B2BITS FIX Antenna HFT
1.0.17
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#include <ILink3V7BinaryMessages.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 ILink3V7::crossID, ILink3V7::crossType, ILink3V7::expireDate, ILink3V7::getLocalMktDateNullValue(), ILink3V7::getuInt64NULLNullValue(), ILink3V7::getuInt8NULLNullValue(), ILink3V7::hostCrossID, ILink3V7::lastPx, ILink3V7::Null, ILink3V7::price, ILink3V7::SchemaID, ILink3V7::SchemaVersion, ILink3V7::stopPx, and ILink3V7::tradeDate.
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References ILink3V7::aggressorIndicator.
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References ILink3V7::clOrdID.
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References ILink3V7::crossID.
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References ILink3V7::crossType.
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References ILink3V7::cumQty.
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References ILink3V7::execID.
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References ILink3V7::execInst.
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Referenced by ILink3V7::createMessage(), and ILink3V7::populateWithConstFields().
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References ILink3V7::executionMode.
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References ILink3V7::expireDate.
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References ILink3V7::hostCrossID.
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References ILink3V7::lastQty.
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References ILink3V7::leavesQty.
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References ILink3V7::liquidityFlag.
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References ILink3V7::location.
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References ILink3V7::manualOrderIndicator.
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References ILink3V7::mdTradeEntryID.
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References ILink3V7::NoLegs.
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References ILink3V7::orderID.
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References ILink3V7::orderQty.
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References ILink3V7::orderRequestID.
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References ILink3V7::ordStatus.
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References ILink3V7::ordType.
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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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References ILink3V7::shortSaleType.
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References ILink3V7::side.
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References ILink3V7::sideTradeID.
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References ILink3V7::timeInForce.
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References ILink3V7::totalNumSecurities.
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References ILink3V7::tradeDate.
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References ILink3V7::transactTime.
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References ILink3V7::uuid.
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inlinestatic |
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References ILink3V7::aggressorIndicator.
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References ILink3V7::clOrdID, and ILink3V7::StringCopy().
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References ILink3V7::crossID.
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References ILink3V7::crossType.
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References ILink3V7::cumQty.
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References ILink3V7::execID, and ILink3V7::StringCopy().
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References ILink3V7::execInst.
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References ILink3V7::executionMode.
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References ILink3V7::expireDate.
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References ILink3V7::hostCrossID.
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References ILink3V7::lastQty.
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References ILink3V7::leavesQty.
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References ILink3V7::liquidityFlag.
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References ILink3V7::location, and ILink3V7::StringCopy().
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References ILink3V7::manualOrderIndicator.
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References ILink3V7::mdTradeEntryID.
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References ILink3V7::orderID.
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References ILink3V7::orderQty.
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References ILink3V7::orderRequestID.
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References ILink3V7::ordStatus.
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References ILink3V7::ordType.
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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::shortSaleType.
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References ILink3V7::side.
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References ILink3V7::sideTradeID.
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References ILink3V7::timeInForce.
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References ILink3V7::totalNumSecurities.
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References ILink3V7::tradeDate.
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References ILink3V7::transactTime.
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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().
BooleanFlag ILink3V7::ExecutionReportTradeSpread526::aggressorIndicator |
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String20Req ILink3V7::ExecutionReportTradeSpread526::clOrdID |
uInt64NULL ILink3V7::ExecutionReportTradeSpread526::crossID |
uInt8NULL ILink3V7::ExecutionReportTradeSpread526::crossType |
uInt32 ILink3V7::ExecutionReportTradeSpread526::cumQty |
String40 ILink3V7::ExecutionReportTradeSpread526::execID |
ExecInst ILink3V7::ExecutionReportTradeSpread526::execInst |
ExecMode ILink3V7::ExecutionReportTradeSpread526::executionMode |
LocalMktDate ILink3V7::ExecutionReportTradeSpread526::expireDate |
uInt64NULL ILink3V7::ExecutionReportTradeSpread526::hostCrossID |
PRICE9 ILink3V7::ExecutionReportTradeSpread526::lastPx |
uInt32 ILink3V7::ExecutionReportTradeSpread526::lastQty |
uInt32 ILink3V7::ExecutionReportTradeSpread526::leavesQty |
BooleanNULL ILink3V7::ExecutionReportTradeSpread526::liquidityFlag |
String5Req ILink3V7::ExecutionReportTradeSpread526::location |
ManualOrdIndReq ILink3V7::ExecutionReportTradeSpread526::manualOrderIndicator |
uInt32 ILink3V7::ExecutionReportTradeSpread526::mdTradeEntryID |
uInt64 ILink3V7::ExecutionReportTradeSpread526::orderID |
uInt32 ILink3V7::ExecutionReportTradeSpread526::orderQty |
uInt64 ILink3V7::ExecutionReportTradeSpread526::orderRequestID |
OrdStatusTrd ILink3V7::ExecutionReportTradeSpread526::ordStatus |
OrderType ILink3V7::ExecutionReportTradeSpread526::ordType |
uInt64 ILink3V7::ExecutionReportTradeSpread526::partyDetailsListReqID |
BooleanFlag ILink3V7::ExecutionReportTradeSpread526::possRetransFlag |
PRICE9 ILink3V7::ExecutionReportTradeSpread526::price |
uInt64 ILink3V7::ExecutionReportTradeSpread526::secExecID |
Int32 ILink3V7::ExecutionReportTradeSpread526::securityID |
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Referenced by ILink3V7::createMessage(), and ILink3V7::getMessageSemanticType().
String20Req ILink3V7::ExecutionReportTradeSpread526::senderID |
uInt64 ILink3V7::ExecutionReportTradeSpread526::sendingTimeEpoch |
uInt32 ILink3V7::ExecutionReportTradeSpread526::seqNum |
ShortSaleType ILink3V7::ExecutionReportTradeSpread526::shortSaleType |
SideReq ILink3V7::ExecutionReportTradeSpread526::side |
uInt32 ILink3V7::ExecutionReportTradeSpread526::sideTradeID |
PRICENULL9 ILink3V7::ExecutionReportTradeSpread526::stopPx |
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TimeInForce ILink3V7::ExecutionReportTradeSpread526::timeInForce |
uInt8 ILink3V7::ExecutionReportTradeSpread526::totalNumSecurities |
LocalMktDate ILink3V7::ExecutionReportTradeSpread526::tradeDate |
uInt64 ILink3V7::ExecutionReportTradeSpread526::transactTime |
uInt64 ILink3V7::ExecutionReportTradeSpread526::uuid |