Public Types
enum
typedef SchemaTraits	Schema
typedef ExecutionReportCancel534	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	ExecutionReportCancel534 ()=default
	ExecutionReportCancel534 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	ExecutionReportCancel534 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	ExecutionReportCancel534 (void *data, EncodedLength length, NoInit)
	ExecutionReportCancel534 (const SbeMessage &message)
	ExecutionReportCancel534 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt32	seqNum () const noexcept
ThisType &	setSeqNum (UInt32 value) noexcept
UInt64	uuId () const noexcept
ThisType &	setUuId (UInt64 value) noexcept
StrRef	execId () const noexcept
ThisType &	setExecId (StrRef value) noexcept
StrRef	senderId () const noexcept
ThisType &	setSenderId (StrRef value) noexcept
StrRef	clOrdId () const noexcept
ThisType &	setClOrdId (StrRef value) noexcept
UInt64	partyDetailsListReqId () const noexcept
ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept
UInt64	orderId () const noexcept
ThisType &	setOrderId (UInt64 value) noexcept
PRICE9	price () const noexcept
ThisType &	setPrice (PRICE9 value) noexcept
bool	stopPx (PRICE9 &value) const noexcept
ThisType &	setStopPx (PRICE9 value) noexcept
ThisType &	setStopPxToNull () noexcept
UInt64	transactTime () const noexcept
ThisType &	setTransactTime (UInt64 value) noexcept
UInt64	sendingTimeEpoch () const noexcept
ThisType &	setSendingTimeEpoch (UInt64 value) noexcept
UInt64	orderRequestId () const noexcept
ThisType &	setOrderRequestId (UInt64 value) noexcept
bool	crossId (UInt64 &value) const noexcept
ThisType &	setCrossId (UInt64 value) noexcept
ThisType &	setCrossIdToNull () noexcept
bool	hostCrossId (UInt64 &value) const noexcept
ThisType &	setHostCrossId (UInt64 value) noexcept
ThisType &	setHostCrossIdToNull () noexcept
StrRef	location () const noexcept
ThisType &	setLocation (StrRef value) noexcept
Int32	securityId () const noexcept
ThisType &	setSecurityId (Int32 value) noexcept
UInt32	orderQty () const noexcept
ThisType &	setOrderQty (UInt32 value) noexcept
UInt32	cumQty () const noexcept
ThisType &	setCumQty (UInt32 value) noexcept
bool	minQty (UInt32 &value) const noexcept
ThisType &	setMinQty (UInt32 value) noexcept
ThisType &	setMinQtyToNull () noexcept
bool	displayQty (UInt32 &value) const noexcept
ThisType &	setDisplayQty (UInt32 value) noexcept
ThisType &	setDisplayQtyToNull () noexcept
bool	expireDate (Timestamp &value) const noexcept
ThisType &	setExpireDate (Timestamp value) noexcept
ThisType &	setExpireDateToNull () noexcept
bool	delayDuration (UInt16 &value) const noexcept
ThisType &	setDelayDuration (UInt16 value) noexcept
ThisType &	setDelayDurationToNull () noexcept
bool	ordType (OrderType::Enum &value) const noexcept
ThisType &	setOrdType (OrderType::Enum value) noexcept
ThisType &	setOrdTypeToNull () noexcept
SideReq::Enum	side () const noexcept
ThisType &	setSide (SideReq::Enum value) noexcept
bool	timeInForce (TimeInForce::Enum &value) const noexcept
ThisType &	setTimeInForce (TimeInForce::Enum value) noexcept
ThisType &	setTimeInForceToNull () noexcept
ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept
ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
BooleanFlag::Enum	possRetransFlag () const noexcept
ThisType &	setPossRetransFlag (BooleanFlag::Enum value) noexcept
bool	splitMsg (SplitMsg::Enum &value) const noexcept
ThisType &	setSplitMsg (SplitMsg::Enum value) noexcept
ThisType &	setSplitMsgToNull () noexcept
bool	execRestatementReason (ExecReason::Enum &value) const noexcept
ThisType &	setExecRestatementReason (ExecReason::Enum value) noexcept
ThisType &	setExecRestatementReasonToNull () noexcept
bool	crossType (UInt8 &value) const noexcept
ThisType &	setCrossType (UInt8 value) noexcept
ThisType &	setCrossTypeToNull () noexcept
ExecInst	execInst () const noexcept
ThisType &	setExecInst (ExecInst value) noexcept
bool	executionMode (ExecMode::Enum &value) const noexcept
ThisType &	setExecutionMode (ExecMode::Enum value) noexcept
ThisType &	setExecutionModeToNull () noexcept
bool	liquidityFlag (BooleanNULL::Enum &value) const noexcept
ThisType &	setLiquidityFlag (BooleanNULL::Enum value) noexcept
ThisType &	setLiquidityFlagToNull () noexcept
bool	managedOrder (BooleanNULL::Enum &value) const noexcept
ThisType &	setManagedOrder (BooleanNULL::Enum value) noexcept
ThisType &	setManagedOrderToNull () noexcept
bool	shortSaleType (ShortSaleType::Enum &value) const noexcept
ThisType &	setShortSaleType (ShortSaleType::Enum value) noexcept
ThisType &	setShortSaleTypeToNull () noexcept
bool	delayToTime (UInt64 &value) const noexcept
ThisType &	setDelayToTime (UInt64 value) noexcept
ThisType &	setDelayToTimeToNull () noexcept
bool	discretionPrice (PRICE9 &value) const noexcept
ThisType &	setDiscretionPrice (PRICE9 value) noexcept
ThisType &	setDiscretionPriceToNull () noexcept
bool	reservationPrice (PRICE9 &value) const noexcept
ThisType &	setReservationPrice (PRICE9 value) noexcept
ThisType &	setReservationPriceToNull () noexcept
bool	priorityIndicator (UInt8 &value) const noexcept
ThisType &	setPriorityIndicator (UInt8 value) noexcept
ThisType &	setPriorityIndicatorToNull () noexcept
bool	origOrderUser (StrRef &value) const noexcept
ThisType &	setOrigOrderUser (StrRef value) noexcept
ThisType &	setOrigOrderUserToNull () noexcept
bool	cancelText (StrRef &value) const noexcept
ThisType &	setCancelText (StrRef value) noexcept
ThisType &	setCancelTextToNull () noexcept
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 OrdStatusCxl	ordStatus () noexcept
static constexpr ExecTypeCxl	execType () 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 StrRef	className () noexcept
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)
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
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 25348 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 25353 of file Messages.h.

◆ ThisType

typedef ExecutionReportCancel534 ThisType

This type alias.

Definition at line 25356 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	534

Definition at line 25359 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReportCancel534() [1/6]

ExecutionReportCancel534 ( )

default

Initializes a blank instance.

◆ ExecutionReportCancel534() [2/6]

ExecutionReportCancel534	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 25365 of file Messages.h.

◆ ExecutionReportCancel534() [3/6]

ExecutionReportCancel534	(	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 25380 of file Messages.h.

◆ ExecutionReportCancel534() [4/6]

ExecutionReportCancel534	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 25394 of file Messages.h.

◆ ExecutionReportCancel534() [5/6]

ExecutionReportCancel534 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 25405 of file Messages.h.

◆ ExecutionReportCancel534() [6/6]

ExecutionReportCancel534	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 25416 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 26550 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 26654 of file Messages.h.

◆ cancelText()

bool cancelText ( StrRef & value ) const

inlinenoexcept

Represents the sender comp which initiated the cancellation of orders or quotes for the original sender comp.

Definition at line 26505 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 26622 of file Messages.h.

◆ clOrdId()

StrRef clOrdId ( ) const

inlinenoexcept

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).

Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Definition at line 25528 of file Messages.h.

◆ crossId()

bool crossId ( UInt64 & value ) const

inlinenoexcept

Identifier for a cross order.

Will be present if execution report is in response to a cross order.

Definition at line 25707 of file Messages.h.

◆ crossType()

bool crossType ( UInt8 & value ) const

inlinenoexcept

Type of cross being submitted to a market.

(if in response to a cross order).

Definition at line 26169 of file Messages.h.

◆ cumQty()

UInt32 cumQty ( ) const

inlinenoexcept

Total quantity filled.

Definition at line 25832 of file Messages.h.

◆ delayDuration()

bool delayDuration ( UInt16 & value ) const

inlinenoexcept

Not being currently used.

Definition at line 25943 of file Messages.h.

◆ delayToTime()

bool delayToTime ( UInt64 & value ) const

inlinenoexcept

Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2).

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.

Definition at line 26345 of file Messages.h.

◆ discretionPrice()

bool discretionPrice ( PRICE9 & value ) const

inlinenoexcept

The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but will accept trades at another price.

Definition at line 26380 of file Messages.h.

◆ displayQty()

bool displayQty ( UInt32 & value ) const

inlinenoexcept

The quantity to be displayed .

Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Definition at line 25878 of file Messages.h.

◆ execId()

StrRef execId ( ) const

inlinenoexcept

Unique identifier of execution message as assigned by exchange.

Uniqueness will be guaranteed within a single trading day or the life of a multi-day order.

Definition at line 25468 of file Messages.h.

◆ execInst()

ExecInst execInst ( ) const

inlinenoexcept

Instructions for order handling on exchange.

Since more than one instruction is applicable to an order, this field can represent those using a bitset.

Definition at line 26198 of file Messages.h.

◆ execRestatementReason()

bool execRestatementReason ( ExecReason::Enum & value ) const

inlinenoexcept

Used to communicate unsolicited cancels.

Definition at line 26142 of file Messages.h.

◆ execType()

constexpr ExecTypeCxl execType ( )

inlinestaticconstexprnoexcept

Describes the specific ExecutionRpt as cancelled; Constant value.

Definition at line 25979 of file Messages.h.

◆ executionMode()

bool executionMode ( ExecMode::Enum & value ) const

inlinenoexcept

Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive.

Definition at line 26220 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 25907 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 26631 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 26575 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 26563 of file Messages.h.

◆ hostCrossId()

bool hostCrossId ( UInt64 & value ) const

inlinenoexcept

Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs.

The HostCrossID will also be used to link together components of the cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order.

Definition at line 25740 of file Messages.h.

◆ liquidityFlag()

bool liquidityFlag ( BooleanNULL::Enum & value ) const

inlinenoexcept

Field added to capture if an order was submitted for market making obligation or not.

Applicable only for EU BrokerTec and EBS MiFID regulated instruments.

Definition at line 26250 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 25773 of file Messages.h.

◆ managedOrder()

bool managedOrder ( BooleanNULL::Enum & value ) const

inlinenoexcept

Boolean: flags a managed order.

Definition at line 26278 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

Indicates if the order was initially received manually (as opposed to electronically).

Definition at line 26057 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 26539 of file Messages.h.

◆ minQty()

bool minQty ( UInt32 & value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 25850 of file Messages.h.

◆ orderId()

UInt64 orderId ( ) const

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Uniqueness is guaranteed within a single trading day across all instruments.

Definition at line 25578 of file Messages.h.

◆ orderQty()

UInt32 orderQty ( ) const

inlinenoexcept

Number of shares or contracts ordered.

Definition at line 25814 of file Messages.h.

◆ orderRequestId()

UInt64 orderRequestId ( ) const

inlinenoexcept

Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response.

Definition at line 25686 of file Messages.h.

◆ ordStatus()

constexpr OrdStatusCxl ordStatus ( )

inlinestaticconstexprnoexcept

Identifies status of order as cancelled; Constant value.

Definition at line 25970 of file Messages.h.

◆ ordType()

bool ordType ( OrderType::Enum & value ) const

inlinenoexcept

Order type.

Definition at line 25986 of file Messages.h.

◆ origOrderUser()

bool origOrderUser ( StrRef & value ) const

inlinenoexcept

Represents the original sender comp for whom orders or quotes are to be cancelled.

Definition at line 26473 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const

inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 25556 of file Messages.h.

◆ possRetransFlag()

BooleanFlag::Enum possRetransFlag ( ) const

inlinenoexcept

Flags message as possible retransmission.

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses.

Definition at line 26082 of file Messages.h.

◆ price()

PRICE9 price ( ) const

inlinenoexcept

Price per share or contract.

Definition at line 25598 of file Messages.h.

◆ priorityIndicator()

bool priorityIndicator ( UInt8 & value ) const

inlinenoexcept

This field is being added to report whether incoming new order/cancel replace entered the book or subsequently rests on the book with either large or standard order size priority.

Definition at line 26443 of file Messages.h.

◆ reservationPrice()

bool reservationPrice ( PRICE9 & value ) const

inlinenoexcept

This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trade.

This price must be better than the limit price and should be multiple of reservation price tick.

Definition at line 26411 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 26589 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 26583 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Security ID as defined by CME.

For the security ID list, see the security definition messages.

Definition at line 25795 of file Messages.h.

◆ senderId()

StrRef senderId ( ) const

inlinenoexcept

Operator ID.

Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform.

Definition at line 25496 of file Messages.h.

◆ sendingTimeEpoch()

UInt64 sendingTimeEpoch ( ) const

inlinenoexcept

Time when the message is sent.

64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

Definition at line 25665 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 25430 of file Messages.h.

◆ setCancelText()

ThisType & setCancelText ( StrRef value )

inlinenoexcept

Represents the sender comp which initiated the cancellation of orders or quotes for the original sender comp.

Definition at line 26516 of file Messages.h.

◆ setCancelTextToNull()

ThisType & setCancelTextToNull ( )

inlinenoexcept

Definition at line 26525 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( StrRef value )

inlinenoexcept

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).

Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Definition at line 25543 of file Messages.h.

◆ setCrossId()

ThisType & setCrossId ( UInt64 value )

inlinenoexcept

Identifier for a cross order.

Will be present if execution report is in response to a cross order.

Definition at line 25716 of file Messages.h.

◆ setCrossIdToNull()

ThisType & setCrossIdToNull ( )

inlinenoexcept

Definition at line 25724 of file Messages.h.

◆ setCrossType()

ThisType & setCrossType ( UInt8 value )

inlinenoexcept

Type of cross being submitted to a market.

(if in response to a cross order).

Definition at line 26178 of file Messages.h.

◆ setCrossTypeToNull()

ThisType & setCrossTypeToNull ( )

inlinenoexcept

Definition at line 26186 of file Messages.h.

◆ setCumQty()

ThisType & setCumQty ( UInt32 value )

inlinenoexcept

Total quantity filled.

Definition at line 25840 of file Messages.h.

◆ setDelayDuration()

ThisType & setDelayDuration ( UInt16 value )

inlinenoexcept

Not being currently used.

Definition at line 25951 of file Messages.h.

◆ setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )

inlinenoexcept

Definition at line 25959 of file Messages.h.

◆ setDelayToTime()

ThisType & setDelayToTime ( UInt64 value )

inlinenoexcept

Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2).

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.

Definition at line 26360 of file Messages.h.

◆ setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )

inlinenoexcept

Definition at line 26368 of file Messages.h.

◆ setDiscretionPrice()

ThisType & setDiscretionPrice ( PRICE9 value )

inlinenoexcept

The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but will accept trades at another price.

Definition at line 26390 of file Messages.h.

◆ setDiscretionPriceToNull()

ThisType & setDiscretionPriceToNull ( )

inlinenoexcept

Definition at line 26398 of file Messages.h.

◆ setDisplayQty()

ThisType & setDisplayQty ( UInt32 value )

inlinenoexcept

The quantity to be displayed .

Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Definition at line 25888 of file Messages.h.

◆ setDisplayQtyToNull()

ThisType & setDisplayQtyToNull ( )

inlinenoexcept

Definition at line 25896 of file Messages.h.

◆ setExecId()

ThisType & setExecId ( StrRef value )

inlinenoexcept

Unique identifier of execution message as assigned by exchange.

Uniqueness will be guaranteed within a single trading day or the life of a multi-day order.

Definition at line 25479 of file Messages.h.

◆ setExecInst()

ThisType & setExecInst ( ExecInst value )

inlinenoexcept

Instructions for order handling on exchange.

Since more than one instruction is applicable to an order, this field can represent those using a bitset.

Definition at line 26208 of file Messages.h.

◆ setExecRestatementReason()

ThisType & setExecRestatementReason ( ExecReason::Enum value )

inlinenoexcept

Used to communicate unsolicited cancels.

Definition at line 26150 of file Messages.h.

◆ setExecRestatementReasonToNull()

ThisType & setExecRestatementReasonToNull ( )

inlinenoexcept

Definition at line 26158 of file Messages.h.

◆ setExecutionMode()

ThisType & setExecutionMode ( ExecMode::Enum value )

inlinenoexcept

Identifies whether the order should be treated as passive (will not match when entered) or aggressive (could match when entered); default behavior when absent is aggressive.

Definition at line 26230 of file Messages.h.

◆ setExecutionModeToNull()

ThisType & setExecutionModeToNull ( )

inlinenoexcept

Definition at line 26238 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 25925 of file Messages.h.

◆ setExpireDateToNull()

ThisType & setExpireDateToNull ( )

inlinenoexcept

Definition at line 25933 of file Messages.h.

◆ setHostCrossId()

ThisType & setHostCrossId ( UInt64 value )

inlinenoexcept

Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs.

The HostCrossID will also be used to link together components of the cross order. For example, each individual execution report associated with the order will carry HostCrossID in order to tie them back together to the original cross order.

Definition at line 25754 of file Messages.h.

◆ setHostCrossIdToNull()

ThisType & setHostCrossIdToNull ( )

inlinenoexcept

Definition at line 25762 of file Messages.h.

◆ setLiquidityFlag()

ThisType & setLiquidityFlag ( BooleanNULL::Enum value )

inlinenoexcept

Field added to capture if an order was submitted for market making obligation or not.

Applicable only for EU BrokerTec and EBS MiFID regulated instruments.

Definition at line 26260 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 26268 of file Messages.h.

◆ setLocation()

ThisType & setLocation ( StrRef value )

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 25783 of file Messages.h.

◆ setManagedOrder()

ThisType & setManagedOrder ( BooleanNULL::Enum value )

inlinenoexcept

Boolean: flags a managed order.

Definition at line 26286 of file Messages.h.

◆ setManagedOrderToNull()

ThisType & setManagedOrderToNull ( )

inlinenoexcept

Definition at line 26294 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

Indicates if the order was initially received manually (as opposed to electronically).

Definition at line 26067 of file Messages.h.

◆ setMinQty()

ThisType & setMinQty ( UInt32 value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 25858 of file Messages.h.

◆ setMinQtyToNull()

ThisType & setMinQtyToNull ( )

inlinenoexcept

Definition at line 25866 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value )

inlinenoexcept

Unique identifier for order as assigned by the exchange.

Uniqueness is guaranteed within a single trading day across all instruments.

Definition at line 25588 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( UInt32 value )

inlinenoexcept

Number of shares or contracts ordered.

Definition at line 25822 of file Messages.h.

◆ setOrderRequestId()

ThisType & setOrderRequestId ( UInt64 value )

inlinenoexcept

Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response.

Definition at line 25696 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( OrderType::Enum value )

inlinenoexcept

Order type.

Definition at line 25994 of file Messages.h.

◆ setOrdTypeToNull()

ThisType & setOrdTypeToNull ( )

inlinenoexcept

Definition at line 26002 of file Messages.h.

◆ setOrigOrderUser()

ThisType & setOrigOrderUser ( StrRef value )

inlinenoexcept

Represents the original sender comp for whom orders or quotes are to be cancelled.

Definition at line 26483 of file Messages.h.

◆ setOrigOrderUserToNull()

ThisType & setOrigOrderUserToNull ( )

inlinenoexcept

Definition at line 26492 of file Messages.h.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value )

inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 25566 of file Messages.h.

◆ setPossRetransFlag()

ThisType & setPossRetransFlag ( BooleanFlag::Enum value )

inlinenoexcept

Flags message as possible retransmission.

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses.

Definition at line 26094 of file Messages.h.

◆ setPrice()

ThisType & setPrice ( PRICE9 value )

inlinenoexcept

Price per share or contract.

Definition at line 25606 of file Messages.h.

◆ setPriorityIndicator()

ThisType & setPriorityIndicator ( UInt8 value )

inlinenoexcept

This field is being added to report whether incoming new order/cancel replace entered the book or subsequently rests on the book with either large or standard order size priority.

Definition at line 26454 of file Messages.h.

◆ setPriorityIndicatorToNull()

ThisType & setPriorityIndicatorToNull ( )

inlinenoexcept

Definition at line 26462 of file Messages.h.

◆ setReservationPrice()

ThisType & setReservationPrice ( PRICE9 value )

inlinenoexcept

This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trade.

This price must be better than the limit price and should be multiple of reservation price tick.

Definition at line 26422 of file Messages.h.

◆ setReservationPriceToNull()

ThisType & setReservationPriceToNull ( )

inlinenoexcept

Definition at line 26430 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Security ID as defined by CME.

For the security ID list, see the security definition messages.

Definition at line 25804 of file Messages.h.

◆ setSenderId()

ThisType & setSenderId ( StrRef value )

inlinenoexcept

Operator ID.

Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform.

Definition at line 25511 of file Messages.h.

◆ setSendingTimeEpoch()

ThisType & setSendingTimeEpoch ( UInt64 value )

inlinenoexcept

Time when the message is sent.

64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

Definition at line 25674 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 25438 of file Messages.h.

◆ setShortSaleType()

ThisType & setShortSaleType ( ShortSaleType::Enum value )

inlinenoexcept

Indicates the type of short sale.

Will not be used for Buy orders but Sell orders should have this tag populated for MiFID.

Definition at line 26319 of file Messages.h.

◆ setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 26328 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value )

inlinenoexcept

Side of order.

Definition at line 26020 of file Messages.h.

◆ setSplitMsg()

ThisType & setSplitMsg ( SplitMsg::Enum value )

inlinenoexcept

Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2).

If absent then the message was not delayed and was neither split nor received out of order.

Definition at line 26124 of file Messages.h.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )

inlinenoexcept

Definition at line 26132 of file Messages.h.

◆ setStopPx()

ThisType & setStopPx ( PRICE9 value )

inlinenoexcept

The stop price of a stop protect or stop limit order.

(Conditionally required if OrdType = 3 or 4).

Definition at line 25626 of file Messages.h.

◆ setStopPxToNull()

ThisType & setStopPxToNull ( )

inlinenoexcept

Definition at line 25634 of file Messages.h.

◆ setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 26038 of file Messages.h.

◆ setTimeInForceToNull()

ThisType & setTimeInForceToNull ( )

inlinenoexcept

Definition at line 26046 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UInt64 value )

inlinenoexcept

Time the transaction represented by this ExecutionReport (35=8) occurred.

Expressed as nanoseconds since epoch time.

Definition at line 25654 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 25456 of file Messages.h.

◆ shortSaleType()

bool shortSaleType ( ShortSaleType::Enum & value ) const

inlinenoexcept

Indicates the type of short sale.

Will not be used for Buy orders but Sell orders should have this tag populated for MiFID.

Definition at line 26307 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 26012 of file Messages.h.

◆ splitMsg()

bool splitMsg ( SplitMsg::Enum & value ) const

inlinenoexcept

Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2).

If absent then the message was not delayed and was neither split nor received out of order.

Definition at line 26110 of file Messages.h.

◆ stopPx()

bool stopPx ( PRICE9 & value ) const

inlinenoexcept

The stop price of a stop protect or stop limit order.

(Conditionally required if OrdType = 3 or 4).

Definition at line 25617 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 26642 of file Messages.h.

◆ timeInForce()

bool timeInForce ( TimeInForce::Enum & value ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 26030 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 1982 of file MessageSerialization.h.

◆ transactTime()

UInt64 transactTime ( ) const

inlinenoexcept

Time the transaction represented by this ExecutionReport (35=8) occurred.

Expressed as nanoseconds since epoch time.

Definition at line 25645 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 25448 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

◆ ExecutionReportCancel534() [1/6]

◆ ExecutionReportCancel534() [2/6]

◆ ExecutionReportCancel534() [3/6]

◆ ExecutionReportCancel534() [4/6]

◆ ExecutionReportCancel534() [5/6]

◆ ExecutionReportCancel534() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ cancelText()

◆ className()

◆ clOrdId()

◆ crossId()

◆ crossType()

◆ cumQty()

◆ delayDuration()

◆ delayToTime()

◆ discretionPrice()

◆ displayQty()

◆ execId()

◆ execInst()

◆ execRestatementReason()

◆ execType()

◆ executionMode()

◆ expireDate()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ hostCrossId()

◆ liquidityFlag()

◆ location()

◆ managedOrder()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ minQty()

◆ orderId()

◆ orderQty()

◆ orderRequestId()

◆ ordStatus()

◆ ordType()

◆ origOrderUser()

◆ partyDetailsListReqId()

◆ possRetransFlag()

◆ price()

◆ priorityIndicator()

◆ reservationPrice()

◆ reset()

◆ resetVariableFields()

◆ securityId()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setCancelText()

◆ setCancelTextToNull()

◆ setClOrdId()

◆ setCrossId()

◆ setCrossIdToNull()

◆ setCrossType()

◆ setCrossTypeToNull()

◆ setCumQty()

◆ setDelayDuration()

◆ setDelayDurationToNull()

◆ setDelayToTime()

◆ setDelayToTimeToNull()

◆ setDiscretionPrice()

◆ setDiscretionPriceToNull()

◆ setDisplayQty()

◆ setDisplayQtyToNull()

◆ setExecId()