B2BITS FIX Antenna HFT  1.0.16
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ILink3V7::ExecutionReportTradeSpreadLeg527 Struct Reference

#include <ILink3V7BinaryMessages.h>

+ Inheritance diagram for ILink3V7::ExecutionReportTradeSpreadLeg527:
+ Collaboration diagram for ILink3V7::ExecutionReportTradeSpreadLeg527:

Classes

struct  NoFills
 
struct  NoOrderEvents
 

Public Member Functions

ExecutionReportTradeSpreadLeg527clone ()
 
 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 NoFillsgetNoFills () const
 
NoFillsgetNoFills ()
 
const NoOrderEventsgetNoOrderEvents () const
 
NoOrderEventsgetNoOrderEvents ()
 
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 messageHeadergetSbeHeader () 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 ExecTypeTradegetExecType ()
 
static FieldsIterator getIterator (const StandardHeader &message)
 
static size_t getMinMessageSize ()
 
static FieldsSetIterator getSetIterator (StandardHeader &message)
 
static bool hasRepeatingGroups ()
 
static void updateMessageLength (StandardHeader &message)
 

Public Attributes

Decimal64NULL calculatedCcyLastQty
 
String20Req clOrdID
 
uInt32 cumQty
 
String40 execID
 
Decimal64NULL grossTradeAmt
 
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
 
LocalMktDate settlDate
 
SideReq side
 
uInt32 sideTradeID
 
Decimal32NULL timeToExpiration
 
LocalMktDate tradeDate
 
uInt64 transactTime
 
PRICENULL9 underlyingPx
 
uInt64 uuid
 
Decimal64NULL volatility
 
- Public Attributes inherited from ILink3V7::StandardHeader
u16 encodingType
 
u16 messageLength
 
messageHeader sbeHeader
 

Static Public Attributes

static const u16 BlockLength = 219
 
static constexpr const char * SemanticType = "8"
 
static const u16 TemplateID = 527
 

Constructor & Destructor Documentation

ILink3V7::ExecutionReportTradeSpreadLeg527::ExecutionReportTradeSpreadLeg527 ( )
throw (
)
inline
ILink3V7::ExecutionReportTradeSpreadLeg527::ExecutionReportTradeSpreadLeg527 ( bool  initFields)
throw (
)
inlineexplicit

Member Function Documentation

ExecutionReportTradeSpreadLeg527* ILink3V7::ExecutionReportTradeSpreadLeg527::clone ( )
inline
const AsciiString ILink3V7::ExecutionReportTradeSpreadLeg527::getClOrdID ( ) const
throw (
)
inline
const uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::getCumQty ( ) const
throw (
)
inline
const AsciiString ILink3V7::ExecutionReportTradeSpreadLeg527::getExecID ( ) const
throw (
)
inline
static const ExecTypeTrade& ILink3V7::ExecutionReportTradeSpreadLeg527::getExecType ( )
inlinestatic
FieldsIterator ILink3V7::ExecutionReportTradeSpreadLeg527::getIterator ( ) const
inline
FieldsIterator ILink3V7::ExecutionReportTradeSpreadLeg527::getIterator ( const StandardHeader message)
inlinestatic
const uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::getLastQty ( ) const
throw (
)
inline
const AsciiString ILink3V7::ExecutionReportTradeSpreadLeg527::getLocation ( ) const
throw (
)
inline
size_t ILink3V7::ExecutionReportTradeSpreadLeg527::getMinMessageSize ( )
inlinestatic
size_t ILink3V7::ExecutionReportTradeSpreadLeg527::getMsgLength ( ) const
inline
const NoFills& ILink3V7::ExecutionReportTradeSpreadLeg527::getNoFills ( ) const
inline
NoFills& ILink3V7::ExecutionReportTradeSpreadLeg527::getNoFills ( )
inline
const NoOrderEvents& ILink3V7::ExecutionReportTradeSpreadLeg527::getNoOrderEvents ( ) const
inline
NoOrderEvents& ILink3V7::ExecutionReportTradeSpreadLeg527::getNoOrderEvents ( )
inline
const uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::getOrderID ( ) const
throw (
)
inline
const OrdStatusTrd::Enum ILink3V7::ExecutionReportTradeSpreadLeg527::getOrdStatus ( ) const
throw (
)
inline
const OrderType::Enum ILink3V7::ExecutionReportTradeSpreadLeg527::getOrdType ( ) const
throw (
)
inline
const uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::getPartyDetailsListReqID ( ) const
throw (
)
inline
const BooleanFlag::Enum ILink3V7::ExecutionReportTradeSpreadLeg527::getPossRetransFlag ( ) const
throw (
)
inline
const uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::getSecExecID ( ) const
throw (
)
inline
const Int32 ILink3V7::ExecutionReportTradeSpreadLeg527::getSecurityID ( ) const
throw (
)
inline
const AsciiString ILink3V7::ExecutionReportTradeSpreadLeg527::getSenderID ( ) const
throw (
)
inline
const uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::getSendingTimeEpoch ( ) const
throw (
)
inline
const uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::getSeqNum ( ) const
throw (
)
inline
FieldsSetIterator ILink3V7::ExecutionReportTradeSpreadLeg527::getSetIterator ( )
inline
FieldsSetIterator ILink3V7::ExecutionReportTradeSpreadLeg527::getSetIterator ( StandardHeader message)
inlinestatic
const LocalMktDate ILink3V7::ExecutionReportTradeSpreadLeg527::getSettlDate ( ) const
throw (
)
inline
const SideReq::Enum ILink3V7::ExecutionReportTradeSpreadLeg527::getSide ( ) const
throw (
)
inline
const uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::getSideTradeID ( ) const
throw (
)
inline
const LocalMktDate ILink3V7::ExecutionReportTradeSpreadLeg527::getTradeDate ( ) const
throw (
)
inline
const uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::getTransactTime ( ) const
throw (
)
inline
const uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::getUUID ( ) const
throw (
)
inline
static bool ILink3V7::ExecutionReportTradeSpreadLeg527::hasRepeatingGroups ( )
inlinestatic
void ILink3V7::ExecutionReportTradeSpreadLeg527::setClOrdID ( const AsciiString val)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setCumQty ( uInt32  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setExecID ( const AsciiString val)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setLastQty ( uInt32  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setLocation ( const AsciiString val)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setOrderID ( uInt64  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setOrdStatus ( const OrdStatusTrd::Enum  val)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setOrdType ( const OrderType::Enum  val)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setPartyDetailsListReqID ( uInt64  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setPossRetransFlag ( const BooleanFlag::Enum  val)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setSecExecID ( uInt64  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setSecurityID ( Int32  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setSenderID ( const AsciiString val)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setSendingTimeEpoch ( uInt64  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setSeqNum ( uInt32  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setSettlDate ( LocalMktDate  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setSide ( const SideReq::Enum  val)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setSideTradeID ( uInt32  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setTradeDate ( LocalMktDate  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setTransactTime ( uInt64  value)
throw (
)
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::setUUID ( uInt64  value)
throw (
)
inline
std::ostream& ILink3V7::ExecutionReportTradeSpreadLeg527::toStream ( std::ostream &  os) const
inline
std::string ILink3V7::ExecutionReportTradeSpreadLeg527::toString ( ) const
inline
void ILink3V7::ExecutionReportTradeSpreadLeg527::updateMessageLength ( )
inline
static void ILink3V7::ExecutionReportTradeSpreadLeg527::updateMessageLength ( StandardHeader message)
inlinestatic

Member Data Documentation

const u16 ILink3V7::ExecutionReportTradeSpreadLeg527::BlockLength = 219
static
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
constexpr const char* ILink3V7::ExecutionReportTradeSpreadLeg527::SemanticType = "8"
static
String20Req ILink3V7::ExecutionReportTradeSpreadLeg527::senderID
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::sendingTimeEpoch
uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::seqNum
LocalMktDate ILink3V7::ExecutionReportTradeSpreadLeg527::settlDate
SideReq ILink3V7::ExecutionReportTradeSpreadLeg527::side
uInt32 ILink3V7::ExecutionReportTradeSpreadLeg527::sideTradeID
const u16 ILink3V7::ExecutionReportTradeSpreadLeg527::TemplateID = 527
static
Decimal32NULL ILink3V7::ExecutionReportTradeSpreadLeg527::timeToExpiration
LocalMktDate ILink3V7::ExecutionReportTradeSpreadLeg527::tradeDate
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::transactTime
PRICENULL9 ILink3V7::ExecutionReportTradeSpreadLeg527::underlyingPx
uInt64 ILink3V7::ExecutionReportTradeSpreadLeg527::uuid
Decimal64NULL ILink3V7::ExecutionReportTradeSpreadLeg527::volatility