OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.9
API Documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
OrderCancelReplaceRequest515 Struct Reference

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

Public Types

enum  { TemplateId = 515 }
 
typedef SchemaTraits Schema
 
typedef OrderCancelReplaceRequest515 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 OrderCancelReplaceRequest515 ()=default
 
 OrderCancelReplaceRequest515 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 OrderCancelReplaceRequest515 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 OrderCancelReplaceRequest515 (void *data, EncodedLength length, NoInit)
 
 OrderCancelReplaceRequest515 (const SbeMessage &message)
 
 OrderCancelReplaceRequest515 (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
 
bool orderId (UInt64 &value) const noexcept
 
ThisType & setOrderId (UInt64 value) noexcept
 
ThisType & setOrderIdToNull () noexcept
 
bool stopPx (PRICE9 &value) const noexcept
 
ThisType & setStopPx (PRICE9 value) noexcept
 
ThisType & setStopPxToNull () noexcept
 
UInt64 orderRequestId () const noexcept
 
ThisType & setOrderRequestId (UInt64 value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisType & setSendingTimeEpoch (UInt64 value) 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
 
OFMOverrideReq::Enum ofmOverride () const noexcept
 
ThisType & setOfmOverride (OFMOverrideReq::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
 
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 5688 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 5693 of file Messages.h.

typedef OrderCancelReplaceRequest515 ThisType

This type alias.

Definition at line 5696 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 5699 of file Messages.h.

Constructor & Destructor Documentation

OrderCancelReplaceRequest515 ( )
default

Initializes a blank instance.

OrderCancelReplaceRequest515 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 5705 of file Messages.h.

OrderCancelReplaceRequest515 ( 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 5720 of file Messages.h.

OrderCancelReplaceRequest515 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 5734 of file Messages.h.

OrderCancelReplaceRequest515 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 5745 of file Messages.h.

OrderCancelReplaceRequest515 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 5756 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 6519 of file Messages.h.

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

Definition at line 6619 of file Messages.h.

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

Definition at line 6585 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 5924 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 6473 of file Messages.h.

bool displayQty ( UInt32 &  value) const
inlinenoexcept

Maximum number of shares or contracts within an order to be shown on the match engine at any given time.

Definition at line 6140 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 6319 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 6343 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 6174 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 6594 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 6545 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 6533 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 6376 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 6087 of file Messages.h.

bool managedOrder ( BooleanNULL::Enum &  value) const
inlinenoexcept

Boolean: flags a managed order.

Definition at line 6407 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 6266 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 6507 of file Messages.h.

bool minQty ( UInt32 &  value) const
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 6110 of file Messages.h.

OFMOverrideReq::Enum ofmOverride ( ) const
inlinenoexcept

Flag indicating whether the order quantity stipulated on replace request should be entered into the market as stated without reduction for any fills that have occurred.

Also once enabled in the order chain it cannot be disabled.

Definition at line 6292 of file Messages.h.

bool orderId ( UInt64 &  value) const
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Uniqueness is guaranteed within a single trading day across all instruments.

Definition at line 5978 of file Messages.h.

UInt32 orderQty ( ) const
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 5802 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 6042 of file Messages.h.

OrderTypeReq::Enum ordType ( ) const
inlinenoexcept

Order type.

Definition at line 6216 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 5954 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 5772 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 6561 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 6554 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 5823 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 5890 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 6065 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 5864 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 5940 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 6484 of file Messages.h.

ThisType& setDiscretionPriceToNull ( )
inlinenoexcept

Definition at line 6493 of file Messages.h.

ThisType& setDisplayQty ( UInt32  value)
inlinenoexcept

Maximum number of shares or contracts within an order to be shown on the match engine at any given time.

Definition at line 6150 of file Messages.h.

ThisType& setDisplayQtyToNull ( )
inlinenoexcept

Definition at line 6159 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 6330 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 6354 of file Messages.h.

ThisType& setExecutionModeToNull ( )
inlinenoexcept

Definition at line 6363 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 6196 of file Messages.h.

ThisType& setExpireDateToNull ( )
inlinenoexcept

Definition at line 6205 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 6387 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 6396 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 6098 of file Messages.h.

ThisType& setManagedOrder ( BooleanNULL::Enum  value)
inlinenoexcept

Boolean: flags a managed order.

Definition at line 6416 of file Messages.h.

ThisType& setManagedOrderToNull ( )
inlinenoexcept

Definition at line 6425 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 6277 of file Messages.h.

ThisType& setMinQty ( UInt32  value)
inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 6119 of file Messages.h.

ThisType& setMinQtyToNull ( )
inlinenoexcept

Definition at line 6128 of file Messages.h.

ThisType& setOfmOverride ( OFMOverrideReq::Enum  value)
inlinenoexcept

Flag indicating whether the order quantity stipulated on replace request should be entered into the market as stated without reduction for any fills that have occurred.

Also once enabled in the order chain it cannot be disabled.

Definition at line 6305 of file Messages.h.

ThisType& setOrderId ( UInt64  value)
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Uniqueness is guaranteed within a single trading day across all instruments.

Definition at line 5989 of file Messages.h.

ThisType& setOrderIdToNull ( )
inlinenoexcept

Definition at line 5998 of file Messages.h.

ThisType& setOrderQty ( UInt32  value)
inlinenoexcept

Number of shares or contracts ordered.

Definition at line 5811 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 6053 of file Messages.h.

ThisType& setOrdType ( OrderTypeReq::Enum  value)
inlinenoexcept

Order type.

Definition at line 6225 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 5965 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 5782 of file Messages.h.

ThisType& setPriceToNull ( )
inlinenoexcept

Definition at line 5791 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 5833 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 5906 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 6075 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 5873 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.

Definition at line 6450 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 6460 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value)
inlinenoexcept

Side of order.

Definition at line 5853 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 6020 of file Messages.h.

ThisType& setStopPxToNull ( )
inlinenoexcept

Definition at line 6029 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 6245 of file Messages.h.

ThisType& setTimeInForceToNull ( )
inlinenoexcept

Definition at line 6254 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.

Definition at line 6438 of file Messages.h.

SideReq::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 5844 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 6010 of file Messages.h.

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

Definition at line 6606 of file Messages.h.

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

Specifies how long the order remains in effect.

Definition at line 6236 of file Messages.h.

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

Definition at line 663 of file MessageSerialization.h.

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