OnixS C++ CME iLink 3 Binary Order Entry Handler  1.17.0
API Documentation
ExecutionReportTradeAddendumSpread549 Struct Reference

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

Classes

struct  FillsEntry
 
struct  LegsEntry
 
struct  OrderEventsEntry
 

Public Types

enum  { TemplateId = 549 }
 
typedef SchemaTraits Schema
 
typedef ExecutionReportTradeAddendumSpread549 ThisType
 
typedef SbeGroup< FillsEntry, GroupSize, MessageSizeFills
 
typedef SbeGroup< LegsEntry, GroupSize, MessageSizeLegs
 
typedef SbeGroup< OrderEventsEntry, GroupSize, MessageSizeOrderEvents
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 ExecutionReportTradeAddendumSpread549 ()=default
 
 ExecutionReportTradeAddendumSpread549 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 ExecutionReportTradeAddendumSpread549 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 ExecutionReportTradeAddendumSpread549 (void *data, EncodedLength length, NoInit)
 
 ExecutionReportTradeAddendumSpread549 (const SbeMessage &message)
 
 ExecutionReportTradeAddendumSpread549 (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 tradeEntryId () const noexcept
 
ThisTypesetTradeEntryId (UInt32 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
 
bool ordType (OrderType::Enum &value) const noexcept
 
ThisTypesetOrdType (OrderType::Enum value) noexcept
 
ThisTypesetOrdTypeToNull () 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
 
UInt8 totalNumSecurities () const noexcept
 
ThisTypesetTotalNumSecurities (UInt8 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
 
Fills fills () const noexcept
 
Fills fills () noexcept
 
Fills fills (Fills::Size length)
 
Fills fills (Fills::Size length, NoFieldsInit)
 
Legs legs () const noexcept
 
Legs legs () noexcept
 
Legs legs (Legs::Size length)
 
Legs legs (Legs::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 (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 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 (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 37832 of file Messages.h.

Member Typedef Documentation

Repeating group containing FillsEntry entries.

Definition at line 38024 of file Messages.h.

Repeating group containing LegsEntry entries.

Definition at line 38299 of file Messages.h.

Repeating group containing OrderEventsEntry entries.

Definition at line 38565 of file Messages.h.

Used template schema.

Definition at line 37837 of file Messages.h.

This type alias.

Definition at line 37840 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 37843 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

ExecutionReportTradeAddendumSpread549 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 38571 of file Messages.h.

ExecutionReportTradeAddendumSpread549 ( 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 38586 of file Messages.h.

ExecutionReportTradeAddendumSpread549 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 38600 of file Messages.h.

ExecutionReportTradeAddendumSpread549 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 38611 of file Messages.h.

ExecutionReportTradeAddendumSpread549 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 38622 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 39583 of file Messages.h.

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

Definition at line 39684 of file Messages.h.

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

Definition at line 39654 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 38743 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 38679 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 39290 of file Messages.h.

ExecTypTrdCxl::Enum execType ( ) const
inlinenoexcept

Describes the action that triggered this specific Execution Report and see the OrdStatus (39) tag for the current order status (e.g.,Partially Filled).

Definition at line 39137 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 39314 of file Messages.h.

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

Definition at line 39444 of file Messages.h.

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

Definition at line 39452 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 39461 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 39472 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 39663 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 39611 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 39597 of file Messages.h.

PRICE9 lastPx ( ) const
inlinenoexcept

Price of this (last) fill.

Definition at line 38795 of file Messages.h.

UInt32 lastQty ( ) const
inlinenoexcept

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

Definition at line 38998 of file Messages.h.

Legs legs ( ) const
inlinenoexcept
Returns
instance of Legs repeating group.

Definition at line 39484 of file Messages.h.

Legs legs ( )
inlinenoexcept
Returns
instance of Legs repeating group.

Definition at line 39492 of file Messages.h.

Legs legs ( Legs::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoLegs(555) repeating group.

Definition at line 39501 of file Messages.h.

Legs legs ( Legs::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoLegs(555) repeating group.

Definition at line 39512 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 39347 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 38935 of file Messages.h.

bool managedOrder ( BooleanNULL::Enum value) const
inlinenoexcept

Boolean: flags a managed order.

Definition at line 39378 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 39211 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 39571 of file Messages.h.

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

Definition at line 39524 of file Messages.h.

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

Definition at line 39534 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 39545 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 39556 of file Messages.h.

UInt64 orderId ( ) const
inlinenoexcept

Unique Order ID.

Definition at line 38815 of file Messages.h.

OrdStatusTrdCxl::Enum ordStatus ( ) const
inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 39112 of file Messages.h.

bool ordType ( OrderType::Enum value) const
inlinenoexcept

Order type.

Definition at line 39161 of file Messages.h.

bool origSecondaryExecutionId ( UInt64 value) const
inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 38905 of file Messages.h.

bool origSideTradeId ( UInt32 value) const
inlinenoexcept

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

Definition at line 39041 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 38773 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 39238 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 39634 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 39624 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 38882 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 38958 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 38709 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 38858 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 38637 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 38759 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 38691 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 39301 of file Messages.h.

ThisType& setExecType ( ExecTypTrdCxl::Enum  value)
inlinenoexcept

Describes the action that triggered this specific Execution Report and see the OrdStatus (39) tag for the current order status (e.g.,Partially Filled).

Definition at line 39149 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 39325 of file Messages.h.

ThisType& setExecutionModeToNull ( )
inlinenoexcept

Definition at line 39334 of file Messages.h.

ThisType& setLastPx ( PRICE9  value)
inlinenoexcept

Price of this (last) fill.

Definition at line 38804 of file Messages.h.

ThisType& setLastQty ( UInt32  value)
inlinenoexcept

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

Definition at line 39007 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 39358 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 39367 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 38946 of file Messages.h.

ThisType& setManagedOrder ( BooleanNULL::Enum  value)
inlinenoexcept

Boolean: flags a managed order.

Definition at line 39387 of file Messages.h.

ThisType& setManagedOrderToNull ( )
inlinenoexcept

Definition at line 39396 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

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

Definition at line 39222 of file Messages.h.

ThisType& setOrderId ( UInt64  value)
inlinenoexcept

Unique Order ID.

Definition at line 38824 of file Messages.h.

ThisType& setOrdStatus ( OrdStatusTrdCxl::Enum  value)
inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 39123 of file Messages.h.

ThisType& setOrdType ( OrderType::Enum  value)
inlinenoexcept

Order type.

Definition at line 39170 of file Messages.h.

ThisType& setOrdTypeToNull ( )
inlinenoexcept

Definition at line 39179 of file Messages.h.

ThisType& setOrigSecondaryExecutionId ( UInt64  value)
inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 38914 of file Messages.h.

ThisType& setOrigSecondaryExecutionIdToNull ( )
inlinenoexcept

Definition at line 38923 of file Messages.h.

ThisType& setOrigSideTradeId ( UInt32  value)
inlinenoexcept

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

Definition at line 39051 of file Messages.h.

ThisType& setOrigSideTradeIdToNull ( )
inlinenoexcept

Definition at line 39060 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 38784 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 39251 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 38894 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 38967 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 38725 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 38868 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 38646 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 39423 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 39433 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value)
inlinenoexcept

Order side.

Definition at line 39199 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 or subsequently corrected.

Definition at line 39029 of file Messages.h.

ThisType& setTotalNumSecurities ( UInt8  value)
inlinenoexcept

Indicates total number of leg fills for the spread.

Will represent total number of ExecutionReportTradeSpreadLeg messages sent for the spread and will be set to 0 when spread leg fills are consolidated with spread fill.

Definition at line 39277 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 39091 of file Messages.h.

ThisType& setTradeDateToNull ( )
inlinenoexcept

Definition at line 39100 of file Messages.h.

ThisType& setTradeEntryId ( UInt32  value)
inlinenoexcept

Market Data Trade Entry ID.

Definition at line 38987 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 38846 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 38666 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 39410 of file Messages.h.

SideReq::Enum side ( ) const
inlinenoexcept

Order side.

Definition at line 39190 of file Messages.h.

UInt32 sideTradeId ( ) const
inlinenoexcept

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

Definition at line 39019 of file Messages.h.

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

Definition at line 39675 of file Messages.h.

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

Definition at line 2805 of file MessageSerialization.h.

UInt8 totalNumSecurities ( ) const
inlinenoexcept

Indicates total number of leg fills for the spread.

Will represent total number of ExecutionReportTradeSpreadLeg messages sent for the spread and will be set to 0 when spread leg fills are consolidated with spread fill.

Definition at line 39265 of file Messages.h.

bool tradeDate ( Timestamp value) const
inlinenoexcept

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

Definition at line 39072 of file Messages.h.

UInt32 tradeEntryId ( ) const
inlinenoexcept

Market Data Trade Entry ID.

Definition at line 38978 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 38836 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 38657 of file Messages.h.


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