fix::ExecutionReport Class Reference

Represents a FIX Execution Report (35=8) message. More...

#include <ExecutionReport.h>

Collaboration diagram for fix::ExecutionReport:

Public Member Functions
	ExecutionReport (const CompID &senderCompId, const CompID &targetCompId, const SequenceNumber msgSeqNum, const ExchangeOrderID &exchangeOrderId, const ClientOrderID &clientOrderId, const std::string &executionId, const common::OrderStatus status, const std::string &text, const Symbol &symbol, const common::OrderSide side, const Quantity orderQty, const Quantity cumQty, const Quantity leavesQty, const Price lastPrice, const Quantity lastQty, const common::Timestamp &transactTime)
	Constructs a new ExecutionReport object.
const ClientOrderID &	getClientOrderId () const
	Gets the client-assigned order ID (Tag 11).
Quantity	getCumulativeQuantity () const
	Gets the cumulative filled quantity (Tag 14).
const ExchangeOrderID &	getExchangeOrderId () const
	Gets the exchange-assigned order ID (Tag 37).
const std::string &	getExecutionId () const
	Gets the execution ID (Tag 17).
Price	getLastPrice () const
	Gets the price of the last fill (Tag 31).
Quantity	getLastQuantity () const
	Gets the quantity of the last fill (Tag 32).
Quantity	getLeavesQuantity () const
	Gets the remaining quantity (Tag 151).
SequenceNumber	getMessageSequenceNumber () const
	Gets the message sequence number (Tag 34).
Quantity	getOrderQuantity () const
	Gets the total order quantity (Tag 38).
const CompID &	getSenderCompId () const
	Gets the sender's component ID (Tag 49).
common::OrderSide	getSide () const
	Gets the side of the order (Buy/Sell) (Tag 54).
common::OrderStatus	getStatus () const
	Gets the order status (Tag 39).
const Symbol &	getSymbol () const
	Gets the financial instrument symbol (Tag 55).
const CompID &	getTargetCompId () const
	Gets the target's component ID (Tag 56).
const std::string &	getText () const
	Gets the text message (Tag 58).
const common::Timestamp &	getTransactionTime () const
	Gets the time of the transaction (Tag 60).

Private Attributes
ClientOrderID	mClientOrderId
	Tag 11: Client-assigned order ID (echoed back).
Quantity	mCumulativeQuantity
	Tag 14: Cumulative filled quantity.
ExchangeOrderID	mExchangeOrderId
	Tag 37: Exchange-assigned order ID.
std::string	mExecutionId
	Tag 17: Execution ID.
Price	mLastPrice
	Tag 31: Price of the last fill.
Quantity	mLastQuantity
	Tag 32: Quantity of the last fill.
Quantity	mLeavesQuantity
	Tag 151: Remaining quantity.
SequenceNumber	mMessageSequenceNumber
	Tag 34: Message sequence number.
Quantity	mOrderQuantity
	Tag 38: Total order quantity.
CompID	mSenderCompId
	Tag 49: Sender's component ID.
common::OrderSide	mSide
	Tag 54: Side of the order (Buy/Sell).
common::OrderStatus	mStatus
	Tag 39: Order status.
Symbol	mSymbol
	Tag 55: Financial instrument symbol.
CompID	mTargetCompId
	Tag 56: Target's component ID.
std::string	mText
	Tag 58: Text message (e.g., reject reason, notes).
common::Timestamp	mTransactionTime
	Tag 60: Time of the transaction.

Detailed Description

Represents a FIX Execution Report (35=8) message.

This class encapsulates the fields used to report the status of an order in the FIX protocol.

Constructor & Destructor Documentation

ExecutionReport()

fix::ExecutionReport::ExecutionReport ( const CompID &  senderCompId, const CompID &  targetCompId, const SequenceNumber  msgSeqNum, const ExchangeOrderID &  exchangeOrderId, const ClientOrderID &  clientOrderId, const std::string &  executionId, const common::OrderStatus  status, const std::string &  text, const Symbol &  symbol, const common::OrderSide  side, const Quantity  orderQty, const Quantity  cumQty, const Quantity  leavesQty, const Price  lastPrice, const Quantity  lastQty, const common::Timestamp &  transactTime  )

inline

Constructs a new ExecutionReport object.

Parameters

senderCompId	The sender's component ID (Tag 49).
targetCompId	The target's component ID (Tag 56).
msgSeqNum	The message sequence number (Tag 34).
exchangeOrderId	The exchange-assigned order ID (Tag 37).
clientOrderId	The client-assigned order ID (Tag 11).
executionId	The execution ID (Tag 17).
status	The order status (Tag 39).
text	The text message (Tag 58).
symbol	The financial instrument symbol (Tag 55).
side	The side of the order (Buy/Sell) (Tag 54).
orderQty	The total order quantity (Tag 38).
cumQty	The cumulative filled quantity (Tag 14).
leavesQty	The remaining quantity (Tag 151).
lastPrice	The price of the last fill (Tag 31).
lastQty	The quantity of the last fill (Tag 32).
transactTime	The time of the transaction (Tag 60).

Member Function Documentation

getClientOrderId()

const ClientOrderID & fix::ExecutionReport::getClientOrderId ( ) const

inline

Gets the client-assigned order ID (Tag 11).

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getCumulativeQuantity()

Quantity fix::ExecutionReport::getCumulativeQuantity ( ) const

inline

Gets the cumulative filled quantity (Tag 14).

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getExchangeOrderId()

const ExchangeOrderID & fix::ExecutionReport::getExchangeOrderId ( ) const

inline

Gets the exchange-assigned order ID (Tag 37).

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getExecutionId()

const std::string & fix::ExecutionReport::getExecutionId ( ) const

inline

Gets the execution ID (Tag 17).

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getLastPrice()

Price fix::ExecutionReport::getLastPrice ( ) const

inline

Gets the price of the last fill (Tag 31).

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getLastQuantity()

Quantity fix::ExecutionReport::getLastQuantity ( ) const

inline

Gets the quantity of the last fill (Tag 32).

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getLeavesQuantity()

Quantity fix::ExecutionReport::getLeavesQuantity ( ) const

inline

Gets the remaining quantity (Tag 151).

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getMessageSequenceNumber()

SequenceNumber fix::ExecutionReport::getMessageSequenceNumber ( ) const

inline

Gets the message sequence number (Tag 34).

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getOrderQuantity()

Quantity fix::ExecutionReport::getOrderQuantity ( ) const

inline

Gets the total order quantity (Tag 38).

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getSenderCompId()

const CompID & fix::ExecutionReport::getSenderCompId ( ) const

inline

Gets the sender's component ID (Tag 49).

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getSide()

common::OrderSide fix::ExecutionReport::getSide ( ) const

inline

Gets the side of the order (Buy/Sell) (Tag 54).

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getStatus()

common::OrderStatus fix::ExecutionReport::getStatus ( ) const

inline

Gets the order status (Tag 39).

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getSymbol()

const Symbol & fix::ExecutionReport::getSymbol ( ) const

inline

Gets the financial instrument symbol (Tag 55).

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getTargetCompId()

const CompID & fix::ExecutionReport::getTargetCompId ( ) const

inline

Gets the target's component ID (Tag 56).

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getText()

const std::string & fix::ExecutionReport::getText ( ) const

inline

Gets the text message (Tag 58).

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getTransactionTime()

const common::Timestamp & fix::ExecutionReport::getTransactionTime ( ) const

inline

Gets the time of the transaction (Tag 60).

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Member Data Documentation

mClientOrderId

ClientOrderID fix::ExecutionReport::mClientOrderId

private

Tag 11: Client-assigned order ID (echoed back).

mCumulativeQuantity

Quantity fix::ExecutionReport::mCumulativeQuantity

private

Tag 14: Cumulative filled quantity.

mExchangeOrderId

ExchangeOrderID fix::ExecutionReport::mExchangeOrderId

private

Tag 37: Exchange-assigned order ID.

mExecutionId

std::string fix::ExecutionReport::mExecutionId

private

Tag 17: Execution ID.

mLastPrice

Price fix::ExecutionReport::mLastPrice

private

Tag 31: Price of the last fill.

mLastQuantity

Quantity fix::ExecutionReport::mLastQuantity

private

Tag 32: Quantity of the last fill.

mLeavesQuantity

Quantity fix::ExecutionReport::mLeavesQuantity

private

Tag 151: Remaining quantity.

mMessageSequenceNumber

SequenceNumber fix::ExecutionReport::mMessageSequenceNumber

private

Tag 34: Message sequence number.

mOrderQuantity

Quantity fix::ExecutionReport::mOrderQuantity

private

Tag 38: Total order quantity.

mSenderCompId

CompID fix::ExecutionReport::mSenderCompId

private

Tag 49: Sender's component ID.

mSide

common::OrderSide fix::ExecutionReport::mSide

private

Tag 54: Side of the order (Buy/Sell).

mStatus

common::OrderStatus fix::ExecutionReport::mStatus

private

Tag 39: Order status.

mSymbol

Symbol fix::ExecutionReport::mSymbol

private

Tag 55: Financial instrument symbol.

mTargetCompId

CompID fix::ExecutionReport::mTargetCompId

private

Tag 56: Target's component ID.

mText

std::string fix::ExecutionReport::mText

private

Tag 58: Text message (e.g., reject reason, notes).

mTransactionTime

common::Timestamp fix::ExecutionReport::mTransactionTime

private

Tag 60: Time of the transaction.

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

• common/include/common_fix/ExecutionReport.h