Classes
struct	FillsEntry
struct	OrderEventsEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef ExecutionReportTradeAddendumOutright548	ThisType
typedef SbeGroup< FillsEntry, GroupSize, MessageSize >	Fills
typedef SbeGroup< OrderEventsEntry, GroupSize, MessageSize >	OrderEvents
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	ExecutionReportTradeAddendumOutright548 ()=default
	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
ThisType &	setSeqNum (UInt32 value) noexcept
UInt64	uuId () const noexcept
ThisType &	setUuId (UInt64 value) noexcept
StrRef	execId () const noexcept
ThisType &	setExecId (StrRef value) noexcept
StrRef	senderId () const noexcept
ThisType &	setSenderId (StrRef value) noexcept
StrRef	clOrdId () const noexcept
ThisType &	setClOrdId (StrRef value) noexcept
UInt64	partyDetailsListReqId () const noexcept
ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept
PRICE9	lastPx () const noexcept
ThisType &	setLastPx (PRICE9 value) noexcept
UInt64	orderId () const noexcept
ThisType &	setOrderId (UInt64 value) noexcept
UInt64	transactTime () const noexcept
ThisType &	setTransactTime (UInt64 value) noexcept
UInt64	sendingTimeEpoch () const noexcept
ThisType &	setSendingTimeEpoch (UInt64 value) noexcept
UInt64	secExecId () const noexcept
ThisType &	setSecExecId (UInt64 value) noexcept
bool	origSecondaryExecutionId (UInt64 &value) const noexcept
ThisType &	setOrigSecondaryExecutionId (UInt64 value) noexcept
ThisType &	setOrigSecondaryExecutionIdToNull () noexcept
StrRef	location () const noexcept
ThisType &	setLocation (StrRef value) noexcept
Int32	securityId () const noexcept
ThisType &	setSecurityId (Int32 value) noexcept
UInt32	lastQty () const noexcept
ThisType &	setLastQty (UInt32 value) noexcept
UInt32	sideTradeId () const noexcept
ThisType &	setSideTradeId (UInt32 value) noexcept
bool	origSideTradeId (UInt32 &value) const noexcept
ThisType &	setOrigSideTradeId (UInt32 value) noexcept
ThisType &	setOrigSideTradeIdToNull () noexcept
bool	tradeDate (Timestamp &value) const noexcept
ThisType &	setTradeDate (Timestamp value) noexcept
ThisType &	setTradeDateToNull () noexcept
OrdStatusTrdCxl::Enum	ordStatus () const noexcept
ThisType &	setOrdStatus (OrdStatusTrdCxl::Enum value) noexcept
ExecTypTrdCxl::Enum	execType () const noexcept
ThisType &	setExecType (ExecTypTrdCxl::Enum value) noexcept
SideReq::Enum	side () const noexcept
ThisType &	setSide (SideReq::Enum value) noexcept
ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept
ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
BooleanFlag::Enum	possRetransFlag () const noexcept
ThisType &	setPossRetransFlag (BooleanFlag::Enum value) noexcept
ExecInst	execInst () const noexcept
ThisType &	setExecInst (ExecInst value) noexcept
bool	executionMode (ExecMode::Enum &value) const noexcept
ThisType &	setExecutionMode (ExecMode::Enum value) noexcept
ThisType &	setExecutionModeToNull () noexcept
bool	liquidityFlag (BooleanNULL::Enum &value) const noexcept
ThisType &	setLiquidityFlag (BooleanNULL::Enum value) noexcept
ThisType &	setLiquidityFlagToNull () noexcept
bool	managedOrder (BooleanNULL::Enum &value) const noexcept
ThisType &	setManagedOrder (BooleanNULL::Enum value) noexcept
ThisType &	setManagedOrderToNull () noexcept
bool	shortSaleType (ShortSaleType::Enum &value) const noexcept
ThisType &	setShortSaleType (ShortSaleType::Enum value) noexcept
ThisType &	setShortSaleTypeToNull () noexcept
bool	discretionPrice (PRICE9 &value) const noexcept
ThisType &	setDiscretionPrice (PRICE9 value) noexcept
ThisType &	setDiscretionPriceToNull () noexcept
bool	trdType (UInt16 &value) const noexcept
ThisType &	setTrdType (UInt16 value) noexcept
ThisType &	setTrdTypeToNull () noexcept
bool	execRestatementReason (ExecReason::Enum &value) const noexcept
ThisType &	setExecRestatementReason (ExecReason::Enum value) noexcept
ThisType &	setExecRestatementReasonToNull () noexcept
bool	settlDate (Timestamp &value) const noexcept
ThisType &	setSettlDate (Timestamp value) noexcept
ThisType &	setSettlDateToNull () noexcept
bool	maturityDate (Timestamp &value) const noexcept
ThisType &	setMaturityDate (Timestamp value) noexcept
ThisType &	setMaturityDateToNull () noexcept
bool	calculatedCcyLastQty (Decimal64NULL &value) const noexcept
ThisType &	setCalculatedCcyLastQty (Decimal64NULL value) noexcept
ThisType &	setCalculatedCcyLastQtyToNull () noexcept
bool	grossTradeAmt (Decimal64NULL &value) const noexcept
ThisType &	setGrossTradeAmt (Decimal64NULL value) noexcept
ThisType &	setGrossTradeAmtToNull () noexcept
bool	benchmarkPrice (PRICE9 &value) const noexcept
ThisType &	setBenchmarkPrice (PRICE9 value) noexcept
ThisType &	setBenchmarkPriceToNull () noexcept
bool	tradeEntryId (UInt32 &value) const noexcept
ThisType &	setTradeEntryId (UInt32 value)
ThisType &	setTradeEntryIdToNull ()
bool	execRefId (StrRef &value) const noexcept
ThisType &	setExecRefId (StrRef value)
ThisType &	setExecRefIdToNull ()
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)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () noexcept
std::string	toString () const
const void *	tail () const noexcept
EncodedLength	calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
	SbeMessage () noexcept
	SbeMessage (void *data, MessageSize size, SchemaVersion version)
	SbeMessage (void *data, MessageSize size)
	SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void	clear () noexcept
bool	valid () const noexcept
MessageTemplateId	templateId () const noexcept
SchemaVersion	version () const noexcept
SchemaId	schemaId () const noexcept
const void *	binary () const noexcept
void *	binary () noexcept
const void *	blockEnd () noexcept
const void *	blockEnd () const noexcept
MessageSize	bufferSize () const noexcept
void *	body () noexcept
BlockLength	blockLength () const noexcept
const void *	block () const noexcept
void *	block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage &	container () noexcept
void	zeroPaddingBytes (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 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 StrRef	className () noexcept
static constexpr StrRef	fixType () noexcept

Additional Inherited Members
Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize >	GroupList
typedef SbeVariableLengthFieldList< MessageSize >	VariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessage &	version (SchemaVersion version) noexcept
GroupList	groups () noexcept
GroupList	groups () const noexcept
template<typename Group>
void	initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void	setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void	constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
void	setVarDataField (DATA &data, StrRef value, const void *oldMessageTail)
VariableLengthFieldList	variableLengthFields () noexcept
VariableLengthFieldList	variableLengthFields () const noexcept
void	init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
MessageSize	calculateBinarySize (const void *tail) const noexcept
template<class Callable, class Owner>
void	setVariableLengthField (Callable callable, StrRef value, Owner &owner)
template<class Callable, class Owner>
void	setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
template<class Callable, class Owner>
StrRef	getVariableLengthField (Callable callable, const Owner &owner) const noexcept
template<class Callable, class Owner>
StrRef	getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Callable, class Owner>
void	setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void	setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
	SbeFields ()=default
	~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
	BinaryBlock ()=default
	~BinaryBlock ()=default
Value	ordinary (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 33634 of file Messages.h.

Member Typedef Documentation

◆ Fills

typedef SbeGroup<FillsEntry, GroupSize, MessageSize> Fills

Repeating group containing FillsEntry entries.

Definition at line 33816 of file Messages.h.

◆ OrderEvents

typedef SbeGroup<OrderEventsEntry, GroupSize, MessageSize> OrderEvents

Repeating group containing OrderEventsEntry entries.

Definition at line 34122 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 33639 of file Messages.h.

◆ ThisType

typedef ExecutionReportTradeAddendumOutright548 ThisType

This type alias.

Definition at line 33642 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	548

Definition at line 33645 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReportTradeAddendumOutright548() [1/6]

ExecutionReportTradeAddendumOutright548 ( )

default

Initializes a blank instance.

◆ ExecutionReportTradeAddendumOutright548() [2/6]

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

inline

Initializes an instance over the given memory block.

Definition at line 34128 of file Messages.h.

◆ ExecutionReportTradeAddendumOutright548() [3/6]

ExecutionReportTradeAddendumOutright548	(	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 34143 of file Messages.h.

◆ ExecutionReportTradeAddendumOutright548() [4/6]

ExecutionReportTradeAddendumOutright548	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 34157 of file Messages.h.

◆ ExecutionReportTradeAddendumOutright548() [5/6]

ExecutionReportTradeAddendumOutright548 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 34168 of file Messages.h.

◆ ExecutionReportTradeAddendumOutright548() [6/6]

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 34179 of file Messages.h.

Member Function Documentation

◆ benchmarkPrice()

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 35075 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 35260 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 35366 of file Messages.h.

◆ calculatedCcyLastQty()

bool calculatedCcyLastQty ( Decimal64NULL & value ) const

inlinenoexcept

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

Definition at line 35017 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 35338 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 34291 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 34864 of file Messages.h.

◆ execId()

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 34231 of file Messages.h.

◆ execInst()

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 34722 of file Messages.h.

◆ execRefId()

bool execRefId ( StrRef & value ) const

inlinenoexcept

References original Tag 17 ExecID value of the modified or canceled fill.

Definition at line 35134 of file Messages.h.

◆ execRestatementReason()

bool execRestatementReason ( ExecReason::Enum & value ) const

inlinenoexcept

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

Definition at line 34919 of file Messages.h.

◆ execType()

ExecTypTrdCxl::Enum execType ( ) const

inlinenoexcept

Describes the specific ExecutionRpt as trade cancellation or correction.

Definition at line 34633 of file Messages.h.

◆ executionMode()

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 34744 of file Messages.h.

◆ fills() [1/4]

Fills fills ( ) const

inlinenoexcept

Returns: instance of Fills repeating group.

Definition at line 35167 of file Messages.h.

◆ fills() [2/4]

Fills fills ( )

inlinenoexcept

Returns: instance of Fills repeating group.

Definition at line 35174 of file Messages.h.

◆ fills() [3/4]

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 35182 of file Messages.h.

◆ fills() [4/4]

Fills fills	(	Fills::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoFills(1362) repeating group.

Definition at line 35193 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 35347 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 35287 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 35273 of file Messages.h.

◆ grossTradeAmt()

bool grossTradeAmt ( Decimal64NULL & value ) const

inlinenoexcept

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

Definition at line 35045 of file Messages.h.

◆ lastPx()

PRICE9 lastPx ( ) const

inlinenoexcept

Price of this (last) fill.

Definition at line 34339 of file Messages.h.

◆ lastQty()

UInt32 lastQty ( ) const

inlinenoexcept

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

Definition at line 34507 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 34774 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 34466 of file Messages.h.

◆ managedOrder()

bool managedOrder ( BooleanNULL::Enum & value ) const

inlinenoexcept

Boolean: flags a managed order.

Definition at line 34802 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 34673 of file Messages.h.

◆ maturityDate()

bool maturityDate ( Timestamp & value ) const

inlinenoexcept

Date of maturity.

Definition at line 34981 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 35248 of file Messages.h.

◆ orderEvents() [1/4]

OrderEvents orderEvents ( ) const

inlinenoexcept

Returns: instance of OrderEvents repeating group.

Definition at line 35205 of file Messages.h.

◆ orderEvents() [2/4]

OrderEvents orderEvents ( )

inlinenoexcept

Returns: instance of OrderEvents repeating group.

Definition at line 35214 of file Messages.h.

◆ orderEvents() [3/4]

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 35224 of file Messages.h.

◆ orderEvents() [4/4]

OrderEvents orderEvents	(	OrderEvents::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoOrderEvents(1795) repeating group.

Definition at line 35235 of file Messages.h.

◆ orderId()

UInt64 orderId ( ) const

inlinenoexcept

Unique Order ID.

Definition at line 34357 of file Messages.h.

◆ ordStatus()

OrdStatusTrdCxl::Enum ordStatus ( ) const

inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 34611 of file Messages.h.

◆ origSecondaryExecutionId()

bool origSecondaryExecutionId ( UInt64 & value ) const

inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 34439 of file Messages.h.

◆ origSideTradeId()

bool origSideTradeId ( UInt32 & value ) const

inlinenoexcept

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

Definition at line 34546 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 34319 of file Messages.h.

◆ possRetransFlag()

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 34698 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 35306 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 35298 of file Messages.h.

◆ secExecId()

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 34418 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 34488 of file Messages.h.

◆ senderId()

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 34259 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 34396 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 34193 of file Messages.h.

◆ setBenchmarkPrice()

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 35086 of file Messages.h.

◆ setBenchmarkPriceToNull()

ThisType & setBenchmarkPriceToNull ( )

inlinenoexcept

Definition at line 35094 of file Messages.h.

◆ setCalculatedCcyLastQty()

ThisType & setCalculatedCcyLastQty ( Decimal64NULL value )

inlinenoexcept

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

Definition at line 35026 of file Messages.h.

◆ setCalculatedCcyLastQtyToNull()

ThisType & setCalculatedCcyLastQtyToNull ( )

inlinenoexcept

Definition at line 35034 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 34306 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 34874 of file Messages.h.

◆ setDiscretionPriceToNull()

ThisType & setDiscretionPriceToNull ( )

inlinenoexcept

Definition at line 34882 of file Messages.h.

◆ setExecId()

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 34242 of file Messages.h.

◆ setExecInst()

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 34732 of file Messages.h.

◆ setExecRefId()

ThisType & setExecRefId ( StrRef value )

inline

References original Tag 17 ExecID value of the modified or canceled fill.

Definition at line 35145 of file Messages.h.

◆ setExecRefIdToNull()

ThisType & setExecRefIdToNull ( )

inline

Definition at line 35155 of file Messages.h.

◆ setExecRestatementReason()

ThisType & setExecRestatementReason ( ExecReason::Enum value )

inlinenoexcept

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

Definition at line 34928 of file Messages.h.

◆ setExecRestatementReasonToNull()

ThisType & setExecRestatementReasonToNull ( )

inlinenoexcept

Definition at line 34936 of file Messages.h.

◆ setExecType()

ThisType & setExecType ( ExecTypTrdCxl::Enum value )

inlinenoexcept

Describes the specific ExecutionRpt as trade cancellation or correction.

Definition at line 34643 of file Messages.h.

◆ setExecutionMode()

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 34754 of file Messages.h.

◆ setExecutionModeToNull()

ThisType & setExecutionModeToNull ( )

inlinenoexcept

Definition at line 34762 of file Messages.h.

◆ setGrossTradeAmt()

ThisType & setGrossTradeAmt ( Decimal64NULL value )

inlinenoexcept

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

Definition at line 35054 of file Messages.h.

◆ setGrossTradeAmtToNull()

ThisType & setGrossTradeAmtToNull ( )

inlinenoexcept

Definition at line 35062 of file Messages.h.

◆ setLastPx()

ThisType & setLastPx ( PRICE9 value )

inlinenoexcept

Price of this (last) fill.

Definition at line 34347 of file Messages.h.

◆ setLastQty()

ThisType & setLastQty ( UInt32 value )

inlinenoexcept

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

Definition at line 34515 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 34784 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 34792 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 34476 of file Messages.h.

◆ setManagedOrder()

ThisType & setManagedOrder ( BooleanNULL::Enum value )

inlinenoexcept

Boolean: flags a managed order.

Definition at line 34810 of file Messages.h.

◆ setManagedOrderToNull()

ThisType & setManagedOrderToNull ( )

inlinenoexcept

Definition at line 34818 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Definition at line 34683 of file Messages.h.

◆ setMaturityDate()

ThisType & setMaturityDate ( Timestamp value )

inlinenoexcept

Date of maturity.

Definition at line 34998 of file Messages.h.

◆ setMaturityDateToNull()

ThisType & setMaturityDateToNull ( )

inlinenoexcept

Definition at line 35006 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value )

inlinenoexcept

Unique Order ID.

Definition at line 34365 of file Messages.h.

◆ setOrdStatus()

ThisType & setOrdStatus ( OrdStatusTrdCxl::Enum value )

inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 34621 of file Messages.h.

◆ setOrigSecondaryExecutionId()

ThisType & setOrigSecondaryExecutionId ( UInt64 value )

inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 34447 of file Messages.h.

◆ setOrigSecondaryExecutionIdToNull()

ThisType & setOrigSecondaryExecutionIdToNull ( )

inlinenoexcept

Definition at line 34455 of file Messages.h.

◆ setOrigSideTradeId()

ThisType & setOrigSideTradeId ( UInt32 value )

inlinenoexcept

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

Definition at line 34555 of file Messages.h.

◆ setOrigSideTradeIdToNull()

ThisType & setOrigSideTradeIdToNull ( )

inlinenoexcept

Definition at line 34563 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 34329 of file Messages.h.

◆ setPossRetransFlag()

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 34710 of file Messages.h.

◆ setSecExecId()

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 34429 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 34497 of file Messages.h.

◆ setSenderId()

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 34274 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 34405 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 34201 of file Messages.h.

◆ setSettlDate()

ThisType & setSettlDate ( Timestamp value )

inlinenoexcept

Specific date of trade settlement.

Definition at line 34963 of file Messages.h.

◆ setSettlDateToNull()

ThisType & setSettlDateToNull ( )

inlinenoexcept

Definition at line 34971 of file Messages.h.

◆ setShortSaleType()

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 34843 of file Messages.h.

◆ setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 34852 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value )

inlinenoexcept

Order side.

Definition at line 34662 of file Messages.h.

◆ setSideTradeId()

ThisType & setSideTradeId ( UInt32 value )

inlinenoexcept

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

Definition at line 34535 of file Messages.h.

◆ settlDate()

bool settlDate ( Timestamp & value ) const

inlinenoexcept

Specific date of trade settlement.

Definition at line 34946 of file Messages.h.

◆ setTradeDate()

ThisType & setTradeDate ( Timestamp value )

inlinenoexcept

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

Definition at line 34592 of file Messages.h.

◆ setTradeDateToNull()

ThisType & setTradeDateToNull ( )

inlinenoexcept

Definition at line 34600 of file Messages.h.

◆ setTradeEntryId()

ThisType & setTradeEntryId ( UInt32 value )

inline

Market Data Trade Entry ID.

Definition at line 35113 of file Messages.h.

◆ setTradeEntryIdToNull()

ThisType & setTradeEntryIdToNull ( )

inline

Definition at line 35122 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 34385 of file Messages.h.

◆ setTrdType()

ThisType & setTrdType ( UInt16 value )

inlinenoexcept

Represents a trade at fixing price.

Definition at line 34900 of file Messages.h.

◆ setTrdTypeToNull()

ThisType & setTrdTypeToNull ( )

inlinenoexcept

Definition at line 34908 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 34219 of file Messages.h.

◆ shortSaleType()

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 34831 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const

inlinenoexcept

Order side.

Definition at line 34654 of file Messages.h.

◆ sideTradeId()

UInt32 sideTradeId ( ) const

inlinenoexcept

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

Definition at line 34526 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 35358 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 2690 of file MessageSerialization.h.

◆ tradeDate()

bool tradeDate ( Timestamp & value ) const

inlinenoexcept

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

Definition at line 34574 of file Messages.h.

◆ tradeEntryId()

bool tradeEntryId ( UInt32 & value ) const

inlinenoexcept

Market Data Trade Entry ID.

Definition at line 35104 of file Messages.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 34376 of file Messages.h.

◆ trdType()

bool trdType ( UInt16 & value ) const

inlinenoexcept

Represents a trade at fixing price.

Definition at line 34892 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 34211 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Fills

◆ OrderEvents

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ ExecutionReportTradeAddendumOutright548() [1/6]

◆ ExecutionReportTradeAddendumOutright548() [2/6]

◆ ExecutionReportTradeAddendumOutright548() [3/6]

◆ ExecutionReportTradeAddendumOutright548() [4/6]

◆ ExecutionReportTradeAddendumOutright548() [5/6]

◆ ExecutionReportTradeAddendumOutright548() [6/6]

Member Function Documentation

◆ benchmarkPrice()

◆ blockLength()

◆ calculateBinarySize()

◆ calculatedCcyLastQty()

◆ className()

◆ clOrdId()

◆ discretionPrice()

◆ execId()

◆ execInst()

◆ execRefId()

◆ execRestatementReason()

◆ execType()

◆ executionMode()

◆ fills() [1/4]

◆ fills() [2/4]

◆ fills() [3/4]

◆ fills() [4/4]

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ grossTradeAmt()

◆ lastPx()

◆ lastQty()

◆ liquidityFlag()

◆ location()

◆ managedOrder()

◆ manualOrderIndicator()

◆ maturityDate()

◆ minimalBlockLength()

◆ orderEvents() [1/4]

◆ orderEvents() [2/4]

◆ orderEvents() [3/4]

◆ orderEvents() [4/4]

◆ orderId()

◆ ordStatus()

◆ origSecondaryExecutionId()

◆ origSideTradeId()

◆ partyDetailsListReqId()

◆ possRetransFlag()

◆ reset()

◆ resetVariableFields()

◆ secExecId()

◆ securityId()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setBenchmarkPrice()

◆ setBenchmarkPriceToNull()

◆ setCalculatedCcyLastQty()

◆ setCalculatedCcyLastQtyToNull()

◆ setClOrdId()

◆ setDiscretionPrice()

◆ setDiscretionPriceToNull()

◆ setExecId()

◆ setExecInst()

◆ setExecRefId()

◆ setExecRefIdToNull()

◆ setExecRestatementReason()

◆ setExecRestatementReasonToNull()