B2BITS FIX Antenna HFT  1.0.16
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CMI::OrderFillReport Struct Reference

#include <CmiBinaryMessages.h>

+ Inheritance diagram for CMI::OrderFillReport:
+ Collaboration diagram for CMI::OrderFillReport:

Classes

struct  Contras
 

Public Member Functions

OrderFillReportclone ()
 
const UInt16 getActivityReason () const throw ()
 
const Alpha getBillingType () const throw ()
 
const AsciiString getBranch () const throw ()
 
const UInt16 getBranchSequenceNumber () const throw ()
 
const UInt32 getCanceledQuantity () const throw ()
 
const UInt8 getDay () const throw ()
 
FieldsIterator getIterator () const
 
const UInt32 getLeavesQuantity () const throw ()
 
const UInt8 getMonth () const throw ()
 
size_t getMsgLength () const
 
const UInt32 getOrderHighId () const throw ()
 
const UInt32 getOrderLowId () const throw ()
 
const UInt32 getProductKey () const throw ()
 
const UInt8 getReportType () const throw ()
 
FieldsSetIterator getSetIterator ()
 
const Alpha getSide () const throw ()
 
const UInt16 getStatusChange () const throw ()
 
const UInt64 getTimestamp () const throw ()
 
const UInt32 getTradedQuantity () const throw ()
 
const UInt32 getTradeIdHigh () const throw ()
 
const UInt32 getTradeIdLow () const throw ()
 
const UInt8 getTradingSessionId () const throw ()
 
const AsciiString getUserAssignedId () const throw ()
 
const UInt16 getYear () const throw ()
 
 OrderFillReport () throw ()
 
 OrderFillReport (bool initFields) throw ()
 
void setActivityReason (UInt16 value) throw ()
 
void setBillingType (Alpha value) throw ()
 
void setBranch (const AsciiString &val) throw ()
 
void setBranchSequenceNumber (UInt16 value) throw ()
 
void setCanceledQuantity (UInt32 value) throw ()
 
void setDay (UInt8 value) throw ()
 
void setLeavesQuantity (UInt32 value) throw ()
 
void setMonth (UInt8 value) throw ()
 
void setOrderHighId (UInt32 value) throw ()
 
void setOrderLowId (UInt32 value) throw ()
 
void setProductKey (UInt32 value) throw ()
 
void setReportType (UInt8 value) throw ()
 
void setSide (Alpha value) throw ()
 
void setStatusChange (UInt16 value) throw ()
 
void setTimestamp (UInt64 value) throw ()
 
void setTradedQuantity (UInt32 value) throw ()
 
void setTradeIdHigh (UInt32 value) throw ()
 
void setTradeIdLow (UInt32 value) throw ()
 
void setTradingSessionId (UInt8 value) throw ()
 
void setUserAssignedId (const AsciiString &val) throw ()
 
void setYear (UInt16 value) throw ()
 
std::ostream & toStream (std::ostream &os) const
 
std::string toString () const
 
void updateMessageLength ()
 
- Public Member Functions inherited from CMI::StandardHeader
UInt8 getCmiMarker () const
 
UInt8 getMessageFlags () const
 
UInt32 getMessageLength () const
 
UInt32 getMessageSequenceNumber () const
 
MessageType::Enum getMessageType () const
 
UInt8 getVersion () const
 
void setCmiMarker (UInt8 marker)
 
void setMessageFlags (UInt8 value)
 
void setMessageLength (UInt32 value)
 
void setMessageSequenceNumber (UInt32 value)
 
void setMessageType (MessageType::Enum value)
 
void setMessageType (UInt8 value)
 
 StandardHeader ()
 

Static Public Member Functions

static FieldsIterator getIterator (const StandardHeader &message)
 
static size_t getMinMessageSize ()
 
static FieldsSetIterator getSetIterator (StandardHeader &message)
 
static void updateMessageLength (StandardHeader &message)
 

Public Attributes

UInt16 activityReason
 
Alpha billingType
 
Alpha3 branch
 
UInt16 branchSequenceNumber
 
UInt32 canceledQuantity
 
UInt8 day
 
UInt32 leavesQuantity
 
UInt8 month
 
UInt32 orderHighId
 
UInt32 orderLowId
 
UInt32 productKey
 
UInt8 reportType
 
Alpha side
 
UInt16 statusChange
 
UInt64 timestamp
 
Decimal tradedPrice
 
UInt32 tradedQuantity
 
UInt32 tradeIdHigh
 
UInt32 tradeIdLow
 
UInt8 tradingSessionId
 
Alpha20 userAssignedId
 
UInt16 year
 
- Public Attributes inherited from CMI::StandardHeader
UInt8 cmiMarker
 
UInt8 messageFlags
 
UInt32 messageLength
 
UInt32 messageSequenceNumber
 
MessageType messageType
 
UInt8 reserved
 
UInt16 reserved2
 
UInt8 version
 

Static Public Attributes

static const MessageType::Enum TYPE = MessageType::MessageType_OrderFillReport
 

Constructor & Destructor Documentation

CMI::OrderFillReport::OrderFillReport ( )
throw (
)
inline
CMI::OrderFillReport::OrderFillReport ( bool  initFields)
throw (
)
inlineexplicit

Member Function Documentation

OrderFillReport* CMI::OrderFillReport::clone ( )
inline
const UInt16 CMI::OrderFillReport::getActivityReason ( ) const
throw (
)
inline

References BSWAP16.

const Alpha CMI::OrderFillReport::getBillingType ( ) const
throw (
)
inline
const AsciiString CMI::OrderFillReport::getBranch ( ) const
throw (
)
inline
const UInt16 CMI::OrderFillReport::getBranchSequenceNumber ( ) const
throw (
)
inline

References BSWAP16.

const UInt32 CMI::OrderFillReport::getCanceledQuantity ( ) const
throw (
)
inline

References BSWAP32.

const UInt8 CMI::OrderFillReport::getDay ( ) const
throw (
)
inline
FieldsIterator CMI::OrderFillReport::getIterator ( ) const
inline
FieldsIterator CMI::OrderFillReport::getIterator ( const StandardHeader message)
inlinestatic
const UInt32 CMI::OrderFillReport::getLeavesQuantity ( ) const
throw (
)
inline

References BSWAP32.

size_t CMI::OrderFillReport::getMinMessageSize ( )
inlinestatic
const UInt8 CMI::OrderFillReport::getMonth ( ) const
throw (
)
inline
size_t CMI::OrderFillReport::getMsgLength ( ) const
inline
const UInt32 CMI::OrderFillReport::getOrderHighId ( ) const
throw (
)
inline

References BSWAP32.

const UInt32 CMI::OrderFillReport::getOrderLowId ( ) const
throw (
)
inline

References BSWAP32.

const UInt32 CMI::OrderFillReport::getProductKey ( ) const
throw (
)
inline

References BSWAP32.

const UInt8 CMI::OrderFillReport::getReportType ( ) const
throw (
)
inline
FieldsSetIterator CMI::OrderFillReport::getSetIterator ( )
inline
FieldsSetIterator CMI::OrderFillReport::getSetIterator ( StandardHeader message)
inlinestatic
const Alpha CMI::OrderFillReport::getSide ( ) const
throw (
)
inline
const UInt16 CMI::OrderFillReport::getStatusChange ( ) const
throw (
)
inline

References BSWAP16.

const UInt64 CMI::OrderFillReport::getTimestamp ( ) const
throw (
)
inline

References BSWAP64.

const UInt32 CMI::OrderFillReport::getTradedQuantity ( ) const
throw (
)
inline

References BSWAP32.

const UInt32 CMI::OrderFillReport::getTradeIdHigh ( ) const
throw (
)
inline

References BSWAP32.

const UInt32 CMI::OrderFillReport::getTradeIdLow ( ) const
throw (
)
inline

References BSWAP32.

const UInt8 CMI::OrderFillReport::getTradingSessionId ( ) const
throw (
)
inline
const AsciiString CMI::OrderFillReport::getUserAssignedId ( ) const
throw (
)
inline
const UInt16 CMI::OrderFillReport::getYear ( ) const
throw (
)
inline

References BSWAP16.

void CMI::OrderFillReport::setActivityReason ( UInt16  value)
throw (
)
inline

References BSWAP16.

void CMI::OrderFillReport::setBillingType ( Alpha  value)
throw (
)
inline
void CMI::OrderFillReport::setBranch ( const AsciiString val)
throw (
)
inline

References CMI::StringCopy().

void CMI::OrderFillReport::setBranchSequenceNumber ( UInt16  value)
throw (
)
inline

References BSWAP16.

void CMI::OrderFillReport::setCanceledQuantity ( UInt32  value)
throw (
)
inline

References BSWAP32.

void CMI::OrderFillReport::setDay ( UInt8  value)
throw (
)
inline
void CMI::OrderFillReport::setLeavesQuantity ( UInt32  value)
throw (
)
inline

References BSWAP32.

void CMI::OrderFillReport::setMonth ( UInt8  value)
throw (
)
inline
void CMI::OrderFillReport::setOrderHighId ( UInt32  value)
throw (
)
inline

References BSWAP32.

void CMI::OrderFillReport::setOrderLowId ( UInt32  value)
throw (
)
inline

References BSWAP32.

void CMI::OrderFillReport::setProductKey ( UInt32  value)
throw (
)
inline

References BSWAP32.

void CMI::OrderFillReport::setReportType ( UInt8  value)
throw (
)
inline
void CMI::OrderFillReport::setSide ( Alpha  value)
throw (
)
inline
void CMI::OrderFillReport::setStatusChange ( UInt16  value)
throw (
)
inline

References BSWAP16.

void CMI::OrderFillReport::setTimestamp ( UInt64  value)
throw (
)
inline

References BSWAP64.

void CMI::OrderFillReport::setTradedQuantity ( UInt32  value)
throw (
)
inline

References BSWAP32.

void CMI::OrderFillReport::setTradeIdHigh ( UInt32  value)
throw (
)
inline

References BSWAP32.

void CMI::OrderFillReport::setTradeIdLow ( UInt32  value)
throw (
)
inline

References BSWAP32.

void CMI::OrderFillReport::setTradingSessionId ( UInt8  value)
throw (
)
inline
void CMI::OrderFillReport::setUserAssignedId ( const AsciiString val)
throw (
)
inline
void CMI::OrderFillReport::setYear ( UInt16  value)
throw (
)
inline

References BSWAP16.

std::ostream& CMI::OrderFillReport::toStream ( std::ostream &  os) const
inline

Referenced by CMI::messageToStream().

std::string CMI::OrderFillReport::toString ( ) const
inline
void CMI::OrderFillReport::updateMessageLength ( )
inline
static void CMI::OrderFillReport::updateMessageLength ( StandardHeader message)
inlinestatic

Member Data Documentation

UInt16 CMI::OrderFillReport::activityReason
Alpha CMI::OrderFillReport::billingType
Alpha3 CMI::OrderFillReport::branch
UInt16 CMI::OrderFillReport::branchSequenceNumber
UInt32 CMI::OrderFillReport::canceledQuantity
UInt8 CMI::OrderFillReport::day
UInt32 CMI::OrderFillReport::leavesQuantity
UInt8 CMI::OrderFillReport::month
UInt32 CMI::OrderFillReport::orderHighId
UInt32 CMI::OrderFillReport::orderLowId
UInt32 CMI::OrderFillReport::productKey
UInt8 CMI::OrderFillReport::reportType
Alpha CMI::OrderFillReport::side
UInt16 CMI::OrderFillReport::statusChange
UInt64 CMI::OrderFillReport::timestamp
Decimal CMI::OrderFillReport::tradedPrice
UInt32 CMI::OrderFillReport::tradedQuantity
UInt32 CMI::OrderFillReport::tradeIdHigh
UInt32 CMI::OrderFillReport::tradeIdLow
UInt8 CMI::OrderFillReport::tradingSessionId
const MessageType::Enum CMI::OrderFillReport::TYPE = MessageType::MessageType_OrderFillReport
static
Alpha20 CMI::OrderFillReport::userAssignedId
UInt16 CMI::OrderFillReport::year