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 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 = 230 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 526 |
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References ILink3V5::crossID, ILink3V5::crossType, ILink3V5::expireDate, ILink3V5::getLocalMktDateNullValue(), ILink3V5::getuInt64NULLNullValue(), ILink3V5::getuInt8NULLNullValue(), ILink3V5::hostCrossID, ILink3V5::lastPx, ILink3V5::Null, ILink3V5::price, ILink3V5::SchemaID, ILink3V5::SchemaVersion, ILink3V5::stopPx, and ILink3V5::tradeDate.
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References ILink3V5::aggressorIndicator.
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References ILink3V5::clOrdID.
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References ILink3V5::crossID.
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References ILink3V5::crossType.
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References ILink3V5::cumQty.
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References ILink3V5::execID.
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References ILink3V5::execInst.
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Referenced by ILink3V5::createMessage(), and ILink3V5::populateWithConstFields().
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References ILink3V5::executionMode.
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References ILink3V5::expireDate.
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References ILink3V5::hostCrossID.
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References ILink3V5::lastQty.
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References ILink3V5::leavesQty.
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References ILink3V5::liquidityFlag.
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References ILink3V5::location.
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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::orderQty.
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References ILink3V5::orderRequestID.
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References ILink3V5::ordStatus.
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References ILink3V5::ordType.
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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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References ILink3V5::shortSaleType.
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References ILink3V5::side.
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References ILink3V5::sideTradeID.
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References ILink3V5::timeInForce.
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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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References ILink3V5::aggressorIndicator.
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References ILink3V5::clOrdID, and ILink3V5::StringCopy().
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References ILink3V5::crossID.
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References ILink3V5::crossType.
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References ILink3V5::cumQty.
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References ILink3V5::execID, and ILink3V5::StringCopy().
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References ILink3V5::execInst.
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References ILink3V5::executionMode.
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References ILink3V5::expireDate.
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References ILink3V5::hostCrossID.
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References ILink3V5::lastQty.
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References ILink3V5::leavesQty.
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References ILink3V5::liquidityFlag.
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References ILink3V5::location, and ILink3V5::StringCopy().
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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::orderQty.
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References ILink3V5::orderRequestID.
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References ILink3V5::ordStatus.
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References ILink3V5::ordType.
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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::timeInForce.
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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().
BooleanFlag ILink3V5::ExecutionReportTradeSpread526::aggressorIndicator |
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String20Req ILink3V5::ExecutionReportTradeSpread526::clOrdID |
uInt64NULL ILink3V5::ExecutionReportTradeSpread526::crossID |
uInt8NULL ILink3V5::ExecutionReportTradeSpread526::crossType |
uInt32 ILink3V5::ExecutionReportTradeSpread526::cumQty |
String40 ILink3V5::ExecutionReportTradeSpread526::execID |
ExecInst ILink3V5::ExecutionReportTradeSpread526::execInst |
ExecMode ILink3V5::ExecutionReportTradeSpread526::executionMode |
LocalMktDate ILink3V5::ExecutionReportTradeSpread526::expireDate |
uInt64NULL ILink3V5::ExecutionReportTradeSpread526::hostCrossID |
PRICE9 ILink3V5::ExecutionReportTradeSpread526::lastPx |
uInt32 ILink3V5::ExecutionReportTradeSpread526::lastQty |
uInt32 ILink3V5::ExecutionReportTradeSpread526::leavesQty |
BooleanNULL ILink3V5::ExecutionReportTradeSpread526::liquidityFlag |
String5Req ILink3V5::ExecutionReportTradeSpread526::location |
ManualOrdIndReq ILink3V5::ExecutionReportTradeSpread526::manualOrderIndicator |
uInt32 ILink3V5::ExecutionReportTradeSpread526::mdTradeEntryID |
uInt64 ILink3V5::ExecutionReportTradeSpread526::orderID |
uInt32 ILink3V5::ExecutionReportTradeSpread526::orderQty |
uInt64 ILink3V5::ExecutionReportTradeSpread526::orderRequestID |
OrdStatusTrd ILink3V5::ExecutionReportTradeSpread526::ordStatus |
OrderType ILink3V5::ExecutionReportTradeSpread526::ordType |
uInt64 ILink3V5::ExecutionReportTradeSpread526::partyDetailsListReqID |
BooleanFlag ILink3V5::ExecutionReportTradeSpread526::possRetransFlag |
PRICE9 ILink3V5::ExecutionReportTradeSpread526::price |
uInt64 ILink3V5::ExecutionReportTradeSpread526::secExecID |
Int32 ILink3V5::ExecutionReportTradeSpread526::securityID |
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Referenced by ILink3V5::createMessage(), and ILink3V5::getMessageSemanticType().
String20Req ILink3V5::ExecutionReportTradeSpread526::senderID |
uInt64 ILink3V5::ExecutionReportTradeSpread526::sendingTimeEpoch |
uInt32 ILink3V5::ExecutionReportTradeSpread526::seqNum |
ShortSaleType ILink3V5::ExecutionReportTradeSpread526::shortSaleType |
SideReq ILink3V5::ExecutionReportTradeSpread526::side |
uInt32 ILink3V5::ExecutionReportTradeSpread526::sideTradeID |
PRICENULL9 ILink3V5::ExecutionReportTradeSpread526::stopPx |
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TimeInForce ILink3V5::ExecutionReportTradeSpread526::timeInForce |
uInt8 ILink3V5::ExecutionReportTradeSpread526::totalNumSecurities |
LocalMktDate ILink3V5::ExecutionReportTradeSpread526::tradeDate |
uInt64 ILink3V5::ExecutionReportTradeSpread526::transactTime |
uInt64 ILink3V5::ExecutionReportTradeSpread526::uuid |