#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 ()=default

	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

ThisType &	setPrice (PRICE9 value) noexcept

ThisType &	setPriceToNull () noexcept

UInt32	orderQty () const noexcept

ThisType &	setOrderQty (UInt32 value) noexcept

Int32	securityId () const noexcept

ThisType &	setSecurityId (Int32 value) noexcept

SideReq::Enum	side () const noexcept

ThisType &	setSide (SideReq::Enum value) noexcept

UInt32	seqNum () const noexcept

ThisType &	setSeqNum (UInt32 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

UInt64	orderRequestId () const noexcept

ThisType &	setOrderRequestId (UInt64 value) noexcept

UInt64	sendingTimeEpoch () const noexcept

ThisType &	setSendingTimeEpoch (UInt64 value) noexcept

bool	stopPx (PRICE9 &value) const noexcept

ThisType &	setStopPx (PRICE9 value) noexcept

ThisType &	setStopPxToNull () noexcept

StrRef	location () const noexcept

ThisType &	setLocation (StrRef value) noexcept

bool	minQty (UInt32 &value) const noexcept

ThisType &	setMinQty (UInt32 value) noexcept

ThisType &	setMinQtyToNull () noexcept

bool	displayQty (UInt32 &value) const noexcept

ThisType &	setDisplayQty (UInt32 value) noexcept

ThisType &	setDisplayQtyToNull () noexcept

bool	expireDate (Timestamp &value) const noexcept

ThisType &	setExpireDate (Timestamp value) noexcept

ThisType &	setExpireDateToNull () noexcept

OrderTypeReq::Enum	ordType () const noexcept

ThisType &	setOrdType (OrderTypeReq::Enum value) noexcept

bool	timeInForce (TimeInForce::Enum &value) const noexcept

ThisType &	setTimeInForce (TimeInForce::Enum value) noexcept

ThisType &	setTimeInForceToNull () noexcept

ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept

ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum 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	discretionPrice (PRICE9 &value) const noexcept

ThisType &	setDiscretionPrice (PRICE9 value) noexcept

ThisType &	setDiscretionPriceToNull () noexcept

bool	reservationPrice (PRICE9 &value) const noexcept

ThisType &	setReservationPrice (PRICE9 value) noexcept

ThisType &	setReservationPriceToNull () noexcept

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) 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 4749 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 4754 of file Messages.h.

typedef NewOrderSingle514 ThisType

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 ( )

default

Initializes a blank instance.

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 5658 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 5624 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 5633 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 5546 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 )

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 5523 of file Messages.h.

ThisType& setReservationPriceToNull ( )

inlinenoexcept

Definition at line 5532 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 5645 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:

OnixS/CME/iLink3/messaging/Messages.h
OnixS/CME/iLink3/messaging/MessageSerialization.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation