B2BITS FIX Antenna HFT  1.0.17
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ILink3V5::ExecutionReportTradeSpreadLeg527 Struct Reference

#include <ILink3V5BinaryMessages.h>

+ Inheritance diagram for ILink3V5::ExecutionReportTradeSpreadLeg527:
+ Collaboration diagram for ILink3V5::ExecutionReportTradeSpreadLeg527:

Classes

struct  NoFills
 
struct  NoOrderEvents
 

Public Member Functions

ExecutionReportTradeSpreadLeg527 * clone ()
 
 ExecutionReportTradeSpreadLeg527 ()
 
 ExecutionReportTradeSpreadLeg527 (bool initFields)
 
 ExecutionReportTradeSpreadLeg527 (const ExecutionReportTradeSpreadLeg527 &src)=delete
 
const AsciiString getClOrdID () const
 
const uInt32 getCumQty () const
 
const AsciiString getExecID () const
 
FieldsIterator getIterator () const
 
const uInt32 getLastQty () const
 
const AsciiString getLocation () const
 
size_t getMsgLength () const
 
const NoFills & getNoFills () const
 
NoFills & getNoFills ()
 
const NoOrderEvents & getNoOrderEvents () const
 
NoOrderEvents & getNoOrderEvents ()
 
const uInt64 getOrderID () const
 
const OrdStatusTrd getOrdStatus () const
 
const OrderType getOrdType () const
 
const uInt64 getPartyDetailsListReqID () const
 
const BooleanFlag getPossRetransFlag () const
 
const uInt64 getSecExecID () const
 
const Int32 getSecurityID () const
 
const AsciiString getSenderID () const
 
const uInt64 getSendingTimeEpoch () const
 
const uInt32 getSeqNum () const
 
FieldsSetIterator getSetIterator ()
 
const SideReq getSide () const
 
const uInt32 getSideTradeID () const
 
const LocalMktDate getTradeDate () const
 
const uInt64 getTransactTime () const
 
const uInt64 getUUID () const
 
ExecutionReportTradeSpreadLeg527 & operator= (const ExecutionReportTradeSpreadLeg527 &src)=delete
 
void setClOrdID (const AsciiString &val)
 
void setCumQty (uInt32 value)
 
void setExecID (const AsciiString &val)
 
void setLastQty (uInt32 value)
 
void setLocation (const AsciiString &val)
 
void setOrderID (uInt64 value)
 
void setOrdStatus (const OrdStatusTrd val)
 
void setOrdType (const OrderType val)
 
void setPartyDetailsListReqID (uInt64 value)
 
void setPossRetransFlag (const BooleanFlag val)
 
void setSecExecID (uInt64 value)
 
void setSecurityID (Int32 value)
 
void setSenderID (const AsciiString &val)
 
void setSendingTimeEpoch (uInt64 value)
 
void setSeqNum (uInt32 value)
 
void setSide (const SideReq val)
 
void setSideTradeID (uInt32 value)
 
void setTradeDate (LocalMktDate value)
 
void setTransactTime (uInt64 value)
 
void setUUID (uInt64 value)
 
std::ostream & toStream (std::ostream &os) const
 
std::string toString () const
 
void updateMessageLength ()
 
- Public Member Functions inherited from ILink3V5::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 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)
 

Public Attributes

String20Req clOrdID
 
uInt32 cumQty
 
String40 execID
 
PRICE9 lastPx
 
uInt32 lastQty
 
String5Req location
 
Decimal32NULL optionDelta
 
uInt64 orderID
 
OrdStatusTrd ordStatus
 
OrderType ordType
 
uInt64 partyDetailsListReqID
 
BooleanFlag possRetransFlag
 
Decimal32NULL riskFreeRate
 
uInt64 secExecID
 
Int32 securityID
 
String20Req senderID
 
uInt64 sendingTimeEpoch
 
uInt32 seqNum
 
SideReq side
 
uInt32 sideTradeID
 
Decimal32NULL timeToExpiration
 
LocalMktDate tradeDate
 
uInt64 transactTime
 
PRICENULL9 underlyingPx
 
uInt64 uuid
 
Decimal64NULL volatility
 
- Public Attributes inherited from ILink3V5::StandardHeader
u16 encodingType
 
u16 messageLength
 
messageHeader sbeHeader
 

Static Public Attributes

static const u16 BlockLength = 199
 
static constexpr const char * SemanticType = "8"
 
static const u16 TemplateID = 527
 

Constructor & Destructor Documentation

ILink3V5::ExecutionReportTradeSpreadLeg527::ExecutionReportTradeSpreadLeg527 ( )
inline
ILink3V5::ExecutionReportTradeSpreadLeg527::ExecutionReportTradeSpreadLeg527 ( bool  initFields)
inlineexplicit

References ILink3V5::getLocalMktDateNullValue(), ILink3V5::lastPx, ILink3V5::optionDelta, ILink3V5::riskFreeRate, ILink3V5::SchemaID, ILink3V5::SchemaVersion, ILink3V5::timeToExpiration, ILink3V5::tradeDate, ILink3V5::underlyingPx, and ILink3V5::volatility.

ILink3V5::ExecutionReportTradeSpreadLeg527::ExecutionReportTradeSpreadLeg527 ( const ExecutionReportTradeSpreadLeg527 &  src)
delete

Member Function Documentation

ExecutionReportTradeSpreadLeg527* ILink3V5::ExecutionReportTradeSpreadLeg527::clone ( )
inline
const AsciiString ILink3V5::ExecutionReportTradeSpreadLeg527::getClOrdID ( ) const
inline

References ILink3V5::clOrdID.

const uInt32 ILink3V5::ExecutionReportTradeSpreadLeg527::getCumQty ( ) const
inline

References ILink3V5::cumQty.

const AsciiString ILink3V5::ExecutionReportTradeSpreadLeg527::getExecID ( ) const
inline

References ILink3V5::execID.

static const ExecTypeTrade& ILink3V5::ExecutionReportTradeSpreadLeg527::getExecType ( )
inlinestatic

Referenced by ILink3V5::createMessage(), and ILink3V5::populateWithConstFields().

FieldsIterator ILink3V5::ExecutionReportTradeSpreadLeg527::getIterator ( ) const
inline
FieldsIterator ILink3V5::ExecutionReportTradeSpreadLeg527::getIterator ( const StandardHeader &  message)
inlinestatic

References ILink3V5::ExecutionReportTradeSpreadLeg527_IteratorDefines.

const uInt32 ILink3V5::ExecutionReportTradeSpreadLeg527::getLastQty ( ) const
inline

References ILink3V5::lastQty.

const AsciiString ILink3V5::ExecutionReportTradeSpreadLeg527::getLocation ( ) const
inline

References ILink3V5::location.

size_t ILink3V5::ExecutionReportTradeSpreadLeg527::getMinMessageSize ( )
inlinestatic

References ILink3V5::NoOrderEvents.

size_t ILink3V5::ExecutionReportTradeSpreadLeg527::getMsgLength ( ) const
inline
const NoFills& ILink3V5::ExecutionReportTradeSpreadLeg527::getNoFills ( ) const
inline

References ILink3V5::CommonFieldsIterator::getGroupFieldValue(), ILink3V5::CommonFieldsIterator::next(), and ILink3V5::NoFills.

NoFills& ILink3V5::ExecutionReportTradeSpreadLeg527::getNoFills ( )
inline

References ILink3V5::CommonFieldsIterator::getGroupFieldValue(), ILink3V5::CommonFieldsIterator::next(), and ILink3V5::NoFills.

const NoOrderEvents& ILink3V5::ExecutionReportTradeSpreadLeg527::getNoOrderEvents ( ) const
inline

References ILink3V5::CommonFieldsIterator::getGroupFieldValue(), ILink3V5::CommonFieldsIterator::next(), and ILink3V5::NoOrderEvents.

NoOrderEvents& ILink3V5::ExecutionReportTradeSpreadLeg527::getNoOrderEvents ( )
inline

References ILink3V5::CommonFieldsIterator::getGroupFieldValue(), ILink3V5::CommonFieldsIterator::next(), and ILink3V5::NoOrderEvents.

const uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::getOrderID ( ) const
inline

References ILink3V5::orderID.

const OrdStatusTrd ILink3V5::ExecutionReportTradeSpreadLeg527::getOrdStatus ( ) const
inline

References ILink3V5::ordStatus.

const OrderType ILink3V5::ExecutionReportTradeSpreadLeg527::getOrdType ( ) const
inline

References ILink3V5::ordType.

const uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::getPartyDetailsListReqID ( ) const
inline

References ILink3V5::partyDetailsListReqID.

const BooleanFlag ILink3V5::ExecutionReportTradeSpreadLeg527::getPossRetransFlag ( ) const
inline

References ILink3V5::possRetransFlag.

const uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::getSecExecID ( ) const
inline

References ILink3V5::secExecID.

const Int32 ILink3V5::ExecutionReportTradeSpreadLeg527::getSecurityID ( ) const
inline

References ILink3V5::securityID.

const AsciiString ILink3V5::ExecutionReportTradeSpreadLeg527::getSenderID ( ) const
inline

References ILink3V5::senderID.

const uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::getSendingTimeEpoch ( ) const
inline

References ILink3V5::sendingTimeEpoch.

const uInt32 ILink3V5::ExecutionReportTradeSpreadLeg527::getSeqNum ( ) const
inline

References ILink3V5::seqNum.

FieldsSetIterator ILink3V5::ExecutionReportTradeSpreadLeg527::getSetIterator ( )
inline
FieldsSetIterator ILink3V5::ExecutionReportTradeSpreadLeg527::getSetIterator ( StandardHeader &  message)
inlinestatic

References ILink3V5::ExecutionReportTradeSpreadLeg527_IteratorDefines.

const SideReq ILink3V5::ExecutionReportTradeSpreadLeg527::getSide ( ) const
inline

References ILink3V5::side.

const uInt32 ILink3V5::ExecutionReportTradeSpreadLeg527::getSideTradeID ( ) const
inline

References ILink3V5::sideTradeID.

const LocalMktDate ILink3V5::ExecutionReportTradeSpreadLeg527::getTradeDate ( ) const
inline

References ILink3V5::tradeDate.

const uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::getTransactTime ( ) const
inline

References ILink3V5::transactTime.

const uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::getUUID ( ) const
inline

References ILink3V5::uuid.

static bool ILink3V5::ExecutionReportTradeSpreadLeg527::isDynamicSizeMessage ( )
inlinestatic
ExecutionReportTradeSpreadLeg527& ILink3V5::ExecutionReportTradeSpreadLeg527::operator= ( const ExecutionReportTradeSpreadLeg527 &  src)
delete
void ILink3V5::ExecutionReportTradeSpreadLeg527::setClOrdID ( const AsciiString &  val)
inline

References ILink3V5::clOrdID, and ILink3V5::StringCopy().

void ILink3V5::ExecutionReportTradeSpreadLeg527::setCumQty ( uInt32  value)
inline

References ILink3V5::cumQty.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setExecID ( const AsciiString &  val)
inline

References ILink3V5::execID, and ILink3V5::StringCopy().

void ILink3V5::ExecutionReportTradeSpreadLeg527::setLastQty ( uInt32  value)
inline

References ILink3V5::lastQty.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setLocation ( const AsciiString &  val)
inline

References ILink3V5::location, and ILink3V5::StringCopy().

void ILink3V5::ExecutionReportTradeSpreadLeg527::setOrderID ( uInt64  value)
inline

References ILink3V5::orderID.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setOrdStatus ( const OrdStatusTrd  val)
inline

References ILink3V5::ordStatus.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setOrdType ( const OrderType  val)
inline

References ILink3V5::ordType.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setPartyDetailsListReqID ( uInt64  value)
inline

References ILink3V5::partyDetailsListReqID.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setPossRetransFlag ( const BooleanFlag  val)
inline

References ILink3V5::possRetransFlag.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setSecExecID ( uInt64  value)
inline

References ILink3V5::secExecID.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setSecurityID ( Int32  value)
inline

References ILink3V5::securityID.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setSenderID ( const AsciiString &  val)
inline

References ILink3V5::senderID, and ILink3V5::StringCopy().

void ILink3V5::ExecutionReportTradeSpreadLeg527::setSendingTimeEpoch ( uInt64  value)
inline

References ILink3V5::sendingTimeEpoch.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setSeqNum ( uInt32  value)
inline

References ILink3V5::seqNum.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setSide ( const SideReq  val)
inline

References ILink3V5::side.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setSideTradeID ( uInt32  value)
inline

References ILink3V5::sideTradeID.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setTradeDate ( LocalMktDate  value)
inline

References ILink3V5::tradeDate.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setTransactTime ( uInt64  value)
inline

References ILink3V5::transactTime.

void ILink3V5::ExecutionReportTradeSpreadLeg527::setUUID ( uInt64  value)
inline

References ILink3V5::uuid.

std::ostream& ILink3V5::ExecutionReportTradeSpreadLeg527::toStream ( std::ostream &  os) const
inline

Referenced by ILink3V5::messageToStream().

std::string ILink3V5::ExecutionReportTradeSpreadLeg527::toString ( ) const
inline
void ILink3V5::ExecutionReportTradeSpreadLeg527::updateMessageLength ( )
inline

References ILink3V5::updateMessageLength().

static void ILink3V5::ExecutionReportTradeSpreadLeg527::updateMessageLength ( StandardHeader &  message)
inlinestatic

References ILink3V5::StandardHeader::setMessageLength().

Member Data Documentation

const u16 ILink3V5::ExecutionReportTradeSpreadLeg527::BlockLength = 199
static
String20Req ILink3V5::ExecutionReportTradeSpreadLeg527::clOrdID
uInt32 ILink3V5::ExecutionReportTradeSpreadLeg527::cumQty
String40 ILink3V5::ExecutionReportTradeSpreadLeg527::execID
PRICE9 ILink3V5::ExecutionReportTradeSpreadLeg527::lastPx
uInt32 ILink3V5::ExecutionReportTradeSpreadLeg527::lastQty
String5Req ILink3V5::ExecutionReportTradeSpreadLeg527::location
Decimal32NULL ILink3V5::ExecutionReportTradeSpreadLeg527::optionDelta
uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::orderID
OrdStatusTrd ILink3V5::ExecutionReportTradeSpreadLeg527::ordStatus
OrderType ILink3V5::ExecutionReportTradeSpreadLeg527::ordType
uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::partyDetailsListReqID
BooleanFlag ILink3V5::ExecutionReportTradeSpreadLeg527::possRetransFlag
Decimal32NULL ILink3V5::ExecutionReportTradeSpreadLeg527::riskFreeRate
uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::secExecID
Int32 ILink3V5::ExecutionReportTradeSpreadLeg527::securityID
constexpr const char* ILink3V5::ExecutionReportTradeSpreadLeg527::SemanticType = "8"
static

Referenced by ILink3V5::createMessage(), and ILink3V5::getMessageSemanticType().

String20Req ILink3V5::ExecutionReportTradeSpreadLeg527::senderID
uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::sendingTimeEpoch
uInt32 ILink3V5::ExecutionReportTradeSpreadLeg527::seqNum
SideReq ILink3V5::ExecutionReportTradeSpreadLeg527::side
uInt32 ILink3V5::ExecutionReportTradeSpreadLeg527::sideTradeID
const u16 ILink3V5::ExecutionReportTradeSpreadLeg527::TemplateID = 527
static

Referenced by ILink3V5::getFieldsIterator(), ILink3V5::getFieldsSetIterator(), ILink3V5::getMessageSemanticType(), ILink3V5::isLargeSizeMessage(), ILink3V5::isValidILink3Message(), ILink3V5::messageToStream(), ILink3V5::populateWithConstFields(), and ILink3V5::updateMessageLength().

Decimal32NULL ILink3V5::ExecutionReportTradeSpreadLeg527::timeToExpiration
LocalMktDate ILink3V5::ExecutionReportTradeSpreadLeg527::tradeDate
uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::transactTime
PRICENULL9 ILink3V5::ExecutionReportTradeSpreadLeg527::underlyingPx
uInt64 ILink3V5::ExecutionReportTradeSpreadLeg527::uuid
Decimal64NULL ILink3V5::ExecutionReportTradeSpreadLeg527::volatility
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