B2BITS FIX Antenna HFT
1.0.17
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#include <B3BinaryMessages.h>
Static Public Member Functions | |
static FieldsIterator | getIterator (const StandardHeader &message) |
static const MessageType & | getMessageType () |
static size_t | getMinMessageSize () |
static const SecurityExchange & | getSecurityExchange () |
static const SecurityIDSource & | getSecurityIDSource () |
static FieldsSetIterator | getSetIterator (StandardHeader &message) |
static bool | isDynamicSizeMessage () |
static void | updateMessageLength (StandardHeader &message) |
Static Public Attributes | |
static const u16 | BlockLength = 184 |
static const u16 | TemplateID = 202 |
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References B3::account, B3::actionRequestedFromSessionID, B3::businessHeader, B3::deskID, B3::expireDate, B3::getAccountOptionalNullValue(), B3::getClOrdIDOptionalNullValue(), B3::getLocalMktDateOptionalNullValue(), B3::getMassActionReportIDOptionalNullValue(), B3::getOrdTagIDNullValue(), B3::getQuantityOptionalNullValue(), B3::getSessionIDOptionalNullValue(), B3::getStrategyIDOptionalNullValue(), B3::investorID, B3::marketSegmentReceivedTime, B3::massActionReportID, B3::maxFloor, B3::minQty, B3::Null, B3::ordTagID, B3::origClOrdID, B3::price, B3::receivedTime, B3::SchemaID, B3::SchemaVersion, B3::stopPx, B3::strategyID, and B3::transactTime.
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References B3::account.
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References B3::actionRequestedFromSessionID.
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References B3::clOrdID.
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References B3::cumQty.
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References B3::execID.
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References B3::execRestatementReason.
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References B3::expireDate.
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inlinestatic |
References B3::ExecutionReport_Cancel_IteratorDefines.
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References B3::massActionReportID.
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References B3::maxFloor.
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References B3::ExecutionReport_Cancel.
Referenced by B3::createMessage(), and B3::populateWithConstFields().
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inlinestatic |
References B3::ExecutionReport_Cancel.
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References B3::minQty.
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References B3::orderID.
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References B3::orderQty.
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References B3::ordStatus.
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References B3::ordTagID.
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References B3::ordType.
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References B3::origClOrdID.
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References B3::paddingBeforeMassActionReportID.
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References B3::paddingBeforeOrdTagID.
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References B3::secondaryOrderID.
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inlinestatic |
Referenced by B3::createMessage(), and B3::populateWithConstFields().
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References B3::securityID.
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inlinestatic |
References B3::EXCHANGE_SYMBOL.
Referenced by B3::createMessage(), and B3::populateWithConstFields().
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inlinestatic |
References B3::ExecutionReport_Cancel_IteratorDefines.
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References B3::strategyID.
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References B3::timeInForce.
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References B3::tradeDate.
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References B3::workingIndicator.
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inlinestatic |
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References B3::account.
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References B3::actionRequestedFromSessionID.
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References B3::clOrdID.
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References B3::cumQty.
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References B3::execID.
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References B3::execRestatementReason.
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References B3::expireDate.
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References B3::massActionReportID.
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References B3::maxFloor.
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References B3::minQty.
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References B3::orderID.
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References B3::orderQty.
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References B3::ordStatus.
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References B3::ordTagID.
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References B3::ordType.
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References B3::origClOrdID.
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References B3::paddingBeforeMassActionReportID, and B3::StringCopy().
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References B3::paddingBeforeOrdTagID, and B3::StringCopy().
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References B3::secondaryOrderID.
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References B3::securityID.
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References B3::strategyID.
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References B3::timeInForce.
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References B3::tradeDate.
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References B3::workingIndicator.
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Referenced by B3::messageToStream().
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References B3::updateMessageLength().
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inlinestatic |
References B3::StandardHeader::setMessageLength().
AccountOptional B3::ExecutionReport_Cancel::account |
SessionIDOptional B3::ExecutionReport_Cancel::actionRequestedFromSessionID |
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OutboundBusinessHeader B3::ExecutionReport_Cancel::businessHeader |
ClOrdID B3::ExecutionReport_Cancel::clOrdID |
Quantity B3::ExecutionReport_Cancel::cumQty |
DeskIDEncoding B3::ExecutionReport_Cancel::deskID |
ExecID B3::ExecutionReport_Cancel::execID |
ExecRestatementReasonOptional B3::ExecutionReport_Cancel::execRestatementReason |
LocalMktDateOptional B3::ExecutionReport_Cancel::expireDate |
InvestorID B3::ExecutionReport_Cancel::investorID |
UTCTimestampNanosOptional B3::ExecutionReport_Cancel::marketSegmentReceivedTime |
MassActionReportIDOptional B3::ExecutionReport_Cancel::massActionReportID |
QuantityOptional B3::ExecutionReport_Cancel::maxFloor |
QuantityOptional B3::ExecutionReport_Cancel::minQty |
OrderID B3::ExecutionReport_Cancel::orderID |
Quantity B3::ExecutionReport_Cancel::orderQty |
OrdStatus B3::ExecutionReport_Cancel::ordStatus |
OrdTagID B3::ExecutionReport_Cancel::ordTagID |
OrdType B3::ExecutionReport_Cancel::ordType |
ClOrdIDOptional B3::ExecutionReport_Cancel::origClOrdID |
Padding4 B3::ExecutionReport_Cancel::paddingBeforeMassActionReportID |
Padding3 B3::ExecutionReport_Cancel::paddingBeforeOrdTagID |
PriceOptional B3::ExecutionReport_Cancel::price |
UTCTimestampNanosOptional B3::ExecutionReport_Cancel::receivedTime |
OrderID B3::ExecutionReport_Cancel::secondaryOrderID |
SecurityID B3::ExecutionReport_Cancel::securityID |
Side B3::ExecutionReport_Cancel::side |
PriceOptional B3::ExecutionReport_Cancel::stopPx |
StrategyIDOptional B3::ExecutionReport_Cancel::strategyID |
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Referenced by B3::getFieldsIterator(), B3::getFieldsSetIterator(), B3::getMsgSeqNum(), B3::getPossResend(), B3::getSendingTime(), B3::isLargeSizeMessage(), B3::isSendingTimeMessage(), B3::isSequencedMessage(), B3::isValidB3Message(), B3::messageToStream(), B3::populateWithConstFields(), B3::setMsgSeqNum(), B3::setSendingTime(), B3::setSessionID(), and B3::updateMessageLength().
TimeInForce B3::ExecutionReport_Cancel::timeInForce |
LocalMktDate B3::ExecutionReport_Cancel::tradeDate |
UTCTimestampNanos B3::ExecutionReport_Cancel::transactTime |
Boolean B3::ExecutionReport_Cancel::workingIndicator |