OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.0
API Documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
ExecutionReportModify531 Struct Reference

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

Public Types

enum  { TemplateId = 531 }
 
typedef SchemaTraits Schema
 
typedef ExecutionReportModify531 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 ExecutionReportModify531 ()=default
 
 ExecutionReportModify531 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 ExecutionReportModify531 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 ExecutionReportModify531 (void *data, EncodedLength length, NoInit)
 
 ExecutionReportModify531 (const SbeMessage &message)
 
 ExecutionReportModify531 (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
 
UInt32 leavesQty () const noexcept
 
ThisType & setLeavesQty (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 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 priorityIndicator (UInt8 &value) const noexcept
 
ThisType & setPriorityIndicator (UInt8 value) noexcept
 
ThisType & setPriorityIndicatorToNull () 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 (MessageSizeoffset) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSizeoffset, StrRef value) noexcept
 
void setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr ModifyStatus ordStatus () noexcept
 
static constexpr ExecTypeModify 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 (MessageSizeoffset) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSizeoffset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSizeoffset) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 23854 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 23859 of file Messages.h.

typedef ExecutionReportModify531 ThisType

This type alias.

Definition at line 23862 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 23865 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportModify531 ( )
default

Initializes a blank instance.

ExecutionReportModify531 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 23871 of file Messages.h.

ExecutionReportModify531 ( 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 23886 of file Messages.h.

ExecutionReportModify531 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 23900 of file Messages.h.

ExecutionReportModify531 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 23911 of file Messages.h.

ExecutionReportModify531 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 23922 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 25053 of file Messages.h.

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

Definition at line 25159 of file Messages.h.

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

Definition at line 25125 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 24043 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 24239 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 24741 of file Messages.h.

UInt32 cumQty ( ) const
inlinenoexcept

Total quantity filled.

Definition at line 24376 of file Messages.h.

bool delayDuration ( UInt16 &  value) const
inlinenoexcept

Not being currently used.

Definition at line 24520 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 24934 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 24972 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 24449 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 23979 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 24773 of file Messages.h.

static constexpr ExecTypeModify execType ( )
inlinestaticnoexcept

Describes the specific ExecutionRpt (e.g.

Cancel) while OrdStatus (39) will always identify the current order status (e.g. Partially Filled); Constant value.

Definition at line 24561 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 24797 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 24481 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 25134 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 25079 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 25067 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 24275 of file Messages.h.

UInt32 leavesQty ( ) const
inlinenoexcept

Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14).

Definition at line 24397 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 24830 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 24311 of file Messages.h.

bool managedOrder ( BooleanNULL::Enum &  value) const
inlinenoexcept

Boolean: flags a managed order.

Definition at line 24861 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

Indicates if order was sent manually or generated by automated trading logic.

Definition at line 24648 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 25041 of file Messages.h.

bool minQty ( UInt32 &  value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 24418 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 24097 of file Messages.h.

UInt32 orderQty ( ) const
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 24356 of file Messages.h.

UInt64 orderRequestId ( ) const
inlinenoexcept

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

Definition at line 24216 of file Messages.h.

static constexpr ModifyStatus ordStatus ( )
inlinestaticnoexcept

Identifies current status of order. Constant value.

Definition at line 24550 of file Messages.h.

bool ordType ( OrderType::Enum &  value) const
inlinenoexcept

Order type.

Definition at line 24569 of file Messages.h.

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.

Definition at line 24073 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 24675 of file Messages.h.

PRICE9 price ( ) const
inlinenoexcept

Price per share or contract.

Definition at line 24119 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 25006 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 25095 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 25088 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 24335 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 24009 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 24193 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 23937 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 24059 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 24249 of file Messages.h.

ThisType& setCrossIdToNull ( )
inlinenoexcept

Definition at line 24258 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 24751 of file Messages.h.

ThisType& setCrossTypeToNull ( )
inlinenoexcept

Definition at line 24760 of file Messages.h.

ThisType& setCumQty ( UInt32  value)
inlinenoexcept

Total quantity filled.

Definition at line 24385 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being currently used.

Definition at line 24529 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 24538 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 24950 of file Messages.h.

ThisType& setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 24959 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 24983 of file Messages.h.

ThisType& setDiscretionPriceToNull ( )
inlinenoexcept

Definition at line 24992 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 24460 of file Messages.h.

ThisType& setDisplayQtyToNull ( )
inlinenoexcept

Definition at line 24469 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 23991 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 24784 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 24808 of file Messages.h.

ThisType& setExecutionModeToNull ( )
inlinenoexcept

Definition at line 24817 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 24500 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 24509 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 24290 of file Messages.h.

ThisType& setHostCrossIdToNull ( )
inlinenoexcept

Definition at line 24299 of file Messages.h.

ThisType& setLeavesQty ( UInt32  value)
inlinenoexcept

Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14).

Definition at line 24407 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 24841 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 24850 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 24322 of file Messages.h.

ThisType& setManagedOrder ( BooleanNULL::Enum  value)
inlinenoexcept

Boolean: flags a managed order.

Definition at line 24870 of file Messages.h.

ThisType& setManagedOrderToNull ( )
inlinenoexcept

Definition at line 24879 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

Indicates if order was sent manually or generated by automated trading logic.

Definition at line 24659 of file Messages.h.

ThisType& setMinQty ( UInt32  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 24427 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 24436 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 24108 of file Messages.h.

ThisType& setOrderQty ( UInt32  value)
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 24365 of file Messages.h.

ThisType& setOrderRequestId ( UInt64  value)
inlinenoexcept

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

Definition at line 24227 of file Messages.h.

ThisType& setOrdType ( OrderType::Enum  value)
inlinenoexcept

Order type.

Definition at line 24578 of file Messages.h.

ThisType& setOrdTypeToNull ( )
inlinenoexcept

Definition at line 24587 of file Messages.h.

ThisType& setPartyDetailsListReqId ( UInt64  value)
inlinenoexcept

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.

Definition at line 24084 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 24688 of file Messages.h.

ThisType& setPrice ( PRICE9  value)
inlinenoexcept

Price per share or contract.

Definition at line 24128 of file Messages.h.

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 25018 of file Messages.h.

ThisType& setPriorityIndicatorToNull ( )
inlinenoexcept

Definition at line 25027 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 24345 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 24025 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 24203 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 23946 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 24906 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 24916 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value)
inlinenoexcept

Side of order.

Definition at line 24607 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 24720 of file Messages.h.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 24729 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 24150 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 24159 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 24627 of file Messages.h.

ThisType& setTimeInForceToNull ( )
inlinenoexcept

Definition at line 24636 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 24181 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 23966 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 24893 of file Messages.h.

SideReq::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 24598 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 24705 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 24140 of file Messages.h.

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

Definition at line 25146 of file Messages.h.

bool timeInForce ( TimeInForce::Enum &  value) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 24618 of file Messages.h.

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

Definition at line 1841 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 24171 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 23957 of file Messages.h.

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