OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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ExecutionReportTradeAddendumOutright548 Struct Reference

Classes

struct  FillsEntry
struct  OrderEventsEntry

Public Types

enum  
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 ()=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
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 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 const CharclassName ()
static constexpr StrRef fixType () noexcept

Additional Inherited Members

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

Detailed Description

Definition at line 35947 of file Messages.h.

Member Typedef Documentation

◆ Fills

Repeating group containing FillsEntry entries.

Definition at line 36139 of file Messages.h.

◆ OrderEvents

Repeating group containing OrderEventsEntry entries.

Definition at line 36471 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 35952 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 35955 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 548 

Definition at line 35958 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReportTradeAddendumOutright548() [1/6]

Initializes a blank instance.

◆ ExecutionReportTradeAddendumOutright548() [2/6]

Initializes an instance over the given memory block.

Definition at line 36477 of file Messages.h.

◆ ExecutionReportTradeAddendumOutright548() [3/6]

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 36492 of file Messages.h.

◆ ExecutionReportTradeAddendumOutright548() [4/6]

Creates an instance over the given memory block.

Definition at line 36506 of file Messages.h.

◆ ExecutionReportTradeAddendumOutright548() [5/6]

ExecutionReportTradeAddendumOutright548 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

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

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 37640 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 37746 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 37445 of file Messages.h.

◆ className()

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

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

◆ execType()

ExecTypTrdCxl::Enum execType ( ) const
inlinenoexcept

Describes the specific ExecutionRpt as trade cancellation or correction.

Definition at line 37024 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 37145 of file Messages.h.

◆ fills() [1/4]

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

Definition at line 37541 of file Messages.h.

◆ fills() [2/4]

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

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

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 37725 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 37668 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 37654 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 37476 of file Messages.h.

◆ lastPx()

PRICE9 lastPx ( ) const
inlinenoexcept

Price of this (last) fill.

Definition at line 36701 of file Messages.h.

◆ lastQty()

UInt32 lastQty ( ) const
inlinenoexcept

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

Definition at line 36886 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 37178 of file Messages.h.

◆ location()

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 36841 of file Messages.h.

◆ managedOrder()

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

Boolean: flags a managed order.

Definition at line 37209 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 37068 of file Messages.h.

◆ maturityDate()

bool maturityDate ( Timestamp & value) const
inlinenoexcept

Date of maturity.

Definition at line 37406 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 37628 of file Messages.h.

◆ orderEvents() [1/4]

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

Definition at line 37581 of file Messages.h.

◆ orderEvents() [2/4]

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

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

◆ orderId()

UInt64 orderId ( ) const
inlinenoexcept

Unique Order ID.

Definition at line 36721 of file Messages.h.

◆ ordStatus()

OrdStatusTrdCxl::Enum ordStatus ( ) const
inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 37000 of file Messages.h.

◆ origSecondaryExecutionId()

bool origSecondaryExecutionId ( UInt64 & value) const
inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 36811 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 36929 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 36679 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 37095 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 37689 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

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

◆ seqNum()

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 36543 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 37521 of file Messages.h.

◆ setBenchmarkPriceToNull()

ThisType & setBenchmarkPriceToNull ( )
inlinenoexcept

Definition at line 37530 of file Messages.h.

◆ setCalculatedCcyLastQty()

ThisType & setCalculatedCcyLastQty ( Decimal64NULL value)
inlinenoexcept

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

Definition at line 37455 of file Messages.h.

◆ setCalculatedCcyLastQtyToNull()

ThisType & setCalculatedCcyLastQtyToNull ( )
inlinenoexcept

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

◆ setDiscretionPriceToNull()

ThisType & setDiscretionPriceToNull ( )
inlinenoexcept

Definition at line 37297 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 36597 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 37132 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 37348 of file Messages.h.

◆ setExecRestatementReasonToNull()

ThisType & setExecRestatementReasonToNull ( )
inlinenoexcept

Definition at line 37357 of file Messages.h.

◆ setExecType()

ThisType & setExecType ( ExecTypTrdCxl::Enum value)
inlinenoexcept

Describes the specific ExecutionRpt as trade cancellation or correction.

Definition at line 37035 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 37156 of file Messages.h.

◆ setExecutionModeToNull()

ThisType & setExecutionModeToNull ( )
inlinenoexcept

Definition at line 37165 of file Messages.h.

◆ setGrossTradeAmt()

ThisType & setGrossTradeAmt ( Decimal64NULL value)
inlinenoexcept

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

Definition at line 37486 of file Messages.h.

◆ setGrossTradeAmtToNull()

ThisType & setGrossTradeAmtToNull ( )
inlinenoexcept

Definition at line 37495 of file Messages.h.

◆ setLastPx()

ThisType & setLastPx ( PRICE9 value)
inlinenoexcept

Price of this (last) fill.

Definition at line 36710 of file Messages.h.

◆ setLastQty()

ThisType & setLastQty ( UInt32 value)
inlinenoexcept

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

Definition at line 36895 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 37189 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 37198 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 36852 of file Messages.h.

◆ setManagedOrder()

ThisType & setManagedOrder ( BooleanNULL::Enum value)
inlinenoexcept

Boolean: flags a managed order.

Definition at line 37218 of file Messages.h.

◆ setManagedOrderToNull()

ThisType & setManagedOrderToNull ( )
inlinenoexcept

Definition at line 37227 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 37079 of file Messages.h.

◆ setMaturityDate()

ThisType & setMaturityDate ( Timestamp value)
inlinenoexcept

Date of maturity.

Definition at line 37424 of file Messages.h.

◆ setMaturityDateToNull()

ThisType & setMaturityDateToNull ( )
inlinenoexcept

Definition at line 37433 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value)
inlinenoexcept

Unique Order ID.

Definition at line 36730 of file Messages.h.

◆ setOrdStatus()

ThisType & setOrdStatus ( OrdStatusTrdCxl::Enum value)
inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 37011 of file Messages.h.

◆ setOrigSecondaryExecutionId()

ThisType & setOrigSecondaryExecutionId ( UInt64 value)
inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 36820 of file Messages.h.

◆ setOrigSecondaryExecutionIdToNull()

ThisType & setOrigSecondaryExecutionIdToNull ( )
inlinenoexcept

Definition at line 36829 of file Messages.h.

◆ setOrigSideTradeId()

ThisType & setOrigSideTradeId ( UInt32 value)
inlinenoexcept

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

Definition at line 36939 of file Messages.h.

◆ setOrigSideTradeIdToNull()

ThisType & setOrigSideTradeIdToNull ( )
inlinenoexcept

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

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 36552 of file Messages.h.

◆ setSettlDate()

ThisType & setSettlDate ( Timestamp value)
inlinenoexcept

Specific date of trade settlement.

Definition at line 37386 of file Messages.h.

◆ setSettlDateToNull()

ThisType & setSettlDateToNull ( )
inlinenoexcept

Definition at line 37395 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 37254 of file Messages.h.

◆ setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 37264 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value)
inlinenoexcept

Order side.

Definition at line 37056 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 36917 of file Messages.h.

◆ settlDate()

bool settlDate ( Timestamp & value) const
inlinenoexcept

Specific date of trade settlement.

Definition at line 37368 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 36979 of file Messages.h.

◆ setTradeDateToNull()

ThisType & setTradeDateToNull ( )
inlinenoexcept

Definition at line 36988 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 36752 of file Messages.h.

◆ setTrdType()

ThisType & setTrdType ( UInt16 value)
inlinenoexcept

Represents a trade at fixing price.

Definition at line 37317 of file Messages.h.

◆ setTrdTypeToNull()

ThisType & setTrdTypeToNull ( )
inlinenoexcept

Definition at line 37326 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 36572 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 37241 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const
inlinenoexcept

Order side.

Definition at line 37047 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 36907 of file Messages.h.

◆ tail()

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

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

◆ trdType()

bool trdType ( UInt16 & value) const
inlinenoexcept

Represents a trade at fixing price.

Definition at line 37308 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 36563 of file Messages.h.