Public Types
enum
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 (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) 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 5462 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 5467 of file Messages.h.

◆ ThisType

typedef OrderCancelReplaceRequest515 ThisType

This type alias.

Definition at line 5470 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	515

Definition at line 5473 of file Messages.h.

Constructor & Destructor Documentation

◆ OrderCancelReplaceRequest515() [1/6]

OrderCancelReplaceRequest515 ( )

default

Initializes a blank instance.

◆ OrderCancelReplaceRequest515() [2/6]

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

inline

Initializes an instance over the given memory block.

Definition at line 5479 of file Messages.h.

◆ OrderCancelReplaceRequest515() [3/6]

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 5494 of file Messages.h.

◆ OrderCancelReplaceRequest515() [4/6]

OrderCancelReplaceRequest515	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 5508 of file Messages.h.

◆ OrderCancelReplaceRequest515() [5/6]

OrderCancelReplaceRequest515 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 5519 of file Messages.h.

◆ OrderCancelReplaceRequest515() [6/6]

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 5530 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 6227 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 6321 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 6289 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 5684 of file Messages.h.

◆ discretionPrice()

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 6185 of file Messages.h.

◆ displayQty()

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 5881 of file Messages.h.

◆ execInst()

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 6045 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); default behavior when absent is aggressive.

Definition at line 6067 of file Messages.h.

◆ expireDate()

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 5912 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 6298 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 6252 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 6240 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 6097 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 5833 of file Messages.h.

◆ managedOrder()

bool managedOrder ( BooleanNULL::Enum & value ) const

inlinenoexcept

Boolean: flags a managed order.

Definition at line 6125 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 5996 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 6216 of file Messages.h.

◆ minQty()

bool minQty ( UInt32 & value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 5854 of file Messages.h.

◆ ofmOverride()

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 6020 of file Messages.h.

◆ orderId()

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 5734 of file Messages.h.

◆ orderQty()

UInt32 orderQty ( ) const

inlinenoexcept

Number of shares or contracts ordered.

Definition at line 5572 of file Messages.h.

◆ orderRequestId()

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 5792 of file Messages.h.

◆ ordType()

OrderTypeReq::Enum ordType ( ) const

inlinenoexcept

Order type.

Definition at line 5951 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 5712 of file Messages.h.

◆ price()

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 5545 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 6266 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 6260 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Security ID as defined by CME.

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

Definition at line 5591 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 5652 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 5813 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 5628 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 5699 of file Messages.h.

◆ setDiscretionPrice()

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 6195 of file Messages.h.

◆ setDiscretionPriceToNull()

ThisType & setDiscretionPriceToNull ( )

inlinenoexcept

Definition at line 6203 of file Messages.h.

◆ setDisplayQty()

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 5890 of file Messages.h.

◆ setDisplayQtyToNull()

ThisType & setDisplayQtyToNull ( )

inlinenoexcept

Definition at line 5898 of file Messages.h.

◆ setExecInst()

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 6055 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); default behavior when absent is aggressive.

Definition at line 6077 of file Messages.h.

◆ setExecutionModeToNull()

ThisType & setExecutionModeToNull ( )

inlinenoexcept

Definition at line 6085 of file Messages.h.

◆ setExpireDate()

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 5933 of file Messages.h.

◆ setExpireDateToNull()

ThisType & setExpireDateToNull ( )

inlinenoexcept

Definition at line 5941 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 6107 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 6115 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 5843 of file Messages.h.

◆ setManagedOrder()

ThisType & setManagedOrder ( BooleanNULL::Enum value )

inlinenoexcept

Boolean: flags a managed order.

Definition at line 6133 of file Messages.h.

◆ setManagedOrderToNull()

ThisType & setManagedOrderToNull ( )

inlinenoexcept

Definition at line 6141 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Definition at line 6006 of file Messages.h.

◆ setMinQty()

ThisType & setMinQty ( UInt32 value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 5862 of file Messages.h.

◆ setMinQtyToNull()

ThisType & setMinQtyToNull ( )

inlinenoexcept

Definition at line 5870 of file Messages.h.

◆ setOfmOverride()

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 6032 of file Messages.h.

◆ setOrderId()

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 5744 of file Messages.h.

◆ setOrderIdToNull()

ThisType & setOrderIdToNull ( )

inlinenoexcept

Definition at line 5752 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( UInt32 value )

inlinenoexcept

Number of shares or contracts ordered.

Definition at line 5580 of file Messages.h.

◆ setOrderRequestId()

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 5802 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( OrderTypeReq::Enum value )

inlinenoexcept

Order type.

Definition at line 5959 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 5722 of file Messages.h.

◆ setPrice()

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 5554 of file Messages.h.

◆ setPriceToNull()

ThisType & setPriceToNull ( )

inlinenoexcept

Definition at line 5562 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Security ID as defined by CME.

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

Definition at line 5600 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 5667 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 5822 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 5636 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.

Definition at line 6164 of file Messages.h.

◆ setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 6173 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value )

inlinenoexcept

Side of order.

Definition at line 5618 of file Messages.h.

◆ setStopPx()

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 5772 of file Messages.h.

◆ setStopPxToNull()

ThisType & setStopPxToNull ( )

inlinenoexcept

Definition at line 5780 of file Messages.h.

◆ setTimeInForce()

ThisType & setTimeInForce ( TimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 5977 of file Messages.h.

◆ setTimeInForceToNull()

ThisType & setTimeInForceToNull ( )

inlinenoexcept

Definition at line 5985 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.

Definition at line 6153 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 5610 of file Messages.h.

◆ stopPx()

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 5763 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 6309 of file Messages.h.

◆ timeInForce()

bool timeInForce ( TimeInForce::Enum & value ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 5969 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 663 of file MessageSerialization.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ OrderCancelReplaceRequest515() [1/6]

◆ OrderCancelReplaceRequest515() [2/6]

◆ OrderCancelReplaceRequest515() [3/6]

◆ OrderCancelReplaceRequest515() [4/6]

◆ OrderCancelReplaceRequest515() [5/6]

◆ OrderCancelReplaceRequest515() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ clOrdId()

◆ discretionPrice()

◆ displayQty()

◆ execInst()

◆ executionMode()

◆ expireDate()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ liquidityFlag()

◆ location()

◆ managedOrder()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ minQty()

◆ ofmOverride()

◆ orderId()

◆ orderQty()

◆ orderRequestId()

◆ ordType()

◆ partyDetailsListReqId()

◆ price()

◆ reset()

◆ resetVariableFields()

◆ securityId()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setClOrdId()

◆ setDiscretionPrice()

◆ setDiscretionPriceToNull()

◆ setDisplayQty()

◆ setDisplayQtyToNull()

◆ setExecInst()

◆ setExecutionMode()

◆ setExecutionModeToNull()

◆ setExpireDate()

◆ setExpireDateToNull()

◆ setLiquidityFlag()

◆ setLiquidityFlagToNull()

◆ setLocation()

◆ setManagedOrder()

◆ setManagedOrderToNull()

◆ setManualOrderIndicator()

◆ setMinQty()

◆ setMinQtyToNull()

◆ setOfmOverride()

◆ setOrderId()

◆ setOrderIdToNull()

◆ setOrderQty()

◆ setOrderRequestId()

◆ setOrdType()

◆ setPartyDetailsListReqId()

◆ setPrice()

◆ setPriceToNull()

◆ setSecurityId()

◆ setSenderId()

◆ setSendingTimeEpoch()

◆ setSeqNum()