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, MessageSize >	Fills
typedef SbeGroup< LegsEntry, GroupSize, MessageSize >	Legs
typedef SbeGroup< OrderEventsEntry, GroupSize, MessageSize >	OrderEvents
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
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	tradeEntryId () const noexcept
ThisType &	setTradeEntryId (UInt32 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
bool	ordType (OrderType::Enum &value) const noexcept
ThisType &	setOrdType (OrderType::Enum value) noexcept
ThisType &	setOrdTypeToNull () 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
UInt8	totalNumSecurities () const noexcept
ThisType &	setTotalNumSecurities (UInt8 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
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)
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 37832 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<FillsEntry, GroupSize, MessageSize> Fills

Repeating group containing FillsEntry entries.

Definition at line 38024 of file Messages.h.

typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 38299 of file Messages.h.

typedef SbeGroup<OrderEventsEntry, GroupSize, MessageSize> OrderEvents

Repeating group containing OrderEventsEntry entries.

Definition at line 38565 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 37837 of file Messages.h.

typedef ExecutionReportTradeAddendumSpread549 ThisType

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

ExecutionReportTradeAddendumSpread549 ( )

default

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.

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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