OrderFillReport Class Reference

Order Fill Report. More...

Classes
class	Contra
	Contra party. More...

Public Types
typedef std::vector< Contra >	Contras
	Contra parties. More...

Public Member Functions
MessageType::Enum	type () const
	Message type. More...
void	validate () const
	Validates message data by checking length limits for strings. More...
std::string	toString () const
	Returns string representation. More...
	OrderFillReport ()
	Default constructor. More...
Public Member Functions inherited from Message
SerializedMessage	toSerialized () const
	Returns serialized representation. More...
virtual	~Message ()
	Destructor. More...

Public Attributes
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
UInt32	tradeIdHigh
	Trade identifier. More...
UInt32	tradeIdLow
	Trade identifier. More...
std::string	branch
	Fixed 3 byte branch. More...
UInt16	branchSequenceNumber
	Numeric field used by the originator to uniquely identify the order. More...
UInt16	year
	Order year. More...
UInt8	month
	Order month. More...
UInt8	day
	Order day. More...
UInt32	originalOrderHighId
	Order ID. More...
UInt32	originalOrderLowId
	Order ID. More...
SideCodesOrder::Enum	side
	Side code. More...
std::string	billingType
	Billing type indicator. More...
UInt32	leavesQuantity
	Quantity open for further execution. More...
UInt32	tradedQuantity
	Order quantity that was traded. More...
UInt32	canceledQuantity
	Order cancelled quantity. More...
Decimal	tradedPrice
	The price at which the trade occurred. More...
StatusMessageReasons::Enum	updateStatusReason
	Status message code. More...
ActivityReason::Enum	activityReason
	Activity reason. More...
UInt64	timestamp
	Epoch timestamp in nanoseconds since epoch date (January 1, 1970). More...
UInt32	productKey
	Unique product identifier. More...
ReportType::Enum	reportType
	Report type. More...
std::string	userAssignedId
	User assigned order identifier. More...
Contras	contras
std::string	optionalData
	First byte is the length. More...

Friends
class	Serializer

Detailed Description

Order Fill Report.

Member Typedef Documentation

typedef std::vector<Contra> Contras

Contra parties.

Constructor & Destructor Documentation

OrderFillReport

(

)

Default constructor.

Member Function Documentation

std::string toString ( ) const

virtual

Returns string representation.

Implements Message.

MessageType::Enum type ( ) const

inlinevirtual

Message type.

Implements Message.

void validate ( ) const

virtual

Validates message data by checking length limits for strings.

Throws std::invalid_artument exception if message content is invalid.

Implements Message.

Member Data Documentation

ActivityReason::Enum activityReason

Activity reason.

3=FILL

std::string billingType

Billing type indicator.

std::string branch

Fixed 3 byte branch.

UInt16 branchSequenceNumber

Numeric field used by the originator to uniquely identify the order.

Limited to 9999 at this time.

UInt32 canceledQuantity

Order cancelled quantity.

UInt8 day

Order day.

UInt32 leavesQuantity

Quantity open for further execution.

UInt8 month

Order month.

std::string optionalData

First byte is the length.

Contains optional information. See below for usage and values.

UInt32 originalOrderHighId

Order ID.

UInt32 originalOrderLowId

Order ID.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

ReportType::Enum reportType

Report type.

SideCodesOrder::Enum side

Side code.

UInt64 timestamp

Epoch timestamp in nanoseconds since epoch date (January 1, 1970).

Decimal tradedPrice

The price at which the trade occurred.

UInt32 tradedQuantity

Order quantity that was traded.

UInt32 tradeIdHigh

Trade identifier.

UInt32 tradeIdLow

Trade identifier.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

StatusMessageReasons::Enum updateStatusReason

Status message code.

A subset of the values you should expect is: 7=NEW or 10=Possible Resent.

std::string userAssignedId

User assigned order identifier.

UInt16 year

Order year.