B2BITS FIX Antenna HFT
1.0.17
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#include <ILink3V7BinaryMessages.h>
Classes | |
struct | NoFills |
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 = 222 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 548 |
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References ILink3V7::benchmarkPrice, ILink3V7::calculatedCcyLastQty, ILink3V7::discretionPrice, ILink3V7::getLocalMktDateNullValue(), ILink3V7::getuInt16NULLNullValue(), ILink3V7::getuInt32NULLNullValue(), ILink3V7::getuInt64NULLNullValue(), ILink3V7::grossTradeAmt, ILink3V7::lastPx, ILink3V7::maturityDate, ILink3V7::Null, ILink3V7::origSecondaryExecutionID, ILink3V7::origSideTradeID, ILink3V7::SchemaID, ILink3V7::SchemaVersion, ILink3V7::settlDate, ILink3V7::tradeDate, and ILink3V7::trdType.
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References ILink3V7::clOrdID.
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References ILink3V7::execID.
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References ILink3V7::execInst.
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References ILink3V7::execRestatementReason.
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References ILink3V7::execType.
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References ILink3V7::executionMode.
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inlinestatic |
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References ILink3V7::lastQty.
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References ILink3V7::liquidityFlag.
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References ILink3V7::location.
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References ILink3V7::managedOrder.
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References ILink3V7::manualOrderIndicator.
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References ILink3V7::maturityDate.
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inlinestatic |
References ILink3V7::NoOrderEvents.
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References ILink3V7::orderID.
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References ILink3V7::ordStatus.
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References ILink3V7::origSecondaryExecutionID.
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References ILink3V7::origSideTradeID.
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References ILink3V7::partyDetailsListReqID.
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References ILink3V7::possRetransFlag.
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References ILink3V7::secExecID.
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References ILink3V7::securityID.
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References ILink3V7::senderID.
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References ILink3V7::sendingTimeEpoch.
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References ILink3V7::seqNum.
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inlinestatic |
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References ILink3V7::settlDate.
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References ILink3V7::shortSaleType.
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References ILink3V7::side.
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References ILink3V7::sideTradeID.
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References ILink3V7::tradeDate.
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References ILink3V7::transactTime.
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References ILink3V7::trdType.
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References ILink3V7::uuid.
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inlinestatic |
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delete |
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References ILink3V7::clOrdID, and ILink3V7::StringCopy().
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References ILink3V7::execID, and ILink3V7::StringCopy().
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References ILink3V7::execInst.
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References ILink3V7::execRestatementReason.
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References ILink3V7::execType.
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References ILink3V7::executionMode.
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References ILink3V7::lastQty.
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References ILink3V7::liquidityFlag.
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References ILink3V7::location, and ILink3V7::StringCopy().
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References ILink3V7::managedOrder.
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References ILink3V7::manualOrderIndicator.
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References ILink3V7::maturityDate.
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References ILink3V7::orderID.
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References ILink3V7::ordStatus.
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References ILink3V7::origSecondaryExecutionID.
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References ILink3V7::origSideTradeID.
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References ILink3V7::partyDetailsListReqID.
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References ILink3V7::possRetransFlag.
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References ILink3V7::secExecID.
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References ILink3V7::securityID.
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References ILink3V7::senderID, and ILink3V7::StringCopy().
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References ILink3V7::sendingTimeEpoch.
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References ILink3V7::seqNum.
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References ILink3V7::settlDate.
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References ILink3V7::shortSaleType.
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References ILink3V7::side.
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References ILink3V7::sideTradeID.
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References ILink3V7::tradeDate.
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References ILink3V7::transactTime.
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References ILink3V7::trdType.
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References ILink3V7::uuid.
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Referenced by ILink3V7::messageToStream().
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References ILink3V7::updateMessageLength().
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References ILink3V7::StandardHeader::setMessageLength().
PRICENULL9 ILink3V7::ExecutionReportTradeAddendumOutright548::benchmarkPrice |
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Decimal64NULL ILink3V7::ExecutionReportTradeAddendumOutright548::calculatedCcyLastQty |
String20Req ILink3V7::ExecutionReportTradeAddendumOutright548::clOrdID |
PRICENULL9 ILink3V7::ExecutionReportTradeAddendumOutright548::discretionPrice |
String40 ILink3V7::ExecutionReportTradeAddendumOutright548::execID |
ExecInst ILink3V7::ExecutionReportTradeAddendumOutright548::execInst |
ExecReason ILink3V7::ExecutionReportTradeAddendumOutright548::execRestatementReason |
ExecTypTrdCxl ILink3V7::ExecutionReportTradeAddendumOutright548::execType |
ExecMode ILink3V7::ExecutionReportTradeAddendumOutright548::executionMode |
Decimal64NULL ILink3V7::ExecutionReportTradeAddendumOutright548::grossTradeAmt |
PRICE9 ILink3V7::ExecutionReportTradeAddendumOutright548::lastPx |
uInt32 ILink3V7::ExecutionReportTradeAddendumOutright548::lastQty |
BooleanNULL ILink3V7::ExecutionReportTradeAddendumOutright548::liquidityFlag |
String5Req ILink3V7::ExecutionReportTradeAddendumOutright548::location |
BooleanNULL ILink3V7::ExecutionReportTradeAddendumOutright548::managedOrder |
ManualOrdIndReq ILink3V7::ExecutionReportTradeAddendumOutright548::manualOrderIndicator |
LocalMktDate ILink3V7::ExecutionReportTradeAddendumOutright548::maturityDate |
uInt64 ILink3V7::ExecutionReportTradeAddendumOutright548::orderID |
OrdStatusTrdCxl ILink3V7::ExecutionReportTradeAddendumOutright548::ordStatus |
uInt64NULL ILink3V7::ExecutionReportTradeAddendumOutright548::origSecondaryExecutionID |
uInt32NULL ILink3V7::ExecutionReportTradeAddendumOutright548::origSideTradeID |
uInt64 ILink3V7::ExecutionReportTradeAddendumOutright548::partyDetailsListReqID |
BooleanFlag ILink3V7::ExecutionReportTradeAddendumOutright548::possRetransFlag |
uInt64 ILink3V7::ExecutionReportTradeAddendumOutright548::secExecID |
Int32 ILink3V7::ExecutionReportTradeAddendumOutright548::securityID |
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Referenced by ILink3V7::createMessage(), and ILink3V7::getMessageSemanticType().
String20Req ILink3V7::ExecutionReportTradeAddendumOutright548::senderID |
uInt64 ILink3V7::ExecutionReportTradeAddendumOutright548::sendingTimeEpoch |
uInt32 ILink3V7::ExecutionReportTradeAddendumOutright548::seqNum |
LocalMktDate ILink3V7::ExecutionReportTradeAddendumOutright548::settlDate |
ShortSaleType ILink3V7::ExecutionReportTradeAddendumOutright548::shortSaleType |
SideReq ILink3V7::ExecutionReportTradeAddendumOutright548::side |
uInt32 ILink3V7::ExecutionReportTradeAddendumOutright548::sideTradeID |
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LocalMktDate ILink3V7::ExecutionReportTradeAddendumOutright548::tradeDate |
uInt64 ILink3V7::ExecutionReportTradeAddendumOutright548::transactTime |
uInt16NULL ILink3V7::ExecutionReportTradeAddendumOutright548::trdType |
uInt64 ILink3V7::ExecutionReportTradeAddendumOutright548::uuid |