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, 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
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 (MessageSizeoffset) noexcept
void	setOrdinary (MessageSizeoffset, FieldValue value) noexcept
void	setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
void	setFixedStr (MessageSizeoffset, StrRef value) noexcept
void	setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)

Static Public Member Functions
static constexpr 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 Char *	className ()
static constexpr StrRef	fixType () noexcept

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

Detailed Description

Definition at line 35947 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<FillsEntry, GroupSize, MessageSize> Fills

Repeating group containing FillsEntry entries.

Definition at line 36139 of file Messages.h.

typedef SbeGroup<OrderEventsEntry, GroupSize, MessageSize> OrderEvents

Repeating group containing OrderEventsEntry entries.

Definition at line 36471 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 35952 of file Messages.h.

typedef ExecutionReportTradeAddendumOutright548 ThisType

This type alias.

Definition at line 35955 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 35958 of file Messages.h.

Constructor & Destructor Documentation

ExecutionReportTradeAddendumOutright548 ( )

default

Initializes a blank instance.

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

inline

Initializes an instance over the given memory block.

Definition at line 36477 of file Messages.h.

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 36492 of file Messages.h.

ExecutionReportTradeAddendumOutright548 ( void *  data, EncodedLength  length, NoInit    )

inline

Creates an instance over the given memory block.

Definition at line 36506 of file Messages.h.

ExecutionReportTradeAddendumOutright548 ( const SbeMessage &  message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 36517 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 36528 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 37509 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 37640 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 37746 of file Messages.h.

bool calculatedCcyLastQty ( Decimal64NULL &  value ) const

inlinenoexcept

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

Definition at line 37445 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns

class name.

Definition at line 37716 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 36649 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 37277 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 36585 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 37121 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 37338 of file Messages.h.

ExecTypTrdCxl::Enum execType ( ) const

inlinenoexcept

Describes the specific ExecutionRpt as trade cancellation or correction.

Definition at line 37024 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 37145 of file Messages.h.

Fills fills ( ) const

inlinenoexcept

Returns

instance of Fills repeating group.

Definition at line 37541 of file Messages.h.

Fills fills ( )

inlinenoexcept

Returns

instance of Fills repeating group.

Definition at line 37549 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 37558 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 37569 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 37725 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255 )

inlinestaticnoexcept

Maximal message size.

Definition at line 37668 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version )

inlinestatic

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

Definition at line 37654 of file Messages.h.

bool grossTradeAmt ( Decimal64NULL &  value ) const

inlinenoexcept

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

Definition at line 37476 of file Messages.h.

PRICE9 lastPx ( ) const

inlinenoexcept

Price of this (last) fill.

Definition at line 36701 of file Messages.h.

UInt32 lastQty ( ) const

inlinenoexcept

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

Definition at line 36886 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 37178 of file Messages.h.

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 36841 of file Messages.h.

bool managedOrder ( BooleanNULL::Enum &  value ) const

inlinenoexcept

Boolean: flags a managed order.

Definition at line 37209 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 37068 of file Messages.h.

bool maturityDate ( Timestamp &  value ) const

inlinenoexcept

Date of maturity.

Definition at line 37406 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 37628 of file Messages.h.

OrderEvents orderEvents ( ) const

inlinenoexcept

Returns

instance of OrderEvents repeating group.

Definition at line 37581 of file Messages.h.

OrderEvents orderEvents ( )

inlinenoexcept

Returns

instance of OrderEvents repeating group.

Definition at line 37591 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 37602 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 37613 of file Messages.h.

UInt64 orderId ( ) const

inlinenoexcept

Unique Order ID.

Definition at line 36721 of file Messages.h.

OrdStatusTrdCxl::Enum ordStatus ( ) const

inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 37000 of file Messages.h.

bool origSecondaryExecutionId ( UInt64 &  value ) const

inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 36811 of file Messages.h.

bool origSideTradeId ( UInt32 &  value ) const

inlinenoexcept

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

Definition at line 36929 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 36679 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 37095 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 37689 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 37680 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 36788 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 36865 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 36615 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 36764 of file Messages.h.

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 36543 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 37521 of file Messages.h.

ThisType& setBenchmarkPriceToNull ( )

inlinenoexcept

Definition at line 37530 of file Messages.h.

ThisType& setCalculatedCcyLastQty ( Decimal64NULL  value )

inlinenoexcept

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

Definition at line 37455 of file Messages.h.

ThisType& setCalculatedCcyLastQtyToNull ( )

inlinenoexcept

Definition at line 37464 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 36665 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 37288 of file Messages.h.

ThisType& setDiscretionPriceToNull ( )

inlinenoexcept

Definition at line 37297 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 36597 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 37132 of file Messages.h.

ThisType& setExecRestatementReason ( ExecReason::Enum  value )

inlinenoexcept

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

Definition at line 37348 of file Messages.h.

ThisType& setExecRestatementReasonToNull ( )

inlinenoexcept

Definition at line 37357 of file Messages.h.

ThisType& setExecType ( ExecTypTrdCxl::Enum  value )

inlinenoexcept

Describes the specific ExecutionRpt as trade cancellation or correction.

Definition at line 37035 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 37156 of file Messages.h.

ThisType& setExecutionModeToNull ( )

inlinenoexcept

Definition at line 37165 of file Messages.h.

ThisType& setGrossTradeAmt ( Decimal64NULL  value )

inlinenoexcept

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

Definition at line 37486 of file Messages.h.

ThisType& setGrossTradeAmtToNull ( )

inlinenoexcept

Definition at line 37495 of file Messages.h.

ThisType& setLastPx ( PRICE9  value )

inlinenoexcept

Price of this (last) fill.

Definition at line 36710 of file Messages.h.

ThisType& setLastQty ( UInt32  value )

inlinenoexcept

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

Definition at line 36895 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 37189 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 37198 of file Messages.h.

ThisType& setLocation ( StrRef  value )

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 36852 of file Messages.h.

ThisType& setManagedOrder ( BooleanNULL::Enum  value )

inlinenoexcept

Boolean: flags a managed order.

Definition at line 37218 of file Messages.h.

ThisType& setManagedOrderToNull ( )

inlinenoexcept

Definition at line 37227 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 37079 of file Messages.h.

ThisType& setMaturityDate ( Timestamp  value )

inlinenoexcept

Date of maturity.

Definition at line 37424 of file Messages.h.

ThisType& setMaturityDateToNull ( )

inlinenoexcept

Definition at line 37433 of file Messages.h.

ThisType& setOrderId ( UInt64  value )

inlinenoexcept

Unique Order ID.

Definition at line 36730 of file Messages.h.

ThisType& setOrdStatus ( OrdStatusTrdCxl::Enum  value )

inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 37011 of file Messages.h.

ThisType& setOrigSecondaryExecutionId ( UInt64  value )

inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 36820 of file Messages.h.

ThisType& setOrigSecondaryExecutionIdToNull ( )

inlinenoexcept

Definition at line 36829 of file Messages.h.

ThisType& setOrigSideTradeId ( UInt32  value )

inlinenoexcept

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

Definition at line 36939 of file Messages.h.

ThisType& setOrigSideTradeIdToNull ( )

inlinenoexcept

Definition at line 36948 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 36690 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 37108 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 36800 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 36875 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 36631 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 36774 of file Messages.h.

ThisType& setSeqNum ( UInt32  value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 36552 of file Messages.h.

ThisType& setSettlDate ( Timestamp  value )

inlinenoexcept

Specific date of trade settlement.

Definition at line 37386 of file Messages.h.

ThisType& setSettlDateToNull ( )

inlinenoexcept

Definition at line 37395 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 37254 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 37264 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value )

inlinenoexcept

Order side.

Definition at line 37056 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 36917 of file Messages.h.

bool settlDate ( Timestamp &  value ) const

inlinenoexcept

Specific date of trade settlement.

Definition at line 37368 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 36979 of file Messages.h.

ThisType& setTradeDateToNull ( )

inlinenoexcept

Definition at line 36988 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 36752 of file Messages.h.

ThisType& setTrdType ( UInt16  value )

inlinenoexcept

Represents a trade at fixing price.

Definition at line 37317 of file Messages.h.

ThisType& setTrdTypeToNull ( )

inlinenoexcept

Definition at line 37326 of file Messages.h.

ThisType& setUuId ( UInt64  value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 36572 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 37241 of file Messages.h.

SideReq::Enum side ( ) const

inlinenoexcept

Order side.

Definition at line 37047 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 36907 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 37737 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 36960 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 36742 of file Messages.h.

bool trdType ( UInt16 &  value ) const

inlinenoexcept

Represents a trade at fixing price.

Definition at line 37308 of file Messages.h.

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 36563 of file Messages.h.

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

• OnixS/CME/iLink3/messaging/Messages.h
• OnixS/CME/iLink3/messaging/MessageSerialization.h