OnixS C++ CME iLink 3 Binary Order Entry Handler  1.14.0
API Documentation
ExecutionReportNew522 Struct Reference

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

Public Types

enum  { TemplateId = 522 }
 
typedef SchemaTraits Schema
 
typedef ExecutionReportNew522 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 ExecutionReportNew522 ()
 
 ExecutionReportNew522 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 ExecutionReportNew522 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 ExecutionReportNew522 (void *data, EncodedLength length, NoInit)
 
 ExecutionReportNew522 (const SbeMessage &message)
 
 ExecutionReportNew522 (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
 
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 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 ()
 
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 OrdStatusNew ordStatus () noexcept
 
static constexpr ExecTypNew 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 11493 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 11498 of file Messages.h.

This type alias.

Definition at line 11501 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 11504 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

Definition at line 11507 of file Messages.h.

ExecutionReportNew522 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 11510 of file Messages.h.

ExecutionReportNew522 ( 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 11525 of file Messages.h.

ExecutionReportNew522 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 11539 of file Messages.h.

ExecutionReportNew522 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 11550 of file Messages.h.

ExecutionReportNew522 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 11561 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 12688 of file Messages.h.

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

Definition at line 12799 of file Messages.h.

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

Definition at line 12765 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 11682 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 11878 of file Messages.h.

bool crossType ( UInt8 value) const
inlinenoexcept

ype of cross being submitted to a market.

(if in response to a cross order).

Definition at line 12340 of file Messages.h.

bool delayDuration ( UInt16 value) const
inlinenoexcept

Not being currently used.

Definition at line 12121 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 12533 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 12571 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 12046 of file Messages.h.

StrRef execId ( ) const
inlinenoexcept

Unique identifier of execution message as assigned by the exchange and is unique per day across all instruments and across all good till orders.

Definition at line 11618 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 12372 of file Messages.h.

static constexpr ExecTypNew execType ( )
inlinestaticnoexcept

Describes the specific ExecutionRpt as new. Constant value.

Definition at line 12160 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 12396 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.

Applicable only to GTD orders which expire at the end of the trading session specified.

Definition at line 12080 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 12774 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 12714 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 12702 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 11914 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 12429 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 11950 of file Messages.h.

bool managedOrder ( BooleanNULL::Enum value) const
inlinenoexcept

Boolean: flags a managed order.

Definition at line 12460 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 12247 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 12675 of file Messages.h.

bool minQty ( UInt32 value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 12015 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 11736 of file Messages.h.

UInt32 orderQty ( ) const
inlinenoexcept

Order quantity submitted by client.

Definition at line 11995 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 11855 of file Messages.h.

static constexpr OrdStatusNew ordStatus ( )
inlinestaticnoexcept

Identifies status of order as new. Constant value.

Definition at line 12151 of file Messages.h.

bool ordType ( OrderType::Enum value) const
inlinenoexcept

Order type.

Definition at line 12168 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 11712 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 12274 of file Messages.h.

PRICE9 price ( ) const
inlinenoexcept

Price per share or contract.

Definition at line 11758 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 12641 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 12605 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 12730 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 12723 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 11974 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 11648 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 11832 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number of this message.

Definition at line 11576 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 11698 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 11888 of file Messages.h.

ThisType& setCrossIdToNull ( )
inlinenoexcept

Definition at line 11897 of file Messages.h.

ThisType& setCrossType ( UInt8  value)
inlinenoexcept

ype of cross being submitted to a market.

(if in response to a cross order).

Definition at line 12350 of file Messages.h.

ThisType& setCrossTypeToNull ( )
inlinenoexcept

Definition at line 12359 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being currently used.

Definition at line 12130 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 12139 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 12549 of file Messages.h.

ThisType& setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 12558 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 12582 of file Messages.h.

ThisType& setDiscretionPriceToNull ( )
inlinenoexcept

Definition at line 12591 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 12057 of file Messages.h.

ThisType& setDisplayQtyToNull ( )
inlinenoexcept

Definition at line 12066 of file Messages.h.

ThisType& setExecId ( StrRef  value)
inlinenoexcept

Unique identifier of execution message as assigned by the exchange and is unique per day across all instruments and across all good till orders.

Definition at line 11630 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 12383 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 12407 of file Messages.h.

ThisType& setExecutionModeToNull ( )
inlinenoexcept

Definition at line 12416 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.

Applicable only to GTD orders which expire at the end of the trading session specified.

Definition at line 12101 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 12110 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 11929 of file Messages.h.

ThisType& setHostCrossIdToNull ( )
inlinenoexcept

Definition at line 11938 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 12440 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 12449 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 11961 of file Messages.h.

ThisType& setManagedOrder ( BooleanNULL::Enum  value)
inlinenoexcept

Boolean: flags a managed order.

Definition at line 12469 of file Messages.h.

ThisType& setManagedOrderToNull ( )
inlinenoexcept

Definition at line 12478 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 12258 of file Messages.h.

ThisType& setMinQty ( UInt32  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 12024 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 12033 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 11747 of file Messages.h.

ThisType& setOrderQty ( UInt32  value)
inlinenoexcept

Order quantity submitted by client.

Definition at line 12004 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 11866 of file Messages.h.

ThisType& setOrdType ( OrderType::Enum  value)
inlinenoexcept

Order type.

Definition at line 12177 of file Messages.h.

ThisType& setOrdTypeToNull ( )
inlinenoexcept

Definition at line 12186 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 11723 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 12287 of file Messages.h.

ThisType& setPrice ( PRICE9  value)
inlinenoexcept

Price per share or contract.

Definition at line 11767 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 12654 of file Messages.h.

ThisType& setPriorityIndicatorToNull ( )
inline

Definition at line 12663 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 12618 of file Messages.h.

ThisType& setReservationPriceToNull ( )
inline

Definition at line 12627 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 11984 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 11664 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 11842 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number of this message.

Definition at line 11585 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 12505 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 12515 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value)
inlinenoexcept

Side of order.

Definition at line 12206 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 12319 of file Messages.h.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 12328 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 11789 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 11798 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 12226 of file Messages.h.

ThisType& setTimeInForceToNull ( )
inlinenoexcept

Definition at line 12235 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 11820 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 11605 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 12492 of file Messages.h.

SideReq::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 12197 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 12304 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 11779 of file Messages.h.

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

Definition at line 12786 of file Messages.h.

bool timeInForce ( TimeInForce::Enum value) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 12217 of file Messages.h.

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

Definition at line 1112 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 11810 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 11596 of file Messages.h.


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