Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef ExecutionReport_Trade | ThisType |
| Public Types inherited from SbeMessage | |
| typedef MessageSize | EncodedLength |
| typedef MessageSize | BlockLength |
Public Member Functions | |
| ExecutionReport_Trade ()=default | |
| ExecutionReport_Trade (void *data, EncodedLength length, SchemaVersion version=Schema::Version) | |
| ExecutionReport_Trade (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version) | |
| ExecutionReport_Trade (void *data, EncodedLength length, NoInit) | |
| ExecutionReport_Trade (const SbeMessage &message) | |
| ExecutionReport_Trade (void *data, EncodedLength length, NoInit, NoCheck) noexcept | |
| auto | originatorUserId () const noexcept |
| ThisType & | originatorUserId (StrRef value) noexcept |
| auto | execId () const noexcept |
| ThisType & | execId (Int64 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 | orderId () const noexcept |
| ThisType & | orderId (Int64 value) noexcept |
| auto | origOrderId () const noexcept |
| ThisType & | origOrderId (OriginalOrderID value) noexcept |
| ThisType & | origOrderId (NullOpt) noexcept |
| auto | leavesQty () const noexcept |
| ThisType & | leavesQty (Decimal9 value) noexcept |
| auto | cumQty () const noexcept |
| ThisType & | cumQty (Decimal9 value) noexcept |
| auto | lastPx () const noexcept |
| ThisType & | lastPx (Decimal9 value) noexcept |
| ThisType & | lastPx (NullOpt) noexcept |
| auto | lastShares () const noexcept |
| ThisType & | lastShares (Decimal9 value) noexcept |
| auto | transactTime () const noexcept(ticksToTimestamp::Nothrow) |
| ThisType & | transactTime (Timestamp value) noexcept(timestampToTicks::Nothrow) |
| auto | numOfLots () const noexcept |
| ThisType & | numOfLots (Int64NULL value) noexcept |
| ThisType & | numOfLots (NullOpt) noexcept |
| auto | execType () const noexcept |
| ThisType & | execType (ExecTypeEnum value) noexcept |
| auto | tradeFlags () const noexcept |
| ThisType & | tradeFlags (TradeFlags value) noexcept |
| auto | clearingFirm () const noexcept |
| ThisType & | clearingFirm (Int32NULL value) noexcept |
| ThisType & | clearingFirm (NullOpt) noexcept |
| auto | clearingAccount () const noexcept |
| ThisType & | clearingAccount (StrRef value) noexcept |
| ThisType & | clearingAccount (NullOpt) noexcept |
| auto | memo () const noexcept |
| ThisType & | memo (StrRef value) noexcept |
| ThisType & | memo (NullOpt) noexcept |
| auto | execRefId () const noexcept |
| ThisType & | execRefId (Int64NULL value) noexcept |
| ThisType & | execRefId (NullOpt) noexcept |
| auto | legExecutions () const noexcept |
| ThisType & | legExecutions (Int16NULL value) noexcept |
| ThisType & | legExecutions (NullOpt) noexcept |
| auto | secondaryExecId () const noexcept |
| ThisType & | secondaryExecId (Int64NULL value) noexcept |
| ThisType & | secondaryExecId (NullOpt) noexcept |
| auto | linkExecId () const noexcept |
| ThisType & | linkExecId (Int64NULL value) noexcept |
| ThisType & | linkExecId (NullOpt) noexcept |
| auto | lastParPx () const noexcept |
| ThisType & | lastParPx (Decimal9 value) noexcept |
| ThisType & | lastParPx (NullOpt) noexcept |
| auto | deliveryStartDate () const noexcept(ticksToTimestamp::Nothrow) |
| ThisType & | deliveryStartDate (Timestamp value) noexcept(timestampToTicks::Nothrow) |
| ThisType & | deliveryStartDate (NullOpt) noexcept |
| auto | deliveryEndDate () const noexcept(ticksToTimestamp::Nothrow) |
| ThisType & | deliveryEndDate (Timestamp value) noexcept(timestampToTicks::Nothrow) |
| ThisType & | deliveryEndDate (NullOpt) noexcept |
| auto | crossId () const noexcept |
| ThisType & | crossId (Int64NULL value) noexcept |
| ThisType & | crossId (NullOpt) noexcept |
| auto | crossType () const noexcept |
| ThisType & | crossType (CrossTypeEnum value) noexcept |
| ThisType & | crossType (NullOpt) noexcept |
| auto | waiverIndicator () const noexcept |
| ThisType & | waiverIndicator (WaiverIndicatorEnum value) noexcept |
| ThisType & | waiverIndicator (NullOpt) noexcept |
| auto | tradeType () const noexcept |
| ThisType & | tradeType (StrRef value) noexcept |
| ThisType & | tradeType (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 |
Definition at line 20576 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 20581 of file Messages.h.
| typedef ExecutionReport_Trade ThisType |
This type alias.
Definition at line 20584 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 153 | |
Definition at line 20587 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 20593 of file Messages.h.
|
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 20605 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 20615 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 20623 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 20633 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 21336 of file Messages.h.
|
inlinenoexcept |
Definition at line 21428 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 21397 of file Messages.h.
|
inlinenoexcept |
Provides access to clearingAccount field.
Definition at line 20982 of file Messages.h.
Definition at line 21000 of file Messages.h.
Provides access to clearingAccount field.
Definition at line 20991 of file Messages.h.
|
inlinenoexcept |
int32NULL.
Definition at line 20956 of file Messages.h.
int32NULL.
Definition at line 20964 of file Messages.h.
Definition at line 20972 of file Messages.h.
|
inlinenoexcept |
Provides access to clOrdID field.
Definition at line 20681 of file Messages.h.
Provides access to clOrdID field.
Definition at line 20689 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 21220 of file Messages.h.
int64NULL.
Definition at line 21228 of file Messages.h.
Definition at line 21236 of file Messages.h.
|
inlinenoexcept |
Provides access to crossType field.
Definition at line 21246 of file Messages.h.
|
inlinenoexcept |
Provides access to crossType field.
Definition at line 21254 of file Messages.h.
Definition at line 21262 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 20815 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 20823 of file Messages.h.
|
inlinenoexcept |
Nanoseconds since Unix epoch (January 1st, 1970).
Definition at line 21195 of file Messages.h.
Definition at line 21210 of file Messages.h.
Nanoseconds since Unix epoch (January 1st, 1970).
Definition at line 21202 of file Messages.h.
|
inlinenoexcept |
Nanoseconds since Unix epoch (January 1st, 1970).
Definition at line 21170 of file Messages.h.
Definition at line 21185 of file Messages.h.
Nanoseconds since Unix epoch (January 1st, 1970).
Definition at line 21177 of file Messages.h.
|
inlinenoexcept |
Provides access to execID field.
Definition at line 20663 of file Messages.h.
Provides access to execID field.
Definition at line 20671 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 21040 of file Messages.h.
int64NULL.
Definition at line 21048 of file Messages.h.
Definition at line 21056 of file Messages.h.
|
inlinenoexcept |
Provides access to execType field.
Definition at line 20920 of file Messages.h.
|
inlinenoexcept |
Provides access to execType field.
Definition at line 20928 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 21405 of file Messages.h.
Maximal message size.
Definition at line 21356 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 21346 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 21144 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 21152 of file Messages.h.
Definition at line 21160 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 20833 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 20841 of file Messages.h.
Definition at line 20849 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 20859 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 20867 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 20797 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 20805 of file Messages.h.
|
inlinenoexcept |
int16NULL.
Definition at line 21066 of file Messages.h.
int16NULL.
Definition at line 21074 of file Messages.h.
Definition at line 21082 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 21118 of file Messages.h.
int64NULL.
Definition at line 21126 of file Messages.h.
Definition at line 21134 of file Messages.h.
|
inlinenoexcept |
Provides access to memo field.
Definition at line 21011 of file Messages.h.
Definition at line 21029 of file Messages.h.
Provides access to memo field.
Definition at line 21020 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 21327 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 20894 of file Messages.h.
int64NULL.
Definition at line 20902 of file Messages.h.
Definition at line 20910 of file Messages.h.
|
inlinenoexcept |
Provides access to orderID field.
Definition at line 20753 of file Messages.h.
Provides access to orderID field.
Definition at line 20761 of file Messages.h.
|
inlinenoexcept |
Provides access to ordType field.
Definition at line 20717 of file Messages.h.
|
inlinenoexcept |
Provides access to ordType field.
Definition at line 20725 of file Messages.h.
|
inlinenoexcept |
Provides access to originatorUserID field.
Definition at line 20643 of file Messages.h.
Provides access to originatorUserID field.
Definition at line 20652 of file Messages.h.
|
inlinenoexcept |
Provides access to origOrderID field.
Definition at line 20771 of file Messages.h.
Definition at line 20787 of file Messages.h.
|
inlinenoexcept |
Provides access to origOrderID field.
Definition at line 20779 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 21370 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 21364 of file Messages.h.
|
inlinenoexcept |
int64NULL.
Definition at line 21092 of file Messages.h.
int64NULL.
Definition at line 21100 of file Messages.h.
Definition at line 21108 of file Messages.h.
|
inlinenoexcept |
Provides access to side field.
Definition at line 20735 of file Messages.h.
Provides access to side field.
Definition at line 20743 of file Messages.h.
|
inlinenoexcept |
Provides access to symbol field.
Definition at line 20699 of file Messages.h.
Provides access to symbol field.
Definition at line 20707 of file Messages.h.
|
inlinenoexcept |
Definition at line 21416 of file Messages.h.
|
inline |
Definition at line 1704 of file MessageSerialization.h.
|
inlinenoexcept |
Provides access to tradeFlags field.
Definition at line 20938 of file Messages.h.
|
inlinenoexcept |
Provides access to tradeFlags field.
Definition at line 20946 of file Messages.h.
|
inlinenoexcept |
Provides access to tradeType field.
Definition at line 21298 of file Messages.h.
Definition at line 21316 of file Messages.h.
Provides access to tradeType field.
Definition at line 21307 of file Messages.h.
|
inlinenoexcept |
Nanoseconds since Unix epoch (January 1st, 1970).
Definition at line 20877 of file Messages.h.
Nanoseconds since Unix epoch (January 1st, 1970).
Definition at line 20884 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 21272 of file Messages.h.
Definition at line 21288 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 21280 of file Messages.h.