OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
Loading...
Searching...
No Matches
ExecutionReportPendingCancel564 Struct Reference

Public Types

enum  
typedef SchemaTraits Schema
typedef ExecutionReportPendingCancel564 ThisType
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 ExecutionReportPendingCancel564 ()=default
 ExecutionReportPendingCancel564 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 ExecutionReportPendingCancel564 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 ExecutionReportPendingCancel564 (void *data, EncodedLength length, NoInit)
 ExecutionReportPendingCancel564 (const SbeMessage &message)
 ExecutionReportPendingCancel564 (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
UInt64 transactTime () const noexcept
ThisTypesetTransactTime (UInt64 value) noexcept
UInt64 sendingTimeEpoch () const noexcept
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
UInt64 orderRequestId () const noexcept
ThisTypesetOrderRequestId (UInt64 value) 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 leavesQty (UInt32 &value) const noexcept
ThisTypesetLeavesQty (UInt32 value) noexcept
ThisTypesetLeavesQtyToNull () 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 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 liquidityFlag (BooleanNULL::Enum &value) const noexcept
ThisTypesetLiquidityFlag (BooleanNULL::Enum value) noexcept
ThisTypesetLiquidityFlagToNull () 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) noexcept
ThisTypesetReservationPriceToNull () noexcept
bool priorityIndicator (UInt8 &value) const noexcept
ThisTypesetPriorityIndicator (UInt8 value) noexcept
ThisTypesetPriorityIndicatorToNull () noexcept
bool origOrderUser (StrRef &value) const noexcept
ThisTypesetOrigOrderUser (StrRef value) noexcept
ThisTypesetOrigOrderUserToNull () noexcept
bool cancelText (StrRef &value) const noexcept
ThisTypesetCancelText (StrRef value) noexcept
ThisTypesetCancelTextToNull () noexcept
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 setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions

static constexpr OrdStatusPendCxl ordStatus () noexcept
static constexpr ExecTypePendCxl 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 ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
Value ordinary (MessageSize offset) const noexcept
Enumeration::Enum enumeration (MessageSize offset) const noexcept
Value decimal (MessageSize offset) const noexcept
StrRef fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept

Detailed Description

Definition at line 46904 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 46909 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 46912 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 564 

Definition at line 46915 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReportPendingCancel564() [1/6]

Initializes a blank instance.

◆ ExecutionReportPendingCancel564() [2/6]

ExecutionReportPendingCancel564 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 46921 of file Messages.h.

◆ ExecutionReportPendingCancel564() [3/6]

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 46936 of file Messages.h.

◆ ExecutionReportPendingCancel564() [4/6]

ExecutionReportPendingCancel564 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 46950 of file Messages.h.

◆ ExecutionReportPendingCancel564() [5/6]

ExecutionReportPendingCancel564 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 46961 of file Messages.h.

◆ ExecutionReportPendingCancel564() [6/6]

ExecutionReportPendingCancel564 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 46972 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 47951 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 48053 of file Messages.h.

◆ cancelText()

bool cancelText ( StrRef & value) const
inlinenoexcept

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

Definition at line 47902 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 48019 of file Messages.h.

◆ clOrdId()

StrRef clOrdId ( ) const
inlinenoexcept

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

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

Definition at line 47097 of file Messages.h.

◆ cumQty()

UInt32 cumQty ( ) const
inlinenoexcept

Total quantity filled. Will be set to 0.

Definition at line 47327 of file Messages.h.

◆ delayToTime()

bool delayToTime ( UInt64 & value) const
inlinenoexcept

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

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from Tag 60 will represent original received time of delayed message.

Definition at line 47728 of file Messages.h.

◆ discretionPrice()

bool discretionPrice ( PRICE9 & value) const
inlinenoexcept

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

Definition at line 47765 of file Messages.h.

◆ displayQty()

bool displayQty ( UInt32 & value) const
inlinenoexcept

The quantity to be displayed .

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

Definition at line 47413 of file Messages.h.

◆ execId()

StrRef execId ( ) const
inlinenoexcept

Unique identifier of execution message as assigned by the exchange.

Unique per day across all instruments and across all good till orders.

Definition at line 47029 of file Messages.h.

◆ execType()

constexpr ExecTypePendCxl execType ( )
inlinestaticconstexprnoexcept

Describes the specific ExecutionRpt as subject to pending cancellation.

Constant value.

Definition at line 47500 of file Messages.h.

◆ expireDate()

bool expireDate ( Timestamp & value) const
inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Default: days since Unix epoch. Range: Jan. 1, 1970 - June 7, 2149 local.

Definition at line 47447 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 48028 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 47977 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 47965 of file Messages.h.

◆ leavesQty()

bool leavesQty ( UInt32 & value) const
inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Will not be rolled back in case of trade cancel. Will not be returned in trade cancels and leg fills.

Definition at line 47350 of file Messages.h.

◆ liquidityFlag()

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

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

Applicable only for EU BrokerTec and EBS MiFID regulated instruments.

Definition at line 47691 of file Messages.h.

◆ location()

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 47262 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 47591 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 47939 of file Messages.h.

◆ minQty()

bool minQty ( UInt32 & value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 47382 of file Messages.h.

◆ orderId()

UInt64 orderId ( ) const
inlinenoexcept

Unique identifier for order as assigned by the exchange.

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

Definition at line 47151 of file Messages.h.

◆ orderQty()

UInt32 orderQty ( ) const
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 47307 of file Messages.h.

◆ orderRequestId()

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 47239 of file Messages.h.

◆ ordStatus()

constexpr OrdStatusPendCxl ordStatus ( )
inlinestaticconstexprnoexcept

Identifies status of order as subject to pending cancellation.

Constant value.

Definition at line 47490 of file Messages.h.

◆ ordType()

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

Order type.

Definition at line 47508 of file Messages.h.

◆ origOrderUser()

bool origOrderUser ( StrRef & value) const
inlinenoexcept

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

Definition at line 47867 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

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

Definition at line 47127 of file Messages.h.

◆ possRetransFlag()

BooleanFlag::Enum possRetransFlag ( ) const
inlinenoexcept

Flags message as possible retransmission or duplicate.

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest or possible duplicate. This will become pertinent when original messages get interleaved with Retransmission responses. Possible duplicate means that same message could have been sent again with different sequence number.

Definition at line 47621 of file Messages.h.

◆ price()

PRICE9 price ( ) const
inlinenoexcept

Price per share or contract.

Definition at line 47173 of file Messages.h.

◆ priorityIndicator()

bool priorityIndicator ( UInt8 & value) const
inlinenoexcept

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

Definition at line 47834 of file Messages.h.

◆ reservationPrice()

bool reservationPrice ( PRICE9 & value) const
inlinenoexcept

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

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

Definition at line 47799 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 47993 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 47986 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Security ID as defined by CME.

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

Definition at line 47286 of file Messages.h.

◆ senderId()

StrRef senderId ( ) const
inlinenoexcept

For futures and options markets: 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.

For fixed income markets: represents the Entering Trader.

Definition at line 47061 of file Messages.h.

◆ sendingTimeEpoch()

UInt64 sendingTimeEpoch ( ) const
inlinenoexcept

Time when the message is sent.

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

Definition at line 47216 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 46987 of file Messages.h.

◆ setCancelText()

ThisType & setCancelText ( StrRef value)
inlinenoexcept

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

Definition at line 47914 of file Messages.h.

◆ setCancelTextToNull()

ThisType & setCancelTextToNull ( )
inlinenoexcept

Definition at line 47924 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( StrRef value)
inlinenoexcept

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

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

Definition at line 47113 of file Messages.h.

◆ setCumQty()

ThisType & setCumQty ( UInt32 value)
inlinenoexcept

Total quantity filled. Will be set to 0.

Definition at line 47336 of file Messages.h.

◆ setDelayToTime()

ThisType & setDelayToTime ( UInt64 value)
inlinenoexcept

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

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from Tag 60 will represent original received time of delayed message.

Definition at line 47743 of file Messages.h.

◆ setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 47752 of file Messages.h.

◆ setDiscretionPrice()

ThisType & setDiscretionPrice ( PRICE9 value)
inlinenoexcept

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

Definition at line 47776 of file Messages.h.

◆ setDiscretionPriceToNull()

ThisType & setDiscretionPriceToNull ( )
inlinenoexcept

Definition at line 47785 of file Messages.h.

◆ setDisplayQty()

ThisType & setDisplayQty ( UInt32 value)
inlinenoexcept

The quantity to be displayed .

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

Definition at line 47424 of file Messages.h.

◆ setDisplayQtyToNull()

ThisType & setDisplayQtyToNull ( )
inlinenoexcept

Definition at line 47433 of file Messages.h.

◆ setExecId()

ThisType & setExecId ( StrRef value)
inlinenoexcept

Unique identifier of execution message as assigned by the exchange.

Unique per day across all instruments and across all good till orders.

Definition at line 47041 of file Messages.h.

◆ setExpireDate()

ThisType & setExpireDate ( Timestamp value)
inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Default: days since Unix epoch. Range: Jan. 1, 1970 - June 7, 2149 local.

Definition at line 47468 of file Messages.h.

◆ setExpireDateToNull()

ThisType & setExpireDateToNull ( )
inlinenoexcept

Definition at line 47477 of file Messages.h.

◆ setLeavesQty()

ThisType & setLeavesQty ( UInt32 value)
inlinenoexcept

Amount of shares open for further execution, or unexecuted.

Will not be rolled back in case of trade cancel. Will not be returned in trade cancels and leg fills.

Definition at line 47362 of file Messages.h.

◆ setLeavesQtyToNull()

ThisType & setLeavesQtyToNull ( )
inlinenoexcept

Definition at line 47371 of file Messages.h.

◆ setLiquidityFlag()

ThisType & setLiquidityFlag ( BooleanNULL::Enum value)
inlinenoexcept

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

Applicable only for EU BrokerTec and EBS MiFID regulated instruments.

Definition at line 47702 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 47711 of file Messages.h.

◆ setLocation()

ThisType & setLocation ( StrRef value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 47273 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value)
inlinenoexcept

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

Definition at line 47602 of file Messages.h.

◆ setMinQty()

ThisType & setMinQty ( UInt32 value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 47391 of file Messages.h.

◆ setMinQtyToNull()

ThisType & setMinQtyToNull ( )
inlinenoexcept

Definition at line 47400 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value)
inlinenoexcept

Unique identifier for order as assigned by the exchange.

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

Definition at line 47162 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( UInt32 value)
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 47316 of file Messages.h.

◆ setOrderRequestId()

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 47250 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( OrderType::Enum value)
inlinenoexcept

Order type.

Definition at line 47517 of file Messages.h.

◆ setOrdTypeToNull()

ThisType & setOrdTypeToNull ( )
inlinenoexcept

Definition at line 47526 of file Messages.h.

◆ setOrigOrderUser()

ThisType & setOrigOrderUser ( StrRef value)
inlinenoexcept

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

Definition at line 47878 of file Messages.h.

◆ setOrigOrderUserToNull()

ThisType & setOrigOrderUserToNull ( )
inlinenoexcept

Definition at line 47888 of file Messages.h.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value)
inlinenoexcept

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

Definition at line 47138 of file Messages.h.

◆ setPossRetransFlag()

ThisType & setPossRetransFlag ( BooleanFlag::Enum value)
inlinenoexcept

Flags message as possible retransmission or duplicate.

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest or possible duplicate. This will become pertinent when original messages get interleaved with Retransmission responses. Possible duplicate means that same message could have been sent again with different sequence number.

Definition at line 47637 of file Messages.h.

◆ setPrice()

ThisType & setPrice ( PRICE9 value)
inlinenoexcept

Price per share or contract.

Definition at line 47182 of file Messages.h.

◆ setPriorityIndicator()

ThisType & setPriorityIndicator ( UInt8 value)
inlinenoexcept

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

Definition at line 47846 of file Messages.h.

◆ setPriorityIndicatorToNull()

ThisType & setPriorityIndicatorToNull ( )
inlinenoexcept

Definition at line 47855 of file Messages.h.

◆ setReservationPrice()

ThisType & setReservationPrice ( PRICE9 value)
inlinenoexcept

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

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

Definition at line 47811 of file Messages.h.

◆ setReservationPriceToNull()

ThisType & setReservationPriceToNull ( )
inlinenoexcept

Definition at line 47820 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Security ID as defined by CME.

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

Definition at line 47296 of file Messages.h.

◆ setSenderId()

ThisType & setSenderId ( StrRef value)
inlinenoexcept

For futures and options markets: 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.

For fixed income markets: represents the Entering Trader.

Definition at line 47079 of file Messages.h.

◆ setSendingTimeEpoch()

ThisType & setSendingTimeEpoch ( UInt64 value)
inlinenoexcept

Time when the message is sent.

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

Definition at line 47226 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 46996 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value)
inlinenoexcept

Order side.

Definition at line 47546 of file Messages.h.

◆ setSplitMsg()

ThisType & setSplitMsg ( SplitMsg::Enum value)
inlinenoexcept

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

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

Definition at line 47669 of file Messages.h.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )
inlinenoexcept

Definition at line 47678 of file Messages.h.

◆ setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value)
inlinenoexcept

Specifies how long the order remains in effect.

FOK is supported only for BrokerTec/EBS. GFS is supported only for EBS.

Definition at line 47570 of file Messages.h.

◆ setTimeInForceToNull()

ThisType & setTimeInForceToNull ( )
inlinenoexcept

Definition at line 47579 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UInt64 value)
inlinenoexcept

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

Expressed as nanoseconds since epoch time.

Definition at line 47204 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 47016 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const
inlinenoexcept

Order side.

Definition at line 47537 of file Messages.h.

◆ splitMsg()

bool splitMsg ( SplitMsg::Enum & value) const
inlinenoexcept

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

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

Definition at line 47654 of file Messages.h.

◆ tail()

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

Definition at line 48040 of file Messages.h.

◆ timeInForce()

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

Specifies how long the order remains in effect.

FOK is supported only for BrokerTec/EBS. GFS is supported only for EBS.

Definition at line 47559 of file Messages.h.

◆ toString()

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

Definition at line 3495 of file MessageSerialization.h.

◆ transactTime()

UInt64 transactTime ( ) const
inlinenoexcept

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

Expressed as nanoseconds since epoch time.

Definition at line 47194 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 47007 of file Messages.h.