B2BITS FIX Antenna HFT
1.0.17
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#include <ILink3BinaryMessages.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 ILink3::benchmarkPrice, ILink3::calculatedCcyLastQty, ILink3::discretionPrice, ILink3::getLocalMktDateNullValue(), ILink3::getuInt16NULLNullValue(), ILink3::getuInt32NULLNullValue(), ILink3::getuInt64NULLNullValue(), ILink3::grossTradeAmt, ILink3::lastPx, ILink3::maturityDate, ILink3::Null, ILink3::origSecondaryExecutionID, ILink3::origSideTradeID, ILink3::SchemaID, ILink3::SchemaVersion, ILink3::settlDate, ILink3::tradeDate, and ILink3::trdType.
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References ILink3::clOrdID.
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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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References ILink3::execType.
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References ILink3::executionMode.
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inlinestatic |
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References ILink3::lastQty.
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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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References ILink3::maturityDate.
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inlinestatic |
References ILink3::NoOrderEvents.
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References ILink3::orderID.
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References ILink3::ordStatus.
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References ILink3::origSecondaryExecutionID.
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References ILink3::origSideTradeID.
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References ILink3::partyDetailsListReqID.
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References ILink3::possRetransFlag.
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References ILink3::secExecID.
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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 |
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References ILink3::settlDate.
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References ILink3::shortSaleType.
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References ILink3::side.
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References ILink3::sideTradeID.
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References ILink3::tradeDate.
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References ILink3::transactTime.
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References ILink3::trdType.
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References ILink3::uuid.
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inlinestatic |
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delete |
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References ILink3::clOrdID, and ILink3::StringCopy().
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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::execType.
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References ILink3::executionMode.
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References ILink3::lastQty.
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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::maturityDate.
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References ILink3::orderID.
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References ILink3::ordStatus.
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References ILink3::origSecondaryExecutionID.
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References ILink3::origSideTradeID.
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References ILink3::partyDetailsListReqID.
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References ILink3::possRetransFlag.
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References ILink3::secExecID.
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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::settlDate.
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References ILink3::shortSaleType.
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References ILink3::side.
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References ILink3::sideTradeID.
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References ILink3::tradeDate.
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References ILink3::transactTime.
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References ILink3::trdType.
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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().
PRICENULL9 ILink3::ExecutionReportTradeAddendumOutright548::benchmarkPrice |
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Decimal64NULL ILink3::ExecutionReportTradeAddendumOutright548::calculatedCcyLastQty |
String20Req ILink3::ExecutionReportTradeAddendumOutright548::clOrdID |
PRICENULL9 ILink3::ExecutionReportTradeAddendumOutright548::discretionPrice |
String40 ILink3::ExecutionReportTradeAddendumOutright548::execID |
ExecInst ILink3::ExecutionReportTradeAddendumOutright548::execInst |
ExecReason ILink3::ExecutionReportTradeAddendumOutright548::execRestatementReason |
ExecTypTrdCxl ILink3::ExecutionReportTradeAddendumOutright548::execType |
ExecMode ILink3::ExecutionReportTradeAddendumOutright548::executionMode |
Decimal64NULL ILink3::ExecutionReportTradeAddendumOutright548::grossTradeAmt |
PRICE9 ILink3::ExecutionReportTradeAddendumOutright548::lastPx |
uInt32 ILink3::ExecutionReportTradeAddendumOutright548::lastQty |
BooleanNULL ILink3::ExecutionReportTradeAddendumOutright548::liquidityFlag |
String5Req ILink3::ExecutionReportTradeAddendumOutright548::location |
BooleanNULL ILink3::ExecutionReportTradeAddendumOutright548::managedOrder |
ManualOrdIndReq ILink3::ExecutionReportTradeAddendumOutright548::manualOrderIndicator |
LocalMktDate ILink3::ExecutionReportTradeAddendumOutright548::maturityDate |
uInt64 ILink3::ExecutionReportTradeAddendumOutright548::orderID |
OrdStatusTrdCxl ILink3::ExecutionReportTradeAddendumOutright548::ordStatus |
uInt64NULL ILink3::ExecutionReportTradeAddendumOutright548::origSecondaryExecutionID |
uInt32NULL ILink3::ExecutionReportTradeAddendumOutright548::origSideTradeID |
uInt64 ILink3::ExecutionReportTradeAddendumOutright548::partyDetailsListReqID |
BooleanFlag ILink3::ExecutionReportTradeAddendumOutright548::possRetransFlag |
uInt64 ILink3::ExecutionReportTradeAddendumOutright548::secExecID |
Int32 ILink3::ExecutionReportTradeAddendumOutright548::securityID |
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Referenced by ILink3::createMessage(), and ILink3::getMessageSemanticType().
String20Req ILink3::ExecutionReportTradeAddendumOutright548::senderID |
uInt64 ILink3::ExecutionReportTradeAddendumOutright548::sendingTimeEpoch |
uInt32 ILink3::ExecutionReportTradeAddendumOutright548::seqNum |
LocalMktDate ILink3::ExecutionReportTradeAddendumOutright548::settlDate |
ShortSaleType ILink3::ExecutionReportTradeAddendumOutright548::shortSaleType |
SideReq ILink3::ExecutionReportTradeAddendumOutright548::side |
uInt32 ILink3::ExecutionReportTradeAddendumOutright548::sideTradeID |
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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().
LocalMktDate ILink3::ExecutionReportTradeAddendumOutright548::tradeDate |
uInt64 ILink3::ExecutionReportTradeAddendumOutright548::transactTime |
uInt16NULL ILink3::ExecutionReportTradeAddendumOutright548::trdType |
uInt64 ILink3::ExecutionReportTradeAddendumOutright548::uuid |