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OnixS Euronext CCG Binary Trading Handler for C++
1.16.0.0
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OnixS Euronext CCG Binary Trading Handler for C++
1.16.0.0
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The Execution Report message is used in response to order and fill related client messages. More...
Public Types | |
| enum | { MinNoLegs = 0, MaxNoLegs = 32 } |
Public Member Functions | |
| ExecutionReport () | |
| Constructor. | |
| ExecutionReport (const ExecutionReport &) | |
| Copy constructor. | |
| ~ExecutionReport () | |
| Destructor. | |
| ExecutionReport & | operator= (const ExecutionReport &) |
| Assignment. | |
| SequenceNumber | messageSequenceNumber () const |
| Get internal sequence number. | |
| OrderId | orderId () const |
| Get exchange Order ID. | |
| TradeId | tradeId () const |
| Get trade ID for matched orders. | |
| ExecId | execId () const |
| Get message ID. | |
| ClientOrderId | clOrdId () const |
| Get client order or client request ID. | |
| ClientOrderId | origClOrdId () const |
| Get client Order ID of the order to be cancelled or revised. | |
| ClientOrderId | crossId () const |
| Get client's new order cross ID. | |
| ClientOrderId | listId () const |
| Get unique client identifier for this orders that are submitted or revised in a list. | |
| TimeDuration | transactTime () const |
| Get transaction time. | |
| ClientOrderId | clOrdLinkId () const |
| Get numeric identifier created by the ISV, used to group together the two component legs that make up an Asset Allocation. | |
| CCG::Price | lastPx () const |
| Get order fill price (required if ExecType = Trade or TradeCorrect) | |
| CCG::Price | price () const |
| Get order price in system ticks. | |
| CCG::Price | stopPx () const |
| Get stop order trigger price (for future use) | |
| ReturnCode::Enum | returnCode () const |
| Exchange response status. | |
| Date | expireDate () const |
| Get expiry date of a GTD order. | |
| Quantity | cumQty () const |
| Get number of filled lots. | |
| Quantity | lastQty () const |
| Get order fill lots (for Trade Deletions this field contains the deleted quantity (this is a variation to the FIX standard)) | |
| Quantity | orderQty () const |
| Get total order quantity. | |
| Quantity | minQty () const |
| Get minimum volume. | |
| Quantity | leavesQty () const |
| Get remaining lots. | |
| SInt32 | qtyDelta () const |
| Get change in OrderQuantity as a result of either an Order Revision Request or Order Revision List message. | |
| ClientId | massStatusReqId () const |
| Get client ID for the Mass Status Request. | |
| LegPrice | otherLegLastPx () const |
| Get underlying cash leg price. For Basis and Against Actual trades only. | |
| RejectionReason::Enum | ordRejReason () const |
| Get order rejection reason. For use with ExecutionType = Rejected. | |
| ClearingInstruction::Enum | clearingInstruction () const |
| Get posting code for clearing. | |
| TradingSessionId::Enum | tradingSessionId () const |
| Get session identifier for the trade clearing (the FIX standard specifies that the usage of this field can be customised) | |
| CustomerOrderCapacity::Enum | custOrderCapacity () const |
| Get type of customer trading. | |
| PartyRole::Enum | partyRole () const |
| Get member or trader allocation (defines value in PartyID) | |
| const String & | execRefId () const |
| Get the ExecID for a Trade Fill for which this is the correction. | |
| const String & | origCompId () const |
| This is only present in messages that are sent to the Drop Copy server and specifies the ITM to whom the original execution report was sent. | |
| bool | lastRptRequested () const |
| Last message in response to a request. | |
| const String & | text () const |
| Get message from the Exchange. | |
| const String & | secondaryClOrdId () const |
| Get traders' reference. | |
| SecurityIdSource::Enum | securityIdSource () const |
| Get security ID source. | |
| const String & | securityId () const |
| Get security ID. | |
| const String & | account () const |
| Get additional client identifier. | |
| const String & | packageId () const |
| Get trade package identifier. | |
| const String & | secondaryOrderId () const |
| Get order ID that is sent to the clearing system. | |
| const String & | riskId () const |
| Get the Risk Manager's ITM. | |
| const String & | matchingCode () const |
| Get trade match password. | |
| const String & | tradeInputDevice () const |
| Get automatic order injection model. | |
| const String & | otherParty () const |
| Get ITM of the trader for the matching half trade submitted separately. | |
| OrderStatus::Enum | ordStatus () const |
| Get order status. | |
| OrderType::Enum | ordType () const |
| Get order type. | |
| Side::Enum | side () const |
| Get order side. | |
| TimeInForce::Enum | timeInForce () const |
| Get order duration. | |
| ExecType::Enum | execType () const |
| Get execution report type (OrderStatus identifies the current order status). | |
| OrderOrigin::Enum | orderOrigin () const |
| Get origin of the order. | |
| OrderCapacity::Enum | orderCapacity () const |
| Get ITM role on trade. | |
| TradeInputSource::Enum | tradeInputSource () const |
| Get automatic order injection indicator. | |
| AccountCode::Enum | accountCode () const |
| Get type of account. | |
| const String & | clientInfo () const |
| Get traders' free text. | |
| const String & | partyId () const |
| Get member (member mnemonic) or Trader (ITM) to whom an order is allocated. | |
| PostingAction::Enum | postingAction (UInt8 index) const |
| Get one of four character posting action code for the first 4 strategy legs. | |
| SecurityIdSource::Enum | otherLegSecurityIdSource () const |
| Get other leg security ID source. | |
| const String & | otherLegSecurityId () const |
| The AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade. | |
| const String & | otherLegReferenceNo () const |
| Get free text field that provides a identifying reference for the cash leg. For basis trades only. | |
| UInt8 | noLegs () const |
| Get number of legs. | |
| const ExecutionReportLegDetail & | leg (UInt8 index) const |
| Get leg at index. | |
| std::string | toString () const |
| Dump state to string. | |
| void | serialize (MessageSerializer &) |
| Serialize data (for internal use) | |
The Execution Report message is used in response to order and fill related client messages.
| bool lastRptRequested | ( | ) | const |
Last message in response to a request.
If the Execution Report is as a result of an action taken by a Risk Manager then this field will always be set to 'N'
| const String& otherLegSecurityId | ( | ) | const |
The AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade.
| SInt32 qtyDelta | ( | ) | const |
Get change in OrderQuantity as a result of either an Order Revision Request or Order Revision List message.
This value is positive if the OrderQty has increased and negative if it has decreased