OnixS C++ CME iLink 3 Binary Order Entry Handler  1.14.0
API Documentation
ExecutionReportCancel534 Struct Reference

#include <OnixS/CME/iLink3/messaging/Messages.h>

Public Types

enum  { TemplateId = 534 }
 
typedef SchemaTraits Schema
 
typedef ExecutionReportCancel534 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 ExecutionReportCancel534 ()
 
 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
 
ThisTypesetSeqNum (UInt32 value) noexcept
 
UInt64 uuId () const noexcept
 
ThisTypesetUuId (UInt64 value) noexcept
 
StrRef execId () const noexcept
 
ThisTypesetExecId (StrRef value) noexcept
 
StrRef senderId () const noexcept
 
ThisTypesetSenderId (StrRef value) noexcept
 
StrRef clOrdId () const noexcept
 
ThisTypesetClOrdId (StrRef value) noexcept
 
UInt64 partyDetailsListReqId () const noexcept
 
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
 
UInt64 orderId () const noexcept
 
ThisTypesetOrderId (UInt64 value) noexcept
 
PRICE9 price () const noexcept
 
ThisTypesetPrice (PRICE9 value) noexcept
 
bool stopPx (PRICE9 &value) const noexcept
 
ThisTypesetStopPx (PRICE9 value) noexcept
 
ThisTypesetStopPxToNull () noexcept
 
UInt64 transactTime () const noexcept
 
ThisTypesetTransactTime (UInt64 value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
UInt64 orderRequestId () const noexcept
 
ThisTypesetOrderRequestId (UInt64 value) noexcept
 
bool crossId (UInt64 &value) const noexcept
 
ThisTypesetCrossId (UInt64 value) noexcept
 
ThisTypesetCrossIdToNull () noexcept
 
bool hostCrossId (UInt64 &value) const noexcept
 
ThisTypesetHostCrossId (UInt64 value) noexcept
 
ThisTypesetHostCrossIdToNull () noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
Int32 securityId () const noexcept
 
ThisTypesetSecurityId (Int32 value) noexcept
 
UInt32 orderQty () const noexcept
 
ThisTypesetOrderQty (UInt32 value) noexcept
 
UInt32 cumQty () const noexcept
 
ThisTypesetCumQty (UInt32 value) noexcept
 
bool minQty (UInt32 &value) const noexcept
 
ThisTypesetMinQty (UInt32 value) noexcept
 
ThisTypesetMinQtyToNull () noexcept
 
bool displayQty (UInt32 &value) const noexcept
 
ThisTypesetDisplayQty (UInt32 value) noexcept
 
ThisTypesetDisplayQtyToNull () noexcept
 
bool expireDate (Timestamp &value) const noexcept
 
ThisTypesetExpireDate (Timestamp value) noexcept
 
ThisTypesetExpireDateToNull () noexcept
 
bool delayDuration (UInt16 &value) const noexcept
 
ThisTypesetDelayDuration (UInt16 value) noexcept
 
ThisTypesetDelayDurationToNull () noexcept
 
bool ordType (OrderType::Enum &value) const noexcept
 
ThisTypesetOrdType (OrderType::Enum value) noexcept
 
ThisTypesetOrdTypeToNull () noexcept
 
SideReq::Enum side () const noexcept
 
ThisTypesetSide (SideReq::Enum value) noexcept
 
bool timeInForce (TimeInForce::Enum &value) const noexcept
 
ThisTypesetTimeInForce (TimeInForce::Enum value) noexcept
 
ThisTypesetTimeInForceToNull () noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
BooleanFlag::Enum possRetransFlag () const noexcept
 
ThisTypesetPossRetransFlag (BooleanFlag::Enum value) noexcept
 
bool splitMsg (SplitMsg::Enum &value) const noexcept
 
ThisTypesetSplitMsg (SplitMsg::Enum value) noexcept
 
ThisTypesetSplitMsgToNull () noexcept
 
bool execRestatementReason (ExecReason::Enum &value) const noexcept
 
ThisTypesetExecRestatementReason (ExecReason::Enum value) noexcept
 
ThisTypesetExecRestatementReasonToNull () noexcept
 
bool crossType (UInt8 &value) const noexcept
 
ThisTypesetCrossType (UInt8 value) noexcept
 
ThisTypesetCrossTypeToNull () noexcept
 
ExecInst execInst () const noexcept
 
ThisTypesetExecInst (ExecInst value) noexcept
 
bool executionMode (ExecMode::Enum &value) const noexcept
 
ThisTypesetExecutionMode (ExecMode::Enum value) noexcept
 
ThisTypesetExecutionModeToNull () noexcept
 
bool liquidityFlag (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetLiquidityFlag (BooleanNULL::Enum value) noexcept
 
ThisTypesetLiquidityFlagToNull () noexcept
 
bool managedOrder (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetManagedOrder (BooleanNULL::Enum value) noexcept
 
ThisTypesetManagedOrderToNull () noexcept
 
bool shortSaleType (ShortSaleType::Enum &value) const noexcept
 
ThisTypesetShortSaleType (ShortSaleType::Enum value) noexcept
 
ThisTypesetShortSaleTypeToNull () noexcept
 
bool delayToTime (UInt64 &value) const noexcept
 
ThisTypesetDelayToTime (UInt64 value) noexcept
 
ThisTypesetDelayToTimeToNull () noexcept
 
bool discretionPrice (PRICE9 &value) const noexcept
 
ThisTypesetDiscretionPrice (PRICE9 value) noexcept
 
ThisTypesetDiscretionPriceToNull () noexcept
 
bool reservationPrice (PRICE9 &value) const noexcept
 
ThisTypesetReservationPrice (PRICE9 value)
 
ThisTypesetReservationPriceToNull ()
 
bool priorityIndicator (UInt8 &value) const noexcept
 
ThisTypesetPriorityIndicator (UInt8 value)
 
ThisTypesetPriorityIndicatorToNull ()
 
bool origOrderUser (StrRef &value) const noexcept
 
ThisTypesetOrigOrderUser (StrRef value)
 
ThisTypesetOrigOrderUserToNull ()
 
bool cancelText (StrRef &value) const noexcept
 
ThisTypesetCancelText (StrRef value)
 
ThisTypesetCancelTextToNull ()
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () 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::SbeMessagecontainer () noexcept
 
void zeroPaddingBytes (MessageSize offset) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, StrRef value, SchemaVersion since)
 

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 CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (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 ()
 
 ~SbeFields ()
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (MessageSize offset) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSize offset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSize offset) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 27131 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 27136 of file Messages.h.

This type alias.

Definition at line 27139 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 27142 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

Definition at line 27145 of file Messages.h.

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

Initializes an instance over the given memory block.

Definition at line 27148 of file Messages.h.

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 27163 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 27177 of file Messages.h.

ExecutionReportCancel534 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 27188 of file Messages.h.

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 27199 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 28444 of file Messages.h.

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 28558 of file Messages.h.

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 28395 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 28524 of file Messages.h.

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 27320 of file Messages.h.

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 27516 of file Messages.h.

bool crossType ( UInt8 value) const
inlinenoexcept

Type of cross being submitted to a market.

(if in response to a cross order).

Definition at line 28024 of file Messages.h.

UInt32 cumQty ( ) const
inlinenoexcept

Total quantity filled.

Definition at line 27653 of file Messages.h.

bool delayDuration ( UInt16 value) const
inlinenoexcept

Not being currently used.

Definition at line 27775 of file Messages.h.

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 28217 of file Messages.h.

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 28255 of file Messages.h.

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 27704 of file Messages.h.

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 27256 of file Messages.h.

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 28056 of file Messages.h.

bool execRestatementReason ( ExecReason::Enum value) const
inlinenoexcept

Used to communicate unsolicited cancels.

Definition at line 27994 of file Messages.h.

static constexpr ExecTypeCxl execType ( )
inlinestaticnoexcept

Describes the specific ExecutionRpt as cancelled; Constant value.

Definition at line 27815 of file Messages.h.

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 28080 of file Messages.h.

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 27736 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 28533 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 28470 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 28458 of file Messages.h.

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 27552 of file Messages.h.

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 28113 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 27588 of file Messages.h.

bool managedOrder ( BooleanNULL::Enum value) const
inlinenoexcept

Boolean: flags a managed order.

Definition at line 28144 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 27902 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 28431 of file Messages.h.

bool minQty ( UInt32 value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 27673 of file Messages.h.

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 27374 of file Messages.h.

UInt32 orderQty ( ) const
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 27633 of file Messages.h.

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 27493 of file Messages.h.

static constexpr OrdStatusCxl ordStatus ( )
inlinestaticnoexcept

Identifies status of order as cancelled; Constant value.

Definition at line 27805 of file Messages.h.

bool ordType ( OrderType::Enum value) const
inlinenoexcept

Order type.

Definition at line 27823 of file Messages.h.

bool origOrderUser ( StrRef value) const
inlinenoexcept

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

Definition at line 28359 of file Messages.h.

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

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

Definition at line 27350 of file Messages.h.

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 27929 of file Messages.h.

PRICE9 price ( ) const
inlinenoexcept

Price per share or contract.

Definition at line 27396 of file Messages.h.

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 28325 of file Messages.h.

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 28289 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 28486 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 28479 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Security ID as defined by CME.

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

Definition at line 27612 of file Messages.h.

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 27286 of file Messages.h.

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 27470 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 27214 of file Messages.h.

ThisType& setCancelText ( StrRef  value)
inline

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

Definition at line 28408 of file Messages.h.

ThisType& setCancelTextToNull ( )
inline

Definition at line 28418 of file Messages.h.

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 27336 of file Messages.h.

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 27526 of file Messages.h.

ThisType& setCrossIdToNull ( )
inlinenoexcept

Definition at line 27535 of file Messages.h.

ThisType& setCrossType ( UInt8  value)
inlinenoexcept

Type of cross being submitted to a market.

(if in response to a cross order).

Definition at line 28034 of file Messages.h.

ThisType& setCrossTypeToNull ( )
inlinenoexcept

Definition at line 28043 of file Messages.h.

ThisType& setCumQty ( UInt32  value)
inlinenoexcept

Total quantity filled.

Definition at line 27662 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being currently used.

Definition at line 27784 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 27793 of file Messages.h.

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 28233 of file Messages.h.

ThisType& setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 28242 of file Messages.h.

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 28266 of file Messages.h.

ThisType& setDiscretionPriceToNull ( )
inlinenoexcept

Definition at line 28275 of file Messages.h.

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 27715 of file Messages.h.

ThisType& setDisplayQtyToNull ( )
inlinenoexcept

Definition at line 27724 of file Messages.h.

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 27268 of file Messages.h.

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 28067 of file Messages.h.

ThisType& setExecRestatementReason ( ExecReason::Enum  value)
inlinenoexcept

Used to communicate unsolicited cancels.

Definition at line 28003 of file Messages.h.

ThisType& setExecRestatementReasonToNull ( )
inlinenoexcept

Definition at line 28012 of file Messages.h.

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 28091 of file Messages.h.

ThisType& setExecutionModeToNull ( )
inlinenoexcept

Definition at line 28100 of file Messages.h.

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 27755 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 27764 of file Messages.h.

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 27567 of file Messages.h.

ThisType& setHostCrossIdToNull ( )
inlinenoexcept

Definition at line 27576 of file Messages.h.

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 28124 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 28133 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 27599 of file Messages.h.

ThisType& setManagedOrder ( BooleanNULL::Enum  value)
inlinenoexcept

Boolean: flags a managed order.

Definition at line 28153 of file Messages.h.

ThisType& setManagedOrderToNull ( )
inlinenoexcept

Definition at line 28162 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

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

Definition at line 27913 of file Messages.h.

ThisType& setMinQty ( UInt32  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 27682 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 27691 of file Messages.h.

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 27385 of file Messages.h.

ThisType& setOrderQty ( UInt32  value)
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 27642 of file Messages.h.

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 27504 of file Messages.h.

ThisType& setOrdType ( OrderType::Enum  value)
inlinenoexcept

Order type.

Definition at line 27832 of file Messages.h.

ThisType& setOrdTypeToNull ( )
inlinenoexcept

Definition at line 27841 of file Messages.h.

ThisType& setOrigOrderUser ( StrRef  value)
inline

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

Definition at line 28371 of file Messages.h.

ThisType& setOrigOrderUserToNull ( )
inline

Definition at line 28381 of file Messages.h.

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 27361 of file Messages.h.

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 27942 of file Messages.h.

ThisType& setPrice ( PRICE9  value)
inlinenoexcept

Price per share or contract.

Definition at line 27405 of file Messages.h.

ThisType& setPriorityIndicator ( UInt8  value)
inline

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 28338 of file Messages.h.

ThisType& setPriorityIndicatorToNull ( )
inline

Definition at line 28347 of file Messages.h.

ThisType& setReservationPrice ( PRICE9  value)
inline

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 28302 of file Messages.h.

ThisType& setReservationPriceToNull ( )
inline

Definition at line 28311 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Security ID as defined by CME.

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

Definition at line 27622 of file Messages.h.

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 27302 of file Messages.h.

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 27480 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 27223 of file Messages.h.

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 28189 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 28199 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value)
inlinenoexcept

Side of order.

Definition at line 27861 of file Messages.h.

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 27974 of file Messages.h.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 27983 of file Messages.h.

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 27427 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 27436 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 27881 of file Messages.h.

ThisType& setTimeInForceToNull ( )
inlinenoexcept

Definition at line 27890 of file Messages.h.

ThisType& setTransactTime ( UInt64  value)
inlinenoexcept

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

Expressed as nanoseconds since epoch time.

Definition at line 27458 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 27243 of file Messages.h.

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 28176 of file Messages.h.

SideReq::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 27852 of file Messages.h.

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 27959 of file Messages.h.

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 27417 of file Messages.h.

const void* tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 28545 of file Messages.h.

bool timeInForce ( TimeInForce::Enum value) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 27872 of file Messages.h.

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 1982 of file MessageSerialization.h.

UInt64 transactTime ( ) const
inlinenoexcept

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

Expressed as nanoseconds since epoch time.

Definition at line 27448 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 27234 of file Messages.h.


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