Inheritance diagram for trader::Interface::ExecutionReportData:
Collaboration diagram for trader::Interface::ExecutionReportData:
Public Member Functions | |
| virtual enum MESSAGES | GetType () |
 Public Member Functions inherited from trader::Interface::IMessageData | |
| MessageId | getUniqueMessageId () |
| void | setSourceConnection (const std::string &_sourceConnection) |
| const std::string & | getSourceConnection () const |
Public Attributes | |
| ApplicationSequenceControlObject | applicationSequenceControl |
| OrderID | orderID |
| SecondaryOrderID | secondaryOrderID |
| SecondaryClOrdID | secondaryClOrdID |
| SecondaryExecID | secondaryExecID |
| ClOrdID | clOrdID |
| OrigClOrdID | origClOrdID |
| ClOrdLinkID | clOrdLinkID |
| QuoteRespID | quoteRespID |
| OrdStatusReqID | ordStatusReqID |
| MassStatusReqID | massStatusReqID |
| HostCrossID | hostCrossID |
| TotNumReports | totNumReports |
| LastRptRequested | lastRptRequested |
| PartiesObject | parties |
| TradeOriginationDate | tradeOriginationDate |
| ContraGrpObject | contraGrp |
| ListID | listID |
| CrossID | crossID |
| OrigCrossID | origCrossID |
| CrossType | crossType |
| TrdMatchID | trdMatchID |
| ExecID | execID |
| ExecRefID | execRefID |
| ExecType | execType |
| OrdStatus | ordStatus |
| WorkingIndicator | workingIndicator |
| OrdRejReason | ordRejReason |
| ExecRestatementReason | execRestatementReason |
| Account | account |
| AcctIDSource | acctIDSource |
| AccountType | accountType |
| DayBookingInst | dayBookingInst |
| BookingUnit | bookingUnit |
| PreallocMethod | preallocMethod |
| AllocID | allocID |
| PreAllocGrpObject | preAllocGrp |
| SettlType | settlType |
| SettlDate | settlDate |
| MatchType | matchType |
| OrderCategory | orderCategory |
| CashMargin | cashMargin |
| ClearingFeeIndicator | clearingFeeIndicator |
| InstrumentObject | instrument |
| FinancingDetailsObject | financingDetails |
| UndInstrmtGrpObject | undInstrmtGrp |
| Side | side |
| StipulationsObject | stipulations |
| QtyType | qtyType |
| OrderQtyDataObject | orderQtyData |
| LotType | lotType |
| OrdType | ordType |
| PriceType | priceType |
| Price | price |
| PriceProtectionScope | priceProtectionScope |
| StopPx | stopPx |
| TriggeringInstructionObject | triggeringInstruction |
| PegInstructionsObject | pegInstructions |
| DiscretionInstructionsObject | discretionInstructions |
| PeggedPrice | peggedPrice |
| PeggedRefPrice | peggedRefPrice |
| DiscretionPrice | discretionPrice |
| TargetStrategy | targetStrategy |
| StrategyParametersGrpObject | strategyParametersGrp |
| TargetStrategyParameters | targetStrategyParameters |
| ParticipationRate | participationRate |
| TargetStrategyPerformance | targetStrategyPerformance |
| Currency | currency |
| ComplianceID | complianceID |
| SolicitedFlag | solicitedFlag |
| TimeInForce | timeInForce |
| EffectiveTime | effectiveTime |
| ExpireDate | expireDate |
| ExpireTime | expireTime |
| ExecInst | execInst |
| AggressorIndicator | aggressorIndicator |
| OrderCapacity | orderCapacity |
| OrderRestrictions | orderRestrictions |
| PreTradeAnonymity | preTradeAnonymity |
| CustOrderCapacity | custOrderCapacity |
| LastQty | lastQty |
| CalculatedCcyLastQty | calculatedCcyLastQty |
| LastSwapPoints | lastSwapPoints |
| UnderlyingLastQty | underlyingLastQty |
| LastPx | lastPx |
| UnderlyingLastPx | underlyingLastPx |
| LastParPx | lastParPx |
| LastSpotRate | lastSpotRate |
| LastForwardPoints | lastForwardPoints |
| LastMkt | lastMkt |
| TradingSessionID | tradingSessionID |
| TradingSessionSubID | tradingSessionSubID |
| TimeBracket | timeBracket |
| LastCapacity | lastCapacity |
| LeavesQty | leavesQty |
| CumQty | cumQty |
| AvgPx | avgPx |
| DayOrderQty | dayOrderQty |
| DayCumQty | dayCumQty |
| DayAvgPx | dayAvgPx |
| TotNoFills | totNoFills |
| LastFragment | lastFragment |
| FillsGrpObject | fillsGrp |
| GTBookingInst | gTBookingInst |
| TradeDate | tradeDate |
| TransactTime | transactTime |
| ReportToExch | reportToExch |
| CommissionDataObject | commissionData |
| SpreadOrBenchmarkCurveDataObject | spreadOrBenchmarkCurveData |
| YieldDataObject | yieldData |
| GrossTradeAmt | grossTradeAmt |
| NumDaysInterest | numDaysInterest |
| ExDate | exDate |
| AccruedInterestRate | accruedInterestRate |
| AccruedInterestAmt | accruedInterestAmt |
| InterestAtMaturity | interestAtMaturity |
| EndAccruedInterestAmt | endAccruedInterestAmt |
| StartCash | startCash |
| EndCash | endCash |
| TradedFlatSwitch | tradedFlatSwitch |
| BasisFeatureDate | basisFeatureDate |
| BasisFeaturePrice | basisFeaturePrice |
| Concession | concession |
| TotalTakedown | totalTakedown |
| NetMoney | netMoney |
| SettlCurrAmt | settlCurrAmt |
| SettlCurrency | settlCurrency |
| SettlCurrFxRate | settlCurrFxRate |
| SettlCurrFxRateCalc | settlCurrFxRateCalc |
| HandlInst | handlInst |
| MinQty | minQty |
| MatchIncrement | matchIncrement |
| MaxPriceLevels | maxPriceLevels |
| DisplayInstructionObject | displayInstruction |
| MaxFloor | maxFloor |
| PositionEffect | positionEffect |
| MaxShow | maxShow |
| BookingType | bookingType |
| Text | text |
| EncodedTextLen | encodedTextLen |
| EncodedText | encodedText |
| SettlDate2 | settlDate2 |
| OrderQty2 | orderQty2 |
| LastForwardPoints2 | lastForwardPoints2 |
| MultiLegReportingType | multiLegReportingType |
| CancellationRights | cancellationRights |
| MoneyLaunderingStatus | moneyLaunderingStatus |
| RegistID | registID |
| Designation | designation |
| TransBkdTime | transBkdTime |
| ExecValuationPoint | execValuationPoint |
| ExecPriceType | execPriceType |
| ExecPriceAdjustment | execPriceAdjustment |
| PriorityIndicator | priorityIndicator |
| PriceImprovement | priceImprovement |
| LastLiquidityInd | lastLiquidityInd |
| ContAmtGrpObject | contAmtGrp |
| InstrmtLegExecGrpObject | instrmtLegExecGrp |
| CopyMsgIndicator | copyMsgIndicator |
| MiscFeesGrpObject | miscFeesGrp |
| DividendYield | dividendYield |
| ManualOrderIndicator | manualOrderIndicator |
| CustDirectedOrder | custDirectedOrder |
| ReceivedDeptID | receivedDeptID |
| CustOrderHandlingInst | custOrderHandlingInst |
| OrderHandlingInstSource | orderHandlingInstSource |
| TrdRegTimestampsObject | trdRegTimestamps |
| Volatility | volatility |
| TimeToExpiration | timeToExpiration |
| RiskFreeRate | riskFreeRate |
| PriceDelta | priceDelta |
| RateSourceObject | rateSource |
| Public Attributes inherited from trader::Interface::IMessageData | |
| std::string | sourceConnection |
| MessageId | messageId |
The documentation for this struct was generated from the following file:
- tmp/Linux64-gcc/codegen/interface.h
