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 = 155 |
static const u16 | TemplateID = 205 |
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References B3::account, B3::businessHeader, B3::clOrdID, B3::daysToSettlement, B3::deskID, B3::execRefID, B3::fixedRate, B3::getAccountOptionalNullValue(), B3::getClOrdIDOptionalNullValue(), B3::getDaysToSettlementOptionalNullValue(), B3::getExecIDOptionalNullValue(), B3::lastPx, B3::Null, B3::SchemaID, B3::SchemaVersion, B3::secondaryExecID, and B3::transactTime.
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References B3::account.
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References B3::aggressorIndicator.
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References B3::clOrdID.
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References B3::contraBroker.
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References B3::cumQty.
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References B3::daysToSettlement.
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References B3::execID.
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References B3::execRefID.
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inlinestatic |
References B3::ExecutionReport_Forward_IteratorDefines.
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References B3::lastQty.
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References B3::leavesQty.
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inlinestatic |
References B3::ExecutionReport_Forward.
Referenced by B3::createMessage(), and B3::populateWithConstFields().
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References B3::ExecutionReport_Forward.
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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::paddingBeforeSecondaryExecID.
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References B3::secondaryExecID.
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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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References B3::EXCHANGE_SYMBOL.
Referenced by B3::createMessage(), and B3::populateWithConstFields().
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References B3::securityTradingStatus.
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References B3::ExecutionReport_Forward_IteratorDefines.
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References B3::settlType.
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References B3::tradeDate.
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References B3::tradeID.
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References B3::tradingSessionID.
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References B3::tradingSessionSubID.
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References B3::account.
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References B3::aggressorIndicator.
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References B3::clOrdID.
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References B3::contraBroker.
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References B3::cumQty.
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References B3::daysToSettlement.
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References B3::execID.
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References B3::execRefID.
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References B3::lastQty.
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References B3::leavesQty.
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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::paddingBeforeSecondaryExecID, and B3::StringCopy().
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References B3::secondaryExecID.
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References B3::secondaryOrderID.
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References B3::securityID.
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References B3::securityTradingStatus.
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References B3::settlType.
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References B3::tradeDate.
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References B3::tradeID.
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References B3::tradingSessionID.
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References B3::tradingSessionSubID.
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Referenced by B3::messageToStream().
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References B3::updateMessageLength().
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References B3::StandardHeader::setMessageLength().
AccountOptional B3::ExecutionReport_Forward::account |
Boolean B3::ExecutionReport_Forward::aggressorIndicator |
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OutboundBusinessHeader B3::ExecutionReport_Forward::businessHeader |
ClOrdIDOptional B3::ExecutionReport_Forward::clOrdID |
Firm B3::ExecutionReport_Forward::contraBroker |
Quantity B3::ExecutionReport_Forward::cumQty |
DaysToSettlementOptional B3::ExecutionReport_Forward::daysToSettlement |
DeskIDEncoding B3::ExecutionReport_Forward::deskID |
ExecID B3::ExecutionReport_Forward::execID |
ExecIDOptional B3::ExecutionReport_Forward::execRefID |
Percentage8Optional B3::ExecutionReport_Forward::fixedRate |
Price B3::ExecutionReport_Forward::lastPx |
Quantity B3::ExecutionReport_Forward::lastQty |
Quantity B3::ExecutionReport_Forward::leavesQty |
OrderID B3::ExecutionReport_Forward::orderID |
Quantity B3::ExecutionReport_Forward::orderQty |
OrdStatus B3::ExecutionReport_Forward::ordStatus |
Padding2 B3::ExecutionReport_Forward::paddingBeforeSecondaryExecID |
ExecIDOptional B3::ExecutionReport_Forward::secondaryExecID |
OrderID B3::ExecutionReport_Forward::secondaryOrderID |
SecurityID B3::ExecutionReport_Forward::securityID |
SecurityTradingStatusOptional B3::ExecutionReport_Forward::securityTradingStatus |
SettlTypeOptional B3::ExecutionReport_Forward::settlType |
Side B3::ExecutionReport_Forward::side |
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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().
LocalMktDate B3::ExecutionReport_Forward::tradeDate |
TradeID B3::ExecutionReport_Forward::tradeID |
TradingSessionIDOptional B3::ExecutionReport_Forward::tradingSessionID |
TradingSessionSubIDOptional B3::ExecutionReport_Forward::tradingSessionSubID |
UTCTimestampNanos B3::ExecutionReport_Forward::transactTime |