ttsdk::ExecutionReport Class Reference

Outbound order message receipt. More...

#include <execution_report.h>

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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 bool	IsAOTCCancel () 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
int	dec_ref () const
void	inc_ref () const
virtual void	del_ref () const
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 ttsdk::CrossingOrderPreventionActionType	GetCrossingOrderPreventionType () const noexcept=0
virtual bool	IsAOTCPositionTransferFill () 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

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 48 of file execution_report.h.

Constructor & Destructor Documentation

ExecutionReport()

ttsdk::ExecutionReport::ExecutionReport ( )

inlineexplicit

Definition at line 51 of file execution_report.h.

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~ExecutionReport()

ttsdk::ExecutionReport::~ExecutionReport ( )

inlinenoexcept

Definition at line 52 of file execution_report.h.

Member Function Documentation

dec_ref()

int ttsdk::shared_base::dec_ref ( ) const

inherited

del_ref()

virtual void ttsdk::shared_base::del_ref ( ) const

virtualinherited

GetAccountId()

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

pure virtualnoexcept

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GetBrokerId()

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

pure virtualnoexcept

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GetClearingAccount()

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

pure virtualnoexcept

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GetClientIp()

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

pure virtualnoexcept

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GetColocation()

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

pure virtualnoexcept

Synthetic/Algo related fields.

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GetConnection()

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

pure virtualnoexcept

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GetCrossingOrderPreventionType()

virtual ttsdk::CrossingOrderPreventionActionType ttsdk::ExecutionReport::GetCrossingOrderPreventionType ( ) const

pure virtualnoexcept

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GetCumQty()

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

pure virtualnoexcept

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GetCurrentUserId()

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

pure virtualnoexcept

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GetDisplayQty()

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

pure virtualnoexcept

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GetExecId()

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

pure virtualnoexcept

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GetExecType()

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

pure virtualnoexcept

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GetExtendedRejectInfo()

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

pure virtualnoexcept

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GetInstrumentId()

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

pure virtualnoexcept

Instrument information.

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GetLastFillPrice()

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

pure virtualnoexcept

Fill information.

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GetLastFillQty()

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

pure virtualnoexcept

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GetLeavesQty()

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

pure virtualnoexcept

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GetMarket()

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

pure virtualnoexcept

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GetMinimumQty()

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

pure virtualnoexcept

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GetMultiLegReportingType()

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

pure virtualnoexcept

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GetOrderId()

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

pure virtualnoexcept

Order status.

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GetOrderQty()

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

pure virtualnoexcept

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GetOrderSequence()

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

pure virtualnoexcept

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GetOrderStatus()

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

pure virtualnoexcept

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GetOrderType()

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

pure virtualnoexcept

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GetParentOrderId()

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

pure virtualnoexcept

Prent order information

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GetPrice()

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

pure virtualnoexcept

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GetReceivedFromExchange()

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

pure virtualnoexcept

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GetRefreshQty()

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

pure virtualnoexcept

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GetRejectReason()

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

pure virtualnoexcept

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GetRequestId()

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

pure virtualnoexcept

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GetSenderLocation()

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

pure virtualnoexcept

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GetSenderSubId()

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

pure virtualnoexcept

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GetSide()

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

pure virtualnoexcept

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GetSynthStatus()

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

pure virtualnoexcept

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GetText()

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

pure virtualnoexcept

Order text fields.

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GetTextA()

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

pure virtualnoexcept

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GetTextB()

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

pure virtualnoexcept

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GetTextC()

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

pure virtualnoexcept

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GetTextTT()

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

pure virtualnoexcept

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GetTimeInForce()

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

pure virtualnoexcept

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GetTransactionTime()

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

pure virtualnoexcept

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GetTriggerPrice()

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

pure virtualnoexcept

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GetUniqueExecId()

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

pure virtualnoexcept

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GetUserDisconnectAction()

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

pure virtualnoexcept

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GetUserId()

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

pure virtualnoexcept

User information.

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GetUserParameter()

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

pure virtualnoexcept

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GetUserParameterCount()

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

pure virtualnoexcept

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inc_ref()

void ttsdk::shared_base::inc_ref ( ) const

inherited

IsAOTCCancel()

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

pure virtualnoexcept

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IsAOTCPositionTransferFill()

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

pure virtualnoexcept

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IsChildOrder()

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

pure virtualnoexcept

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IsDelete()

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

pure virtualnoexcept

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IsExchangeReject()

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

pure virtualnoexcept

Reject details.

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IsExternalAction()

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

pure virtualnoexcept

IsFill()

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

pure virtualnoexcept

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IsFullFill()

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

pure virtualnoexcept

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IsReject()

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

pure virtualnoexcept

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IsRiskReject()

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

pure virtualnoexcept

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IsTriggerActivated()

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

pure virtualnoexcept

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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