Public Types
enum
typedef SchemaTraits	Schema
typedef ExecutionReport_Snapshot	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	ExecutionReport_Snapshot ()=default
	ExecutionReport_Snapshot (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	ExecutionReport_Snapshot (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	ExecutionReport_Snapshot (void *data, EncodedLength length, NoInit)
	ExecutionReport_Snapshot (const SbeMessage &message)
	ExecutionReport_Snapshot (void *data, EncodedLength length, NoInit, NoCheck) noexcept
auto	originatorUserId () const noexcept
ThisType &	originatorUserId (StrRef value) noexcept
auto	execId () const noexcept
ThisType &	execId (ChooseValueKind< OrderExecID > value) noexcept
auto	clOrdId () const noexcept
ThisType &	clOrdId (Int64 value) noexcept
auto	symbol () const noexcept
ThisType &	symbol (Int32 value) noexcept
auto	ordType () const noexcept
ThisType &	ordType (OrderTypeEnum value) noexcept
auto	side () const noexcept
ThisType &	side (SideEnum value) noexcept
auto	origOrderId () const noexcept
ThisType &	origOrderId (OriginalOrderID value) noexcept
ThisType &	origOrderId (NullOpt) noexcept
auto	maxShow () const noexcept
ThisType &	maxShow (Decimal9 value) noexcept
ThisType &	maxShow (NullOpt) noexcept
auto	leavesQty () const noexcept
ThisType &	leavesQty (Decimal9 value) noexcept
auto	cumQty () const noexcept
ThisType &	cumQty (Decimal9 value) noexcept
auto	price () const noexcept
ThisType &	price (Decimal9 value) noexcept
ThisType &	price (NullOpt) noexcept
auto	stopPx () const noexcept
ThisType &	stopPx (Decimal9 value) noexcept
ThisType &	stopPx (NullOpt) noexcept
auto	expireDate () const noexcept(dateToTimestamp::Nothrow)
ThisType &	expireDate (Timestamp value) noexcept(timestampToDate::Nothrow)
ThisType &	expireDate (NullOpt) noexcept
auto	timePriority () const noexcept(ticksToTimestamp::Nothrow)
ThisType &	timePriority (Timestamp value) noexcept(timestampToTicks::Nothrow)
auto	timeInForce () const noexcept
ThisType &	timeInForce (TimeInForceEnum value) noexcept
auto	orderStatus () const noexcept
ThisType &	orderStatus (OrderStatusEnum value) noexcept
ThisType &	orderStatus (NullOpt) noexcept
auto	orderState () const noexcept
ThisType &	orderState (OrderStateEnum value) noexcept
ThisType &	orderState (NullOpt) noexcept
auto	giveUpClearingFirm () const noexcept
ThisType &	giveUpClearingFirm (Int32NULL value) noexcept
ThisType &	giveUpClearingFirm (NullOpt) noexcept
auto	clearingFirm () const noexcept
ThisType &	clearingFirm (Int32NULL value) noexcept
ThisType &	clearingFirm (NullOpt) noexcept
auto	directElectronicAccess () const noexcept
ThisType &	directElectronicAccess (BooleanEnum value) noexcept
ThisType &	directElectronicAccess (NullOpt) noexcept
auto	tradingCapacity () const noexcept
ThisType &	tradingCapacity (TradingCapacityEnum value) noexcept
ThisType &	tradingCapacity (NullOpt) noexcept
auto	liquidityProvision () const noexcept
ThisType &	liquidityProvision (BooleanEnum value) noexcept
ThisType &	liquidityProvision (NullOpt) noexcept
auto	commodityDerivIndicator () const noexcept
ThisType &	commodityDerivIndicator (BooleanEnum value) noexcept
ThisType &	commodityDerivIndicator (NullOpt) noexcept
auto	investmentDecision () const noexcept
ThisType &	investmentDecision (Int64NULL value) noexcept
ThisType &	investmentDecision (NullOpt) noexcept
auto	executionDecision () const noexcept
ThisType &	executionDecision (Int64NULL value) noexcept
ThisType &	executionDecision (NullOpt) noexcept
auto	clientIdCode () const noexcept
ThisType &	clientIdCode (Int64NULL value) noexcept
ThisType &	clientIdCode (NullOpt) noexcept
auto	mifidId () const noexcept
ThisType &	mifidId (Int64NULL value) noexcept
ThisType &	mifidId (NullOpt) noexcept
auto	selfMatchPreventionId () const noexcept
ThisType &	selfMatchPreventionId (Int64NULL value) noexcept
ThisType &	selfMatchPreventionId (NullOpt) noexcept
auto	selfMatchPreventionInstruction () const noexcept
ThisType &	selfMatchPreventionInstruction (SelfMatchPreventionInstructionEnum value) noexcept
ThisType &	selfMatchPreventionInstruction (NullOpt) noexcept
auto	manualOrderIndicator () const noexcept
ThisType &	manualOrderIndicator (BooleanEnum value) noexcept
ThisType &	manualOrderIndicator (NullOpt) noexcept
auto	execInst () const noexcept
ThisType &	execInst (ExecInstEnum value) noexcept
ThisType &	execInst (NullOpt) noexcept
auto	custOrderHandlingInst () const noexcept
ThisType &	custOrderHandlingInst (CustOrderHandlingInstEnum value) noexcept
ThisType &	custOrderHandlingInst (NullOpt) noexcept
auto	positionEffect () const noexcept
ThisType &	positionEffect (PositionEffectEnum value) noexcept
ThisType &	positionEffect (NullOpt) noexcept
auto	allocHandlInst () const noexcept
ThisType &	allocHandlInst (AllocHandlInstEnum value) noexcept
ThisType &	allocHandlInst (NullOpt) noexcept
auto	clearingAccount () const noexcept
ThisType &	clearingAccount (StrRef value) noexcept
ThisType &	clearingAccount (NullOpt) noexcept
auto	customerAccountRefId () const noexcept
ThisType &	customerAccountRefId (StrRef value) noexcept
ThisType &	customerAccountRefId (NullOpt) noexcept
auto	memo () const noexcept
ThisType &	memo (StrRef value) noexcept
ThisType &	memo (NullOpt) noexcept
auto	allocationAccount () const noexcept
ThisType &	allocationAccount (StrRef value) noexcept
ThisType &	allocationAccount (NullOpt) noexcept
auto	onBehalfOfCompId () const noexcept
ThisType &	onBehalfOfCompId (StrRef value) noexcept
ThisType &	onBehalfOfCompId (NullOpt) noexcept
auto	onBehalfOfSubId () const noexcept
ThisType &	onBehalfOfSubId (StrRef value) noexcept
ThisType &	onBehalfOfSubId (NullOpt) noexcept
auto	onBehalfOfLocationId () const noexcept
ThisType &	onBehalfOfLocationId (StrRef value) noexcept
ThisType &	onBehalfOfLocationId (NullOpt) 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
	operator bool () const noexcept
MessageTemplateId	templateId () const noexcept
SchemaVersion	version () const noexcept
SchemaId	schemaId () const noexcept
SequenceId	sequenceId () const noexcept
SbeMessage &	sequenceId (SequenceId value) noexcept
Timestamp	sendTime () const noexcept
SbeMessage &	sendTime (Timestamp value) noexcept
HeaderFlags	headerFlags () const noexcept
SbeMessage &	headerFlags (HeaderFlags value) 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 >
ONIXS_ICEBOE_FORCEINLINE Messaging::SbeMessage &	container () noexcept
void	zeroPaddingBytes (MessageSize offset) noexcept
ONIXS_ICEBOE_FORCEINLINE void	setOrdinary (MessageSize offset, FieldValue value) noexcept
ONIXS_ICEBOE_FORCEINLINE void	setEnumeration (MessageSize offset, Enumeration value) noexcept
ONIXS_ICEBOE_FORCEINLINE 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)
template<typename DATA>
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>
ONIXS_ICEBOE_FORCEINLINE Group	getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
ONIXS_ICEBOE_FORCEINLINE Group	getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
ONIXS_ICEBOE_FORCEINLINE Group	constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
ONIXS_ICEBOE_FORCEINLINE 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
ONIXS_ICEBOE_FORCEINLINE Value	ordinary (MessageSize offset) const noexcept
ONIXS_ICEBOE_FORCEINLINE Enumeration	enumeration (MessageSize offset) const noexcept
ONIXS_ICEBOE_FORCEINLINE StrRef	fixedStr (MessageSize offset) const noexcept
ONIXS_ICEBOE_FORCEINLINE Value	decimal (MessageSize offset) const noexcept
ONIXS_ICEBOE_FORCEINLINE std::enable_if<!isComposite< typenameNullValue::Value >::value, SbeOptionalConverted< decltype(std::declval< Callable >()(std::declval< typenameArgType< Callable >::type >()))> >::type	convertible (MessageSize offset, OptionalTag) const noexcept(noexcept(Callable::Nothrow))
Protected Member Functions inherited from BinaryBlockBase
	~BinaryBlockBase ()=default
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 19358 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 19363 of file Messages.h.

◆ ThisType

typedef ExecutionReport_Snapshot ThisType

This type alias.

Definition at line 19366 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	152

Definition at line 19369 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionReport_Snapshot() [1/6]

ExecutionReport_Snapshot ( )

default

Initializes a blank instance.

◆ ExecutionReport_Snapshot() [2/6]

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

inline

Initializes an instance over the given memory block.

Definition at line 19375 of file Messages.h.

◆ ExecutionReport_Snapshot() [3/6]

ExecutionReport_Snapshot	(	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 19387 of file Messages.h.

◆ ExecutionReport_Snapshot() [4/6]

ExecutionReport_Snapshot	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 19397 of file Messages.h.

◆ ExecutionReport_Snapshot() [5/6]

ExecutionReport_Snapshot ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 19405 of file Messages.h.

◆ ExecutionReport_Snapshot() [6/6]

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 19415 of file Messages.h.

Member Function Documentation

◆ allocationAccount() [1/3]

auto allocationAccount ( ) const

inlinenoexcept

Provides access to allocationAccount field.

Definition at line 20316 of file Messages.h.

◆ allocationAccount() [2/3]

ThisType & allocationAccount ( NullOpt )

inlinenoexcept

Definition at line 20334 of file Messages.h.

◆ allocationAccount() [3/3]

ThisType & allocationAccount ( StrRef value )

inlinenoexcept

Provides access to allocationAccount field.

Definition at line 20325 of file Messages.h.

◆ allocHandlInst() [1/3]

auto allocHandlInst ( ) const

inlinenoexcept

Provides access to allocHandlInst field.

Definition at line 20203 of file Messages.h.

◆ allocHandlInst() [2/3]

ThisType & allocHandlInst ( AllocHandlInstEnum value )

inlinenoexcept

Provides access to allocHandlInst field.

Definition at line 20211 of file Messages.h.

◆ allocHandlInst() [3/3]

ThisType & allocHandlInst ( NullOpt )

inlinenoexcept

Definition at line 20219 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 20441 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 20547 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 20516 of file Messages.h.

◆ clearingAccount() [1/3]

auto clearingAccount ( ) const

inlinenoexcept

Provides access to clearingAccount field.

Definition at line 20229 of file Messages.h.

◆ clearingAccount() [2/3]

ThisType & clearingAccount ( NullOpt )

inlinenoexcept

Definition at line 20247 of file Messages.h.

◆ clearingAccount() [3/3]

ThisType & clearingAccount ( StrRef value )

inlinenoexcept

Provides access to clearingAccount field.

Definition at line 20238 of file Messages.h.

◆ clearingFirm() [1/3]

auto clearingFirm ( ) const

inlinenoexcept

int32NULL.

Definition at line 19813 of file Messages.h.

◆ clearingFirm() [2/3]

ThisType & clearingFirm ( Int32NULL value )

inlinenoexcept

int32NULL.

Definition at line 19821 of file Messages.h.

◆ clearingFirm() [3/3]

ThisType & clearingFirm ( NullOpt )

inlinenoexcept

Definition at line 19829 of file Messages.h.

◆ clientIdCode() [1/3]

auto clientIdCode ( ) const

inlinenoexcept

int64NULL.

Definition at line 19995 of file Messages.h.

◆ clientIdCode() [2/3]

ThisType & clientIdCode ( Int64NULL value )

inlinenoexcept

int64NULL.

Definition at line 20003 of file Messages.h.

◆ clientIdCode() [3/3]

ThisType & clientIdCode ( NullOpt )

inlinenoexcept

Definition at line 20011 of file Messages.h.

◆ clOrdId() [1/2]

auto clOrdId ( ) const

inlinenoexcept

Provides access to clOrdID field.

Definition at line 19463 of file Messages.h.

◆ clOrdId() [2/2]

ThisType & clOrdId ( Int64 value )

inlinenoexcept

Provides access to clOrdID field.

Definition at line 19471 of file Messages.h.

◆ commodityDerivIndicator() [1/3]

auto commodityDerivIndicator ( ) const

inlinenoexcept

uint8NULL.

Definition at line 19917 of file Messages.h.

◆ commodityDerivIndicator() [2/3]

ThisType & commodityDerivIndicator ( BooleanEnum value )

inlinenoexcept

uint8NULL.

Definition at line 19925 of file Messages.h.

◆ commodityDerivIndicator() [3/3]

ThisType & commodityDerivIndicator ( NullOpt )

inlinenoexcept

Definition at line 19933 of file Messages.h.

◆ cumQty() [1/2]

auto cumQty ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19605 of file Messages.h.

◆ cumQty() [2/2]

ThisType & cumQty ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19613 of file Messages.h.

◆ customerAccountRefId() [1/3]

auto customerAccountRefId ( ) const

inlinenoexcept

Provides access to customerAccountRefID field.

Definition at line 20258 of file Messages.h.

◆ customerAccountRefId() [2/3]

ThisType & customerAccountRefId ( NullOpt )

inlinenoexcept

Definition at line 20276 of file Messages.h.

◆ customerAccountRefId() [3/3]

ThisType & customerAccountRefId ( StrRef value )

inlinenoexcept

Provides access to customerAccountRefID field.

Definition at line 20267 of file Messages.h.

◆ custOrderHandlingInst() [1/3]

auto custOrderHandlingInst ( ) const

inlinenoexcept

Provides access to custOrderHandlingInst field.

Definition at line 20151 of file Messages.h.

◆ custOrderHandlingInst() [2/3]

ThisType & custOrderHandlingInst ( CustOrderHandlingInstEnum value )

inlinenoexcept

Provides access to custOrderHandlingInst field.

Definition at line 20159 of file Messages.h.

◆ custOrderHandlingInst() [3/3]

ThisType & custOrderHandlingInst ( NullOpt )

inlinenoexcept

Definition at line 20167 of file Messages.h.

◆ directElectronicAccess() [1/3]

auto directElectronicAccess ( ) const

inlinenoexcept

uint8NULL.

Definition at line 19839 of file Messages.h.

◆ directElectronicAccess() [2/3]

ThisType & directElectronicAccess ( BooleanEnum value )

inlinenoexcept

uint8NULL.

Definition at line 19847 of file Messages.h.

◆ directElectronicAccess() [3/3]

ThisType & directElectronicAccess ( NullOpt )

inlinenoexcept

Definition at line 19855 of file Messages.h.

◆ execId() [1/2]

auto execId ( ) const

inlinenoexcept

Provides access to execID field.

Definition at line 19445 of file Messages.h.

◆ execId() [2/2]

ThisType & execId ( ChooseValueKind< OrderExecID > value )

inlinenoexcept

Provides access to execID field.

Definition at line 19453 of file Messages.h.

◆ execInst() [1/3]

auto execInst ( ) const

inlinenoexcept

Provides access to execInst field.

Definition at line 20125 of file Messages.h.

◆ execInst() [2/3]

ThisType & execInst ( ExecInstEnum value )

inlinenoexcept

Provides access to execInst field.

Definition at line 20133 of file Messages.h.

◆ execInst() [3/3]

ThisType & execInst ( NullOpt )

inlinenoexcept

Definition at line 20141 of file Messages.h.

◆ executionDecision() [1/3]

auto executionDecision ( ) const

inlinenoexcept

int64NULL.

Definition at line 19969 of file Messages.h.

◆ executionDecision() [2/3]

ThisType & executionDecision ( Int64NULL value )

inlinenoexcept

int64NULL.

Definition at line 19977 of file Messages.h.

◆ executionDecision() [3/3]

ThisType & executionDecision ( NullOpt )

inlinenoexcept

Definition at line 19985 of file Messages.h.

◆ expireDate() [1/3]

auto expireDate ( ) const

inlinenoexcept

UTC days since Unix epoch (January 1st, 1970).

Definition at line 19675 of file Messages.h.

◆ expireDate() [2/3]

ThisType & expireDate ( NullOpt )

inlinenoexcept

Definition at line 19690 of file Messages.h.

◆ expireDate() [3/3]

ThisType & expireDate ( Timestamp value )

inlinenoexcept

UTC days since Unix epoch (January 1st, 1970).

Definition at line 19682 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 20524 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 20461 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 20451 of file Messages.h.

◆ giveUpClearingFirm() [1/3]

auto giveUpClearingFirm ( ) const

inlinenoexcept

int32NULL.

Definition at line 19787 of file Messages.h.

◆ giveUpClearingFirm() [2/3]

ThisType & giveUpClearingFirm ( Int32NULL value )

inlinenoexcept

int32NULL.

Definition at line 19795 of file Messages.h.

◆ giveUpClearingFirm() [3/3]

ThisType & giveUpClearingFirm ( NullOpt )

inlinenoexcept

Definition at line 19803 of file Messages.h.

◆ investmentDecision() [1/3]

auto investmentDecision ( ) const

inlinenoexcept

int64NULL.

Definition at line 19943 of file Messages.h.

◆ investmentDecision() [2/3]

ThisType & investmentDecision ( Int64NULL value )

inlinenoexcept

int64NULL.

Definition at line 19951 of file Messages.h.

◆ investmentDecision() [3/3]

ThisType & investmentDecision ( NullOpt )

inlinenoexcept

Definition at line 19959 of file Messages.h.

◆ leavesQty() [1/2]

auto leavesQty ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19587 of file Messages.h.

◆ leavesQty() [2/2]

ThisType & leavesQty ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19595 of file Messages.h.

◆ liquidityProvision() [1/3]

auto liquidityProvision ( ) const

inlinenoexcept

uint8NULL.

Definition at line 19891 of file Messages.h.

◆ liquidityProvision() [2/3]

ThisType & liquidityProvision ( BooleanEnum value )

inlinenoexcept

uint8NULL.

Definition at line 19899 of file Messages.h.

◆ liquidityProvision() [3/3]

ThisType & liquidityProvision ( NullOpt )

inlinenoexcept

Definition at line 19907 of file Messages.h.

◆ manualOrderIndicator() [1/3]

auto manualOrderIndicator ( ) const

inlinenoexcept

uint8NULL.

Definition at line 20099 of file Messages.h.

◆ manualOrderIndicator() [2/3]

ThisType & manualOrderIndicator ( BooleanEnum value )

inlinenoexcept

uint8NULL.

Definition at line 20107 of file Messages.h.

◆ manualOrderIndicator() [3/3]

ThisType & manualOrderIndicator ( NullOpt )

inlinenoexcept

Definition at line 20115 of file Messages.h.

◆ maxShow() [1/3]

auto maxShow ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19561 of file Messages.h.

◆ maxShow() [2/3]

ThisType & maxShow ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19569 of file Messages.h.

◆ maxShow() [3/3]

ThisType & maxShow ( NullOpt )

inlinenoexcept

Definition at line 19577 of file Messages.h.

◆ memo() [1/3]

auto memo ( ) const

inlinenoexcept

Provides access to memo field.

Definition at line 20287 of file Messages.h.

◆ memo() [2/3]

ThisType & memo ( NullOpt )

inlinenoexcept

Definition at line 20305 of file Messages.h.

◆ memo() [3/3]

ThisType & memo ( StrRef value )

inlinenoexcept

Provides access to memo field.

Definition at line 20296 of file Messages.h.

◆ mifidId() [1/3]

auto mifidId ( ) const

inlinenoexcept

int64NULL.

Definition at line 20021 of file Messages.h.

◆ mifidId() [2/3]

ThisType & mifidId ( Int64NULL value )

inlinenoexcept

int64NULL.

Definition at line 20029 of file Messages.h.

◆ mifidId() [3/3]

ThisType & mifidId ( NullOpt )

inlinenoexcept

Definition at line 20037 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 20432 of file Messages.h.

◆ onBehalfOfCompId() [1/3]

auto onBehalfOfCompId ( ) const

inlinenoexcept

Provides access to onBehalfOfCompId field.

Definition at line 20345 of file Messages.h.

◆ onBehalfOfCompId() [2/3]

ThisType & onBehalfOfCompId ( NullOpt )

inlinenoexcept

Definition at line 20363 of file Messages.h.

◆ onBehalfOfCompId() [3/3]

ThisType & onBehalfOfCompId ( StrRef value )

inlinenoexcept

Provides access to onBehalfOfCompId field.

Definition at line 20354 of file Messages.h.

◆ onBehalfOfLocationId() [1/3]

auto onBehalfOfLocationId ( ) const

inlinenoexcept

Provides access to onBehalfOfLocationID field.

Definition at line 20403 of file Messages.h.

◆ onBehalfOfLocationId() [2/3]

ThisType & onBehalfOfLocationId ( NullOpt )

inlinenoexcept

Definition at line 20421 of file Messages.h.

◆ onBehalfOfLocationId() [3/3]

ThisType & onBehalfOfLocationId ( StrRef value )

inlinenoexcept

Provides access to onBehalfOfLocationID field.

Definition at line 20412 of file Messages.h.

◆ onBehalfOfSubId() [1/3]

auto onBehalfOfSubId ( ) const

inlinenoexcept

Provides access to onBehalfOfSubID field.

Definition at line 20374 of file Messages.h.

◆ onBehalfOfSubId() [2/3]

ThisType & onBehalfOfSubId ( NullOpt )

inlinenoexcept

Definition at line 20392 of file Messages.h.

◆ onBehalfOfSubId() [3/3]

ThisType & onBehalfOfSubId ( StrRef value )

inlinenoexcept

Provides access to onBehalfOfSubID field.

Definition at line 20383 of file Messages.h.

◆ orderState() [1/3]

auto orderState ( ) const

inlinenoexcept

uint8NULL.

Definition at line 19761 of file Messages.h.

◆ orderState() [2/3]

ThisType & orderState ( NullOpt )

inlinenoexcept

Definition at line 19777 of file Messages.h.

◆ orderState() [3/3]

ThisType & orderState ( OrderStateEnum value )

inlinenoexcept

uint8NULL.

Definition at line 19769 of file Messages.h.

◆ orderStatus() [1/3]

auto orderStatus ( ) const

inlinenoexcept

uint8NULL.

Definition at line 19735 of file Messages.h.

◆ orderStatus() [2/3]

ThisType & orderStatus ( NullOpt )

inlinenoexcept

Definition at line 19751 of file Messages.h.

◆ orderStatus() [3/3]

ThisType & orderStatus ( OrderStatusEnum value )

inlinenoexcept

uint8NULL.

Definition at line 19743 of file Messages.h.

◆ ordType() [1/2]

auto ordType ( ) const

inlinenoexcept

Provides access to ordType field.

Definition at line 19499 of file Messages.h.

◆ ordType() [2/2]

ThisType & ordType ( OrderTypeEnum value )

inlinenoexcept

Provides access to ordType field.

Definition at line 19507 of file Messages.h.

◆ originatorUserId() [1/2]

auto originatorUserId ( ) const

inlinenoexcept

Provides access to originatorUserID field.

Definition at line 19425 of file Messages.h.

◆ originatorUserId() [2/2]

ThisType & originatorUserId ( StrRef value )

inlinenoexcept

Provides access to originatorUserID field.

Definition at line 19434 of file Messages.h.

◆ origOrderId() [1/3]

auto origOrderId ( ) const

inlinenoexcept

Provides access to origOrderID field.

Definition at line 19535 of file Messages.h.

◆ origOrderId() [2/3]

ThisType & origOrderId ( NullOpt )

inlinenoexcept

Definition at line 19551 of file Messages.h.

◆ origOrderId() [3/3]

ThisType & origOrderId ( OriginalOrderID value )

inlinenoexcept

Provides access to origOrderID field.

Definition at line 19543 of file Messages.h.

◆ positionEffect() [1/3]

auto positionEffect ( ) const

inlinenoexcept

Provides access to positionEffect field.

Definition at line 20177 of file Messages.h.

◆ positionEffect() [2/3]

ThisType & positionEffect ( NullOpt )

inlinenoexcept

Definition at line 20193 of file Messages.h.

◆ positionEffect() [3/3]

ThisType & positionEffect ( PositionEffectEnum value )

inlinenoexcept

Provides access to positionEffect field.

Definition at line 20185 of file Messages.h.

◆ price() [1/3]

auto price ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19623 of file Messages.h.

◆ price() [2/3]

ThisType & price ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19631 of file Messages.h.

◆ price() [3/3]

ThisType & price ( NullOpt )

inlinenoexcept

Definition at line 19639 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 20475 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 20469 of file Messages.h.

◆ selfMatchPreventionId() [1/3]

auto selfMatchPreventionId ( ) const

inlinenoexcept

int64NULL.

Definition at line 20047 of file Messages.h.

◆ selfMatchPreventionId() [2/3]

ThisType & selfMatchPreventionId ( Int64NULL value )

inlinenoexcept

int64NULL.

Definition at line 20055 of file Messages.h.

◆ selfMatchPreventionId() [3/3]

ThisType & selfMatchPreventionId ( NullOpt )

inlinenoexcept

Definition at line 20063 of file Messages.h.

◆ selfMatchPreventionInstruction() [1/3]

auto selfMatchPreventionInstruction ( ) const

inlinenoexcept

Provides access to selfMatchPreventionInstruction field.

Definition at line 20073 of file Messages.h.

◆ selfMatchPreventionInstruction() [2/3]

ThisType & selfMatchPreventionInstruction ( NullOpt )

inlinenoexcept

Definition at line 20089 of file Messages.h.

◆ selfMatchPreventionInstruction() [3/3]

ThisType & selfMatchPreventionInstruction ( SelfMatchPreventionInstructionEnum value )

inlinenoexcept

Provides access to selfMatchPreventionInstruction field.

Definition at line 20081 of file Messages.h.

◆ side() [1/2]

auto side ( ) const

inlinenoexcept

Provides access to side field.

Definition at line 19517 of file Messages.h.

◆ side() [2/2]

ThisType & side ( SideEnum value )

inlinenoexcept

Provides access to side field.

Definition at line 19525 of file Messages.h.

◆ stopPx() [1/3]

auto stopPx ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19649 of file Messages.h.

◆ stopPx() [2/3]

ThisType & stopPx ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 19657 of file Messages.h.

◆ stopPx() [3/3]

ThisType & stopPx ( NullOpt )

inlinenoexcept

Definition at line 19665 of file Messages.h.

◆ symbol() [1/2]

auto symbol ( ) const

inlinenoexcept

Provides access to symbol field.

Definition at line 19481 of file Messages.h.

◆ symbol() [2/2]

ThisType & symbol ( Int32 value )

inlinenoexcept

Provides access to symbol field.

Definition at line 19489 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 20535 of file Messages.h.

◆ timeInForce() [1/2]

auto timeInForce ( ) const

inlinenoexcept

Provides access to timeInForce field.

Definition at line 19717 of file Messages.h.

◆ timeInForce() [2/2]

ThisType & timeInForce ( TimeInForceEnum value )

inlinenoexcept

Provides access to timeInForce field.

Definition at line 19725 of file Messages.h.

◆ timePriority() [1/2]

auto timePriority ( ) const

inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 19700 of file Messages.h.

◆ timePriority() [2/2]

ThisType & timePriority ( Timestamp value )

inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 19707 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 1664 of file MessageSerialization.h.

◆ tradingCapacity() [1/3]

auto tradingCapacity ( ) const

inlinenoexcept

uint8NULL.

Definition at line 19865 of file Messages.h.

◆ tradingCapacity() [2/3]

ThisType & tradingCapacity ( NullOpt )

inlinenoexcept

Definition at line 19881 of file Messages.h.

◆ tradingCapacity() [3/3]

ThisType & tradingCapacity ( TradingCapacityEnum value )

inlinenoexcept

uint8NULL.

Definition at line 19873 of file Messages.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

◆ ExecutionReport_Snapshot() [1/6]

◆ ExecutionReport_Snapshot() [2/6]

◆ ExecutionReport_Snapshot() [3/6]

◆ ExecutionReport_Snapshot() [4/6]

◆ ExecutionReport_Snapshot() [5/6]

◆ ExecutionReport_Snapshot() [6/6]

Member Function Documentation

◆ allocationAccount() [1/3]

◆ allocationAccount() [2/3]

◆ allocationAccount() [3/3]

◆ allocHandlInst() [1/3]

◆ allocHandlInst() [2/3]

◆ allocHandlInst() [3/3]

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ clearingAccount() [1/3]

◆ clearingAccount() [2/3]

◆ clearingAccount() [3/3]

◆ clearingFirm() [1/3]

◆ clearingFirm() [2/3]

◆ clearingFirm() [3/3]

◆ clientIdCode() [1/3]

◆ clientIdCode() [2/3]

◆ clientIdCode() [3/3]

◆ clOrdId() [1/2]

◆ clOrdId() [2/2]

◆ commodityDerivIndicator() [1/3]

◆ commodityDerivIndicator() [2/3]

◆ commodityDerivIndicator() [3/3]

◆ cumQty() [1/2]

◆ cumQty() [2/2]

◆ customerAccountRefId() [1/3]

◆ customerAccountRefId() [2/3]

◆ customerAccountRefId() [3/3]

◆ custOrderHandlingInst() [1/3]

◆ custOrderHandlingInst() [2/3]

◆ custOrderHandlingInst() [3/3]

◆ directElectronicAccess() [1/3]

◆ directElectronicAccess() [2/3]

◆ directElectronicAccess() [3/3]

◆ execId() [1/2]

◆ execId() [2/2]

◆ execInst() [1/3]

◆ execInst() [2/3]

◆ execInst() [3/3]

◆ executionDecision() [1/3]

◆ executionDecision() [2/3]

◆ executionDecision() [3/3]

◆ expireDate() [1/3]

◆ expireDate() [2/3]

◆ expireDate() [3/3]

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ giveUpClearingFirm() [1/3]

◆ giveUpClearingFirm() [2/3]

◆ giveUpClearingFirm() [3/3]

◆ investmentDecision() [1/3]

◆ investmentDecision() [2/3]

◆ investmentDecision() [3/3]

◆ leavesQty() [1/2]

◆ leavesQty() [2/2]

◆ liquidityProvision() [1/3]

◆ liquidityProvision() [2/3]

◆ liquidityProvision() [3/3]

◆ manualOrderIndicator() [1/3]

◆ manualOrderIndicator() [2/3]

◆ manualOrderIndicator() [3/3]