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 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)
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 27078 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 27083 of file Messages.h.

◆ ThisType

typedef ExecutionReportCancel534 ThisType

This type alias.

Definition at line 27086 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	534

Definition at line 27089 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 27095 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 27110 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 27124 of file Messages.h.

◆ ExecutionReportCancel534() [5/6]

ExecutionReportCancel534 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 27135 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 27146 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 28388 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 28498 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 28339 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 28464 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 27267 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 27463 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 27971 of file Messages.h.

◆ cumQty()

UInt32 cumQty ( ) const

inlinenoexcept

Total quantity filled.

Definition at line 27600 of file Messages.h.

◆ delayDuration()

bool delayDuration ( UInt16 & value ) const

inlinenoexcept

Not being currently used.

Definition at line 27722 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 28164 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 28202 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 27651 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 27203 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 28003 of file Messages.h.

◆ execRestatementReason()

bool execRestatementReason ( ExecReason::Enum & value ) const

inlinenoexcept

Used to communicate unsolicited cancels.

Definition at line 27941 of file Messages.h.

◆ execType()

constexpr ExecTypeCxl execType ( )

inlinestaticconstexprnoexcept

Describes the specific ExecutionRpt as cancelled; Constant value.

Definition at line 27762 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 28027 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 27683 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 28473 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 28414 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 28402 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 27499 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 28060 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 27535 of file Messages.h.

◆ managedOrder()

bool managedOrder ( BooleanNULL::Enum & value ) const

inlinenoexcept

Boolean: flags a managed order.

Definition at line 28091 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 27849 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 28376 of file Messages.h.

◆ minQty()

bool minQty ( UInt32 & value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 27620 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 27321 of file Messages.h.

◆ orderQty()

UInt32 orderQty ( ) const

inlinenoexcept

Number of shares or contracts ordered.

Definition at line 27580 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 27440 of file Messages.h.

◆ ordStatus()

constexpr OrdStatusCxl ordStatus ( )

inlinestaticconstexprnoexcept

Identifies status of order as cancelled; Constant value.

Definition at line 27752 of file Messages.h.

◆ ordType()

bool ordType ( OrderType::Enum & value ) const

inlinenoexcept

Order type.

Definition at line 27770 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 28304 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 27297 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 27876 of file Messages.h.

◆ price()

PRICE9 price ( ) const

inlinenoexcept

Price per share or contract.

Definition at line 27343 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 28271 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 28236 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 28430 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 28423 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 27559 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 27233 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 27417 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 27161 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 28351 of file Messages.h.

◆ setCancelTextToNull()

ThisType & setCancelTextToNull ( )

inlinenoexcept

Definition at line 28361 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 27283 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 27473 of file Messages.h.

◆ setCrossIdToNull()

ThisType & setCrossIdToNull ( )

inlinenoexcept

Definition at line 27482 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 27981 of file Messages.h.

◆ setCrossTypeToNull()

ThisType & setCrossTypeToNull ( )

inlinenoexcept

Definition at line 27990 of file Messages.h.

◆ setCumQty()

ThisType & setCumQty ( UInt32 value )

inlinenoexcept

Total quantity filled.

Definition at line 27609 of file Messages.h.

◆ setDelayDuration()

ThisType & setDelayDuration ( UInt16 value )

inlinenoexcept

Not being currently used.

Definition at line 27731 of file Messages.h.

◆ setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )

inlinenoexcept

Definition at line 27740 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 28180 of file Messages.h.

◆ setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )

inlinenoexcept

Definition at line 28189 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 28213 of file Messages.h.

◆ setDiscretionPriceToNull()

ThisType & setDiscretionPriceToNull ( )

inlinenoexcept

Definition at line 28222 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 27662 of file Messages.h.

◆ setDisplayQtyToNull()

ThisType & setDisplayQtyToNull ( )

inlinenoexcept

Definition at line 27671 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 27215 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 28014 of file Messages.h.

◆ setExecRestatementReason()

ThisType & setExecRestatementReason ( ExecReason::Enum value )

inlinenoexcept

Used to communicate unsolicited cancels.

Definition at line 27950 of file Messages.h.

◆ setExecRestatementReasonToNull()

ThisType & setExecRestatementReasonToNull ( )

inlinenoexcept

Definition at line 27959 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 28038 of file Messages.h.

◆ setExecutionModeToNull()

ThisType & setExecutionModeToNull ( )

inlinenoexcept

Definition at line 28047 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 27702 of file Messages.h.

◆ setExpireDateToNull()

ThisType & setExpireDateToNull ( )

inlinenoexcept

Definition at line 27711 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 27514 of file Messages.h.

◆ setHostCrossIdToNull()

ThisType & setHostCrossIdToNull ( )

inlinenoexcept

Definition at line 27523 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 28071 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 28080 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 27546 of file Messages.h.

◆ setManagedOrder()

ThisType & setManagedOrder ( BooleanNULL::Enum value )

inlinenoexcept

Boolean: flags a managed order.

Definition at line 28100 of file Messages.h.

◆ setManagedOrderToNull()

ThisType & setManagedOrderToNull ( )

inlinenoexcept

Definition at line 28109 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 27860 of file Messages.h.

◆ setMinQty()

ThisType & setMinQty ( UInt32 value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 27629 of file Messages.h.

◆ setMinQtyToNull()

ThisType & setMinQtyToNull ( )

inlinenoexcept

Definition at line 27638 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 27332 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( UInt32 value )

inlinenoexcept

Number of shares or contracts ordered.

Definition at line 27589 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 27451 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( OrderType::Enum value )

inlinenoexcept

Order type.

Definition at line 27779 of file Messages.h.

◆ setOrdTypeToNull()

ThisType & setOrdTypeToNull ( )

inlinenoexcept

Definition at line 27788 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 28315 of file Messages.h.

◆ setOrigOrderUserToNull()

ThisType & setOrigOrderUserToNull ( )

inlinenoexcept

Definition at line 28325 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 27308 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 27889 of file Messages.h.

◆ setPrice()

ThisType & setPrice ( PRICE9 value )

inlinenoexcept

Price per share or contract.

Definition at line 27352 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 28283 of file Messages.h.

◆ setPriorityIndicatorToNull()

ThisType & setPriorityIndicatorToNull ( )

inlinenoexcept

Definition at line 28292 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 28248 of file Messages.h.

◆ setReservationPriceToNull()

ThisType & setReservationPriceToNull ( )

inlinenoexcept

Definition at line 28257 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 27569 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 27249 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 27427 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 27170 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 28136 of file Messages.h.

◆ setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 28146 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value )

inlinenoexcept

Side of order.

Definition at line 27808 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 27921 of file Messages.h.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )

inlinenoexcept

Definition at line 27930 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 27374 of file Messages.h.

◆ setStopPxToNull()

ThisType & setStopPxToNull ( )

inlinenoexcept

Definition at line 27383 of file Messages.h.

◆ setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 27828 of file Messages.h.

◆ setTimeInForceToNull()

ThisType & setTimeInForceToNull ( )

inlinenoexcept

Definition at line 27837 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 27405 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 27190 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 28123 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 27799 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 27906 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 27364 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 28485 of file Messages.h.

◆ timeInForce()

bool timeInForce ( TimeInForce::Enum & value ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 27819 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 27395 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 27181 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()