OnixS C++ CME iLink 3 Binary Order Entry Handler  1.14.0
API Documentation
ExecutionReportTradeAddendumOutright548 Struct Reference

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

Classes

struct  FillsEntry
 
struct  OrderEventsEntry
 

Public Types

enum  { TemplateId = 548 }
 
typedef SchemaTraits Schema
 
typedef ExecutionReportTradeAddendumOutright548 ThisType
 
typedef SbeGroup< FillsEntry, GroupSize, MessageSizeFills
 
typedef SbeGroup< OrderEventsEntry, GroupSize, MessageSizeOrderEvents
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 ExecutionReportTradeAddendumOutright548 ()
 
 ExecutionReportTradeAddendumOutright548 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 ExecutionReportTradeAddendumOutright548 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 ExecutionReportTradeAddendumOutright548 (void *data, EncodedLength length, NoInit)
 
 ExecutionReportTradeAddendumOutright548 (const SbeMessage &message)
 
 ExecutionReportTradeAddendumOutright548 (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
 
PRICE9 lastPx () const noexcept
 
ThisTypesetLastPx (PRICE9 value) noexcept
 
UInt64 orderId () const noexcept
 
ThisTypesetOrderId (UInt64 value) noexcept
 
UInt64 transactTime () const noexcept
 
ThisTypesetTransactTime (UInt64 value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
UInt64 secExecId () const noexcept
 
ThisTypesetSecExecId (UInt64 value) noexcept
 
bool origSecondaryExecutionId (UInt64 &value) const noexcept
 
ThisTypesetOrigSecondaryExecutionId (UInt64 value) noexcept
 
ThisTypesetOrigSecondaryExecutionIdToNull () noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
Int32 securityId () const noexcept
 
ThisTypesetSecurityId (Int32 value) noexcept
 
UInt32 lastQty () const noexcept
 
ThisTypesetLastQty (UInt32 value) noexcept
 
UInt32 sideTradeId () const noexcept
 
ThisTypesetSideTradeId (UInt32 value) noexcept
 
bool origSideTradeId (UInt32 &value) const noexcept
 
ThisTypesetOrigSideTradeId (UInt32 value) noexcept
 
ThisTypesetOrigSideTradeIdToNull () noexcept
 
bool tradeDate (Timestamp &value) const noexcept
 
ThisTypesetTradeDate (Timestamp value) noexcept
 
ThisTypesetTradeDateToNull () noexcept
 
OrdStatusTrdCxl::Enum ordStatus () const noexcept
 
ThisTypesetOrdStatus (OrdStatusTrdCxl::Enum value) noexcept
 
ExecTypTrdCxl::Enum execType () const noexcept
 
ThisTypesetExecType (ExecTypTrdCxl::Enum value) noexcept
 
SideReq::Enum side () const noexcept
 
ThisTypesetSide (SideReq::Enum value) noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
BooleanFlag::Enum possRetransFlag () const noexcept
 
ThisTypesetPossRetransFlag (BooleanFlag::Enum value) 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 discretionPrice (PRICE9 &value) const noexcept
 
ThisTypesetDiscretionPrice (PRICE9 value) noexcept
 
ThisTypesetDiscretionPriceToNull () noexcept
 
bool trdType (UInt16 &value) const noexcept
 
ThisTypesetTrdType (UInt16 value) noexcept
 
ThisTypesetTrdTypeToNull () noexcept
 
bool execRestatementReason (ExecReason::Enum &value) const noexcept
 
ThisTypesetExecRestatementReason (ExecReason::Enum value) noexcept
 
ThisTypesetExecRestatementReasonToNull () noexcept
 
bool settlDate (Timestamp &value) const noexcept
 
ThisTypesetSettlDate (Timestamp value) noexcept
 
ThisTypesetSettlDateToNull () noexcept
 
bool maturityDate (Timestamp &value) const noexcept
 
ThisTypesetMaturityDate (Timestamp value) noexcept
 
ThisTypesetMaturityDateToNull () noexcept
 
bool calculatedCcyLastQty (Decimal64NULL &value) const noexcept
 
ThisTypesetCalculatedCcyLastQty (Decimal64NULL value) noexcept
 
ThisTypesetCalculatedCcyLastQtyToNull () noexcept
 
bool grossTradeAmt (Decimal64NULL &value) const noexcept
 
ThisTypesetGrossTradeAmt (Decimal64NULL value) noexcept
 
ThisTypesetGrossTradeAmtToNull () noexcept
 
bool benchmarkPrice (PRICE9 &value) const noexcept
 
ThisTypesetBenchmarkPrice (PRICE9 value) noexcept
 
ThisTypesetBenchmarkPriceToNull () noexcept
 
Fills fills () const noexcept
 
Fills fills () noexcept
 
Fills fills (Fills::Size length)
 
Fills fills (Fills::Size length, NoFieldsInit)
 
OrderEvents orderEvents () const noexcept
 
OrderEvents orderEvents () noexcept
 
OrderEvents orderEvents (OrderEvents::Size length)
 
OrderEvents orderEvents (OrderEvents::Size length, NoFieldsInit)
 
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 BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
 
static constexpr UInt64 getMaxMessageSize (UInt8 maxGroupItems=255) 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 36011 of file Messages.h.

Member Typedef Documentation

Repeating group containing FillsEntry entries.

Definition at line 36203 of file Messages.h.

Repeating group containing OrderEventsEntry entries.

Definition at line 36535 of file Messages.h.

Used template schema.

Definition at line 36016 of file Messages.h.

This type alias.

Definition at line 36019 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 36022 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

Definition at line 36538 of file Messages.h.

ExecutionReportTradeAddendumOutright548 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 36541 of file Messages.h.

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 36556 of file Messages.h.

ExecutionReportTradeAddendumOutright548 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 36570 of file Messages.h.

ExecutionReportTradeAddendumOutright548 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 36581 of file Messages.h.

ExecutionReportTradeAddendumOutright548 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 36592 of file Messages.h.

Member Function Documentation

bool benchmarkPrice ( PRICE9 value) const
inlinenoexcept

The price assigned to an eFIX matched trade which is determined by an automated set market mid-price from a third party market data feed.

The Fixing Price will be distributed as soon as practicable after the Fixing Time.

Definition at line 37573 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 37704 of file Messages.h.

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

Definition at line 37810 of file Messages.h.

bool calculatedCcyLastQty ( Decimal64NULL value) const
inlinenoexcept

Total amount traded (in notional) in counter currency for the Spot.

Definition at line 37509 of file Messages.h.

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

Definition at line 37780 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 36713 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 37341 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 36649 of file Messages.h.

ExecInst execInst ( ) const
inlinenoexcept

Instructions for order handling on exchange.

If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Definition at line 37185 of file Messages.h.

bool execRestatementReason ( ExecReason::Enum value) const
inlinenoexcept

Will be present when trade at fixing is assigned fixing price.

Definition at line 37402 of file Messages.h.

ExecTypTrdCxl::Enum execType ( ) const
inlinenoexcept

Describes the specific ExecutionRpt as trade cancellation or correction.

Definition at line 37088 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).

Definition at line 37209 of file Messages.h.

Fills fills ( ) const
inlinenoexcept
Returns
instance of Fills repeating group.

Definition at line 37605 of file Messages.h.

Fills fills ( )
inlinenoexcept
Returns
instance of Fills repeating group.

Definition at line 37613 of file Messages.h.

Fills fills ( Fills::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoFills(1362) repeating group.

Definition at line 37622 of file Messages.h.

Fills fills ( Fills::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoFills(1362) repeating group.

Definition at line 37633 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 37789 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 37732 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 37718 of file Messages.h.

bool grossTradeAmt ( Decimal64NULL value) const
inlinenoexcept

Total amount traded (in notional) in base currency for the Spot.

Definition at line 37540 of file Messages.h.

PRICE9 lastPx ( ) const
inlinenoexcept

Price of this (last) fill.

Definition at line 36765 of file Messages.h.

UInt32 lastQty ( ) const
inlinenoexcept

Quantity of shares bought/sold on this (last) fill.

Definition at line 36950 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 37242 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 36905 of file Messages.h.

bool managedOrder ( BooleanNULL::Enum value) const
inlinenoexcept

Boolean: flags a managed order.

Definition at line 37273 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 37132 of file Messages.h.

bool maturityDate ( Timestamp value) const
inlinenoexcept

Date of maturity.

Definition at line 37470 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 37692 of file Messages.h.

OrderEvents orderEvents ( ) const
inlinenoexcept
Returns
instance of OrderEvents repeating group.

Definition at line 37645 of file Messages.h.

OrderEvents orderEvents ( )
inlinenoexcept
Returns
instance of OrderEvents repeating group.

Definition at line 37655 of file Messages.h.

OrderEvents orderEvents ( OrderEvents::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoOrderEvents(1795) repeating group.

Definition at line 37666 of file Messages.h.

OrderEvents orderEvents ( OrderEvents::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoOrderEvents(1795) repeating group.

Definition at line 37677 of file Messages.h.

UInt64 orderId ( ) const
inlinenoexcept

Unique Order ID.

Definition at line 36785 of file Messages.h.

OrdStatusTrdCxl::Enum ordStatus ( ) const
inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 37064 of file Messages.h.

bool origSecondaryExecutionId ( UInt64 value) const
inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 36875 of file Messages.h.

bool origSideTradeId ( UInt32 value) const
inlinenoexcept

Refers back to the unique ID assigned to the corrected trade.

Definition at line 36993 of file Messages.h.

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

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

Definition at line 36743 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 37159 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 37753 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 37744 of file Messages.h.

UInt64 secExecId ( ) const
inlinenoexcept

Unique identifier that allows linking between spread summary fill notice with leg fill notice and trade cancel messages.

Trade correction of previously executed trade will assign a new value.

Definition at line 36852 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 36929 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 36679 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 36828 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 36607 of file Messages.h.

ThisType& setBenchmarkPrice ( PRICE9  value)
inlinenoexcept

The price assigned to an eFIX matched trade which is determined by an automated set market mid-price from a third party market data feed.

The Fixing Price will be distributed as soon as practicable after the Fixing Time.

Definition at line 37585 of file Messages.h.

ThisType& setBenchmarkPriceToNull ( )
inlinenoexcept

Definition at line 37594 of file Messages.h.

ThisType& setCalculatedCcyLastQty ( Decimal64NULL  value)
inlinenoexcept

Total amount traded (in notional) in counter currency for the Spot.

Definition at line 37519 of file Messages.h.

ThisType& setCalculatedCcyLastQtyToNull ( )
inlinenoexcept

Definition at line 37528 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 36729 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 37352 of file Messages.h.

ThisType& setDiscretionPriceToNull ( )
inlinenoexcept

Definition at line 37361 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 36661 of file Messages.h.

ThisType& setExecInst ( ExecInst  value)
inlinenoexcept

Instructions for order handling on exchange.

If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Definition at line 37196 of file Messages.h.

ThisType& setExecRestatementReason ( ExecReason::Enum  value)
inlinenoexcept

Will be present when trade at fixing is assigned fixing price.

Definition at line 37412 of file Messages.h.

ThisType& setExecRestatementReasonToNull ( )
inlinenoexcept

Definition at line 37421 of file Messages.h.

ThisType& setExecType ( ExecTypTrdCxl::Enum  value)
inlinenoexcept

Describes the specific ExecutionRpt as trade cancellation or correction.

Definition at line 37099 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).

Definition at line 37220 of file Messages.h.

ThisType& setExecutionModeToNull ( )
inlinenoexcept

Definition at line 37229 of file Messages.h.

ThisType& setGrossTradeAmt ( Decimal64NULL  value)
inlinenoexcept

Total amount traded (in notional) in base currency for the Spot.

Definition at line 37550 of file Messages.h.

ThisType& setGrossTradeAmtToNull ( )
inlinenoexcept

Definition at line 37559 of file Messages.h.

ThisType& setLastPx ( PRICE9  value)
inlinenoexcept

Price of this (last) fill.

Definition at line 36774 of file Messages.h.

ThisType& setLastQty ( UInt32  value)
inlinenoexcept

Quantity of shares bought/sold on this (last) fill.

Definition at line 36959 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 37253 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 37262 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 36916 of file Messages.h.

ThisType& setManagedOrder ( BooleanNULL::Enum  value)
inlinenoexcept

Boolean: flags a managed order.

Definition at line 37282 of file Messages.h.

ThisType& setManagedOrderToNull ( )
inlinenoexcept

Definition at line 37291 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

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

Definition at line 37143 of file Messages.h.

ThisType& setMaturityDate ( Timestamp  value)
inlinenoexcept

Date of maturity.

Definition at line 37488 of file Messages.h.

ThisType& setMaturityDateToNull ( )
inlinenoexcept

Definition at line 37497 of file Messages.h.

ThisType& setOrderId ( UInt64  value)
inlinenoexcept

Unique Order ID.

Definition at line 36794 of file Messages.h.

ThisType& setOrdStatus ( OrdStatusTrdCxl::Enum  value)
inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 37075 of file Messages.h.

ThisType& setOrigSecondaryExecutionId ( UInt64  value)
inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 36884 of file Messages.h.

ThisType& setOrigSecondaryExecutionIdToNull ( )
inlinenoexcept

Definition at line 36893 of file Messages.h.

ThisType& setOrigSideTradeId ( UInt32  value)
inlinenoexcept

Refers back to the unique ID assigned to the corrected trade.

Definition at line 37003 of file Messages.h.

ThisType& setOrigSideTradeIdToNull ( )
inlinenoexcept

Definition at line 37012 of file Messages.h.

ThisType& setPartyDetailsListReqId ( UInt64  value)
inlinenoexcept

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

Definition at line 36754 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 37172 of file Messages.h.

ThisType& setSecExecId ( UInt64  value)
inlinenoexcept

Unique identifier that allows linking between spread summary fill notice with leg fill notice and trade cancel messages.

Trade correction of previously executed trade will assign a new value.

Definition at line 36864 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 36939 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 36695 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 36838 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 36616 of file Messages.h.

ThisType& setSettlDate ( Timestamp  value)
inlinenoexcept

Specific date of trade settlement.

Definition at line 37450 of file Messages.h.

ThisType& setSettlDateToNull ( )
inlinenoexcept

Definition at line 37459 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 37318 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 37328 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value)
inlinenoexcept

Order side.

Definition at line 37120 of file Messages.h.

ThisType& setSideTradeId ( UInt32  value)
inlinenoexcept

The unique ID assigned to the trade once it is received or matched by the exchange.

Definition at line 36981 of file Messages.h.

bool settlDate ( Timestamp value) const
inlinenoexcept

Specific date of trade settlement.

Definition at line 37432 of file Messages.h.

ThisType& setTradeDate ( Timestamp  value)
inlinenoexcept

Indicates date of trading day (expressed in local time at place of trade).

Definition at line 37043 of file Messages.h.

ThisType& setTradeDateToNull ( )
inlinenoexcept

Definition at line 37052 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 36816 of file Messages.h.

ThisType& setTrdType ( UInt16  value)
inlinenoexcept

Represents a trade at fixing price.

Definition at line 37381 of file Messages.h.

ThisType& setTrdTypeToNull ( )
inlinenoexcept

Definition at line 37390 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 36636 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 37305 of file Messages.h.

SideReq::Enum side ( ) const
inlinenoexcept

Order side.

Definition at line 37111 of file Messages.h.

UInt32 sideTradeId ( ) const
inlinenoexcept

The unique ID assigned to the trade once it is received or matched by the exchange.

Definition at line 36971 of file Messages.h.

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

Definition at line 37801 of file Messages.h.

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

Definition at line 2690 of file MessageSerialization.h.

bool tradeDate ( Timestamp value) const
inlinenoexcept

Indicates date of trading day (expressed in local time at place of trade).

Definition at line 37024 of file Messages.h.

UInt64 transactTime ( ) const
inlinenoexcept

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

Expressed as nanoseconds since epoch time.

Definition at line 36806 of file Messages.h.

bool trdType ( UInt16 value) const
inlinenoexcept

Represents a trade at fixing price.

Definition at line 37372 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 36627 of file Messages.h.


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