderCancelReplaceRequest104 ( void * data, EncodedLength length, SchemaVersion version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 6750 of file Messages.h.

OrderCancelReplaceRequest104() [3/6]

OrderCancelReplaceRequest104 ( 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 6765 of file Messages.h.

OrderCancelReplaceRequest104() [4/6]

OrderCancelReplaceRequest104 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 6779 of file Messages.h.

OrderCancelReplaceRequest104() [5/6]

OrderCancelReplaceRequest104 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 6790 of file Messages.h.

OrderCancelReplaceRequest104() [6/6]

OrderCancelReplaceRequest104 ( void * data, EncodedLength length, NoInit , NoCheck  )

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 6801 of file Messages.h.

Member Function Documentation

account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 6925 of file Messages.h.

accountType()

bool accountType ( AccountType::Enum & value ) const

inlinenoexcept

Type of account associated with an order.

Definition at line 7398 of file Messages.h.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 7640 of file Messages.h.

businessHeader() [1/2]

const InboundBusinessHeader & businessHeader ( ) const

inlinenoexcept

Message type = OrderCancelReplaceRequest.

Common header to all inbound business messages.

Definition at line 6828 of file Messages.h.

businessHeader() [2/2]

InboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all inbound business messages.

Definition at line 6837 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 7748 of file Messages.h.

className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns

class name.

Definition at line 7716 of file Messages.h.

clOrdId()

ClOrdID clOrdId ( ) const

inlinenoexcept

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

Definition at line 6904 of file Messages.h.

custodianInfo()

bool custodianInfo ( CustodianInfo & value ) const

inlinenoexcept

Identifies the custodian.

Definition at line 7467 of file Messages.h.

deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 7588 of file Messages.h.

enteringTrader()

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 6976 of file Messages.h.

executingTrader()

bool executingTrader ( StrRef & value ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 7366 of file Messages.h.

expireDate()

bool expireDate ( Timestamp & value ) const

inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Definition at line 7428 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 7725 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 7666 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 7654 of file Messages.h.

investorId()

bool investorId ( InvestorID & value ) const

inlinenoexcept

Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.

Definition at line 7497 of file Messages.h.

maxFloor()

bool maxFloor ( QuantityOptional & value ) const

inlinenoexcept

Maximum number of shares or contracts within an order to be shown on the match engine at any given time.

Definition at line 7336 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 7596 of file Messages.h.

messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

Message type = OrderCancelReplaceRequest.

Definition at line 6817 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 7627 of file Messages.h.

minQty()

bool minQty ( QuantityOptional & value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 7306 of file Messages.h.

mmProtectionReset()

Boolean::Enum mmProtectionReset ( ) const

inlinenoexcept

Resets Market Protections.

When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.

Definition at line 6879 of file Messages.h.

orderId()

bool orderId ( OrderIDOptional & value ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 7217 of file Messages.h.

orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 7166 of file Messages.h.

ordTagId()

bool ordTagId ( OrdTagID & value ) const

inlinenoexcept

Identifies the order tag identification.

Definition at line 6846 of file Messages.h.

ordType()

OrdType::Enum ordType ( ) const

inlinenoexcept

Order type.

Definition at line 7084 of file Messages.h.

origClOrdId()

bool origClOrdId ( ClOrdIDOptional & value ) const

inlinenoexcept

ClOrdID which should be replaced.

Definition at line 7246 of file Messages.h.

price()

bool price ( PriceOptional & value ) const

inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 7187 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 7683 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 7674 of file Messages.h.

routingInstruction()

bool routingInstruction ( RoutingInstruction::Enum & value ) const

inlinenoexcept

Indicates additional order instruction.

Definition at line 7134 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 7056 of file Messages.h.

securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 7023 of file Messages.h.

securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 7044 of file Messages.h.

selfTradePreventionInstruction()

SelfTradePreventionInstruction::Enum selfTradePreventionInstruction ( ) const

inlinenoexcept

Indicates which order should be cancelled due to Self- Trade Prevention.

Definition at line 7000 of file Messages.h.

senderLocation()

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 6954 of file Messages.h.

setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 6934 of file Messages.h.

setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 6943 of file Messages.h.

setAccountType()

ThisType & setAccountType ( AccountType::Enum value )

inlinenoexcept

Type of account associated with an order.

Definition at line 7407 of file Messages.h.

setAccountTypeToNull()

ThisType & setAccountTypeToNull ( )

inlinenoexcept

Definition at line 7416 of file Messages.h.

setClOrdId()

ThisType & setClOrdId ( ClOrdID value )

inlinenoexcept

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

Definition at line 6914 of file Messages.h.

setCustodianInfo()

ThisType & setCustodianInfo ( CustodianInfo value )

inlinenoexcept

Identifies the custodian.

Definition at line 7476 of file Messages.h.

setCustodianInfoToNull()

ThisType & setCustodianInfoToNull ( )

inlinenoexcept

Definition at line 7485 of file Messages.h.

setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 7603 of file Messages.h.

setEnteringTrader()

ThisType & setEnteringTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 6986 of file Messages.h.

setExecutingTrader()

ThisType & setExecutingTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 7376 of file Messages.h.

setExecutingTraderToNull()

ThisType & setExecutingTraderToNull ( )

inlinenoexcept

Definition at line 7386 of file Messages.h.

setExpireDate()

ThisType & setExpireDate ( Timestamp value )

inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Definition at line 7447 of file Messages.h.

setExpireDateToNull()

ThisType & setExpireDateToNull ( )

inlinenoexcept

Definition at line 7456 of file Messages.h.

setInvestorId()

ThisType & setInvestorId ( InvestorID value )

inlinenoexcept

Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.

Definition at line 7507 of file Messages.h.

setInvestorIdToNull()

ThisType & setInvestorIdToNull ( )

inlinenoexcept

Definition at line 7516 of file Messages.h.

setMaxFloor()

ThisType & setMaxFloor ( QuantityOptional value )

inlinenoexcept

Maximum number of shares or contracts within an order to be shown on the match engine at any given time.

Definition at line 7346 of file Messages.h.

setMaxFloorToNull()

ThisType & setMaxFloorToNull ( )

inlinenoexcept

Definition at line 7355 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 7614 of file Messages.h.

setMinQty()

ThisType & setMinQty ( QuantityOptional value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 7315 of file Messages.h.

setMinQtyToNull()

ThisType & setMinQtyToNull ( )

inlinenoexcept

Definition at line 7324 of file Messages.h.

setMmProtectionReset()

ThisType & setMmProtectionReset ( Boolean::Enum value )

inlinenoexcept

Resets Market Protections.

When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.

Definition at line 6892 of file Messages.h.

setOrderId()

ThisType & setOrderId ( OrderIDOptional value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Definition at line 7226 of file Messages.h.

setOrderIdToNull()

ThisType & setOrderIdToNull ( )

inlinenoexcept

Definition at line 7235 of file Messages.h.

setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 7175 of file Messages.h.

setOrdTagId()

ThisType & setOrdTagId ( OrdTagID value )

inlinenoexcept

Identifies the order tag identification.

Definition at line 6855 of file Messages.h.

setOrdTagIdToNull()

ThisType & setOrdTagIdToNull ( )

inlinenoexcept

Definition at line 6864 of file Messages.h.

setOrdType()

ThisType & setOrdType ( OrdType::Enum value )

inlinenoexcept

Order type.

Definition at line 7093 of file Messages.h.

setOrigClOrdId()

ThisType & setOrigClOrdId ( ClOrdIDOptional value )

inlinenoexcept

ClOrdID which should be replaced.

Definition at line 7255 of file Messages.h.

setOrigClOrdIdToNull()

ThisType & setOrigClOrdIdToNull ( )

inlinenoexcept

Definition at line 7264 of file Messages.h.

setPrice()

ThisType & setPrice ( PriceOptional value )

inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 7197 of file Messages.h.

setPriceToNull()

ThisType & setPriceToNull ( )

inlinenoexcept

Definition at line 7206 of file Messages.h.

setRoutingInstruction()

ThisType & setRoutingInstruction ( RoutingInstruction::Enum value )

inlinenoexcept

Indicates additional order instruction.

Definition at line 7145 of file Messages.h.

setRoutingInstructionToNull()

ThisType & setRoutingInstructionToNull ( )

inlinenoexcept

Definition at line 7155 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 7032 of file Messages.h.

setSelfTradePreventionInstruction()

ThisType & setSelfTradePreventionInstruction ( SelfTradePreventionInstruction::Enum value )

inlinenoexcept

Indicates which order should be cancelled due to Self- Trade Prevention.

Definition at line 7011 of file Messages.h.

setSenderLocation()

ThisType & setSenderLocation ( StrRef value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 6964 of file Messages.h.

setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 7073 of file Messages.h.

setStopPx()

ThisType & setStopPx ( PriceOptional value )

inlinenoexcept

The stop price of a stop limit order (Conditionally required if OrdType = 4).

Definition at line 7286 of file Messages.h.

setStopPxToNull()

ThisType & setStopPxToNull ( )

inlinenoexcept

Definition at line 7295 of file Messages.h.

setStrategyId()

ThisType & setStrategyId ( StrategyIDOptional value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 7538 of file Messages.h.

setStrategyIdToNull()

ThisType & setStrategyIdToNull ( )

inlinenoexcept

Definition at line 7547 of file Messages.h.

setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 7113 of file Messages.h.

setTimeInForceToNull()

ThisType & setTimeInForceToNull ( )

inlinenoexcept

Definition at line 7122 of file Messages.h.

setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 7568 of file Messages.h.

setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 7577 of file Messages.h.

side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 7064 of file Messages.h.

stopPx()

bool stopPx ( PriceOptional & value ) const

inlinenoexcept

The stop price of a stop limit order (Conditionally required if OrdType = 4).

Definition at line 7276 of file Messages.h.

strategyId()

bool strategyId ( StrategyIDOptional & value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 7528 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 7738 of file Messages.h.

timeInForce()

bool timeInForce ( TimeInForce::Enum & value ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 7104 of file Messages.h.

toString()

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 754 of file MessageSerialization.h.

tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 7558 of file Messages.h.