ttsdk::ExecutionReport Class Reference

Outbound order message receipt. More...

#include <execution_report.h>

Inheritance diagram for ttsdk::ExecutionReport:

Collaboration diagram for ttsdk::ExecutionReport:

Public Member Functions
	ExecutionReport ()
	~ExecutionReport () noexcept
virtual bool	IsExternalAction () const noexcept=0
virtual bool	IsFill () const noexcept=0
virtual bool	IsFullFill () const noexcept=0
virtual bool	IsDelete () const noexcept=0
virtual bool	IsReject () const noexcept=0
virtual bool	IsTriggerActivated () const noexcept=0
virtual bool	IsWorking () const noexcept=0
virtual uint64_t	GetTransactionTime () const noexcept=0
virtual uint32_t	GetUserParameterCount () const noexcept=0
virtual ttsdk::UserParameter	GetUserParameter (const uint32_t index) const noexcept=0
virtual const char *	GetOrderId () const noexcept=0
	Order status.
virtual uint64_t	GetRequestId () const noexcept=0
virtual const char *	GetExecId () const noexcept=0
virtual const char *	GetUniqueExecId () const noexcept=0
virtual ttsdk::OrdStatus	GetOrderStatus () const noexcept=0
virtual ttsdk::ExecType	GetExecType () const noexcept=0
virtual ttsdk::OrderType	GetOrderType () const noexcept=0
virtual ttsdk::OrderSide	GetSide () const noexcept=0
virtual ttsdk::TimeInForce	GetTimeInForce () const noexcept=0
virtual ttsdk::SynthStatus	GetSynthStatus () const noexcept=0
virtual double	GetPrice () const noexcept=0
virtual double	GetTriggerPrice () const noexcept=0
virtual double	GetOrderQty () const noexcept=0
virtual double	GetLeavesQty () const noexcept=0
virtual double	GetCumQty () const noexcept=0
virtual double	GetDisplayQty () const noexcept=0
virtual double	GetRefreshQty () const noexcept=0
virtual double	GetMinimumQty () const noexcept=0
virtual uint64_t	GetOrderSequence () const noexcept=0
virtual uint32_t	GetClientIp () const noexcept=0
virtual double	GetLastFillPrice () const noexcept=0
	Fill information.
virtual double	GetLastFillQty () const noexcept=0
virtual ttsdk::MultiLegReportingType	GetMultiLegReportingType () const noexcept=0
virtual uint64_t	GetReceivedFromExchange () const noexcept=0
virtual uint64_t	GetUserId () const noexcept=0
	User information.
virtual uint64_t	GetCurrentUserId () const noexcept=0
virtual uint64_t	GetAccountId () const noexcept=0
virtual const char *	GetClearingAccount () const noexcept=0
virtual uint64_t	GetBrokerId () const noexcept=0
virtual const char *	GetSenderSubId () const noexcept=0
virtual const char *	GetSenderLocation () const noexcept=0
virtual const char *	GetConnection () const noexcept=0
virtual const char *	GetParentOrderId () const noexcept=0
virtual bool	IsChildOrder () const noexcept=0
virtual uint64_t	GetInstrumentId () const noexcept=0
	Instrument information.
virtual ttsdk::MarketId	GetMarket () const noexcept=0
virtual bool	IsExchangeReject () const noexcept=0
	Reject details.
virtual bool	IsRiskReject () const noexcept=0
virtual ttsdk::OrderRejectReason	GetRejectReason () const noexcept=0
virtual void	GetExtendedRejectInfo (ttsdk::ExtendedRejectionInformation &info) const noexcept=0
virtual const char *	GetText () const noexcept=0
	Order text fields.
virtual const char *	GetTextA () const noexcept=0
virtual const char *	GetTextB () const noexcept=0
virtual const char *	GetTextC () const noexcept=0
virtual const char *	GetTextTT () const noexcept=0
virtual ttsdk::MarketId	GetColocation () const noexcept=0
	Synthetic/Algo related fields.
virtual ttsdk::UserDisconnectAction	GetUserDisconnectAction () const noexcept=0
Public Member Functions inherited from ttsdk::shared_base
	shared_base ()
virtual	~shared_base ()
int	dec_ref () const
void	inc_ref () const
virtual void	del_ref () const

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 47 of file execution_report.h.

Constructor & Destructor Documentation

ExecutionReport()

ttsdk::ExecutionReport::ExecutionReport ( )

inlineexplicit

Definition at line 50 of file execution_report.h.

~ExecutionReport()

ttsdk::ExecutionReport::~ExecutionReport ( )

inlinenoexcept

Definition at line 51 of file execution_report.h.

Member Function Documentation

GetAccountId()

virtual uint64_t ttsdk::ExecutionReport::GetAccountId ( ) const

pure virtualnoexcept

GetBrokerId()

virtual uint64_t ttsdk::ExecutionReport::GetBrokerId ( ) const

pure virtualnoexcept

GetClearingAccount()

virtual const char * ttsdk::ExecutionReport::GetClearingAccount ( ) const

pure virtualnoexcept

GetClientIp()

virtual uint32_t ttsdk::ExecutionReport::GetClientIp ( ) const

pure virtualnoexcept

GetColocation()

virtual ttsdk::MarketId ttsdk::ExecutionReport::GetColocation ( ) const

pure virtualnoexcept

Synthetic/Algo related fields.

GetConnection()

virtual const char * ttsdk::ExecutionReport::GetConnection ( ) const

pure virtualnoexcept

GetCumQty()

virtual double ttsdk::ExecutionReport::GetCumQty ( ) const

pure virtualnoexcept

GetCurrentUserId()

virtual uint64_t ttsdk::ExecutionReport::GetCurrentUserId ( ) const

pure virtualnoexcept

GetDisplayQty()

virtual double ttsdk::ExecutionReport::GetDisplayQty ( ) const

pure virtualnoexcept

GetExecId()

virtual const char * ttsdk::ExecutionReport::GetExecId ( ) const

pure virtualnoexcept

GetExecType()

virtual ttsdk::ExecType ttsdk::ExecutionReport::GetExecType ( ) const

pure virtualnoexcept

GetExtendedRejectInfo()

virtual void ttsdk::ExecutionReport::GetExtendedRejectInfo ( ttsdk::ExtendedRejectionInformation & info ) const

pure virtualnoexcept

GetInstrumentId()

virtual uint64_t ttsdk::ExecutionReport::GetInstrumentId ( ) const

pure virtualnoexcept

Instrument information.

GetLastFillPrice()

virtual double ttsdk::ExecutionReport::GetLastFillPrice ( ) const

pure virtualnoexcept

Fill information.

GetLastFillQty()

virtual double ttsdk::ExecutionReport::GetLastFillQty ( ) const

pure virtualnoexcept

GetLeavesQty()

virtual double ttsdk::ExecutionReport::GetLeavesQty ( ) const

pure virtualnoexcept

GetMarket()

virtual ttsdk::MarketId ttsdk::ExecutionReport::GetMarket ( ) const

pure virtualnoexcept

GetMinimumQty()

virtual double ttsdk::ExecutionReport::GetMinimumQty ( ) const

pure virtualnoexcept

GetMultiLegReportingType()

virtual ttsdk::MultiLegReportingType ttsdk::ExecutionReport::GetMultiLegReportingType ( ) const

pure virtualnoexcept

GetOrderId()

virtual const char * ttsdk::ExecutionReport::GetOrderId ( ) const

pure virtualnoexcept

Order status.

GetOrderQty()

virtual double ttsdk::ExecutionReport::GetOrderQty ( ) const

pure virtualnoexcept

GetOrderSequence()

virtual uint64_t ttsdk::ExecutionReport::GetOrderSequence ( ) const

pure virtualnoexcept

GetOrderStatus()

virtual ttsdk::OrdStatus ttsdk::ExecutionReport::GetOrderStatus ( ) const

pure virtualnoexcept

GetOrderType()

virtual ttsdk::OrderType ttsdk::ExecutionReport::GetOrderType ( ) const

pure virtualnoexcept

GetParentOrderId()

virtual const char * ttsdk::ExecutionReport::GetParentOrderId ( ) const

pure virtualnoexcept

Prent order information

GetPrice()

virtual double ttsdk::ExecutionReport::GetPrice ( ) const

pure virtualnoexcept

GetReceivedFromExchange()

virtual uint64_t ttsdk::ExecutionReport::GetReceivedFromExchange ( ) const

pure virtualnoexcept

GetRefreshQty()

virtual double ttsdk::ExecutionReport::GetRefreshQty ( ) const

pure virtualnoexcept

GetRejectReason()

virtual ttsdk::OrderRejectReason ttsdk::ExecutionReport::GetRejectReason ( ) const

pure virtualnoexcept

GetRequestId()

virtual uint64_t ttsdk::ExecutionReport::GetRequestId ( ) const

pure virtualnoexcept

GetSenderLocation()

virtual const char * ttsdk::ExecutionReport::GetSenderLocation ( ) const

pure virtualnoexcept

GetSenderSubId()

virtual const char * ttsdk::ExecutionReport::GetSenderSubId ( ) const

pure virtualnoexcept

GetSide()

virtual ttsdk::OrderSide ttsdk::ExecutionReport::GetSide ( ) const

pure virtualnoexcept

GetSynthStatus()

virtual ttsdk::SynthStatus ttsdk::ExecutionReport::GetSynthStatus ( ) const

pure virtualnoexcept

GetText()

virtual const char * ttsdk::ExecutionReport::GetText ( ) const

pure virtualnoexcept

Order text fields.

GetTextA()

virtual const char * ttsdk::ExecutionReport::GetTextA ( ) const

pure virtualnoexcept

GetTextB()

virtual const char * ttsdk::ExecutionReport::GetTextB ( ) const

pure virtualnoexcept

GetTextC()

virtual const char * ttsdk::ExecutionReport::GetTextC ( ) const

pure virtualnoexcept

GetTextTT()

virtual const char * ttsdk::ExecutionReport::GetTextTT ( ) const

pure virtualnoexcept

GetTimeInForce()

virtual ttsdk::TimeInForce ttsdk::ExecutionReport::GetTimeInForce ( ) const

pure virtualnoexcept

GetTransactionTime()

virtual uint64_t ttsdk::ExecutionReport::GetTransactionTime ( ) const

pure virtualnoexcept

GetTriggerPrice()

virtual double ttsdk::ExecutionReport::GetTriggerPrice ( ) const

pure virtualnoexcept

GetUniqueExecId()

virtual const char * ttsdk::ExecutionReport::GetUniqueExecId ( ) const

pure virtualnoexcept

GetUserDisconnectAction()

virtual ttsdk::UserDisconnectAction ttsdk::ExecutionReport::GetUserDisconnectAction ( ) const

pure virtualnoexcept

GetUserId()

virtual uint64_t ttsdk::ExecutionReport::GetUserId ( ) const

pure virtualnoexcept

User information.

GetUserParameter()

virtual ttsdk::UserParameter ttsdk::ExecutionReport::GetUserParameter ( const uint32_t index ) const

pure virtualnoexcept

GetUserParameterCount()

virtual uint32_t ttsdk::ExecutionReport::GetUserParameterCount ( ) const

pure virtualnoexcept

IsChildOrder()

virtual bool ttsdk::ExecutionReport::IsChildOrder ( ) const

pure virtualnoexcept

IsDelete()

virtual bool ttsdk::ExecutionReport::IsDelete ( ) const

pure virtualnoexcept

IsExchangeReject()

virtual bool ttsdk::ExecutionReport::IsExchangeReject ( ) const

pure virtualnoexcept

Reject details.

IsExternalAction()

virtual bool ttsdk::ExecutionReport::IsExternalAction ( ) const

pure virtualnoexcept

IsFill()

virtual bool ttsdk::ExecutionReport::IsFill ( ) const

pure virtualnoexcept

IsFullFill()

virtual bool ttsdk::ExecutionReport::IsFullFill ( ) const

pure virtualnoexcept

IsReject()

virtual bool ttsdk::ExecutionReport::IsReject ( ) const

pure virtualnoexcept

IsRiskReject()

virtual bool ttsdk::ExecutionReport::IsRiskReject ( ) const

pure virtualnoexcept

IsTriggerActivated()

virtual bool ttsdk::ExecutionReport::IsTriggerActivated ( ) const

pure virtualnoexcept

IsWorking()

virtual bool ttsdk::ExecutionReport::IsWorking ( ) const

pure virtualnoexcept

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

• execution_report.h