B2BITS FIX Antenna HFT
1.0.17
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#include <ILink3BinaryMessages.h>
Classes | |
struct | NoFills |
struct | NoLegs |
struct | NoOrderEvents |
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 | isDynamicSizeMessage () |
static void | updateMessageLength (StandardHeader &message) |
Static Public Attributes | |
static const u16 | BlockLength = 230 |
static constexpr const char * | SemanticType = "8" |
static const u16 | TemplateID = 526 |
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References ILink3::crossID, ILink3::crossType, ILink3::expireDate, ILink3::getLocalMktDateNullValue(), ILink3::getuInt64NULLNullValue(), ILink3::getuInt8NULLNullValue(), ILink3::hostCrossID, ILink3::lastPx, ILink3::Null, ILink3::price, ILink3::SchemaID, ILink3::SchemaVersion, ILink3::stopPx, and ILink3::tradeDate.
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References ILink3::aggressorIndicator.
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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::execID.
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References ILink3::execInst.
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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 |
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References ILink3::lastQty.
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References ILink3::leavesQty.
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References ILink3::liquidityFlag.
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References ILink3::location.
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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::orderQty.
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References ILink3::orderRequestID.
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References ILink3::ordStatus.
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References ILink3::ordType.
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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::timeInForce.
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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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inlinestatic |
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delete |
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References ILink3::aggressorIndicator.
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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::execID, and ILink3::StringCopy().
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References ILink3::execInst.
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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::lastQty.
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References ILink3::leavesQty.
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References ILink3::liquidityFlag.
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References ILink3::location, and ILink3::StringCopy().
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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::orderQty.
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References ILink3::orderRequestID.
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References ILink3::ordStatus.
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References ILink3::ordType.
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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::timeInForce.
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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().
BooleanFlag ILink3::ExecutionReportTradeSpread526::aggressorIndicator |
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String20Req ILink3::ExecutionReportTradeSpread526::clOrdID |
uInt64NULL ILink3::ExecutionReportTradeSpread526::crossID |
uInt8NULL ILink3::ExecutionReportTradeSpread526::crossType |
uInt32 ILink3::ExecutionReportTradeSpread526::cumQty |
String40 ILink3::ExecutionReportTradeSpread526::execID |
ExecInst ILink3::ExecutionReportTradeSpread526::execInst |
ExecMode ILink3::ExecutionReportTradeSpread526::executionMode |
LocalMktDate ILink3::ExecutionReportTradeSpread526::expireDate |
uInt64NULL ILink3::ExecutionReportTradeSpread526::hostCrossID |
PRICE9 ILink3::ExecutionReportTradeSpread526::lastPx |
uInt32 ILink3::ExecutionReportTradeSpread526::lastQty |
uInt32 ILink3::ExecutionReportTradeSpread526::leavesQty |
BooleanNULL ILink3::ExecutionReportTradeSpread526::liquidityFlag |
String5Req ILink3::ExecutionReportTradeSpread526::location |
ManualOrdIndReq ILink3::ExecutionReportTradeSpread526::manualOrderIndicator |
uInt32 ILink3::ExecutionReportTradeSpread526::mdTradeEntryID |
uInt64 ILink3::ExecutionReportTradeSpread526::orderID |
uInt32 ILink3::ExecutionReportTradeSpread526::orderQty |
uInt64 ILink3::ExecutionReportTradeSpread526::orderRequestID |
OrdStatusTrd ILink3::ExecutionReportTradeSpread526::ordStatus |
OrderType ILink3::ExecutionReportTradeSpread526::ordType |
uInt64 ILink3::ExecutionReportTradeSpread526::partyDetailsListReqID |
BooleanFlag ILink3::ExecutionReportTradeSpread526::possRetransFlag |
PRICE9 ILink3::ExecutionReportTradeSpread526::price |
uInt64 ILink3::ExecutionReportTradeSpread526::secExecID |
Int32 ILink3::ExecutionReportTradeSpread526::securityID |
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Referenced by ILink3::createMessage(), and ILink3::getMessageSemanticType().
String20Req ILink3::ExecutionReportTradeSpread526::senderID |
uInt64 ILink3::ExecutionReportTradeSpread526::sendingTimeEpoch |
uInt32 ILink3::ExecutionReportTradeSpread526::seqNum |
ShortSaleType ILink3::ExecutionReportTradeSpread526::shortSaleType |
SideReq ILink3::ExecutionReportTradeSpread526::side |
uInt32 ILink3::ExecutionReportTradeSpread526::sideTradeID |
PRICENULL9 ILink3::ExecutionReportTradeSpread526::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::ExecutionReportTradeSpread526::timeInForce |
uInt8 ILink3::ExecutionReportTradeSpread526::totalNumSecurities |
LocalMktDate ILink3::ExecutionReportTradeSpread526::tradeDate |
uInt64 ILink3::ExecutionReportTradeSpread526::transactTime |
uInt64 ILink3::ExecutionReportTradeSpread526::uuid |