B2BITS FIX Antenna HFT
1.0.17
|
#include <ILink3V5BinaryMessages.h>
Classes | |
struct | NoFills |
struct | NoOrderEvents |
Static Public Member Functions | |
static const ExecTypeTrade & | getExecType () |
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 = 235 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 525 |
|
inline |
|
inlineexplicit |
References ILink3V5::crossID, ILink3V5::crossType, ILink3V5::expireDate, ILink3V5::getLocalMktDateNullValue(), ILink3V5::getuInt32NULLNullValue(), ILink3V5::getuInt64NULLNullValue(), ILink3V5::getuInt8NULLNullValue(), ILink3V5::hostCrossID, ILink3V5::lastPx, ILink3V5::Null, ILink3V5::price, ILink3V5::SchemaID, ILink3V5::SchemaVersion, ILink3V5::stopPx, ILink3V5::tradeDate, and ILink3V5::tradeLinkID.
|
delete |
|
inline |
|
inline |
References ILink3V5::aggressorIndicator.
|
inline |
References ILink3V5::clOrdID.
|
inline |
References ILink3V5::crossID.
|
inline |
References ILink3V5::crossType.
|
inline |
References ILink3V5::cumQty.
|
inline |
References ILink3V5::execID.
|
inline |
References ILink3V5::execInst.
|
inlinestatic |
Referenced by ILink3V5::createMessage(), and ILink3V5::populateWithConstFields().
|
inline |
References ILink3V5::executionMode.
|
inline |
References ILink3V5::expireDate.
|
inline |
References ILink3V5::hostCrossID.
|
inline |
|
inlinestatic |
|
inline |
References ILink3V5::lastQty.
|
inline |
References ILink3V5::leavesQty.
|
inline |
References ILink3V5::liquidityFlag.
|
inline |
References ILink3V5::location.
|
inline |
References ILink3V5::managedOrder.
|
inline |
References ILink3V5::manualOrderIndicator.
|
inline |
References ILink3V5::mdTradeEntryID.
|
inlinestatic |
References ILink3V5::NoOrderEvents.
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |
References ILink3V5::orderID.
|
inline |
References ILink3V5::orderQty.
|
inline |
References ILink3V5::orderRequestID.
|
inline |
References ILink3V5::ordStatus.
|
inline |
References ILink3V5::ordType.
|
inline |
References ILink3V5::ownership.
|
inline |
References ILink3V5::partyDetailsListReqID.
|
inline |
References ILink3V5::possRetransFlag.
|
inline |
References ILink3V5::secExecID.
|
inline |
References ILink3V5::securityID.
|
inline |
References ILink3V5::senderID.
|
inline |
References ILink3V5::sendingTimeEpoch.
|
inline |
References ILink3V5::seqNum.
|
inline |
|
inlinestatic |
|
inline |
References ILink3V5::shortSaleType.
|
inline |
References ILink3V5::side.
|
inline |
References ILink3V5::sideTradeID.
|
inline |
References ILink3V5::timeInForce.
|
inline |
References ILink3V5::tradeDate.
|
inline |
References ILink3V5::tradeLinkID.
|
inline |
References ILink3V5::transactTime.
|
inline |
References ILink3V5::uuid.
|
inlinestatic |
|
delete |
|
inline |
References ILink3V5::aggressorIndicator.
|
inline |
References ILink3V5::clOrdID, and ILink3V5::StringCopy().
|
inline |
References ILink3V5::crossID.
|
inline |
References ILink3V5::crossType.
|
inline |
References ILink3V5::cumQty.
|
inline |
References ILink3V5::execID, and ILink3V5::StringCopy().
|
inline |
References ILink3V5::execInst.
|
inline |
References ILink3V5::executionMode.
|
inline |
References ILink3V5::expireDate.
|
inline |
References ILink3V5::hostCrossID.
|
inline |
References ILink3V5::lastQty.
|
inline |
References ILink3V5::leavesQty.
|
inline |
References ILink3V5::liquidityFlag.
|
inline |
References ILink3V5::location, and ILink3V5::StringCopy().
|
inline |
References ILink3V5::managedOrder.
|
inline |
References ILink3V5::manualOrderIndicator.
|
inline |
References ILink3V5::mdTradeEntryID.
|
inline |
References ILink3V5::orderID.
|
inline |
References ILink3V5::orderQty.
|
inline |
References ILink3V5::orderRequestID.
|
inline |
References ILink3V5::ordStatus.
|
inline |
References ILink3V5::ordType.
|
inline |
References ILink3V5::ownership.
|
inline |
References ILink3V5::partyDetailsListReqID.
|
inline |
References ILink3V5::possRetransFlag.
|
inline |
References ILink3V5::secExecID.
|
inline |
References ILink3V5::securityID.
|
inline |
References ILink3V5::senderID, and ILink3V5::StringCopy().
|
inline |
References ILink3V5::sendingTimeEpoch.
|
inline |
References ILink3V5::seqNum.
|
inline |
References ILink3V5::shortSaleType.
|
inline |
References ILink3V5::side.
|
inline |
References ILink3V5::sideTradeID.
|
inline |
References ILink3V5::timeInForce.
|
inline |
References ILink3V5::tradeDate.
|
inline |
References ILink3V5::tradeLinkID.
|
inline |
References ILink3V5::transactTime.
|
inline |
References ILink3V5::uuid.
|
inline |
Referenced by ILink3V5::messageToStream().
|
inline |
|
inline |
References ILink3V5::updateMessageLength().
|
inlinestatic |
References ILink3V5::StandardHeader::setMessageLength().
BooleanFlag ILink3V5::ExecutionReportTradeOutright525::aggressorIndicator |
|
static |
String20Req ILink3V5::ExecutionReportTradeOutright525::clOrdID |
uInt64NULL ILink3V5::ExecutionReportTradeOutright525::crossID |
uInt8NULL ILink3V5::ExecutionReportTradeOutright525::crossType |
uInt32 ILink3V5::ExecutionReportTradeOutright525::cumQty |
String40 ILink3V5::ExecutionReportTradeOutright525::execID |
ExecInst ILink3V5::ExecutionReportTradeOutright525::execInst |
ExecMode ILink3V5::ExecutionReportTradeOutright525::executionMode |
LocalMktDate ILink3V5::ExecutionReportTradeOutright525::expireDate |
uInt64NULL ILink3V5::ExecutionReportTradeOutright525::hostCrossID |
PRICE9 ILink3V5::ExecutionReportTradeOutright525::lastPx |
uInt32 ILink3V5::ExecutionReportTradeOutright525::lastQty |
uInt32 ILink3V5::ExecutionReportTradeOutright525::leavesQty |
BooleanNULL ILink3V5::ExecutionReportTradeOutright525::liquidityFlag |
String5Req ILink3V5::ExecutionReportTradeOutright525::location |
BooleanNULL ILink3V5::ExecutionReportTradeOutright525::managedOrder |
ManualOrdIndReq ILink3V5::ExecutionReportTradeOutright525::manualOrderIndicator |
uInt32 ILink3V5::ExecutionReportTradeOutright525::mdTradeEntryID |
uInt64 ILink3V5::ExecutionReportTradeOutright525::orderID |
uInt32 ILink3V5::ExecutionReportTradeOutright525::orderQty |
uInt64 ILink3V5::ExecutionReportTradeOutright525::orderRequestID |
OrdStatusTrd ILink3V5::ExecutionReportTradeOutright525::ordStatus |
OrderType ILink3V5::ExecutionReportTradeOutright525::ordType |
uInt8 ILink3V5::ExecutionReportTradeOutright525::ownership |
uInt64 ILink3V5::ExecutionReportTradeOutright525::partyDetailsListReqID |
BooleanFlag ILink3V5::ExecutionReportTradeOutright525::possRetransFlag |
PRICE9 ILink3V5::ExecutionReportTradeOutright525::price |
uInt64 ILink3V5::ExecutionReportTradeOutright525::secExecID |
Int32 ILink3V5::ExecutionReportTradeOutright525::securityID |
|
static |
Referenced by ILink3V5::createMessage(), and ILink3V5::getMessageSemanticType().
String20Req ILink3V5::ExecutionReportTradeOutright525::senderID |
uInt64 ILink3V5::ExecutionReportTradeOutright525::sendingTimeEpoch |
uInt32 ILink3V5::ExecutionReportTradeOutright525::seqNum |
ShortSaleType ILink3V5::ExecutionReportTradeOutright525::shortSaleType |
SideReq ILink3V5::ExecutionReportTradeOutright525::side |
uInt32 ILink3V5::ExecutionReportTradeOutright525::sideTradeID |
PRICENULL9 ILink3V5::ExecutionReportTradeOutright525::stopPx |
|
static |
TimeInForce ILink3V5::ExecutionReportTradeOutright525::timeInForce |
LocalMktDate ILink3V5::ExecutionReportTradeOutright525::tradeDate |
uInt32NULL ILink3V5::ExecutionReportTradeOutright525::tradeLinkID |
uInt64 ILink3V5::ExecutionReportTradeOutright525::transactTime |
uInt64 ILink3V5::ExecutionReportTradeOutright525::uuid |