B2BITS FIX Antenna HFT
1.0.16
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#include <ILink3V7BinaryMessages.h>
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struct | NoFills |
struct | NoOrderEvents |
Public Member Functions | |
ExecutionReportTradeSpreadLeg527 * | clone () |
ExecutionReportTradeSpreadLeg527 () throw () | |
ExecutionReportTradeSpreadLeg527 (bool initFields) throw () | |
const AsciiString | getClOrdID () const throw () |
const uInt32 | getCumQty () const throw () |
const AsciiString | getExecID () const throw () |
FieldsIterator | getIterator () const |
const uInt32 | getLastQty () const throw () |
const AsciiString | getLocation () const throw () |
size_t | getMsgLength () const |
const NoFills & | getNoFills () const |
NoFills & | getNoFills () |
const NoOrderEvents & | getNoOrderEvents () const |
NoOrderEvents & | getNoOrderEvents () |
const uInt64 | getOrderID () const throw () |
const OrdStatusTrd::Enum | getOrdStatus () const throw () |
const OrderType::Enum | getOrdType () const throw () |
const uInt64 | getPartyDetailsListReqID () const throw () |
const BooleanFlag::Enum | getPossRetransFlag () const throw () |
const uInt64 | getSecExecID () const throw () |
const Int32 | getSecurityID () const throw () |
const AsciiString | getSenderID () const throw () |
const uInt64 | getSendingTimeEpoch () const throw () |
const uInt32 | getSeqNum () const throw () |
FieldsSetIterator | getSetIterator () |
const LocalMktDate | getSettlDate () const throw () |
const SideReq::Enum | getSide () const throw () |
const uInt32 | getSideTradeID () const throw () |
const LocalMktDate | getTradeDate () const throw () |
const uInt64 | getTransactTime () const throw () |
const uInt64 | getUUID () const throw () |
void | setClOrdID (const AsciiString &val) throw () |
void | setCumQty (uInt32 value) throw () |
void | setExecID (const AsciiString &val) throw () |
void | setLastQty (uInt32 value) throw () |
void | setLocation (const AsciiString &val) throw () |
void | setOrderID (uInt64 value) throw () |
void | setOrdStatus (const OrdStatusTrd::Enum val) throw () |
void | setOrdType (const OrderType::Enum val) throw () |
void | setPartyDetailsListReqID (uInt64 value) throw () |
void | setPossRetransFlag (const BooleanFlag::Enum val) throw () |
void | setSecExecID (uInt64 value) throw () |
void | setSecurityID (Int32 value) throw () |
void | setSenderID (const AsciiString &val) throw () |
void | setSendingTimeEpoch (uInt64 value) throw () |
void | setSeqNum (uInt32 value) throw () |
void | setSettlDate (LocalMktDate value) throw () |
void | setSide (const SideReq::Enum val) throw () |
void | setSideTradeID (uInt32 value) throw () |
void | setTradeDate (LocalMktDate value) throw () |
void | setTransactTime (uInt64 value) throw () |
void | setUUID (uInt64 value) throw () |
std::ostream & | toStream (std::ostream &os) const |
std::string | toString () const |
void | updateMessageLength () |
Public Member Functions inherited from ILink3V7::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 | hasRepeatingGroups () |
static void | updateMessageLength (StandardHeader &message) |
Static Public Attributes | |
static const u16 | BlockLength = 219 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 527 |
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Referenced by ILink3V7::createMessage(), and ILink3V7::populateWithConstFields().
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References ILink3V7::StringCopy().
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References ILink3V7::StringCopy().
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References ILink3V7::StringCopy().
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References ILink3V7::StringCopy().
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Referenced by ILink3V7::messageToStream().
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References ILink3V7::updateMessageLength().
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References ILink3V7::StandardHeader::setMessageLength().
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Decimal64NULL ILink3V7::ExecutionReportTradeSpreadLeg527::calculatedCcyLastQty |
String20Req ILink3V7::ExecutionReportTradeSpreadLeg527::clOrdID |
uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::cumQty |
String40 ILink3V7::ExecutionReportTradeSpreadLeg527::execID |
Decimal64NULL ILink3V7::ExecutionReportTradeSpreadLeg527::grossTradeAmt |
PRICE9 ILink3V7::ExecutionReportTradeSpreadLeg527::lastPx |
uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::lastQty |
String5Req ILink3V7::ExecutionReportTradeSpreadLeg527::location |
Decimal32NULL ILink3V7::ExecutionReportTradeSpreadLeg527::optionDelta |
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::orderID |
OrdStatusTrd ILink3V7::ExecutionReportTradeSpreadLeg527::ordStatus |
OrderType ILink3V7::ExecutionReportTradeSpreadLeg527::ordType |
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::partyDetailsListReqID |
BooleanFlag ILink3V7::ExecutionReportTradeSpreadLeg527::possRetransFlag |
Decimal32NULL ILink3V7::ExecutionReportTradeSpreadLeg527::riskFreeRate |
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::secExecID |
Int32 ILink3V7::ExecutionReportTradeSpreadLeg527::securityID |
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Referenced by ILink3V7::createMessage(), and ILink3V7::getMessageSemanticType().
String20Req ILink3V7::ExecutionReportTradeSpreadLeg527::senderID |
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::sendingTimeEpoch |
uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::seqNum |
LocalMktDate ILink3V7::ExecutionReportTradeSpreadLeg527::settlDate |
SideReq ILink3V7::ExecutionReportTradeSpreadLeg527::side |
uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::sideTradeID |
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Referenced by ILink3V7::getFieldsIterator(), ILink3V7::getFieldsSetIterator(), ILink3V7::getMessageSemanticType(), ILink3V7::getPossRetransFlag(), ILink3V7::getSendingTimeEpoch(), ILink3V7::getSeqNum(), ILink3V7::isLargeSizeMessage(), ILink3V7::isSendingTimeEpochMessage(), ILink3V7::isSequencedMessage(), ILink3V7::isValidILink3Message(), ILink3V7::messageToStream(), ILink3V7::populateWithConstFields(), ILink3V7::setSendingTimeEpoch(), ILink3V7::setSeqNum(), and ILink3V7::updateMessageLength().
Decimal32NULL ILink3V7::ExecutionReportTradeSpreadLeg527::timeToExpiration |
LocalMktDate ILink3V7::ExecutionReportTradeSpreadLeg527::tradeDate |
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::transactTime |
PRICENULL9 ILink3V7::ExecutionReportTradeSpreadLeg527::underlyingPx |
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::uuid |
Decimal64NULL ILink3V7::ExecutionReportTradeSpreadLeg527::volatility |