B2BITS FIX Antenna HFT
1.0.17
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#include <ILink3BinaryMessages.h>
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struct | NoFills |
struct | NoLegs |
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 = 187 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 549 |
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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::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::mdTradeEntryID.
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References ILink3::NoLegs.
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References ILink3::orderID.
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References ILink3::ordStatus.
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References ILink3::ordType.
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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::shortSaleType.
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References ILink3::side.
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References ILink3::sideTradeID.
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References ILink3::totalNumSecurities.
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References ILink3::tradeDate.
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References ILink3::transactTime.
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References ILink3::uuid.
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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::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::mdTradeEntryID.
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References ILink3::orderID.
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References ILink3::ordStatus.
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References ILink3::ordType.
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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::shortSaleType.
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References ILink3::side.
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References ILink3::sideTradeID.
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References ILink3::totalNumSecurities.
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References ILink3::tradeDate.
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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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References ILink3::StandardHeader::setMessageLength().
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String20Req ILink3::ExecutionReportTradeAddendumSpread549::clOrdID |
String40 ILink3::ExecutionReportTradeAddendumSpread549::execID |
ExecInst ILink3::ExecutionReportTradeAddendumSpread549::execInst |
ExecTypTrdCxl ILink3::ExecutionReportTradeAddendumSpread549::execType |
ExecMode ILink3::ExecutionReportTradeAddendumSpread549::executionMode |
PRICE9 ILink3::ExecutionReportTradeAddendumSpread549::lastPx |
uInt32 ILink3::ExecutionReportTradeAddendumSpread549::lastQty |
BooleanNULL ILink3::ExecutionReportTradeAddendumSpread549::liquidityFlag |
String5Req ILink3::ExecutionReportTradeAddendumSpread549::location |
BooleanNULL ILink3::ExecutionReportTradeAddendumSpread549::managedOrder |
ManualOrdIndReq ILink3::ExecutionReportTradeAddendumSpread549::manualOrderIndicator |
uInt32 ILink3::ExecutionReportTradeAddendumSpread549::mdTradeEntryID |
uInt64 ILink3::ExecutionReportTradeAddendumSpread549::orderID |
OrdStatusTrdCxl ILink3::ExecutionReportTradeAddendumSpread549::ordStatus |
OrderType ILink3::ExecutionReportTradeAddendumSpread549::ordType |
uInt64NULL ILink3::ExecutionReportTradeAddendumSpread549::origSecondaryExecutionID |
uInt32NULL ILink3::ExecutionReportTradeAddendumSpread549::origSideTradeID |
uInt64 ILink3::ExecutionReportTradeAddendumSpread549::partyDetailsListReqID |
BooleanFlag ILink3::ExecutionReportTradeAddendumSpread549::possRetransFlag |
uInt64 ILink3::ExecutionReportTradeAddendumSpread549::secExecID |
Int32 ILink3::ExecutionReportTradeAddendumSpread549::securityID |
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Referenced by ILink3::createMessage(), and ILink3::getMessageSemanticType().
String20Req ILink3::ExecutionReportTradeAddendumSpread549::senderID |
uInt64 ILink3::ExecutionReportTradeAddendumSpread549::sendingTimeEpoch |
uInt32 ILink3::ExecutionReportTradeAddendumSpread549::seqNum |
ShortSaleType ILink3::ExecutionReportTradeAddendumSpread549::shortSaleType |
SideReq ILink3::ExecutionReportTradeAddendumSpread549::side |
uInt32 ILink3::ExecutionReportTradeAddendumSpread549::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().
uInt8 ILink3::ExecutionReportTradeAddendumSpread549::totalNumSecurities |
LocalMktDate ILink3::ExecutionReportTradeAddendumSpread549::tradeDate |
uInt64 ILink3::ExecutionReportTradeAddendumSpread549::transactTime |
uInt64 ILink3::ExecutionReportTradeAddendumSpread549::uuid |