B2BITS FIX Antenna HFT
1.0.17
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#include <ILink3V5BinaryMessages.h>
Classes | |
struct | NoFills |
struct | NoLegs |
struct | NoOrderEvents |
Static Public Member Functions | |
static FieldsIterator | getIterator (const StandardHeader &message) |
static size_t | getMinMessageSize () |
static FieldsSetIterator | getSetIterator (StandardHeader &message) |
static bool | isDynamicSizeMessage () |
static void | updateMessageLength (StandardHeader &message) |
Static Public Attributes | |
static const u16 | BlockLength = 187 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 549 |
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References ILink3V5::clOrdID.
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References ILink3V5::execID.
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References ILink3V5::execInst.
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References ILink3V5::execType.
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References ILink3V5::executionMode.
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inlinestatic |
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References ILink3V5::lastQty.
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References ILink3V5::liquidityFlag.
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References ILink3V5::location.
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References ILink3V5::managedOrder.
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References ILink3V5::manualOrderIndicator.
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References ILink3V5::mdTradeEntryID.
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References ILink3V5::NoLegs.
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References ILink3V5::orderID.
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References ILink3V5::ordStatus.
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References ILink3V5::ordType.
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References ILink3V5::origSecondaryExecutionID.
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References ILink3V5::origSideTradeID.
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References ILink3V5::partyDetailsListReqID.
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References ILink3V5::possRetransFlag.
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References ILink3V5::secExecID.
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References ILink3V5::securityID.
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References ILink3V5::senderID.
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References ILink3V5::sendingTimeEpoch.
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References ILink3V5::seqNum.
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inlinestatic |
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References ILink3V5::shortSaleType.
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References ILink3V5::side.
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References ILink3V5::sideTradeID.
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References ILink3V5::totalNumSecurities.
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References ILink3V5::tradeDate.
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References ILink3V5::transactTime.
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References ILink3V5::uuid.
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inlinestatic |
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delete |
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References ILink3V5::clOrdID, and ILink3V5::StringCopy().
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References ILink3V5::execID, and ILink3V5::StringCopy().
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References ILink3V5::execInst.
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References ILink3V5::execType.
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References ILink3V5::executionMode.
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References ILink3V5::lastQty.
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References ILink3V5::liquidityFlag.
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References ILink3V5::location, and ILink3V5::StringCopy().
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References ILink3V5::managedOrder.
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References ILink3V5::manualOrderIndicator.
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References ILink3V5::mdTradeEntryID.
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References ILink3V5::orderID.
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References ILink3V5::ordStatus.
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References ILink3V5::ordType.
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References ILink3V5::origSecondaryExecutionID.
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References ILink3V5::origSideTradeID.
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References ILink3V5::partyDetailsListReqID.
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References ILink3V5::possRetransFlag.
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References ILink3V5::secExecID.
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References ILink3V5::securityID.
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References ILink3V5::senderID, and ILink3V5::StringCopy().
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References ILink3V5::sendingTimeEpoch.
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References ILink3V5::seqNum.
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References ILink3V5::shortSaleType.
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References ILink3V5::side.
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References ILink3V5::sideTradeID.
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References ILink3V5::totalNumSecurities.
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References ILink3V5::tradeDate.
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References ILink3V5::transactTime.
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References ILink3V5::uuid.
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Referenced by ILink3V5::messageToStream().
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References ILink3V5::updateMessageLength().
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References ILink3V5::StandardHeader::setMessageLength().
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String20Req ILink3V5::ExecutionReportTradeAddendumSpread549::clOrdID |
String40 ILink3V5::ExecutionReportTradeAddendumSpread549::execID |
ExecInst ILink3V5::ExecutionReportTradeAddendumSpread549::execInst |
ExecTypTrdCxl ILink3V5::ExecutionReportTradeAddendumSpread549::execType |
ExecMode ILink3V5::ExecutionReportTradeAddendumSpread549::executionMode |
PRICE9 ILink3V5::ExecutionReportTradeAddendumSpread549::lastPx |
uInt32 ILink3V5::ExecutionReportTradeAddendumSpread549::lastQty |
BooleanNULL ILink3V5::ExecutionReportTradeAddendumSpread549::liquidityFlag |
String5Req ILink3V5::ExecutionReportTradeAddendumSpread549::location |
BooleanNULL ILink3V5::ExecutionReportTradeAddendumSpread549::managedOrder |
ManualOrdIndReq ILink3V5::ExecutionReportTradeAddendumSpread549::manualOrderIndicator |
uInt32 ILink3V5::ExecutionReportTradeAddendumSpread549::mdTradeEntryID |
uInt64 ILink3V5::ExecutionReportTradeAddendumSpread549::orderID |
OrdStatusTrdCxl ILink3V5::ExecutionReportTradeAddendumSpread549::ordStatus |
OrderType ILink3V5::ExecutionReportTradeAddendumSpread549::ordType |
uInt64NULL ILink3V5::ExecutionReportTradeAddendumSpread549::origSecondaryExecutionID |
uInt32NULL ILink3V5::ExecutionReportTradeAddendumSpread549::origSideTradeID |
uInt64 ILink3V5::ExecutionReportTradeAddendumSpread549::partyDetailsListReqID |
BooleanFlag ILink3V5::ExecutionReportTradeAddendumSpread549::possRetransFlag |
uInt64 ILink3V5::ExecutionReportTradeAddendumSpread549::secExecID |
Int32 ILink3V5::ExecutionReportTradeAddendumSpread549::securityID |
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Referenced by ILink3V5::createMessage(), and ILink3V5::getMessageSemanticType().
String20Req ILink3V5::ExecutionReportTradeAddendumSpread549::senderID |
uInt64 ILink3V5::ExecutionReportTradeAddendumSpread549::sendingTimeEpoch |
uInt32 ILink3V5::ExecutionReportTradeAddendumSpread549::seqNum |
ShortSaleType ILink3V5::ExecutionReportTradeAddendumSpread549::shortSaleType |
SideReq ILink3V5::ExecutionReportTradeAddendumSpread549::side |
uInt32 ILink3V5::ExecutionReportTradeAddendumSpread549::sideTradeID |
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uInt8 ILink3V5::ExecutionReportTradeAddendumSpread549::totalNumSecurities |
LocalMktDate ILink3V5::ExecutionReportTradeAddendumSpread549::tradeDate |
uInt64 ILink3V5::ExecutionReportTradeAddendumSpread549::transactTime |
uInt64 ILink3V5::ExecutionReportTradeAddendumSpread549::uuid |