B2BITS FIX Antenna HFT
1.0.16
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#include <ILink3BinaryMessages.h>
Classes | |
struct | NoFills |
struct | NoOrderEvents |
Public Member Functions | |
ExecutionReportTradeOutright525 * | clone () |
ExecutionReportTradeOutright525 () throw () | |
ExecutionReportTradeOutright525 (bool initFields) throw () | |
const BooleanFlag::Enum | getAggressorIndicator () const throw () |
const AsciiString | getClOrdID () const throw () |
const uInt64NULL | getCrossID () const throw () |
const uInt8NULL | getCrossType () const throw () |
const uInt32 | getCumQty () const throw () |
const AsciiString | getExecID () const throw () |
const u8 | getExecInst () const throw () |
const ExecReason::Enum | getExecRestatementReason () const throw () |
const ExecMode::Enum | getExecutionMode () const throw () |
const LocalMktDate | getExpireDate () const throw () |
const uInt64NULL | getHostCrossID () const throw () |
FieldsIterator | getIterator () const |
const uInt32 | getLastQty () const throw () |
const uInt32 | getLeavesQty () const throw () |
const BooleanNULL::Enum | getLiquidityFlag () const throw () |
const AsciiString | getLocation () const throw () |
const BooleanNULL::Enum | getManagedOrder () const throw () |
const ManualOrdIndReq::Enum | getManualOrderIndicator () const throw () |
const LocalMktDate | getMaturityDate () const throw () |
const uInt32 | getMDTradeEntryID () const throw () |
size_t | getMsgLength () const |
const NoFills & | getNoFills () const |
NoFills & | getNoFills () |
const NoOrderEvents & | getNoOrderEvents () const |
NoOrderEvents & | getNoOrderEvents () |
const uInt64 | getOrderID () const throw () |
const uInt32 | getOrderQty () const throw () |
const uInt64 | getOrderRequestID () const throw () |
const OrdStatusTrd::Enum | getOrdStatus () const throw () |
const OrderType::Enum | getOrdType () const throw () |
const uInt8 | getOwnership () const throw () |
const uInt64 | getPartyDetailsListReqID () const throw () |
const BooleanFlag::Enum | getPossRetransFlag () const throw () |
const uInt8NULL | getPriorityIndicator () 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 ShortSaleType::Enum | getShortSaleType () const throw () |
const SideReq::Enum | getSide () const throw () |
const uInt32 | getSideTradeID () const throw () |
const TimeInForce::Enum | getTimeInForce () const throw () |
const LocalMktDate | getTradeDate () const throw () |
const uInt32NULL | getTradeLinkID () const throw () |
const uInt64 | getTransactTime () const throw () |
const uInt16NULL | getTrdType () const throw () |
const uInt64 | getUUID () const throw () |
void | setAggressorIndicator (const BooleanFlag::Enum val) throw () |
void | setClOrdID (const AsciiString &val) throw () |
void | setCrossID (uInt64NULL value) throw () |
void | setCrossType (uInt8NULL value) throw () |
void | setCumQty (uInt32 value) throw () |
void | setExecID (const AsciiString &val) throw () |
void | setExecInst (const u8 val) throw () |
void | setExecRestatementReason (const ExecReason::Enum val) throw () |
void | setExecutionMode (const ExecMode::Enum val) throw () |
void | setExpireDate (LocalMktDate value) throw () |
void | setHostCrossID (uInt64NULL value) throw () |
void | setLastQty (uInt32 value) throw () |
void | setLeavesQty (uInt32 value) throw () |
void | setLiquidityFlag (const BooleanNULL::Enum val) throw () |
void | setLocation (const AsciiString &val) throw () |
void | setManagedOrder (const BooleanNULL::Enum val) throw () |
void | setManualOrderIndicator (const ManualOrdIndReq::Enum val) throw () |
void | setMaturityDate (LocalMktDate value) throw () |
void | setMDTradeEntryID (uInt32 value) throw () |
void | setOrderID (uInt64 value) throw () |
void | setOrderQty (uInt32 value) throw () |
void | setOrderRequestID (uInt64 value) throw () |
void | setOrdStatus (const OrdStatusTrd::Enum val) throw () |
void | setOrdType (const OrderType::Enum val) throw () |
void | setOwnership (uInt8 value) throw () |
void | setPartyDetailsListReqID (uInt64 value) throw () |
void | setPossRetransFlag (const BooleanFlag::Enum val) throw () |
void | setPriorityIndicator (uInt8NULL value) 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 | setShortSaleType (const ShortSaleType::Enum val) throw () |
void | setSide (const SideReq::Enum val) throw () |
void | setSideTradeID (uInt32 value) throw () |
void | setTimeInForce (const TimeInForce::Enum val) throw () |
void | setTradeDate (LocalMktDate value) throw () |
void | setTradeLinkID (uInt32NULL value) throw () |
void | setTransactTime (uInt64 value) throw () |
void | setTrdType (uInt16NULL 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 ILink3::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 = 293 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 525 |
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References ILink3::BooleanNULL::BooleanNULL_Null, ILink3::ExecMode::ExecMode_Null, ILink3::ExecReason::ExecReason_Null, ILink3::getLocalMktDateNullValue(), ILink3::getuInt16NULLNullValue(), ILink3::getuInt32NULLNullValue(), ILink3::getuInt64NULLNullValue(), ILink3::getuInt8NULLNullValue(), ILink3::OrderType::OrderType_Null, ILink3::SchemaID, ILink3::SchemaVersion, ILink3::ShortSaleType::ShortSaleType_Null, and ILink3::TimeInForce::TimeInForce_Null.
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Referenced by ILink3::createMessage(), and ILink3::populateWithConstFields().
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References ILink3::StringCopy().
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References ILink3::StringCopy().
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References ILink3::StringCopy().
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References ILink3::StringCopy().
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Referenced by ILink3::messageToStream().
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References ILink3::updateMessageLength().
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References ILink3::StandardHeader::setMessageLength().
BooleanFlag ILink3::ExecutionReportTradeOutright525::aggressorIndicator |
PRICENULL9 ILink3::ExecutionReportTradeOutright525::benchmarkPrice |
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Decimal64NULL ILink3::ExecutionReportTradeOutright525::calculatedCcyLastQty |
String20Req ILink3::ExecutionReportTradeOutright525::clOrdID |
uInt64NULL ILink3::ExecutionReportTradeOutright525::crossID |
uInt8NULL ILink3::ExecutionReportTradeOutright525::crossType |
uInt32 ILink3::ExecutionReportTradeOutright525::cumQty |
PRICENULL9 ILink3::ExecutionReportTradeOutright525::discretionPrice |
PRICENULL9 ILink3::ExecutionReportTradeOutright525::displayLimitPrice |
String40 ILink3::ExecutionReportTradeOutright525::execID |
ExecInst ILink3::ExecutionReportTradeOutright525::execInst |
ExecReason ILink3::ExecutionReportTradeOutright525::execRestatementReason |
ExecMode ILink3::ExecutionReportTradeOutright525::executionMode |
LocalMktDate ILink3::ExecutionReportTradeOutright525::expireDate |
Decimal64NULL ILink3::ExecutionReportTradeOutright525::grossTradeAmt |
uInt64NULL ILink3::ExecutionReportTradeOutright525::hostCrossID |
PRICE9 ILink3::ExecutionReportTradeOutright525::lastPx |
uInt32 ILink3::ExecutionReportTradeOutright525::lastQty |
uInt32 ILink3::ExecutionReportTradeOutright525::leavesQty |
BooleanNULL ILink3::ExecutionReportTradeOutright525::liquidityFlag |
String5Req ILink3::ExecutionReportTradeOutright525::location |
BooleanNULL ILink3::ExecutionReportTradeOutright525::managedOrder |
ManualOrdIndReq ILink3::ExecutionReportTradeOutright525::manualOrderIndicator |
LocalMktDate ILink3::ExecutionReportTradeOutright525::maturityDate |
uInt32 ILink3::ExecutionReportTradeOutright525::mdTradeEntryID |
uInt64 ILink3::ExecutionReportTradeOutright525::orderID |
uInt32 ILink3::ExecutionReportTradeOutright525::orderQty |
uInt64 ILink3::ExecutionReportTradeOutright525::orderRequestID |
OrdStatusTrd ILink3::ExecutionReportTradeOutright525::ordStatus |
OrderType ILink3::ExecutionReportTradeOutright525::ordType |
uInt8 ILink3::ExecutionReportTradeOutright525::ownership |
uInt64 ILink3::ExecutionReportTradeOutright525::partyDetailsListReqID |
BooleanFlag ILink3::ExecutionReportTradeOutright525::possRetransFlag |
PRICE9 ILink3::ExecutionReportTradeOutright525::price |
uInt8NULL ILink3::ExecutionReportTradeOutright525::priorityIndicator |
PRICENULL9 ILink3::ExecutionReportTradeOutright525::reservationPrice |
uInt64 ILink3::ExecutionReportTradeOutright525::secExecID |
Int32 ILink3::ExecutionReportTradeOutright525::securityID |
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Referenced by ILink3::createMessage(), and ILink3::getMessageSemanticType().
String20Req ILink3::ExecutionReportTradeOutright525::senderID |
uInt64 ILink3::ExecutionReportTradeOutright525::sendingTimeEpoch |
uInt32 ILink3::ExecutionReportTradeOutright525::seqNum |
LocalMktDate ILink3::ExecutionReportTradeOutright525::settlDate |
ShortSaleType ILink3::ExecutionReportTradeOutright525::shortSaleType |
SideReq ILink3::ExecutionReportTradeOutright525::side |
uInt32 ILink3::ExecutionReportTradeOutright525::sideTradeID |
PRICENULL9 ILink3::ExecutionReportTradeOutright525::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::ExecutionReportTradeOutright525::timeInForce |
LocalMktDate ILink3::ExecutionReportTradeOutright525::tradeDate |
uInt32NULL ILink3::ExecutionReportTradeOutright525::tradeLinkID |
uInt64 ILink3::ExecutionReportTradeOutright525::transactTime |
uInt16NULL ILink3::ExecutionReportTradeOutright525::trdType |
uInt64 ILink3::ExecutionReportTradeOutright525::uuid |