OnixS C++ CME iLink 3 Binary Order Entry Handler  1.15.0
API Documentation
NewOrderSingle514 Struct Reference

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

Public Types

enum  { TemplateId = 514 }
 
typedef SchemaTraits Schema
 
typedef NewOrderSingle514 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 NewOrderSingle514 ()
 
 NewOrderSingle514 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 NewOrderSingle514 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 NewOrderSingle514 (void *data, EncodedLength length, NoInit)
 
 NewOrderSingle514 (const SbeMessage &message)
 
 NewOrderSingle514 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
 
bool price (PRICE9 &value) const noexcept
 
ThisTypesetPrice (PRICE9 value) noexcept
 
ThisTypesetPriceToNull () noexcept
 
UInt32 orderQty () const noexcept
 
ThisTypesetOrderQty (UInt32 value) noexcept
 
Int32 securityId () const noexcept
 
ThisTypesetSecurityId (Int32 value) noexcept
 
SideReq::Enum side () const noexcept
 
ThisTypesetSide (SideReq::Enum value) noexcept
 
UInt32 seqNum () const noexcept
 
ThisTypesetSeqNum (UInt32 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
 
UInt64 orderRequestId () const noexcept
 
ThisTypesetOrderRequestId (UInt64 value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
bool stopPx (PRICE9 &value) const noexcept
 
ThisTypesetStopPx (PRICE9 value) noexcept
 
ThisTypesetStopPxToNull () noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
bool minQty (UInt32 &value) const noexcept
 
ThisTypesetMinQty (UInt32 value) noexcept
 
ThisTypesetMinQtyToNull () noexcept
 
bool displayQty (UInt32 &value) const noexcept
 
ThisTypesetDisplayQty (UInt32 value) noexcept
 
ThisTypesetDisplayQtyToNull () noexcept
 
bool expireDate (Timestamp &value) const noexcept
 
ThisTypesetExpireDate (Timestamp value) noexcept
 
ThisTypesetExpireDateToNull () noexcept
 
OrderTypeReq::Enum ordType () const noexcept
 
ThisTypesetOrdType (OrderTypeReq::Enum value) noexcept
 
bool timeInForce (TimeInForce::Enum &value) const noexcept
 
ThisTypesetTimeInForce (TimeInForce::Enum value) noexcept
 
ThisTypesetTimeInForceToNull () noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
ExecInst execInst () const noexcept
 
ThisTypesetExecInst (ExecInst value) noexcept
 
bool executionMode (ExecMode::Enum &value) const noexcept
 
ThisTypesetExecutionMode (ExecMode::Enum value) noexcept
 
ThisTypesetExecutionModeToNull () noexcept
 
bool liquidityFlag (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetLiquidityFlag (BooleanNULL::Enum value) noexcept
 
ThisTypesetLiquidityFlagToNull () noexcept
 
bool managedOrder (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetManagedOrder (BooleanNULL::Enum value) noexcept
 
ThisTypesetManagedOrderToNull () noexcept
 
bool shortSaleType (ShortSaleType::Enum &value) const noexcept
 
ThisTypesetShortSaleType (ShortSaleType::Enum value) noexcept
 
ThisTypesetShortSaleTypeToNull () noexcept
 
bool discretionPrice (PRICE9 &value) const noexcept
 
ThisTypesetDiscretionPrice (PRICE9 value) noexcept
 
ThisTypesetDiscretionPriceToNull () noexcept
 
bool reservationPrice (PRICE9 &value) const noexcept
 
ThisTypesetReservationPrice (PRICE9 value)
 
ThisTypesetReservationPriceToNull ()
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () noexcept
 
std::string toString () const
 
const void * tail () const noexcept
 
EncodedLength calculateBinarySize () const noexcept
 
- Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 
 SbeMessage (void *data, MessageSize size)
 
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
 
void clear () noexcept
 
bool valid () const noexcept
 
MessageTemplateId templateId () const noexcept
 
SchemaVersion version () const noexcept
 
SchemaId schemaId () const noexcept
 
const void * binary () const noexcept
 
void * binary () noexcept
 
const void * blockEnd () noexcept
 
const void * blockEnd () const noexcept
 
MessageSize bufferSize () const noexcept
 
void * body () noexcept
 
BlockLength blockLength () const noexcept
 
const void * block () const noexcept
 
void * block () noexcept
 
- Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessagecontainer () noexcept
 
void zeroPaddingBytes (MessageSize offset) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, 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) 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 ()
 
 ~SbeFields ()
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (MessageSize offset) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSize offset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSize offset) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 4749 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 4754 of file Messages.h.

This type alias.

Definition at line 4757 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 4760 of file Messages.h.

Constructor & Destructor Documentation

NewOrderSingle514 ( )
inline

Initializes a blank instance.

Definition at line 4763 of file Messages.h.

NewOrderSingle514 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 4766 of file Messages.h.

NewOrderSingle514 ( 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 4781 of file Messages.h.

NewOrderSingle514 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 4795 of file Messages.h.

NewOrderSingle514 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 4806 of file Messages.h.

NewOrderSingle514 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 4817 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 5558 of file Messages.h.

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

Definition at line 5662 of file Messages.h.

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

Definition at line 5628 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 4985 of file Messages.h.

bool discretionPrice ( PRICE9 value) const
inlinenoexcept

The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but will accept trades at another price.

Definition at line 5477 of file Messages.h.

bool displayQty ( UInt32 value) const
inlinenoexcept

The quantity to be displayed .

Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Definition at line 5169 of file Messages.h.

ExecInst execInst ( ) const
inlinenoexcept

Instructions for order handling on exchange.

Since more than one instruction is applicable to an order, this field can represent those using a bitset.

Definition at line 5321 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); default behavior when absent is aggressive.

Definition at line 5345 of file Messages.h.

bool expireDate ( Timestamp value) const
inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Applicable only to GTD orders which expire at the end of the trading session specified. This has to be a future or current session date and cannot be in the past.

Definition at line 5204 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 5637 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 5584 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 5572 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 5378 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 5115 of file Messages.h.

bool managedOrder ( BooleanNULL::Enum value) const
inlinenoexcept

Boolean: flags a managed order.

Definition at line 5409 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 5296 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 5545 of file Messages.h.

bool minQty ( UInt32 value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 5138 of file Messages.h.

UInt32 orderQty ( ) const
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 4863 of file Messages.h.

UInt64 orderRequestId ( ) const
inlinenoexcept

Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response.

Definition at line 5039 of file Messages.h.

OrderTypeReq::Enum ordType ( ) const
inlinenoexcept

Order type.

Definition at line 5246 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 5015 of file Messages.h.

bool price ( PRICE9 value) const
inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders).

Definition at line 4833 of file Messages.h.

bool reservationPrice ( PRICE9 value) const
inlinenoexcept

This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trade.

This price must be better than the limit price and should be multiple of reservation price tick.

Definition at line 5511 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 5600 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 5593 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Security ID as defined by CME.

For the security ID list, see the security definition messages.

Definition at line 4884 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 4951 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 5062 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 4925 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 5001 of file Messages.h.

ThisType& setDiscretionPrice ( PRICE9  value)
inlinenoexcept

The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but will accept trades at another price.

Definition at line 5488 of file Messages.h.

ThisType& setDiscretionPriceToNull ( )
inlinenoexcept

Definition at line 5497 of file Messages.h.

ThisType& setDisplayQty ( UInt32  value)
inlinenoexcept

The quantity to be displayed .

Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Definition at line 5180 of file Messages.h.

ThisType& setDisplayQtyToNull ( )
inlinenoexcept

Definition at line 5189 of file Messages.h.

ThisType& setExecInst ( ExecInst  value)
inlinenoexcept

Instructions for order handling on exchange.

Since more than one instruction is applicable to an order, this field can represent those using a bitset.

Definition at line 5332 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); default behavior when absent is aggressive.

Definition at line 5356 of file Messages.h.

ThisType& setExecutionModeToNull ( )
inlinenoexcept

Definition at line 5365 of file Messages.h.

ThisType& setExpireDate ( Timestamp  value)
inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Applicable only to GTD orders which expire at the end of the trading session specified. This has to be a future or current session date and cannot be in the past.

Definition at line 5226 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 5235 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 5389 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 5398 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 5126 of file Messages.h.

ThisType& setManagedOrder ( BooleanNULL::Enum  value)
inlinenoexcept

Boolean: flags a managed order.

Definition at line 5418 of file Messages.h.

ThisType& setManagedOrderToNull ( )
inlinenoexcept

Definition at line 5427 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

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

Definition at line 5307 of file Messages.h.

ThisType& setMinQty ( UInt32  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 5147 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 5156 of file Messages.h.

ThisType& setOrderQty ( UInt32  value)
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 4872 of file Messages.h.

ThisType& setOrderRequestId ( UInt64  value)
inlinenoexcept

Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response.

Definition at line 5050 of file Messages.h.

ThisType& setOrdType ( OrderTypeReq::Enum  value)
inlinenoexcept

Order type.

Definition at line 5255 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 5026 of file Messages.h.

ThisType& setPrice ( PRICE9  value)
inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders).

Definition at line 4843 of file Messages.h.

ThisType& setPriceToNull ( )
inlinenoexcept

Definition at line 4852 of file Messages.h.

ThisType& setReservationPrice ( PRICE9  value)
inline

This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trade.

This price must be better than the limit price and should be multiple of reservation price tick.

Definition at line 5524 of file Messages.h.

ThisType& setReservationPriceToNull ( )
inline

Definition at line 5533 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Security ID as defined by CME.

For the security ID list, see the security definition messages.

Definition at line 4894 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 4967 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 5072 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 4934 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 5454 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 5464 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value)
inlinenoexcept

Side of order.

Definition at line 4914 of file Messages.h.

ThisType& setStopPx ( PRICE9  value)
inlinenoexcept

The stop price of a stop protect or stop limit order.

(Conditionally required if OrdType = 3 or 4).

Definition at line 5094 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 5103 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 5275 of file Messages.h.

ThisType& setTimeInForceToNull ( )
inlinenoexcept

Definition at line 5284 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 5441 of file Messages.h.

SideReq::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 4905 of file Messages.h.

bool stopPx ( PRICE9 value) const
inlinenoexcept

The stop price of a stop protect or stop limit order.

(Conditionally required if OrdType = 3 or 4).

Definition at line 5084 of file Messages.h.

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

Definition at line 5649 of file Messages.h.

bool timeInForce ( TimeInForce::Enum value) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 5266 of file Messages.h.

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

Definition at line 616 of file MessageSerialization.h.


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