Classes
struct	FillsEntry
struct	LegsEntry
struct	OrderEventsEntry

Public Types
enum
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
bool	execRefId (StrRef &value) const noexcept
ThisType &	setExecRefId (StrRef value)
ThisType &	setExecRefIdToNull ()
Fills	fills () const noexcept
Fills	fills () noexcept
Fills	fills (Fills::Size length)
Fills	fills (Fills::Size length, NoFieldsInit)
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 (MessageSize offset) noexcept
void	setOrdinary (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions
static constexpr BlockLength	minimalBlockLength (SchemaVersion version) noexcept
static constexpr BlockLength	blockLength (SchemaVersion version) noexcept
static constexpr MessageSize	getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr UInt64	getMaxMessageSize (UInt8 maxGroupItems=255) noexcept
static constexpr StrRef	className () noexcept
static constexpr StrRef	fixType () noexcept

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

Detailed Description

Definition at line 35447 of file Messages.h.

Member Typedef Documentation

◆ Fills

typedef SbeGroup<FillsEntry, GroupSize, MessageSize> Fills

Repeating group containing FillsEntry entries.

Definition at line 35629 of file Messages.h.

◆ Legs

typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 35882 of file Messages.h.

◆ OrderEvents

typedef SbeGroup<OrderEventsEntry, GroupSize, MessageSize> OrderEvents

Repeating group containing OrderEventsEntry entries.

Definition at line 36128 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 35452 of file Messages.h.

◆ ThisType

typedef ExecutionReportTradeAddendumSpread549 ThisType

This type alias.

Definition at line 35455 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	549

Definition at line 35458 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReportTradeAddendumSpread549() [1/6]

ExecutionReportTradeAddendumSpread549 ( )

default

Initializes a blank instance.

◆ ExecutionReportTradeAddendumSpread549() [2/6]

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

inline

Initializes an instance over the given memory block.

Definition at line 36134 of file Messages.h.

◆ ExecutionReportTradeAddendumSpread549() [3/6]

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 36149 of file Messages.h.

◆ ExecutionReportTradeAddendumSpread549() [4/6]

ExecutionReportTradeAddendumSpread549	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 36163 of file Messages.h.

◆ ExecutionReportTradeAddendumSpread549() [5/6]

ExecutionReportTradeAddendumSpread549 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 36174 of file Messages.h.

◆ ExecutionReportTradeAddendumSpread549() [6/6]

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 36185 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 37101 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 37201 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 37173 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 36297 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 36237 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 36796 of file Messages.h.

◆ execRefId()

bool execRefId ( StrRef & value ) const

inlinenoexcept

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

Definition at line 36937 of file Messages.h.

◆ execType()

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 36656 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 36818 of file Messages.h.

◆ fills() [1/4]

Fills fills ( ) const

inlinenoexcept

Returns: instance of Fills repeating group.

Definition at line 36970 of file Messages.h.

◆ fills() [2/4]

Fills fills ( )

inlinenoexcept

Returns: instance of Fills repeating group.

Definition at line 36977 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 36985 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 36996 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 37182 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 37128 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 37114 of file Messages.h.

◆ lastPx()

PRICE9 lastPx ( ) const

inlinenoexcept

Price of this (last) fill.

Definition at line 36345 of file Messages.h.

◆ lastQty()

UInt32 lastQty ( ) const

inlinenoexcept

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

Definition at line 36529 of file Messages.h.

◆ legs() [1/4]

Legs legs ( ) const

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 37008 of file Messages.h.

◆ legs() [2/4]

Legs legs ( )

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 37015 of file Messages.h.

◆ legs() [3/4]

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 37023 of file Messages.h.

◆ legs() [4/4]

Legs legs	(	Legs::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoLegs(555) repeating group.

Definition at line 37034 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 36848 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 36472 of file Messages.h.

◆ managedOrder()

bool managedOrder ( BooleanNULL::Enum & value ) const

inlinenoexcept

Boolean: flags a managed order.

Definition at line 36876 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 36723 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 37089 of file Messages.h.

◆ orderEvents() [1/4]

OrderEvents orderEvents ( ) const

inlinenoexcept

Returns: instance of OrderEvents repeating group.

Definition at line 37046 of file Messages.h.

◆ orderEvents() [2/4]

OrderEvents orderEvents ( )

inlinenoexcept

Returns: instance of OrderEvents repeating group.

Definition at line 37055 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 37065 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 37076 of file Messages.h.

◆ orderId()

UInt64 orderId ( ) const

inlinenoexcept

Unique Order ID.

Definition at line 36363 of file Messages.h.

◆ ordStatus()

OrdStatusTrdCxl::Enum ordStatus ( ) const

inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 36633 of file Messages.h.

◆ ordType()

bool ordType ( OrderType::Enum & value ) const

inlinenoexcept

Order type.

Definition at line 36678 of file Messages.h.

◆ origSecondaryExecutionId()

bool origSecondaryExecutionId ( UInt64 & value ) const

inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 36445 of file Messages.h.

◆ origSideTradeId()

bool origSideTradeId ( UInt32 & value ) const

inlinenoexcept

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

Definition at line 36568 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 36325 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 36748 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 37149 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 37140 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 36424 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique instrument ID.

Definition at line 36493 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 36265 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 36402 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 36199 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 36312 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 36248 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 36806 of file Messages.h.

◆ setExecRefId()

ThisType & setExecRefId ( StrRef value )

inline

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

Definition at line 36948 of file Messages.h.

◆ setExecRefIdToNull()

ThisType & setExecRefIdToNull ( )

inline

Definition at line 36958 of file Messages.h.

◆ setExecType()

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 36667 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 36828 of file Messages.h.

◆ setExecutionModeToNull()

ThisType & setExecutionModeToNull ( )

inlinenoexcept

Definition at line 36836 of file Messages.h.

◆ setLastPx()

ThisType & setLastPx ( PRICE9 value )

inlinenoexcept

Price of this (last) fill.

Definition at line 36353 of file Messages.h.

◆ setLastQty()

ThisType & setLastQty ( UInt32 value )

inlinenoexcept

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

Definition at line 36537 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 36858 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 36866 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 36482 of file Messages.h.

◆ setManagedOrder()

ThisType & setManagedOrder ( BooleanNULL::Enum value )

inlinenoexcept

Boolean: flags a managed order.

Definition at line 36884 of file Messages.h.

◆ setManagedOrderToNull()

ThisType & setManagedOrderToNull ( )

inlinenoexcept

Definition at line 36892 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Definition at line 36733 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value )

inlinenoexcept

Unique Order ID.

Definition at line 36371 of file Messages.h.

◆ setOrdStatus()

ThisType & setOrdStatus ( OrdStatusTrdCxl::Enum value )

inlinenoexcept

Identifies status of order as trade cancellation or correction.

Definition at line 36643 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( OrderType::Enum value )

inlinenoexcept

Order type.

Definition at line 36686 of file Messages.h.

◆ setOrdTypeToNull()

ThisType & setOrdTypeToNull ( )

inlinenoexcept

Definition at line 36694 of file Messages.h.

◆ setOrigSecondaryExecutionId()

ThisType & setOrigSecondaryExecutionId ( UInt64 value )

inlinenoexcept

Unique identifier of the fill which is being corrected.

Definition at line 36453 of file Messages.h.

◆ setOrigSecondaryExecutionIdToNull()

ThisType & setOrigSecondaryExecutionIdToNull ( )

inlinenoexcept

Definition at line 36461 of file Messages.h.

◆ setOrigSideTradeId()

ThisType & setOrigSideTradeId ( UInt32 value )

inlinenoexcept

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

Definition at line 36577 of file Messages.h.

◆ setOrigSideTradeIdToNull()

ThisType & setOrigSideTradeIdToNull ( )

inlinenoexcept

Definition at line 36585 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 36335 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 36760 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 36435 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 36501 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 36280 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 36411 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 36207 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 36917 of file Messages.h.

◆ setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 36926 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value )

inlinenoexcept

Order side.

Definition at line 36712 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 or subsequently corrected.

Definition at line 36557 of file Messages.h.

◆ setTotalNumSecurities()

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 36784 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 36614 of file Messages.h.

◆ setTradeDateToNull()

ThisType & setTradeDateToNull ( )

inlinenoexcept

Definition at line 36622 of file Messages.h.

◆ setTradeEntryId()

ThisType & setTradeEntryId ( UInt32 value )

inlinenoexcept

Market Data Trade Entry ID.

Definition at line 36519 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 36391 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 36225 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 36905 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const

inlinenoexcept

Order side.

Definition at line 36704 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 or subsequently corrected.

Definition at line 36548 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 37193 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 2805 of file MessageSerialization.h.

◆ totalNumSecurities()

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 36773 of file Messages.h.

◆ tradeDate()

bool tradeDate ( Timestamp & value ) const

inlinenoexcept

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

Definition at line 36596 of file Messages.h.

◆ tradeEntryId()

UInt32 tradeEntryId ( ) const

inlinenoexcept

Market Data Trade Entry ID.

Definition at line 36511 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 36382 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 36217 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Fills

◆ Legs

◆ OrderEvents

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ ExecutionReportTradeAddendumSpread549() [1/6]

◆ ExecutionReportTradeAddendumSpread549() [2/6]

◆ ExecutionReportTradeAddendumSpread549() [3/6]

◆ ExecutionReportTradeAddendumSpread549() [4/6]

◆ ExecutionReportTradeAddendumSpread549() [5/6]

◆ ExecutionReportTradeAddendumSpread549() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ clOrdId()

◆ execId()

◆ execInst()

◆ execRefId()

◆ execType()

◆ executionMode()

◆ fills() [1/4]

◆ fills() [2/4]

◆ fills() [3/4]

◆ fills() [4/4]

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ lastPx()

◆ lastQty()

◆ legs() [1/4]

◆ legs() [2/4]

◆ legs() [3/4]

◆ legs() [4/4]

◆ liquidityFlag()

◆ location()

◆ managedOrder()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ orderEvents() [1/4]

◆ orderEvents() [2/4]

◆ orderEvents() [3/4]

◆ orderEvents() [4/4]

◆ orderId()

◆ ordStatus()

◆ ordType()

◆ origSecondaryExecutionId()

◆ origSideTradeId()

◆ partyDetailsListReqId()

◆ possRetransFlag()

◆ reset()

◆ resetVariableFields()

◆ secExecId()

◆ securityId()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setClOrdId()

◆ setExecId()

◆ setExecInst()

◆ setExecRefId()

◆ setExecRefIdToNull()

◆ setExecType()

◆ setExecutionMode()

◆ setExecutionModeToNull()

◆ setLastPx()

◆ setLastQty()

◆ setLiquidityFlag()

◆ setLiquidityFlagToNull()

◆ setLocation()