Outbound order message receipt. More...

#include <orders.hpp>

Public Member Functions
	ExecutionReport (std::shared_ptr< ExecutionReportImpl >)
	ExecutionReport ctor (Internal use only) More...

	~ExecutionReport (void) noexcept
	ExecutionReport dtor. More...


	ExecutionReport (const ExecutionReport &)=default
	Non-copyable, move enabled. More...

ExecutionReport &	operator= (const ExecutionReport &)=default

	ExecutionReport (ExecutionReport &&)=default

ExecutionReport &	operator= (ExecutionReport &&)=default


bool	IsPending (void) const noexcept
	Helper methods for determining the purpose of the message. More...

bool	IsFill (void) const noexcept

bool	IsFullFill (void) const noexcept

bool	IsDelete (void) const noexcept

bool	IsReject (void) const noexcept

bool	IsTriggerActivated (void) const noexcept


std::pair< bool, std::string >	GetOrderId (void) const noexcept
	Order status. More...

std::pair< bool, std::string >	GetExecId (void) const noexcept

std::pair< bool, order_status >	GetOrderStatus (void) const noexcept

std::pair< bool, exec_type >	GetExecType (void) const noexcept

std::pair< bool, order_type >	GetOrderType (void) const noexcept

std::pair< bool, order_side >	GetSide (void) const noexcept

std::pair< bool, time_in_force >	GetTimeInForce (void) const noexcept

std::pair< bool, double >	GetPrice (void) const noexcept

std::pair< bool, double >	GetTriggerPrice (void) const noexcept

std::pair< bool, int32_t >	GetOrderQty (void) const noexcept

std::pair< bool, int32_t >	GetLeavesQty (void) const noexcept

std::pair< bool, int32_t >	GetCumQty (void) const noexcept

std::pair< bool, int32_t >	GetDisplayQty (void) const noexcept

std::pair< bool, int32_t >	GetRefreshQty (void) const noexcept


std::pair< bool, double >	GetLastFillPrice (void) const noexcept
	Fill information. More...

std::pair< bool, int32_t >	GetLastFillQty (void) const noexcept


std::pair< bool, uint64_t >	GetUserId (void) const noexcept
	User information. More...

std::pair< bool, uint64_t >	GetAccountId (void) const noexcept

std::pair< bool, std::string >	GetAccountName (void) const noexcept

std::pair< bool, uint64_t >	GetBrokerId (void) const noexcept


std::pair< bool, uint64_t >	GetInstrumentId (void) const noexcept
	Instrument information. More...

std::pair< bool, market >	GetMarket (void) const noexcept


std::pair< bool, ord_rej_reason >	GetOrderRejectReason (void) const noexcept
	Reject details. More...

std::pair< bool, reject_source >	GetRejectSource (void) const noexcept

std::pair< bool, reject_code >	GetRejectCode (void) const noexcept

std::pair< bool, std::string >	GetText (void) const noexcept

Detailed Description

Outbound order message receipt.

Conforms to the FIX specification, execution reports are delivered in response to an outbound message. Content can include confirmation of the order (including changes), order status information, fill receipts, and order rejects. Not all "Getter" fields will be populated for any given message, so requesting a value will be returned with a tuple containing a boolean value representing if that field was present on the message, and the value if present.

Definition at line 147 of file orders.hpp.

Constructor & Destructor Documentation

◆ ExecutionReport() [1/3]

tt_core_sdk::ExecutionReport::ExecutionReport ( std::shared_ptr< ExecutionReportImpl > )

explicit

ExecutionReport ctor (Internal use only)

◆ ~ExecutionReport()

tt_core_sdk::ExecutionReport::~ExecutionReport ( void )

noexcept

ExecutionReport dtor.

◆ ExecutionReport() [2/3]

tt_core_sdk::ExecutionReport::ExecutionReport ( const ExecutionReport & )

default

Non-copyable, move enabled.

◆ ExecutionReport() [3/3]

tt_core_sdk::ExecutionReport::ExecutionReport ( ExecutionReport && )

default

Member Function Documentation

◆ GetAccountId()

std::pair<bool, uint64_t> tt_core_sdk::ExecutionReport::GetAccountId ( void ) const

noexcept

◆ GetAccountName()

std::pair<bool, std::string> tt_core_sdk::ExecutionReport::GetAccountName ( void ) const

noexcept

◆ GetBrokerId()

std::pair<bool, uint64_t> tt_core_sdk::ExecutionReport::GetBrokerId ( void ) const

noexcept

◆ GetCumQty()

std::pair<bool, int32_t> tt_core_sdk::ExecutionReport::GetCumQty ( void ) const

noexcept

◆ GetDisplayQty()

std::pair<bool, int32_t> tt_core_sdk::ExecutionReport::GetDisplayQty ( void ) const

noexcept

◆ GetExecId()

std::pair<bool, std::string> tt_core_sdk::ExecutionReport::GetExecId ( void ) const

noexcept

◆ GetExecType()

std::pair<bool, exec_type> tt_core_sdk::ExecutionReport::GetExecType ( void ) const

noexcept

◆ GetInstrumentId()

std::pair<bool, uint64_t> tt_core_sdk::ExecutionReport::GetInstrumentId ( void ) const

noexcept

Instrument information.

◆ GetLastFillPrice()

std::pair<bool, double> tt_core_sdk::ExecutionReport::GetLastFillPrice ( void ) const

noexcept

Fill information.

◆ GetLastFillQty()

std::pair<bool, int32_t> tt_core_sdk::ExecutionReport::GetLastFillQty ( void ) const

noexcept

◆ GetLeavesQty()

std::pair<bool, int32_t> tt_core_sdk::ExecutionReport::GetLeavesQty ( void ) const

noexcept

◆ GetMarket()

std::pair<bool, market> tt_core_sdk::ExecutionReport::GetMarket ( void ) const

noexcept

◆ GetOrderId()

std::pair<bool, std::string> tt_core_sdk::ExecutionReport::GetOrderId ( void ) const

noexcept

Order status.

◆ GetOrderQty()

std::pair<bool, int32_t> tt_core_sdk::ExecutionReport::GetOrderQty ( void ) const

noexcept

◆ GetOrderRejectReason()

std::pair<bool, ord_rej_reason> tt_core_sdk::ExecutionReport::GetOrderRejectReason ( void ) const

noexcept

Reject details.

◆ GetOrderStatus()

std::pair<bool, order_status> tt_core_sdk::ExecutionReport::GetOrderStatus ( void ) const

noexcept

◆ GetOrderType()

std::pair<bool, order_type> tt_core_sdk::ExecutionReport::GetOrderType ( void ) const

noexcept

◆ GetPrice()

std::pair<bool, double> tt_core_sdk::ExecutionReport::GetPrice ( void ) const

noexcept

◆ GetRefreshQty()

std::pair<bool, int32_t> tt_core_sdk::ExecutionReport::GetRefreshQty ( void ) const

noexcept

◆ GetRejectCode()

std::pair<bool, reject_code> tt_core_sdk::ExecutionReport::GetRejectCode ( void ) const

noexcept

◆ GetRejectSource()

std::pair<bool, reject_source> tt_core_sdk::ExecutionReport::GetRejectSource ( void ) const

noexcept

◆ GetSide()

std::pair<bool, order_side> tt_core_sdk::ExecutionReport::GetSide ( void ) const

noexcept

◆ GetText()

std::pair<bool, std::string> tt_core_sdk::ExecutionReport::GetText ( void ) const

noexcept

◆ GetTimeInForce()

std::pair<bool, time_in_force> tt_core_sdk::ExecutionReport::GetTimeInForce ( void ) const

noexcept

◆ GetTriggerPrice()

std::pair<bool, double> tt_core_sdk::ExecutionReport::GetTriggerPrice ( void ) const

noexcept

◆ GetUserId()

std::pair<bool, uint64_t> tt_core_sdk::ExecutionReport::GetUserId ( void ) const

noexcept

User information.

◆ IsDelete()

bool tt_core_sdk::ExecutionReport::IsDelete ( void ) const

noexcept

◆ IsFill()

bool tt_core_sdk::ExecutionReport::IsFill ( void ) const

noexcept

◆ IsFullFill()

bool tt_core_sdk::ExecutionReport::IsFullFill ( void ) const

noexcept

◆ IsPending()

bool tt_core_sdk::ExecutionReport::IsPending ( void ) const

noexcept

Helper methods for determining the purpose of the message.

◆ IsReject()

bool tt_core_sdk::ExecutionReport::IsReject ( void ) const

noexcept

◆ IsTriggerActivated()

bool tt_core_sdk::ExecutionReport::IsTriggerActivated ( void ) const

noexcept

◆ operator=() [1/2]

ExecutionReport& tt_core_sdk::ExecutionReport::operator= ( const ExecutionReport & )

default

◆ operator=() [2/2]

ExecutionReport& tt_core_sdk::ExecutionReport::operator= ( ExecutionReport && )

default

The documentation for this class was generated from the following file:

Header Files/orders.hpp

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ ExecutionReport() [1/3]

◆ ~ExecutionReport()

◆ ExecutionReport() [2/3]

◆ ExecutionReport() [3/3]

Member Function Documentation

◆ GetAccountId()

◆ GetAccountName()

◆ GetBrokerId()

◆ GetCumQty()

◆ GetDisplayQty()

◆ GetExecId()

◆ GetExecType()

◆ GetInstrumentId()

◆ GetLastFillPrice()

◆ GetLastFillQty()

◆ GetLeavesQty()

◆ GetMarket()

◆ GetOrderId()

◆ GetOrderQty()

◆ GetOrderRejectReason()

◆ GetOrderStatus()

◆ GetOrderType()

◆ GetPrice()

◆ GetRefreshQty()

◆ GetRejectCode()

◆ GetRejectSource()

◆ GetSide()

◆ GetText()

◆ GetTimeInForce()

◆ GetTriggerPrice()

◆ GetUserId()

◆ IsDelete()

◆ IsFill()

◆ IsFullFill()

◆ IsPending()

◆ IsReject()

◆ IsTriggerActivated()

◆ operator=() [1/2]

◆ operator=() [2/2]