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 = 186 |
static const u16 | TemplateID = 201 |
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References B3::account, B3::businessHeader, B3::deskID, B3::expireDate, B3::getAccountOptionalNullValue(), B3::getClOrdIDOptionalNullValue(), B3::getLocalMktDateOptionalNullValue(), B3::getOrdTagIDNullValue(), B3::getQuantityOptionalNullValue(), B3::getStrategyIDOptionalNullValue(), B3::investorID, B3::marketSegmentReceivedTime, B3::maxFloor, B3::minQty, B3::Null, B3::ordTagID, B3::origClOrdID, B3::price, B3::protectionPrice, 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::clOrdID.
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References B3::cumQty.
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References B3::execID.
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References B3::expireDate.
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References B3::ExecutionReport_Modify_IteratorDefines.
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References B3::leavesQty.
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References B3::maxFloor.
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inlinestatic |
References B3::ExecutionReport_Modify.
Referenced by B3::createMessage(), and B3::populateWithConstFields().
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References B3::ExecutionReport_Modify.
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References B3::minQty.
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References B3::mmProtectionReset.
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References B3::multiLegReportingType.
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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::paddingBeforeOrdTagID.
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References B3::paddingBeforeStrategyID.
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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::ExecutionReport_Modify_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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References B3::account.
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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::expireDate.
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References B3::leavesQty.
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References B3::maxFloor.
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References B3::minQty.
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References B3::mmProtectionReset.
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References B3::multiLegReportingType.
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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::paddingBeforeOrdTagID, and B3::StringCopy().
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References B3::paddingBeforeStrategyID.
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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_Modify::account |
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OutboundBusinessHeader B3::ExecutionReport_Modify::businessHeader |
ClOrdID B3::ExecutionReport_Modify::clOrdID |
Quantity B3::ExecutionReport_Modify::cumQty |
DeskIDEncoding B3::ExecutionReport_Modify::deskID |
ExecID B3::ExecutionReport_Modify::execID |
LocalMktDateOptional B3::ExecutionReport_Modify::expireDate |
InvestorID B3::ExecutionReport_Modify::investorID |
Quantity B3::ExecutionReport_Modify::leavesQty |
UTCTimestampNanosOptional B3::ExecutionReport_Modify::marketSegmentReceivedTime |
QuantityOptional B3::ExecutionReport_Modify::maxFloor |
QuantityOptional B3::ExecutionReport_Modify::minQty |
BooleanOptional B3::ExecutionReport_Modify::mmProtectionReset |
MultiLegReportingTypeOptional B3::ExecutionReport_Modify::multiLegReportingType |
OrderID B3::ExecutionReport_Modify::orderID |
Quantity B3::ExecutionReport_Modify::orderQty |
OrdStatus B3::ExecutionReport_Modify::ordStatus |
OrdTagID B3::ExecutionReport_Modify::ordTagID |
OrdType B3::ExecutionReport_Modify::ordType |
ClOrdIDOptional B3::ExecutionReport_Modify::origClOrdID |
Padding3 B3::ExecutionReport_Modify::paddingBeforeOrdTagID |
Padding1 B3::ExecutionReport_Modify::paddingBeforeStrategyID |
PriceOptional B3::ExecutionReport_Modify::price |
PriceOptional B3::ExecutionReport_Modify::protectionPrice |
UTCTimestampNanosOptional B3::ExecutionReport_Modify::receivedTime |
OrderID B3::ExecutionReport_Modify::secondaryOrderID |
SecurityID B3::ExecutionReport_Modify::securityID |
Side B3::ExecutionReport_Modify::side |
PriceOptional B3::ExecutionReport_Modify::stopPx |
StrategyIDOptional B3::ExecutionReport_Modify::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_Modify::timeInForce |
LocalMktDate B3::ExecutionReport_Modify::tradeDate |
UTCTimestampNanos B3::ExecutionReport_Modify::transactTime |
Boolean B3::ExecutionReport_Modify::workingIndicator |