B2BITS FIX Antenna HFT
1.0.17
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#include <ILink3BinaryMessages.h>
Static Public Member Functions | |
static const ExecTypeCxl & | getExecType () |
static FieldsIterator | getIterator (const StandardHeader &message) |
static size_t | getMinMessageSize () |
static const OrdStatusCxl & | getOrdStatus () |
static FieldsSetIterator | getSetIterator (StandardHeader &message) |
static bool | isDynamicSizeMessage () |
static void | updateMessageLength (StandardHeader &message) |
Static Public Attributes | |
static const u16 | BlockLength = 247 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 534 |
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inlineexplicit |
References ILink3::crossID, ILink3::crossType, ILink3::delayDuration, ILink3::delayToTime, ILink3::discretionPrice, ILink3::displayQty, ILink3::expireDate, ILink3::getLocalMktDateNullValue(), ILink3::getuInt16NULLNullValue(), ILink3::getuInt32NULLNullValue(), ILink3::getuInt64NULLNullValue(), ILink3::getuInt8NULLNullValue(), ILink3::hostCrossID, ILink3::minQty, ILink3::Null, ILink3::price, ILink3::priorityIndicator, ILink3::reservationPrice, ILink3::SchemaID, ILink3::SchemaVersion, and ILink3::stopPx.
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References ILink3::cancelText.
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References ILink3::clOrdID.
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References ILink3::crossID.
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References ILink3::crossType.
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References ILink3::cumQty.
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References ILink3::delayDuration.
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References ILink3::delayToTime.
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References ILink3::displayQty.
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References ILink3::execID.
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References ILink3::execInst.
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References ILink3::execRestatementReason.
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inlinestatic |
Referenced by ILink3::createMessage(), and ILink3::populateWithConstFields().
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References ILink3::executionMode.
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References ILink3::expireDate.
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References ILink3::hostCrossID.
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inlinestatic |
References ILink3::ExecutionReportCancel534_IteratorDefines.
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References ILink3::liquidityFlag.
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References ILink3::location.
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References ILink3::managedOrder.
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References ILink3::manualOrderIndicator.
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inlinestatic |
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References ILink3::minQty.
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References ILink3::orderID.
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References ILink3::orderQty.
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References ILink3::orderRequestID.
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inlinestatic |
Referenced by ILink3::createMessage(), and ILink3::populateWithConstFields().
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References ILink3::ordType.
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References ILink3::origOrderUser.
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References ILink3::partyDetailsListReqID.
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References ILink3::possRetransFlag.
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References ILink3::priorityIndicator.
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References ILink3::securityID.
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References ILink3::senderID.
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References ILink3::sendingTimeEpoch.
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References ILink3::seqNum.
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inlinestatic |
References ILink3::ExecutionReportCancel534_IteratorDefines.
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References ILink3::shortSaleType.
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References ILink3::side.
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References ILink3::splitMsg.
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References ILink3::timeInForce.
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References ILink3::transactTime.
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References ILink3::uuid.
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inlinestatic |
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References ILink3::cancelText, and ILink3::StringCopy().
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References ILink3::clOrdID, and ILink3::StringCopy().
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References ILink3::crossID.
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References ILink3::crossType.
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References ILink3::cumQty.
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References ILink3::delayDuration.
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References ILink3::delayToTime.
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References ILink3::displayQty.
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References ILink3::execID, and ILink3::StringCopy().
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References ILink3::execInst.
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References ILink3::execRestatementReason.
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References ILink3::executionMode.
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References ILink3::expireDate.
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References ILink3::hostCrossID.
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References ILink3::liquidityFlag.
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References ILink3::location, and ILink3::StringCopy().
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References ILink3::managedOrder.
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References ILink3::manualOrderIndicator.
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References ILink3::minQty.
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References ILink3::orderID.
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References ILink3::orderQty.
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References ILink3::orderRequestID.
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References ILink3::ordType.
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References ILink3::origOrderUser, and ILink3::StringCopy().
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References ILink3::partyDetailsListReqID.
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References ILink3::possRetransFlag.
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References ILink3::priorityIndicator.
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References ILink3::securityID.
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References ILink3::senderID, and ILink3::StringCopy().
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References ILink3::sendingTimeEpoch.
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References ILink3::seqNum.
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References ILink3::shortSaleType.
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References ILink3::side.
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References ILink3::splitMsg.
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References ILink3::timeInForce.
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References ILink3::transactTime.
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References ILink3::uuid.
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Referenced by ILink3::messageToStream().
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References ILink3::updateMessageLength().
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inlinestatic |
References ILink3::StandardHeader::setMessageLength().
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String8 ILink3::ExecutionReportCancel534::cancelText |
String20Req ILink3::ExecutionReportCancel534::clOrdID |
uInt64NULL ILink3::ExecutionReportCancel534::crossID |
uInt8NULL ILink3::ExecutionReportCancel534::crossType |
uInt32 ILink3::ExecutionReportCancel534::cumQty |
uInt16NULL ILink3::ExecutionReportCancel534::delayDuration |
uInt64NULL ILink3::ExecutionReportCancel534::delayToTime |
PRICENULL9 ILink3::ExecutionReportCancel534::discretionPrice |
uInt32NULL ILink3::ExecutionReportCancel534::displayQty |
String40 ILink3::ExecutionReportCancel534::execID |
ExecInst ILink3::ExecutionReportCancel534::execInst |
ExecReason ILink3::ExecutionReportCancel534::execRestatementReason |
ExecMode ILink3::ExecutionReportCancel534::executionMode |
LocalMktDate ILink3::ExecutionReportCancel534::expireDate |
uInt64NULL ILink3::ExecutionReportCancel534::hostCrossID |
BooleanNULL ILink3::ExecutionReportCancel534::liquidityFlag |
String5Req ILink3::ExecutionReportCancel534::location |
BooleanNULL ILink3::ExecutionReportCancel534::managedOrder |
ManualOrdIndReq ILink3::ExecutionReportCancel534::manualOrderIndicator |
uInt32NULL ILink3::ExecutionReportCancel534::minQty |
uInt64 ILink3::ExecutionReportCancel534::orderID |
uInt32 ILink3::ExecutionReportCancel534::orderQty |
uInt64 ILink3::ExecutionReportCancel534::orderRequestID |
OrderType ILink3::ExecutionReportCancel534::ordType |
String8 ILink3::ExecutionReportCancel534::origOrderUser |
uInt64 ILink3::ExecutionReportCancel534::partyDetailsListReqID |
BooleanFlag ILink3::ExecutionReportCancel534::possRetransFlag |
PRICE9 ILink3::ExecutionReportCancel534::price |
uInt8NULL ILink3::ExecutionReportCancel534::priorityIndicator |
PRICENULL9 ILink3::ExecutionReportCancel534::reservationPrice |
Int32 ILink3::ExecutionReportCancel534::securityID |
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Referenced by ILink3::createMessage(), and ILink3::getMessageSemanticType().
String20Req ILink3::ExecutionReportCancel534::senderID |
uInt64 ILink3::ExecutionReportCancel534::sendingTimeEpoch |
uInt32 ILink3::ExecutionReportCancel534::seqNum |
ShortSaleType ILink3::ExecutionReportCancel534::shortSaleType |
SideReq ILink3::ExecutionReportCancel534::side |
SplitMsg ILink3::ExecutionReportCancel534::splitMsg |
PRICENULL9 ILink3::ExecutionReportCancel534::stopPx |
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Referenced by ILink3::getFieldsIterator(), ILink3::getFieldsSetIterator(), ILink3::getMessageSemanticType(), ILink3::getPossRetransFlag(), ILink3::getSendingTimeEpoch(), ILink3::getSeqNum(), ILink3::isLargeSizeMessage(), ILink3::isSendingTimeEpochMessage(), ILink3::isSequencedMessage(), ILink3::isValidILink3Message(), ILink3::messageToStream(), ILink3::populateWithConstFields(), ILink3::setSendingTimeEpoch(), ILink3::setSeqNum(), and ILink3::updateMessageLength().
TimeInForce ILink3::ExecutionReportCancel534::timeInForce |
uInt64 ILink3::ExecutionReportCancel534::transactTime |
uInt64 ILink3::ExecutionReportCancel534::uuid |