B3::ExecutionReport_Trade Struct Reference

#include <B3BinaryMessages.h>

Inheritance diagram for B3::ExecutionReport_Trade:

Collaboration diagram for B3::ExecutionReport_Trade:

Public Member Functions
	ExecutionReport_Trade ()
	ExecutionReport_Trade (bool initFields)
const AccountOptional	getAccount () const
const Boolean	getAggressorIndicator () const
const ClOrdIDOptional	getClOrdID () const
const Firm	getContraBroker () const
const CrossedIndicatorOptional	getCrossedIndicator () const
const CrossIDOptional	getCrossID () const
const CrossPrioritizationOptional	getCrossPrioritization () const
const CrossTypeOptional	getCrossType () const
const Quantity	getCumQty () const
const ExecID	getExecID () const
const ExecIDOptional	getExecRefID () const
const ExecType	getExecType () const
FieldsIterator	getIterator () const
const Quantity	getLastQty () const
const Quantity	getLeavesQty () const
size_t	getMsgLength () const
const MultiLegReportingTypeOptional	getMultiLegReportingType () const
const OrderCategoryOptional	getOrderCategory () const
const OrderID	getOrderID () const
const Quantity	getOrderQty () const
const OrdStatus	getOrdStatus () const
const Padding1	getPaddingBeforeSecondaryExecID () const
const Padding1	getPaddingBeforeStrategyID () const
const ExecIDOptional	getSecondaryExecID () const
const OrderID	getSecondaryOrderID () const
const SecurityID	getSecurityID () const
const SecurityTradingStatusOptional	getSecurityTradingStatus () const
FieldsSetIterator	getSetIterator ()
const Side	getSide () const
const StrategyIDOptional	getStrategyID () const
const TotNoRelatedSym	getTotNoRelatedSym () const
const LocalMktDate	getTradeDate () const
const TradeID	getTradeID () const
const TradingSessionIDOptional	getTradingSessionID () const
const TradingSessionSubIDOptional	getTradingSessionSubID () const
void	setAccount (AccountOptional value)
void	setAggressorIndicator (const Boolean val)
void	setClOrdID (ClOrdIDOptional value)
void	setContraBroker (Firm value)
void	setCrossedIndicator (const CrossedIndicatorOptional val)
void	setCrossID (CrossIDOptional value)
void	setCrossPrioritization (const CrossPrioritizationOptional val)
void	setCrossType (const CrossTypeOptional val)
void	setCumQty (Quantity value)
void	setExecID (ExecID value)
void	setExecRefID (ExecIDOptional value)
void	setExecType (const ExecType val)
void	setLastQty (Quantity value)
void	setLeavesQty (Quantity value)
void	setMultiLegReportingType (const MultiLegReportingTypeOptional val)
void	setOrderCategory (const OrderCategoryOptional val)
void	setOrderID (OrderID value)
void	setOrderQty (Quantity value)
void	setOrdStatus (const OrdStatus val)
void	setPaddingBeforeSecondaryExecID (Padding1 value)
void	setPaddingBeforeStrategyID (Padding1 value)
void	setSecondaryExecID (ExecIDOptional value)
void	setSecondaryOrderID (OrderID value)
void	setSecurityID (SecurityID value)
void	setSecurityTradingStatus (const SecurityTradingStatusOptional val)
void	setSide (const Side val)
void	setStrategyID (StrategyIDOptional value)
void	setTotNoRelatedSym (TotNoRelatedSym value)
void	setTradeDate (LocalMktDate value)
void	setTradeID (TradeID value)
void	setTradingSessionID (const TradingSessionIDOptional val)
void	setTradingSessionSubID (const TradingSessionSubIDOptional val)
std::ostream &	toStream (std::ostream &os) const
std::string	toString () const
void	updateMessageLength ()
Public Member Functions inherited from B3::StandardHeader
u16	getEncodingType () const
u16	getMessageLength () const
const messageHeader &	getSbeHeader () const
template<typename T >
const T &	getTypedMessage () const
template<typename T >
T &	getTypedMessage ()
void	setEncodingType (u16 value)
void	setEncodingType (const messageHeader &value)
void	setMessageLength (u16 value)
	StandardHeader ()

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)

Public Attributes
AccountOptional	account
Boolean	aggressorIndicator
OutboundBusinessHeader	businessHeader
ClOrdIDOptional	clOrdID
Firm	contraBroker
CrossedIndicatorOptional	crossedIndicator
CrossIDOptional	crossID
CrossPrioritizationOptional	crossPrioritization
CrossTypeOptional	crossType
Quantity	cumQty
DeskIDEncoding	deskID
ExecID	execID
ExecIDOptional	execRefID
ExecType	execType
Price	lastPx
Quantity	lastQty
Quantity	leavesQty
MultiLegReportingTypeOptional	multiLegReportingType
OrderCategoryOptional	orderCategory
OrderID	orderID
Quantity	orderQty
OrdStatus	ordStatus
Padding1	paddingBeforeSecondaryExecID
Padding1	paddingBeforeStrategyID
ExecIDOptional	secondaryExecID
OrderID	secondaryOrderID
SecurityID	securityID
SecurityTradingStatusOptional	securityTradingStatus
Side	side
StrategyIDOptional	strategyID
TotNoRelatedSym	totNoRelatedSym
LocalMktDate	tradeDate
TradeID	tradeID
TradingSessionIDOptional	tradingSessionID
TradingSessionSubIDOptional	tradingSessionSubID
UTCTimestampNanos	transactTime
Public Attributes inherited from B3::StandardHeader
u16	encodingType
u16	messageLength
messageHeader	sbeHeader

Static Public Attributes
static const u16	BlockLength = 164
static const u16	TemplateID = 203

Constructor & Destructor Documentation

B3::ExecutionReport_Trade::ExecutionReport_Trade ( )

inline

B3::ExecutionReport_Trade::ExecutionReport_Trade ( bool  initFields )

inlineexplicit

References B3::account, B3::businessHeader, B3::clOrdID, B3::crossID, B3::deskID, B3::execRefID, B3::getAccountOptionalNullValue(), B3::getClOrdIDOptionalNullValue(), B3::getCrossIDOptionalNullValue(), B3::getExecIDOptionalNullValue(), B3::getStrategyIDOptionalNullValue(), B3::getTotNoRelatedSymNullValue(), B3::lastPx, B3::Null, B3::SchemaID, B3::SchemaVersion, B3::secondaryExecID, B3::strategyID, B3::totNoRelatedSym, and B3::transactTime.

Member Function Documentation

const AccountOptional B3::ExecutionReport_Trade::getAccount ( ) const

inline

References B3::account.

const Boolean B3::ExecutionReport_Trade::getAggressorIndicator ( ) const

inline

References B3::aggressorIndicator.

const ClOrdIDOptional B3::ExecutionReport_Trade::getClOrdID ( ) const

inline

References B3::clOrdID.

const Firm B3::ExecutionReport_Trade::getContraBroker ( ) const

inline

References B3::contraBroker.

const CrossedIndicatorOptional B3::ExecutionReport_Trade::getCrossedIndicator ( ) const

inline

References B3::crossedIndicator.

const CrossIDOptional B3::ExecutionReport_Trade::getCrossID ( ) const

inline

References B3::crossID.

const CrossPrioritizationOptional B3::ExecutionReport_Trade::getCrossPrioritization ( ) const

inline

References B3::crossPrioritization.

const CrossTypeOptional B3::ExecutionReport_Trade::getCrossType ( ) const

inline

References B3::crossType.

const Quantity B3::ExecutionReport_Trade::getCumQty ( ) const

inline

References B3::cumQty.

const ExecID B3::ExecutionReport_Trade::getExecID ( ) const

inline

References B3::execID.

const ExecIDOptional B3::ExecutionReport_Trade::getExecRefID ( ) const

inline

References B3::execRefID.

const ExecType B3::ExecutionReport_Trade::getExecType ( ) const

inline

References B3::execType.

FieldsIterator B3::ExecutionReport_Trade::getIterator ( ) const

inline

FieldsIterator B3::ExecutionReport_Trade::getIterator ( const StandardHeader &  message )

inlinestatic

References B3::ExecutionReport_Trade_IteratorDefines.

const Quantity B3::ExecutionReport_Trade::getLastQty ( ) const

inline

References B3::lastQty.

const Quantity B3::ExecutionReport_Trade::getLeavesQty ( ) const

inline

References B3::leavesQty.

static const MessageType& B3::ExecutionReport_Trade::getMessageType ( )

inlinestatic

References B3::ExecutionReport_Trade.

Referenced by B3::createMessage(), and B3::populateWithConstFields().

size_t B3::ExecutionReport_Trade::getMinMessageSize ( )

inlinestatic

References B3::ExecutionReport_Trade.

size_t B3::ExecutionReport_Trade::getMsgLength ( ) const

inline

const MultiLegReportingTypeOptional B3::ExecutionReport_Trade::getMultiLegReportingType ( ) const

inline

References B3::multiLegReportingType.

const OrderCategoryOptional B3::ExecutionReport_Trade::getOrderCategory ( ) const

inline

References B3::orderCategory.

const OrderID B3::ExecutionReport_Trade::getOrderID ( ) const

inline

References B3::orderID.

const Quantity B3::ExecutionReport_Trade::getOrderQty ( ) const

inline

References B3::orderQty.

const OrdStatus B3::ExecutionReport_Trade::getOrdStatus ( ) const

inline

References B3::ordStatus.

const Padding1 B3::ExecutionReport_Trade::getPaddingBeforeSecondaryExecID ( ) const

inline

References B3::paddingBeforeSecondaryExecID.

const Padding1 B3::ExecutionReport_Trade::getPaddingBeforeStrategyID ( ) const

inline

References B3::paddingBeforeStrategyID.

const ExecIDOptional B3::ExecutionReport_Trade::getSecondaryExecID ( ) const

inline

References B3::secondaryExecID.

const OrderID B3::ExecutionReport_Trade::getSecondaryOrderID ( ) const

inline

References B3::secondaryOrderID.

static const SecurityExchange& B3::ExecutionReport_Trade::getSecurityExchange ( )

inlinestatic

Referenced by B3::createMessage(), and B3::populateWithConstFields().

const SecurityID B3::ExecutionReport_Trade::getSecurityID ( ) const

inline

References B3::securityID.

static const SecurityIDSource& B3::ExecutionReport_Trade::getSecurityIDSource ( )

inlinestatic

References B3::EXCHANGE_SYMBOL.

Referenced by B3::createMessage(), and B3::populateWithConstFields().

const SecurityTradingStatusOptional B3::ExecutionReport_Trade::getSecurityTradingStatus ( ) const

inline

References B3::securityTradingStatus.

FieldsSetIterator B3::ExecutionReport_Trade::getSetIterator ( )

inline

FieldsSetIterator B3::ExecutionReport_Trade::getSetIterator ( StandardHeader &  message )

inlinestatic

References B3::ExecutionReport_Trade_IteratorDefines.

const Side B3::ExecutionReport_Trade::getSide ( ) const

inline

References B3::side.

const StrategyIDOptional B3::ExecutionReport_Trade::getStrategyID ( ) const

inline

References B3::strategyID.

const TotNoRelatedSym B3::ExecutionReport_Trade::getTotNoRelatedSym ( ) const

inline

References B3::totNoRelatedSym.

const LocalMktDate B3::ExecutionReport_Trade::getTradeDate ( ) const

inline

References B3::tradeDate.

const TradeID B3::ExecutionReport_Trade::getTradeID ( ) const

inline

References B3::tradeID.

const TradingSessionIDOptional B3::ExecutionReport_Trade::getTradingSessionID ( ) const

inline

References B3::tradingSessionID.

const TradingSessionSubIDOptional B3::ExecutionReport_Trade::getTradingSessionSubID ( ) const

inline

References B3::tradingSessionSubID.

static bool B3::ExecutionReport_Trade::isDynamicSizeMessage ( )

inlinestatic

void B3::ExecutionReport_Trade::setAccount ( AccountOptional  value )

inline

References B3::account.

void B3::ExecutionReport_Trade::setAggressorIndicator ( const Boolean  val )

inline

References B3::aggressorIndicator.

void B3::ExecutionReport_Trade::setClOrdID ( ClOrdIDOptional  value )

inline

References B3::clOrdID.

void B3::ExecutionReport_Trade::setContraBroker ( Firm  value )

inline

References B3::contraBroker.

void B3::ExecutionReport_Trade::setCrossedIndicator ( const CrossedIndicatorOptional  val )

inline

References B3::crossedIndicator.

void B3::ExecutionReport_Trade::setCrossID ( CrossIDOptional  value )

inline

References B3::crossID.

void B3::ExecutionReport_Trade::setCrossPrioritization ( const CrossPrioritizationOptional  val )

inline

References B3::crossPrioritization.

void B3::ExecutionReport_Trade::setCrossType ( const CrossTypeOptional  val )

inline

References B3::crossType.

void B3::ExecutionReport_Trade::setCumQty ( Quantity  value )

inline

References B3::cumQty.

void B3::ExecutionReport_Trade::setExecID ( ExecID  value )

inline

References B3::execID.

void B3::ExecutionReport_Trade::setExecRefID ( ExecIDOptional  value )

inline

References B3::execRefID.

void B3::ExecutionReport_Trade::setExecType ( const ExecType  val )

inline

References B3::execType.

void B3::ExecutionReport_Trade::setLastQty ( Quantity  value )

inline

References B3::lastQty.

void B3::ExecutionReport_Trade::setLeavesQty ( Quantity  value )

inline

References B3::leavesQty.

void B3::ExecutionReport_Trade::setMultiLegReportingType ( const MultiLegReportingTypeOptional  val )

inline

References B3::multiLegReportingType.

void B3::ExecutionReport_Trade::setOrderCategory ( const OrderCategoryOptional  val )

inline

References B3::orderCategory.

void B3::ExecutionReport_Trade::setOrderID ( OrderID  value )

inline

References B3::orderID.

void B3::ExecutionReport_Trade::setOrderQty ( Quantity  value )

inline

References B3::orderQty.

void B3::ExecutionReport_Trade::setOrdStatus ( const OrdStatus  val )

inline

References B3::ordStatus.

void B3::ExecutionReport_Trade::setPaddingBeforeSecondaryExecID ( Padding1  value )

inline

References B3::paddingBeforeSecondaryExecID.

void B3::ExecutionReport_Trade::setPaddingBeforeStrategyID ( Padding1  value )

inline

References B3::paddingBeforeStrategyID.

void B3::ExecutionReport_Trade::setSecondaryExecID ( ExecIDOptional  value )

inline

References B3::secondaryExecID.

void B3::ExecutionReport_Trade::setSecondaryOrderID ( OrderID  value )

inline

References B3::secondaryOrderID.

void B3::ExecutionReport_Trade::setSecurityID ( SecurityID  value )

inline

References B3::securityID.

void B3::ExecutionReport_Trade::setSecurityTradingStatus ( const SecurityTradingStatusOptional  val )

inline

References B3::securityTradingStatus.

void B3::ExecutionReport_Trade::setSide ( const Side  val )

inline

References B3::side.

void B3::ExecutionReport_Trade::setStrategyID ( StrategyIDOptional  value )

inline

References B3::strategyID.

void B3::ExecutionReport_Trade::setTotNoRelatedSym ( TotNoRelatedSym  value )

inline

References B3::totNoRelatedSym.

void B3::ExecutionReport_Trade::setTradeDate ( LocalMktDate  value )

inline

References B3::tradeDate.

void B3::ExecutionReport_Trade::setTradeID ( TradeID  value )

inline

References B3::tradeID.

void B3::ExecutionReport_Trade::setTradingSessionID ( const TradingSessionIDOptional  val )

inline

References B3::tradingSessionID.

void B3::ExecutionReport_Trade::setTradingSessionSubID ( const TradingSessionSubIDOptional  val )

inline

References B3::tradingSessionSubID.

std::ostream& B3::ExecutionReport_Trade::toStream ( std::ostream &  os ) const

inline

Referenced by B3::messageToStream().

std::string B3::ExecutionReport_Trade::toString ( ) const

inline

void B3::ExecutionReport_Trade::updateMessageLength ( )

inline

References B3::updateMessageLength().

static void B3::ExecutionReport_Trade::updateMessageLength ( StandardHeader &  message )

inlinestatic

References B3::StandardHeader::setMessageLength().

Member Data Documentation

AccountOptional B3::ExecutionReport_Trade::account

Boolean B3::ExecutionReport_Trade::aggressorIndicator

const u16 B3::ExecutionReport_Trade::BlockLength = 164

static

OutboundBusinessHeader B3::ExecutionReport_Trade::businessHeader

ClOrdIDOptional B3::ExecutionReport_Trade::clOrdID

Firm B3::ExecutionReport_Trade::contraBroker

CrossedIndicatorOptional B3::ExecutionReport_Trade::crossedIndicator

CrossIDOptional B3::ExecutionReport_Trade::crossID

CrossPrioritizationOptional B3::ExecutionReport_Trade::crossPrioritization

CrossTypeOptional B3::ExecutionReport_Trade::crossType

Quantity B3::ExecutionReport_Trade::cumQty

DeskIDEncoding B3::ExecutionReport_Trade::deskID

ExecID B3::ExecutionReport_Trade::execID

ExecIDOptional B3::ExecutionReport_Trade::execRefID

ExecType B3::ExecutionReport_Trade::execType

Price B3::ExecutionReport_Trade::lastPx

Quantity B3::ExecutionReport_Trade::lastQty

Quantity B3::ExecutionReport_Trade::leavesQty

MultiLegReportingTypeOptional B3::ExecutionReport_Trade::multiLegReportingType

OrderCategoryOptional B3::ExecutionReport_Trade::orderCategory

OrderID B3::ExecutionReport_Trade::orderID

Quantity B3::ExecutionReport_Trade::orderQty

OrdStatus B3::ExecutionReport_Trade::ordStatus

Padding1 B3::ExecutionReport_Trade::paddingBeforeSecondaryExecID

Padding1 B3::ExecutionReport_Trade::paddingBeforeStrategyID

ExecIDOptional B3::ExecutionReport_Trade::secondaryExecID

OrderID B3::ExecutionReport_Trade::secondaryOrderID

SecurityID B3::ExecutionReport_Trade::securityID

SecurityTradingStatusOptional B3::ExecutionReport_Trade::securityTradingStatus

Side B3::ExecutionReport_Trade::side

StrategyIDOptional B3::ExecutionReport_Trade::strategyID

const u16 B3::ExecutionReport_Trade::TemplateID = 203

static

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().

TotNoRelatedSym B3::ExecutionReport_Trade::totNoRelatedSym

LocalMktDate B3::ExecutionReport_Trade::tradeDate

TradeID B3::ExecutionReport_Trade::tradeID

TradingSessionIDOptional B3::ExecutionReport_Trade::tradingSessionID

TradingSessionSubIDOptional B3::ExecutionReport_Trade::tradingSessionSubID

UTCTimestampNanos B3::ExecutionReport_Trade::transactTime