94 assert(message.
valid());
285 clientAppNameAccess(),
295 clientAppVersionAccess(),
325 clientAppNameAccess(),
336 clientAppVersionAccess(),
397 setCredentialsToNull();
399 setClientAppNameToNull();
400 setClientAppVersionToNull();
435 std::string toString()
const;
460 const EncodedLength minimalRequiredLength =
461 minimalBlockLength(version) +
463 getMinimalVariableFieldsSize(version);
466 *
this, length, minimalRequiredLength);
470 void checkVarLenFields()
const
472 variableLengthFields().
473 checkTail<CredentialsEncoding>().
474 checkTail<ClientAppEncoding>().
475 checkTail<ClientAppEncoding>().
476 checkTail<ClientAppEncoding>();
479 void checkCompatibility()
const
481 assert(TemplateId == templateId());
483 checkSchema<Schema>(schemaId(), version());
484 checkLength(bufferSize(), version());
489 struct credentialsAccess
491 CredentialsEncoding& operator()(
const Negotiate1& obj)
const
495 variableLengthFields().
496 head<CredentialsEncoding>();
501 struct clientIPAccess
503 ClientAppEncoding& operator()(
const Negotiate1& obj)
const
507 variableLengthFields().
508 tail<CredentialsEncoding>().
509 head<ClientAppEncoding>();
514 struct clientAppNameAccess
516 ClientAppEncoding& operator()(
const Negotiate1& obj)
const
520 variableLengthFields().
521 tail<CredentialsEncoding>().
522 tail<ClientAppEncoding>().
523 head<ClientAppEncoding>();
528 struct clientAppVersionAccess
530 ClientAppEncoding& operator()(
const Negotiate1& obj)
const
534 variableLengthFields().
535 tail<CredentialsEncoding>().
536 tail<ClientAppEncoding>().
537 tail<ClientAppEncoding>().
538 head<ClientAppEncoding>();
544 ThisType& setCredentialsToNull()
547 setVariableLengthFieldToNull(
556 ThisType& setClientIPToNull()
559 setVariableLengthFieldToNull(clientIPAccess(), *
this);
566 ThisType& setClientAppNameToNull()
569 setVariableLengthFieldToNull(
570 clientAppNameAccess(),
578 ThisType& setClientAppVersionToNull()
581 setVariableLengthFieldToNull(
582 clientAppVersionAccess(),
642 checkCompatibility();
651 assert(message.
valid());
653 checkCompatibility();
906 return "NegotiateResponse2";
921 std::string toString()
const;
949 const EncodedLength minimalRequiredLength =
950 minimalBlockLength(version) +
952 getMinimalVariableFieldsSize(version);
955 *
this, length, minimalRequiredLength);
958 void checkCompatibility()
const
960 assert(TemplateId == templateId());
963 checkLength(bufferSize(), version());
1020 checkCompatibility();
1029 assert(message.
valid());
1031 checkCompatibility();
1308 return "NegotiateReject3";
1323 std::string toString()
const;
1351 const EncodedLength minimalRequiredLength =
1352 minimalBlockLength(version) +
1354 getMinimalVariableFieldsSize(version);
1357 *
this, length, minimalRequiredLength);
1360 void checkCompatibility()
const
1362 assert(TemplateId == templateId());
1365 checkLength(bufferSize(), version());
1422 checkCompatibility();
1431 assert(message.
valid());
1433 checkCompatibility();
1637 credentialsAccess(),
1645 credentialsAccess(),
1709 setCredentialsToNull();
1727 return "Establish4";
1742 std::string toString()
const;
1767 const EncodedLength minimalRequiredLength =
1768 minimalBlockLength(version) +
1770 getMinimalVariableFieldsSize(version);
1773 *
this, length, minimalRequiredLength);
1777 void checkVarLenFields()
const
1779 variableLengthFields().
1780 checkTail<CredentialsEncoding>();
1783 void checkCompatibility()
const
1785 assert(TemplateId == templateId());
1787 checkSchema<Schema>(schemaId(), version());
1788 checkLength(bufferSize(), version());
1789 checkVarLenFields();
1793 struct credentialsAccess
1795 CredentialsEncoding& operator()(
const Establish4& obj)
const
1799 variableLengthFields().
1800 head<CredentialsEncoding>();
1806 ThisType& setCredentialsToNull()
1809 setVariableLengthFieldToNull(
1810 credentialsAccess(),
1870 checkCompatibility();
1879 assert(message.
valid());
1881 checkCompatibility();
2122 return "EstablishAck5";
2137 std::string toString()
const;
2165 const EncodedLength minimalRequiredLength =
2166 minimalBlockLength(version) +
2168 getMinimalVariableFieldsSize(version);
2171 *
this, length, minimalRequiredLength);
2174 void checkCompatibility()
const
2176 assert(TemplateId == templateId());
2179 checkLength(bufferSize(), version());
2236 checkCompatibility();
2245 assert(message.
valid());
2247 checkCompatibility();
2483 return "EstablishReject6";
2498 std::string toString()
const;
2526 const EncodedLength minimalRequiredLength =
2527 minimalBlockLength(version) +
2529 getMinimalVariableFieldsSize(version);
2532 *
this, length, minimalRequiredLength);
2535 void checkCompatibility()
const
2537 assert(TemplateId == templateId());
2540 checkLength(bufferSize(), version());
2597 checkCompatibility();
2606 assert(message.
valid());
2608 checkCompatibility();
2781 return "Terminate7";
2796 std::string toString()
const;
2824 const EncodedLength minimalRequiredLength =
2825 minimalBlockLength(version) +
2827 getMinimalVariableFieldsSize(version);
2830 *
this, length, minimalRequiredLength);
2833 void checkCompatibility()
const
2835 assert(TemplateId == templateId());
2838 checkLength(bufferSize(), version());
2895 checkCompatibility();
2904 assert(message.
valid());
2906 checkCompatibility();
3047 return "NotApplied8";
3062 std::string toString()
const;
3090 const EncodedLength minimalRequiredLength =
3091 minimalBlockLength(version) +
3093 getMinimalVariableFieldsSize(version);
3096 *
this, length, minimalRequiredLength);
3099 void checkCompatibility()
const
3101 assert(TemplateId == templateId());
3104 checkLength(bufferSize(), version());
3161 checkCompatibility();
3170 assert(message.
valid());
3172 checkCompatibility();
3310 std::string toString()
const;
3338 const EncodedLength minimalRequiredLength =
3339 minimalBlockLength(version) +
3341 getMinimalVariableFieldsSize(version);
3344 *
this, length, minimalRequiredLength);
3347 void checkCompatibility()
const
3349 assert(TemplateId == templateId());
3352 checkLength(bufferSize(), version());
3409 checkCompatibility();
3418 assert(message.
valid());
3420 checkCompatibility();
3607 return "RetransmitRequest12";
3622 std::string toString()
const;
3650 const EncodedLength minimalRequiredLength =
3651 minimalBlockLength(version) +
3653 getMinimalVariableFieldsSize(version);
3656 *
this, length, minimalRequiredLength);
3659 void checkCompatibility()
const
3661 assert(TemplateId == templateId());
3664 checkLength(bufferSize(), version());
3721 checkCompatibility();
3730 assert(message.
valid());
3732 checkCompatibility();
3915 return "Retransmission13";
3930 std::string toString()
const;
3958 const EncodedLength minimalRequiredLength =
3959 minimalBlockLength(version) +
3961 getMinimalVariableFieldsSize(version);
3964 *
this, length, minimalRequiredLength);
3967 void checkCompatibility()
const
3969 assert(TemplateId == templateId());
3972 checkLength(bufferSize(), version());
4029 checkCompatibility();
4038 assert(message.
valid());
4040 checkCompatibility();
4206 return "RetransmitReject14";
4221 std::string toString()
const;
4249 const EncodedLength minimalRequiredLength =
4250 minimalBlockLength(version) +
4252 getMinimalVariableFieldsSize(version);
4255 *
this, length, minimalRequiredLength);
4258 void checkCompatibility()
const
4260 assert(TemplateId == templateId());
4263 checkLength(bufferSize(), version());
4320 checkCompatibility();
4329 assert(message.
valid());
4331 checkCompatibility();
4873 return "SimpleNewOrder100";
4888 std::string toString()
const;
4913 const EncodedLength minimalRequiredLength =
4914 minimalBlockLength(version) +
4916 getMinimalVariableFieldsSize(version);
4919 *
this, length, minimalRequiredLength);
4923 void checkVarLenFields()
const
4925 variableLengthFields().
4926 checkTail<MemoEncoding>();
4929 void checkCompatibility()
const
4931 assert(TemplateId == templateId());
4933 checkSchema<Schema>(schemaId(), version());
4934 checkLength(bufferSize(), version());
4935 checkVarLenFields();
4943 const SimpleNewOrder100& obj)
const
4947 variableLengthFields().
4948 head<MemoEncoding>();
4954 ThisType& setMemoToNull()
4957 setVariableLengthFieldToNull(memoAccess(), *
this);
5016 checkCompatibility();
5025 assert(message.
valid());
5027 checkCompatibility();
5640 return "SimpleModifyOrder101";
5655 std::string toString()
const;
5680 const EncodedLength minimalRequiredLength =
5681 minimalBlockLength(version) +
5683 getMinimalVariableFieldsSize(version);
5686 *
this, length, minimalRequiredLength);
5690 void checkVarLenFields()
const
5692 variableLengthFields().
5693 checkTail<MemoEncoding>();
5696 void checkCompatibility()
const
5698 assert(TemplateId == templateId());
5700 checkSchema<Schema>(schemaId(), version());
5701 checkLength(bufferSize(), version());
5702 checkVarLenFields();
5710 const SimpleModifyOrder101& obj)
const
5714 variableLengthFields().
5715 head<MemoEncoding>();
5721 ThisType& setMemoToNull()
5724 setVariableLengthFieldToNull(memoAccess(), *
this);
5783 checkCompatibility();
5792 assert(message.
valid());
5794 checkCompatibility();
6337 FieldValue fieldValue;
6616 return "NewOrderSingle102";
6631 std::string toString()
const;
6656 const EncodedLength minimalRequiredLength =
6657 minimalBlockLength(version) +
6659 getMinimalVariableFieldsSize(version);
6662 *
this, length, minimalRequiredLength);
6666 void checkVarLenFields()
const
6668 variableLengthFields().
6669 checkTail<DeskIDEncoding>().
6670 checkTail<MemoEncoding>();
6673 void checkCompatibility()
const
6675 assert(TemplateId == templateId());
6677 checkSchema<Schema>(schemaId(), version());
6678 checkLength(bufferSize(), version());
6679 checkVarLenFields();
6687 const NewOrderSingle102& obj)
const
6691 variableLengthFields().
6692 head<DeskIDEncoding>();
6701 const NewOrderSingle102& obj)
const
6705 variableLengthFields().
6706 tail<DeskIDEncoding>().
6707 head<MemoEncoding>();
6713 ThisType& setDeskIdToNull()
6716 setVariableLengthFieldToNull(deskIDAccess(), *
this);
6723 ThisType& setMemoToNull()
6726 setVariableLengthFieldToNull(memoAccess(), *
this);
6785 checkCompatibility();
6794 assert(message.
valid());
6796 checkCompatibility();
7435 FieldValue fieldValue;
7718 return "OrderCancelReplaceRequest104";
7729 "OrderCancelReplaceRequest104");
7734 std::string toString()
const;
7759 const EncodedLength minimalRequiredLength =
7760 minimalBlockLength(version) +
7762 getMinimalVariableFieldsSize(version);
7765 *
this, length, minimalRequiredLength);
7769 void checkVarLenFields()
const
7771 variableLengthFields().
7772 checkTail<DeskIDEncoding>().
7773 checkTail<MemoEncoding>();
7776 void checkCompatibility()
const
7778 assert(TemplateId == templateId());
7780 checkSchema<Schema>(schemaId(), version());
7781 checkLength(bufferSize(), version());
7782 checkVarLenFields();
7790 const OrderCancelReplaceRequest104& obj)
const
7794 variableLengthFields().
7795 head<DeskIDEncoding>();
7804 const OrderCancelReplaceRequest104& obj)
const
7808 variableLengthFields().
7809 tail<DeskIDEncoding>().
7810 head<MemoEncoding>();
7816 ThisType& setDeskIdToNull()
7819 setVariableLengthFieldToNull(deskIDAccess(), *
this);
7826 ThisType& setMemoToNull()
7829 setVariableLengthFieldToNull(memoAccess(), *
this);
7888 checkCompatibility();
7897 assert(message.
valid());
7899 checkCompatibility();
8316 return "OrderCancelRequest105";
8331 std::string toString()
const;
8356 const EncodedLength minimalRequiredLength =
8357 minimalBlockLength(version) +
8359 getMinimalVariableFieldsSize(version);
8362 *
this, length, minimalRequiredLength);
8366 void checkVarLenFields()
const
8368 variableLengthFields().
8369 checkTail<DeskIDEncoding>().
8370 checkTail<MemoEncoding>();
8373 void checkCompatibility()
const
8375 assert(TemplateId == templateId());
8377 checkSchema<Schema>(schemaId(), version());
8378 checkLength(bufferSize(), version());
8379 checkVarLenFields();
8387 const OrderCancelRequest105& obj)
const
8391 variableLengthFields().
8392 head<DeskIDEncoding>();
8401 const OrderCancelRequest105& obj)
const
8405 variableLengthFields().
8406 tail<DeskIDEncoding>().
8407 head<MemoEncoding>();
8413 ThisType& setDeskIdToNull()
8416 setVariableLengthFieldToNull(deskIDAccess(), *
this);
8423 ThisType& setMemoToNull()
8426 setVariableLengthFieldToNull(memoAccess(), *
this);
8665 return "NewOrderCross106.SidesEntry";
8713 checkCompatibility();
8722 assert(message.
valid());
8724 checkCompatibility();
9242 return "NewOrderCross106";
9257 std::string toString()
const;
9282 const EncodedLength minimalRequiredLength =
9283 minimalBlockLength(version) +
9285 getMinimalVariableFieldsSize(version);
9288 *
this, length, minimalRequiredLength);
9292 void checkVarLenFields()
const
9295 checkVariableLengthFields<Sides>().
9296 checkTail<DeskIDEncoding>().
9297 checkTail<MemoEncoding>();
9300 void checkCompatibility()
const
9302 assert(TemplateId == templateId());
9304 checkSchema<Schema>(schemaId(), version());
9305 checkLength(bufferSize(), version());
9306 checkVarLenFields();
9314 const NewOrderCross106& obj)
const
9325 void setSidesToNull()
9328 resetGroup<Sides>(SidesAccess(), *
this);
9336 const NewOrderCross106& obj)
const
9341 variableLengthFields<Sides>().
9342 head<DeskIDEncoding>();
9351 const NewOrderCross106& obj)
const
9356 variableLengthFields<Sides>().
9357 tail<DeskIDEncoding>().
9358 head<MemoEncoding>();
9364 ThisType& setDeskIdToNull()
9367 setVariableLengthFieldToNull(deskIDAccess(), *
this);
9374 ThisType& setMemoToNull()
9377 setVariableLengthFieldToNull(memoAccess(), *
this);
9436 checkCompatibility();
9445 assert(message.
valid());
9447 checkCompatibility();
9916 FieldValue fieldValue;
10516 return "ExecutionReportNew200";
10531 std::string toString()
const;
10556 const EncodedLength minimalRequiredLength =
10557 minimalBlockLength(version) +
10559 getMinimalVariableFieldsSize(version);
10562 *
this, length, minimalRequiredLength);
10566 void checkVarLenFields()
const
10568 variableLengthFields().
10569 checkTail<DeskIDEncoding>().
10570 checkTail<MemoEncoding>();
10573 void checkCompatibility()
const
10575 assert(TemplateId == templateId());
10577 checkSchema<Schema>(schemaId(), version());
10578 checkLength(bufferSize(), version());
10579 checkVarLenFields();
10583 struct deskIDAccess
10587 const ExecutionReportNew200& obj)
const
10591 variableLengthFields().
10592 head<DeskIDEncoding>();
10601 const ExecutionReportNew200& obj)
const
10605 variableLengthFields().
10606 tail<DeskIDEncoding>().
10607 head<MemoEncoding>();
10613 ThisType& setDeskIdToNull()
10616 setVariableLengthFieldToNull(deskIDAccess(), *
this);
10623 ThisType& setMemoToNull()
10626 setVariableLengthFieldToNull(memoAccess(), *
this);
10657 checkLength(length,
version);
10673 checkLength(length,
version);
10685 checkCompatibility();
10694 assert(message.
valid());
10696 checkCompatibility();
11238 FieldValue fieldValue;
11737 return "ExecutionReportModify201";
11748 "ExecutionReportModify201");
11753 std::string toString()
const;
11778 const EncodedLength minimalRequiredLength =
11779 minimalBlockLength(version) +
11781 getMinimalVariableFieldsSize(version);
11784 *
this, length, minimalRequiredLength);
11788 void checkVarLenFields()
const
11790 variableLengthFields().
11791 checkTail<DeskIDEncoding>().
11792 checkTail<MemoEncoding>();
11795 void checkCompatibility()
const
11797 assert(TemplateId == templateId());
11799 checkSchema<Schema>(schemaId(), version());
11800 checkLength(bufferSize(), version());
11801 checkVarLenFields();
11805 struct deskIDAccess
11809 const ExecutionReportModify201& obj)
const
11813 variableLengthFields().
11814 head<DeskIDEncoding>();
11823 const ExecutionReportModify201& obj)
const
11827 variableLengthFields().
11828 tail<DeskIDEncoding>().
11829 head<MemoEncoding>();
11835 ThisType& setDeskIdToNull()
11838 setVariableLengthFieldToNull(deskIDAccess(), *
this);
11845 ThisType& setMemoToNull()
11848 setVariableLengthFieldToNull(memoAccess(), *
this);
11879 checkLength(length,
version);
11895 checkLength(length,
version);
11907 checkCompatibility();
11916 assert(message.
valid());
11918 checkCompatibility();
12436 FieldValue fieldValue;
12892 return "ExecutionReportCancel202";
12903 "ExecutionReportCancel202");
12908 std::string toString()
const;
12933 const EncodedLength minimalRequiredLength =
12934 minimalBlockLength(version) +
12936 getMinimalVariableFieldsSize(version);
12939 *
this, length, minimalRequiredLength);
12943 void checkVarLenFields()
const
12945 variableLengthFields().
12946 checkTail<DeskIDEncoding>().
12947 checkTail<MemoEncoding>();
12950 void checkCompatibility()
const
12952 assert(TemplateId == templateId());
12954 checkSchema<Schema>(schemaId(), version());
12955 checkLength(bufferSize(), version());
12956 checkVarLenFields();
12960 struct deskIDAccess
12964 const ExecutionReportCancel202& obj)
const
12968 variableLengthFields().
12969 head<DeskIDEncoding>();
12978 const ExecutionReportCancel202& obj)
const
12982 variableLengthFields().
12983 tail<DeskIDEncoding>().
12984 head<MemoEncoding>();
12990 ThisType& setDeskIdToNull()
12993 setVariableLengthFieldToNull(deskIDAccess(), *
this);
13000 ThisType& setMemoToNull()
13003 setVariableLengthFieldToNull(memoAccess(), *
this);
13034 checkLength(length,
version);
13050 checkLength(length,
version);
13062 checkCompatibility();
13071 assert(message.
valid());
13073 checkCompatibility();
14194 return "ExecutionReportTrade203";
14205 "ExecutionReportTrade203");
14210 std::string toString()
const;
14235 const EncodedLength minimalRequiredLength =
14236 minimalBlockLength(version) +
14238 getMinimalVariableFieldsSize(version);
14241 *
this, length, minimalRequiredLength);
14245 void checkVarLenFields()
const
14247 variableLengthFields().
14248 checkTail<DeskIDEncoding>().
14249 checkTail<MemoEncoding>();
14252 void checkCompatibility()
const
14254 assert(TemplateId == templateId());
14256 checkSchema<Schema>(schemaId(), version());
14257 checkLength(bufferSize(), version());
14258 checkVarLenFields();
14262 struct deskIDAccess
14266 const ExecutionReportTrade203& obj)
const
14270 variableLengthFields().
14271 head<DeskIDEncoding>();
14280 const ExecutionReportTrade203& obj)
const
14284 variableLengthFields().
14285 tail<DeskIDEncoding>().
14286 head<MemoEncoding>();
14292 ThisType& setDeskIdToNull()
14295 setVariableLengthFieldToNull(deskIDAccess(), *
this);
14302 ThisType& setMemoToNull()
14305 setVariableLengthFieldToNull(memoAccess(), *
this);
14336 checkLength(length,
version);
14352 checkLength(length,
version);
14364 checkCompatibility();
14373 assert(message.
valid());
14375 checkCompatibility();
14777 FieldValue fieldValue;
15335 return "ExecutionReportReject204";
15346 "ExecutionReportReject204");
15351 std::string toString()
const;
15376 const EncodedLength minimalRequiredLength =
15377 minimalBlockLength(version) +
15379 getMinimalVariableFieldsSize(version);
15382 *
this, length, minimalRequiredLength);
15386 void checkVarLenFields()
const
15388 variableLengthFields().
15389 checkTail<DeskIDEncoding>().
15390 checkTail<MemoEncoding>().
15391 checkTail<TextEncoding>();
15394 void checkCompatibility()
const
15396 assert(TemplateId == templateId());
15398 checkSchema<Schema>(schemaId(), version());
15399 checkLength(bufferSize(), version());
15400 checkVarLenFields();
15404 struct deskIDAccess
15408 const ExecutionReportReject204& obj)
const
15412 variableLengthFields().
15413 head<DeskIDEncoding>();
15422 const ExecutionReportReject204& obj)
const
15426 variableLengthFields().
15427 tail<DeskIDEncoding>().
15428 head<MemoEncoding>();
15437 const ExecutionReportReject204& obj)
const
15441 variableLengthFields().
15442 tail<DeskIDEncoding>().
15443 tail<MemoEncoding>().
15444 head<TextEncoding>();
15450 ThisType& setDeskIdToNull()
15453 setVariableLengthFieldToNull(deskIDAccess(), *
this);
15460 ThisType& setMemoToNull()
15463 setVariableLengthFieldToNull(memoAccess(), *
this);
15470 ThisType& setTextToNull()
15473 setVariableLengthFieldToNull(textAccess(), *
this);
15504 checkLength(length,
version);
15520 checkLength(length,
version);
15532 checkCompatibility();
15541 assert(message.
valid());
15543 checkCompatibility();
16441 return "ExecutionReportForward205";
16452 "ExecutionReportForward205");
16457 std::string toString()
const;
16482 const EncodedLength minimalRequiredLength =
16483 minimalBlockLength(version) +
16485 getMinimalVariableFieldsSize(version);
16488 *
this, length, minimalRequiredLength);
16492 void checkVarLenFields()
const
16494 variableLengthFields().
16495 checkTail<DeskIDEncoding>().
16496 checkTail<MemoEncoding>();
16499 void checkCompatibility()
const
16501 assert(TemplateId == templateId());
16503 checkSchema<Schema>(schemaId(), version());
16504 checkLength(bufferSize(), version());
16505 checkVarLenFields();
16509 struct deskIDAccess
16513 const ExecutionReportForward205& obj)
const
16517 variableLengthFields().
16518 head<DeskIDEncoding>();
16527 const ExecutionReportForward205& obj)
const
16531 variableLengthFields().
16532 tail<DeskIDEncoding>().
16533 head<MemoEncoding>();
16539 ThisType& setDeskIdToNull()
16542 setVariableLengthFieldToNull(deskIDAccess(), *
this);
16549 ThisType& setMemoToNull()
16552 setVariableLengthFieldToNull(memoAccess(), *
this);
16583 checkLength(length,
version);
16599 checkLength(length,
version);
16611 checkCompatibility();
16620 assert(message.
valid());
16622 checkCompatibility();
16883 return "BusinessMessageReject206";
16894 "BusinessMessageReject206");
16899 std::string toString()
const;
16924 const EncodedLength minimalRequiredLength =
16925 minimalBlockLength(version) +
16927 getMinimalVariableFieldsSize(version);
16930 *
this, length, minimalRequiredLength);
16934 void checkVarLenFields()
const
16936 variableLengthFields().
16937 checkTail<MemoEncoding>().
16938 checkTail<TextEncoding>();
16941 void checkCompatibility()
const
16943 assert(TemplateId == templateId());
16945 checkSchema<Schema>(schemaId(), version());
16946 checkLength(bufferSize(), version());
16947 checkVarLenFields();
16955 const BusinessMessageReject206& obj)
const
16959 variableLengthFields().
16960 head<MemoEncoding>();
16969 const BusinessMessageReject206& obj)
const
16973 variableLengthFields().
16974 tail<MemoEncoding>().
16975 head<TextEncoding>();
16981 ThisType& setMemoToNull()
16984 setVariableLengthFieldToNull(memoAccess(), *
this);
16991 ThisType& setTextToNull()
16994 setVariableLengthFieldToNull(textAccess(), *
this);
17185 return "SecurityDefinitionRequest300.LegsEntry";
17205 checkLength(length,
version);
17221 checkLength(length,
version);
17233 checkCompatibility();
17242 assert(message.
valid());
17244 checkCompatibility();
17442 UInt8 maxGroupItems = 255)
17473 return "SecurityDefinitionRequest300";
17484 "SecurityDefinitionRequest300");
17489 std::string toString()
const;
17513 const EncodedLength minimalRequiredLength =
17514 minimalBlockLength(version) +
17516 getMinimalVariableFieldsSize(version);
17519 *
this, length, minimalRequiredLength);
17523 void checkVarLenFields()
const
17529 void checkCompatibility()
const
17531 assert(TemplateId == templateId());
17533 checkSchema<Schema>(schemaId(), version());
17534 checkLength(bufferSize(), version());
17535 checkVarLenFields();
17543 const SecurityDefinitionRequest300& obj)
const
17554 void setLegsToNull()
17557 resetGroup<Legs>(LegsAccess(), *
this);
17586 checkLength(length,
version);
17602 checkLength(length,
version);
17614 checkCompatibility();
17623 assert(message.
valid());
17625 checkCompatibility();
17970 return "SecurityDefinitionResponse301";
17981 "SecurityDefinitionResponse301");
17986 std::string toString()
const;
18014 const EncodedLength minimalRequiredLength =
18015 minimalBlockLength(version) +
18017 getMinimalVariableFieldsSize(version);
18020 *
this, length, minimalRequiredLength);
18023 void checkCompatibility()
const
18025 assert(TemplateId == templateId());
18028 checkLength(bufferSize(), version());
18210 return "QuoteRequest401.SidesEntry";
18230 checkLength(length,
version);
18246 checkLength(length,
version);
18258 checkCompatibility();
18267 assert(message.
valid());
18269 checkCompatibility();
18871 return "QuoteRequest401";
18886 std::string toString()
const;
18911 const EncodedLength minimalRequiredLength =
18912 minimalBlockLength(version) +
18914 getMinimalVariableFieldsSize(version);
18917 *
this, length, minimalRequiredLength);
18921 void checkVarLenFields()
const
18924 checkVariableLengthFields<Sides>().
18925 checkTail<DeskIDEncoding>().
18926 checkTail<MemoEncoding>();
18929 void checkCompatibility()
const
18931 assert(TemplateId == templateId());
18933 checkSchema<Schema>(schemaId(), version());
18934 checkLength(bufferSize(), version());
18935 checkVarLenFields();
18943 const QuoteRequest401& obj)
const
18954 void setSidesToNull()
18957 resetGroup<Sides>(SidesAccess(), *
this);
18961 struct deskIDAccess
18965 const QuoteRequest401& obj)
const
18970 variableLengthFields<Sides>().
18971 head<DeskIDEncoding>();
18980 const QuoteRequest401& obj)
const
18985 variableLengthFields<Sides>().
18986 tail<DeskIDEncoding>().
18987 head<MemoEncoding>();
18993 ThisType& setDeskIdToNull()
18996 setVariableLengthFieldToNull(deskIDAccess(), *
this);
19003 ThisType& setMemoToNull()
19006 setVariableLengthFieldToNull(memoAccess(), *
this);
19037 checkLength(length,
version);
19053 checkLength(length,
version);
19065 checkCompatibility();
19074 assert(message.
valid());
19076 checkCompatibility();
19867 return "QuoteStatusReport402";
19882 std::string toString()
const;
19907 const EncodedLength minimalRequiredLength =
19908 minimalBlockLength(version) +
19910 getMinimalVariableFieldsSize(version);
19913 *
this, length, minimalRequiredLength);
19917 void checkVarLenFields()
const
19919 variableLengthFields().
19920 checkTail<DeskIDEncoding>().
19921 checkTail<MemoEncoding>().
19922 checkTail<TextEncoding>();
19925 void checkCompatibility()
const
19927 assert(TemplateId == templateId());
19929 checkSchema<Schema>(schemaId(), version());
19930 checkLength(bufferSize(), version());
19931 checkVarLenFields();
19935 struct deskIDAccess
19939 const QuoteStatusReport402& obj)
const
19943 variableLengthFields().
19944 head<DeskIDEncoding>();
19953 const QuoteStatusReport402& obj)
const
19957 variableLengthFields().
19958 tail<DeskIDEncoding>().
19959 head<MemoEncoding>();
19968 const QuoteStatusReport402& obj)
const
19972 variableLengthFields().
19973 tail<DeskIDEncoding>().
19974 tail<MemoEncoding>().
19975 head<TextEncoding>();
19981 ThisType& setDeskIdToNull()
19984 setVariableLengthFieldToNull(deskIDAccess(), *
this);
19991 ThisType& setMemoToNull()
19994 setVariableLengthFieldToNull(memoAccess(), *
this);
20001 ThisType& setTextToNull()
20004 setVariableLengthFieldToNull(textAccess(), *
this);
20035 checkLength(length,
version);
20051 checkLength(length,
version);
20063 checkCompatibility();
20072 assert(message.
valid());
20074 checkCompatibility();
20672 std::string toString()
const;
20697 const EncodedLength minimalRequiredLength =
20698 minimalBlockLength(version) +
20700 getMinimalVariableFieldsSize(version);
20703 *
this, length, minimalRequiredLength);
20707 void checkVarLenFields()
const
20709 variableLengthFields().
20710 checkTail<DeskIDEncoding>().
20711 checkTail<MemoEncoding>();
20714 void checkCompatibility()
const
20716 assert(TemplateId == templateId());
20718 checkSchema<Schema>(schemaId(), version());
20719 checkLength(bufferSize(), version());
20720 checkVarLenFields();
20724 struct deskIDAccess
20726 DeskIDEncoding& operator()(
const Quote403& obj)
const
20730 variableLengthFields().
20731 head<DeskIDEncoding>();
20738 MemoEncoding& operator()(
const Quote403& obj)
const
20742 variableLengthFields().
20743 tail<DeskIDEncoding>().
20744 head<MemoEncoding>();
20750 ThisType& setDeskIdToNull()
20753 setVariableLengthFieldToNull(deskIDAccess(), *
this);
20760 ThisType& setMemoToNull()
20763 setVariableLengthFieldToNull(memoAccess(), *
this);
20794 checkLength(length,
version);
20810 checkLength(length,
version);
20822 checkCompatibility();
20831 assert(message.
valid());
20833 checkCompatibility();
21219 return "QuoteCancel404";
21234 std::string toString()
const;
21259 const EncodedLength minimalRequiredLength =
21260 minimalBlockLength(version) +
21262 getMinimalVariableFieldsSize(version);
21265 *
this, length, minimalRequiredLength);
21269 void checkVarLenFields()
const
21271 variableLengthFields().
21272 checkTail<DeskIDEncoding>().
21273 checkTail<MemoEncoding>();
21276 void checkCompatibility()
const
21278 assert(TemplateId == templateId());
21280 checkSchema<Schema>(schemaId(), version());
21281 checkLength(bufferSize(), version());
21282 checkVarLenFields();
21286 struct deskIDAccess
21290 const QuoteCancel404& obj)
const
21294 variableLengthFields().
21295 head<DeskIDEncoding>();
21304 const QuoteCancel404& obj)
const
21308 variableLengthFields().
21309 tail<DeskIDEncoding>().
21310 head<MemoEncoding>();
21316 ThisType& setDeskIdToNull()
21319 setVariableLengthFieldToNull(deskIDAccess(), *
this);
21326 ThisType& setMemoToNull()
21329 setVariableLengthFieldToNull(memoAccess(), *
this);
21513 return "QuoteRequestReject405.SidesEntry";
21533 checkLength(length,
version);
21549 checkLength(length,
version);
21561 checkCompatibility();
21570 assert(message.
valid());
21572 checkCompatibility();
22236 return "QuoteRequestReject405";
22251 std::string toString()
const;
22276 const EncodedLength minimalRequiredLength =
22277 minimalBlockLength(version) +
22279 getMinimalVariableFieldsSize(version);
22282 *
this, length, minimalRequiredLength);
22286 void checkVarLenFields()
const
22289 checkVariableLengthFields<Sides>().
22290 checkTail<DeskIDEncoding>().
22291 checkTail<MemoEncoding>().
22292 checkTail<TextEncoding>();
22295 void checkCompatibility()
const
22297 assert(TemplateId == templateId());
22299 checkSchema<Schema>(schemaId(), version());
22300 checkLength(bufferSize(), version());
22301 checkVarLenFields();
22309 const QuoteRequestReject405& obj)
const
22320 void setSidesToNull()
22323 resetGroup<Sides>(SidesAccess(), *
this);
22327 struct deskIDAccess
22331 const QuoteRequestReject405& obj)
const
22336 variableLengthFields<Sides>().
22337 head<DeskIDEncoding>();
22346 const QuoteRequestReject405& obj)
const
22351 variableLengthFields<Sides>().
22352 tail<DeskIDEncoding>().
22353 head<MemoEncoding>();
22362 const QuoteRequestReject405& obj)
const
22367 variableLengthFields<Sides>().
22368 tail<DeskIDEncoding>().
22369 tail<MemoEncoding>().
22370 head<TextEncoding>();
22376 ThisType& setDeskIdToNull()
22379 setVariableLengthFieldToNull(deskIDAccess(), *
this);
22386 ThisType& setMemoToNull()
22389 setVariableLengthFieldToNull(memoAccess(), *
this);
22396 ThisType& setTextToNull()
22399 setVariableLengthFieldToNull(textAccess(), *
this);
22430 checkLength(length,
version);
22446 checkLength(length,
version);
22458 checkCompatibility();
22467 assert(message.
valid());
22469 checkCompatibility();
22763 return "PositionMaintenanceCancelRequest501";
22774 "PositionMaintenanceCancelRequest501");
22779 std::string toString()
const;
22807 const EncodedLength minimalRequiredLength =
22808 minimalBlockLength(version) +
22810 getMinimalVariableFieldsSize(version);
22813 *
this, length, minimalRequiredLength);
22816 void checkCompatibility()
const
22818 assert(TemplateId == templateId());
22821 checkLength(bufferSize(), version());
22850 checkLength(length,
version);
22866 checkLength(length,
version);
22878 checkCompatibility();
22887 assert(message.
valid());
22889 checkCompatibility();
23325 return "PositionMaintenanceRequest502";
23336 "PositionMaintenanceRequest502");
23341 std::string toString()
const;
23366 const EncodedLength minimalRequiredLength =
23367 minimalBlockLength(version) +
23369 getMinimalVariableFieldsSize(version);
23372 *
this, length, minimalRequiredLength);
23376 void checkVarLenFields()
const
23378 variableLengthFields().
23379 checkTail<DeskIDEncoding>().
23380 checkTail<MemoEncoding>();
23383 void checkCompatibility()
const
23385 assert(TemplateId == templateId());
23387 checkSchema<Schema>(schemaId(), version());
23388 checkLength(bufferSize(), version());
23389 checkVarLenFields();
23393 struct deskIDAccess
23397 const PositionMaintenanceRequest502& obj)
const
23401 variableLengthFields().
23402 head<DeskIDEncoding>();
23411 const PositionMaintenanceRequest502& obj)
const
23415 variableLengthFields().
23416 tail<DeskIDEncoding>().
23417 head<MemoEncoding>();
23423 ThisType& setDeskIdToNull()
23426 setVariableLengthFieldToNull(deskIDAccess(), *
this);
23433 ThisType& setMemoToNull()
23436 setVariableLengthFieldToNull(memoAccess(), *
this);
23616 return "PositionMaintenanceReport503.PositionsEntry";
23636 checkLength(length,
version);
23652 checkLength(length,
version);
23664 checkCompatibility();
23673 assert(message.
valid());
23675 checkCompatibility();
24312 setPositionsToNull();
24341 return "PositionMaintenanceReport503";
24352 "PositionMaintenanceReport503");
24357 std::string toString()
const;
24382 const EncodedLength minimalRequiredLength =
24383 minimalBlockLength(version) +
24385 getMinimalVariableFieldsSize(version);
24388 *
this, length, minimalRequiredLength);
24392 void checkVarLenFields()
const
24395 checkVariableLengthFields<Positions>().
24396 checkTail<DeskIDEncoding>().
24397 checkTail<MemoEncoding>().
24398 checkTail<TextEncoding>();
24401 void checkCompatibility()
const
24403 assert(TemplateId == templateId());
24405 checkSchema<Schema>(schemaId(), version());
24406 checkLength(bufferSize(), version());
24407 checkVarLenFields();
24411 struct PositionsAccess
24415 const PositionMaintenanceReport503& obj)
const
24426 void setPositionsToNull()
24429 resetGroup<Positions>(PositionsAccess(), *
this);
24433 struct deskIDAccess
24437 const PositionMaintenanceReport503& obj)
const
24442 variableLengthFields<Positions>().
24443 head<DeskIDEncoding>();
24452 const PositionMaintenanceReport503& obj)
const
24457 variableLengthFields<Positions>().
24458 tail<DeskIDEncoding>().
24459 head<MemoEncoding>();
24468 const PositionMaintenanceReport503& obj)
const
24473 variableLengthFields<Positions>().
24474 tail<DeskIDEncoding>().
24475 tail<MemoEncoding>().
24476 head<TextEncoding>();
24482 ThisType& setDeskIdToNull()
24485 setVariableLengthFieldToNull(deskIDAccess(), *
this);
24492 ThisType& setMemoToNull()
24495 setVariableLengthFieldToNull(memoAccess(), *
this);
24502 ThisType& setTextToNull()
24505 setVariableLengthFieldToNull(textAccess(), *
this);
24536 checkLength(length,
version);
24552 checkLength(length,
version);
24564 checkCompatibility();
24573 assert(message.
valid());
24575 checkCompatibility();
24861 FieldValue fieldValue;
25066 return "AllocationInstruction601";
25077 "AllocationInstruction601");
25082 std::string toString()
const;
25107 const EncodedLength minimalRequiredLength =
25108 minimalBlockLength(version) +
25110 getMinimalVariableFieldsSize(version);
25113 *
this, length, minimalRequiredLength);
25117 void checkVarLenFields()
const
25119 variableLengthFields().
25120 checkTail<DeskIDEncoding>().
25121 checkTail<MemoEncoding>();
25124 void checkCompatibility()
const
25126 assert(TemplateId == templateId());
25128 checkSchema<Schema>(schemaId(), version());
25129 checkLength(bufferSize(), version());
25130 checkVarLenFields();
25134 struct deskIDAccess
25138 const AllocationInstruction601& obj)
const
25142 variableLengthFields().
25143 head<DeskIDEncoding>();
25152 const AllocationInstruction601& obj)
const
25156 variableLengthFields().
25157 tail<DeskIDEncoding>().
25158 head<MemoEncoding>();
25164 ThisType& setDeskIdToNull()
25167 setVariableLengthFieldToNull(deskIDAccess(), *
this);
25174 ThisType& setMemoToNull()
25177 setVariableLengthFieldToNull(memoAccess(), *
this);
25208 checkLength(length,
version);
25224 checkLength(length,
version);
25236 checkCompatibility();
25245 assert(message.
valid());
25247 checkCompatibility();
25525 FieldValue fieldValue;
25714 return "AllocationReport602";
25729 std::string toString()
const;
25757 const EncodedLength minimalRequiredLength =
25758 minimalBlockLength(version) +
25760 getMinimalVariableFieldsSize(version);
25763 *
this, length, minimalRequiredLength);
25766 void checkCompatibility()
const
25768 assert(TemplateId == templateId());
25771 checkLength(bufferSize(), version());
25800 checkLength(length,
version);
25816 checkLength(length,
version);
25828 checkCompatibility();
25837 assert(message.
valid());
25839 checkCompatibility();
26257 return "OrderMassActionRequest701";
26268 "OrderMassActionRequest701");
26273 std::string toString()
const;
26301 const EncodedLength minimalRequiredLength =
26302 minimalBlockLength(version) +
26304 getMinimalVariableFieldsSize(version);
26307 *
this, length, minimalRequiredLength);
26310 void checkCompatibility()
const
26312 assert(TemplateId == templateId());
26315 checkLength(bufferSize(), version());
26344 checkLength(length,
version);
26360 checkLength(length,
version);
26372 checkCompatibility();
26381 assert(message.
valid());
26383 checkCompatibility();
26920 return "OrderMassActionReport702";
26931 "OrderMassActionReport702");
26936 std::string toString()
const;
26961 const EncodedLength minimalRequiredLength =
26962 minimalBlockLength(version) +
26964 getMinimalVariableFieldsSize(version);
26967 *
this, length, minimalRequiredLength);
26971 void checkVarLenFields()
const
26973 variableLengthFields().
26974 checkTail<TextEncoding>();
26977 void checkCompatibility()
const
26979 assert(TemplateId == templateId());
26981 checkSchema<Schema>(schemaId(), version());
26982 checkLength(bufferSize(), version());
26983 checkVarLenFields();
26991 const OrderMassActionReport702& obj)
const
26995 variableLengthFields().
26996 head<TextEncoding>();
27002 ThisType& setTextToNull()
27005 setVariableLengthFieldToNull(textAccess(), *
this);
#define ONIXS_B3_BOE_LTWT_STRUCT
#define ONIXS_B3_BOE_LTWT_EXPORTED
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_END
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_BEGIN
#define ONIXS_B3_BOE_UNUSED
#define ONIXS_B3_BOE_CONSTEXPR
#define ONIXS_B3_BOE_NODISCARD
#define ONIXS_B3_BOE_DEFAULT
#define ONIXS_B3_BOE_CONST_OR_CONSTEXPR
#define ONIXS_B3_BOE_NOTHROW
Value ordinary(MessageSize offset) const noexcept
const Value & accessOrdinary(MessageSize offset) const noexcept
Value decimal(MessageSize offset) const noexcept
Enumeration::Enum enumeration(MessageSize offset) const noexcept
StrRef fixedStr(MessageSize offset) const noexcept
Custodian information is required for going private offer.
Interval time expressed in milliseconds.
UInt16 BlockLength
Root block length.
Unique ID for all matches that occur as a result of a implied event.
Self trade prevention investor identification is composed of the prefix and document.
void setFixedStr(MessageSize offset, StrRef value) noexcept
void setEnumeration(MessageSize offset, typename Enumeration::Enum value) noexcept
void setOrdinary(MessageSize offset, FieldValue value) noexcept
SchemaVersion version() const noexcept
GroupSizeEncoding::BlockLength BlockLength
SBE-encoded repeating group.
const void * binary() const noexcept
MessageTemplateId templateId() const noexcept
SchemaId schemaId() const noexcept
Group getGroup(Callable callable, Owner &owner) const noexcept
MessageSize EncodedLength
Length of the message binary data.
void setupGroup(Group &group, typename Group::Size entryCount, const void *messageTail)
Initializes the group header.
SchemaVersion version() const noexcept
bool valid() const noexcept
static constexpr MessageSize getMaxMessageSize() noexcept
Maximal message size.
BlockLength blockLength() const noexcept
SbeMessage() noexcept
Initializes a blank instance.
void setVariableLengthField(Callable callable, StrRef value, Owner &owner)
Sets the value of the variable length field.
void init(MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
StrRef getVariableLengthField(Callable callable, const Owner &owner) const noexcept
MessageSize calculateBinarySize(const void *tail) const noexcept
void constructGroup(Group &group, typename Group::Size entryCount, const void *messageTail)
Initializes the group header, sets all optional fields to null.
The time point without the time-zone information.
Optional UTC timestamp with nanosecond precision.
UTC timestamp with nanosecond precision.
Identifies the version of what the field relates to.
UInt32 MessageCounter
Counter of related messages.
IntegralConstant< UInt64, 0ULL > NullQuantityOptional
Null value for an optional QuantityOptional field.
UInt64 PosMaintRptID
Unique identifier for this position maintenance report message.
IntegralConstant< UInt8, 0 > NullUint8EnumEncoding
Null value for an optional Uint8EnumEncoding field.
UInt64 Quantity
Quantity in order/trade.
UInt64 ClOrdID
Unique identifier of the order as assigned by the market participant.
UInt64 QuoteReqID
Unique identifier for quote request.
UInt64 SessionVerIDOptional
Optional session version identification: unique identification of a sequence of messages to be transm...
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
UInt64 MassActionReportID
Unique ID of Order Mass Action Report as assigned by the matching engine.
UInt32 SeqNum
Sequence number of a given SessionID/SessionVerID.
UInt64 ExecIDOptional
Optional unique identifier of execution message as assigned by exchange.
IntegralConstant< UInt8, 0 > NullOrdTagID
Null value for an optional OrdTagID field.
IntegralConstant< UInt16, 0 > NullLocalMktDateOptional
Null value for an optional LocalMktDateOptional field.
UInt64 OrderIDOptional
Optional exchange-generated order identifier.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Price8
Price (8 decimal places).
LocalMktDate timestampToLocalMktDate(const Timestamp ×tamp) noexcept
IntegralConstant< UInt64, 0ULL > NullSessionVerIDOptional
Null value for an optional SessionVerIDOptional field.
IntegralConstant< UInt64, 0ULL > NullClOrdIDOptional
Null value for an optional ClOrdIDOptional field.
UInt64 OrderID
Exchange-generated order identifier.
IntegralConstant< UInt64, 0ULL > NullSecurityIDOptional
Null value for an optional SecurityIDOptional field.
UInt16 DaysToSettlement
Deadline for completing the forward deal.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > PriceOffsetOptional
Optional price offset (4 decimal places).
IntegralConstant< UInt32, 0 > NullSeqNumOptional
Null value for an optional SeqNumOptional field.
UInt64 ExecID
Unique identifier of execution message as assigned by exchange.
UInt64 SecurityReqRespID
Unique ID of a Security Definition Request/Response.
UInt32 SessionID
Client connection identification on the gateway assigned by B3.
UInt32 TradeID
The unique identification assigned to the trade entity once it is received or matched by the exchange...
FixedPointDecimal< Int64, IntegralConstant< Int8, -7 > > RatioQty
Ratio of quantity relative to the whole thing.
IntegralConstant< UInt64, 0ULL > NullQuoteIDOptional
Null value for an optional QuoteIDOptional field.
IntegralConstant< UInt8, 0 > NullTotNoRelatedSym
Null value for an optional TotNoRelatedSym field.
UInt64 SecurityIDOptional
Optional security identification as defined by exchange.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > Price
Mandatory price.
UInt64 SecurityID
Security identification as defined by exchange.
UInt32 RejReasonOptional
Optional code to identify reason for order rejection.
IntegralConstant< UInt32, 0 > NullFirmOptional
Null value for an optional FirmOptional field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Percentage8Optional
Optional percentage (8 decimal places).
IntegralConstant< UInt32, 0 > NullTradeIDOptional
Null value for an optional TradeIDOptional field.
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
UInt32 RejReason
Code to identify reason for order rejection.
UInt64 QuoteID
Unique identifier for quote.
IntegralConstant< Char, '\x0'> NullChar
Null value for an optional Char field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > PriceOptional
Optional price.
IntegralConstant< UInt64, 0ULL > NullOrderIDOptional
Null value for an optional OrderIDOptional field.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
char Char
Character type alias.
UInt64 SessionVerID
Session version identification: unique identification of a sequence of messages to be transmitted to ...
UInt64 QuantityOptional
Optional quantity in order/trade.
UInt16 LocalMktDateOptional
Local calendar date: days since Unix epoch (January 1st, 1970).
UInt64 PosReqIDOptional
Optional unique identifier for the position maintenance request.
IntegralConstant< UInt16, 0 > NullUint16EnumEncoding
Null value for an optional Uint16EnumEncoding field.
Int32 StrategyIDOptional
Optional unique identification of a client-assigned strategy.
IntegralConstant< UInt64, 0ULL > NullMassActionReportIDOptional
Null value for an optional MassActionReportIDOptional field.
UInt32 Account
Account mnemonic.
UInt64 PosReqID
Unique identifier for the position maintenance request.
UInt64 CrossID
Identifier for a cross order.
UInt64 AllocReportID
Unique identifier for this allocation report message.
UInt32 TradeIDOptional
Optional unique identification assigned to the trade entity once it is received or matched by the exc...
IntegralConstant< UInt64, 0ULL > NullPosReqIDOptional
Null value for an optional PosReqIDOptional field.
UInt64 BusinessRejectRefID
Value of business-level identification field on the message being referenced.
UInt16 MessageSize
Message length type.
UInt64 ClOrdIDOptional
Optional unique identifier of the order as assigned by the market participant.
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
UInt64 CrossIDOptional
Identifier for a cross order.
UInt16 DaysToSettlementOptional
Optional deadline for completing the forward deal.
IntegralConstant< Int32, 0 > NullStrategyIDOptional
Null value for an optional StrategyIDOptional field.
std::basic_string_view< Char > StrRef
void checkVersion(SchemaVersion version)
Checks the compatibility with the provided SBE Schema version.
UInt64 QuoteIDOptional
Optional unique identifier for quote.
IntegralConstant< UInt32, 0 > NullRejReasonOptional
Null value for an optional RejReasonOptional field.
IntegralConstant< UInt32, 0 > NullAccountOptional
Null value for an optional AccountOptional field.
void checkSchema(SchemaId id, SchemaVersion version)
Checks the compatibility with the provided SBE Schema version.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Price8Optional
Optional Price (8 decimal places).
IntegralConstant< UInt64, 0ULL > NullPosMaintRptIDOptional
Null value for an optional PosMaintRptIDOptional field.
IntegralConstant< UInt64, 0ULL > NullExecIDOptional
Null value for an optional ExecIDOptional field.
UInt32 FirmOptional
Optional identification of the broker firm.
UInt32 AccountOptional
Optional account mnemonic.
UInt32 Firm
Identification of the broker firm.
UInt64 AllocID
Unique identifier for this allocation instruction message.
UInt8 TotNoRelatedSym
Number of leg fill notice messages sent with spread summary.
UInt64 PosMaintRptIDOptional
Optional unique identifier for this position maintenance report message.
UInt64 QuoteReqIDOptional
Optional unique identifier for quote request.
IntegralConstant< UInt64, 0ULL > NullQuoteReqIDOptional
Null value for an optional QuoteReqIDOptional field.
IntegralConstant< UInt32, 0 > NullSessionIDOptional
Null value for an optional SessionIDOptional field.
IntegralConstant< UInt16, 65535 > NullDaysToSettlementOptional
Null value for an optional DaysToSettlementOptional field.
UInt32 SeqNumOptional
Optional sequence number of a given SessionID/SessionVerID.
UInt8 OrdTagID
Identifies the order tag identification.
UInt64 MassActionReportIDOptional
Optional unique ID of Order Mass Action Report as assigned by the matching engine.
UInt32 SessionIDOptional
Optional client connection identification on the gateway assigned by B3.
IntegralConstant< UInt64, 0ULL > NullBusinessRejectRefID
Null value for an optional BusinessRejectRefID field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Percentage8
Percentage (8 decimal places).
IntegralConstant< UInt64, 0ULL > NullCrossIDOptional
Null value for an optional CrossIDOptional field.
Enum
Type of Account associated with an order.
@ RegularAccount
RegularAccount.
Enum
Indicates how the orders being booked and allocated by an Allocation Instruction.
Enum
Describes the specific type or purpose of an Allocation Report message.
Enum
Identifies status of allocation.
Enum
Identifies allocation transaction type.
Enum
Describes the specific type or purpose of an Allocation message.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setTradeId(TradeID value) noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setIndividualAllocId(AllocID value) noexcept
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g.
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationInstruction.
AllocType::Enum allocType() const noexcept
Describes the specific type or purpose of an Allocation message.
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction.
AllocationInstruction601(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
AllocationInstruction601(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setAllocType(AllocType::Enum value) noexcept
Describes the specific type or purpose of an Allocation message.
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
static constexpr const Char * className()
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
AllocationInstruction601()=default
Initializes a blank instance.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setTradeDateToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
ThisType & setAllocQty(Quantity value) noexcept
Quantity allocated to specific sub-account.
TradeID tradeId() const noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
const InboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationInstruction.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setAllocAccount(Account value) noexcept
Sub-account mnemonic.
AllocationInstruction601(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Quantity allocQty() const noexcept
Quantity allocated to specific sub-account.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction.
static constexpr Side::Enum side() noexcept
Side of order.
Account allocAccount() const noexcept
Sub-account mnemonic.
static constexpr StrRef fixType() noexcept
FIX message type.
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Side of order.
AllocationInstruction601(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
AllocID individualAllocId() const noexcept
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g.
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
AllocationInstruction601 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
AllocationReport602(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setAllocReportId(AllocReportID value) noexcept
Unique identifier for this message.
ThisType & setAllocRejCode(RejReasonOptional value) noexcept
Identifies reason for rejection.
bool allocRejCode(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
ThisType & setAllocReportType(AllocReportType::Enum value) noexcept
Describes the specific type or purpose of an Allocation Report message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setAllocRejCodeToNull() noexcept
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
AllocationReport602(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationReport.
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction.
AllocationReport602(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
static constexpr const Char * className()
AllocReportType::Enum allocReportType() const noexcept
Describes the specific type or purpose of an Allocation Report message.
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
AllocationReport602 ThisType
This type alias.
ThisType & setTradeDateToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
Side::Enum side() const noexcept
Side of order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setAllocStatus(AllocStatus::Enum value) noexcept
Identifies status of allocation.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
AllocationReport602()=default
Initializes a blank instance.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
AllocationReport602(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction.
AllocStatus::Enum allocStatus() const noexcept
Identifies status of allocation.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationReport.
static constexpr StrRef fixType() noexcept
FIX message type.
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
AllocReportID allocReportId() const noexcept
Unique identifier for this message.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setBusinessRejectRefId(BusinessRejectRefID value) noexcept
The value of the business-level “ID” field on the message being referenced.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
RejReason businessRejectReason() const noexcept
Code to identify the reason of the rejection.
BusinessMessageReject206 ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setRefSeqNum(SeqNum value) noexcept
Message sequence number of rejected message.
const void * tail() const noexcept
MessageType::Enum refMsgType() const noexcept
MsgType of the FIX message being referenced.
static constexpr MessageType::Enum messageType() noexcept
Message type = BusinessMessageReject.
static constexpr const Char * className()
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
SeqNum refSeqNum() const noexcept
Message sequence number of rejected message.
bool businessRejectRefId(BusinessRejectRefID &value) const noexcept
The value of the business-level “ID” field on the message being referenced.
BusinessMessageReject206(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setBusinessRejectReason(RejReason value) noexcept
Code to identify the reason of the rejection.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
BusinessMessageReject206(const SbeMessage &message)
Creates an instance over the given SBE message.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
BusinessMessageReject206(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
StrRef text() const noexcept
Free ASCII format text string.
ThisType & setBusinessRejectRefIdToNull() noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = BusinessMessageReject.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
BusinessMessageReject206(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
EncodedLength calculateBinarySize() const noexcept
ThisType & setRefMsgType(MessageType::Enum value) noexcept
MsgType of the FIX message being referenced.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
BusinessMessageReject206()=default
Initializes a blank instance.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Enum
Indicates if one side or the other of a cross order should be prioritized.
Enum
Type of cross being submitted to a market.
Enum
Indicates cross order purpose.
Enum
Identifies the type of request that this cancel reject is in response to.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
DeltaInMillis keepAliveInterval() const noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setCodTimeoutWindow(DeltaInMillis value) noexcept
Gateway will not trigger CoD if the customer reconnects within the timeout window (milliseconds) whic...
SeqNum nextSeqNo() const noexcept
The next application sequence number to be produced by the client.
const void * tail() const noexcept
Establish4(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageType::Enum messageType() noexcept
Message type = Establish.
Establish4 ThisType
This type alias.
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message.
static constexpr const Char * className()
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
SchemaTraits Schema
Used template schema.
Establish4(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Establish4()=default
Initializes a blank instance.
CancelOnDisconnectType::Enum cancelOnDisconnectType() const noexcept
Criteria used to initiate cancel on disconnect mechanism by the gateway.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Establish4(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
SessionID sessionId() const noexcept
Message type = Establish.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the client.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCancelOnDisconnectType(CancelOnDisconnectType::Enum value) noexcept
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Establish4(const SbeMessage &message)
Creates an instance over the given SBE message.
UTCTimestampNanos timestamp() const noexcept
Time of request.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
DeltaInMillis codTimeoutWindow() const noexcept
Gateway will not trigger CoD if the customer reconnects within the timeout window (milliseconds) whic...
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setLastIncomingSeqNo(SeqNum value) noexcept
Indicates the application sequence number of the last application message received by the server from...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
DeltaInMillis keepAliveInterval() const noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SeqNum nextSeqNo() const noexcept
The next application sequence number to be produced by the gateway.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishAck.
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
EstablishAck5(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
EstablishAck5(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = EstablishAck.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the gateway.
SeqNum lastIncomingSeqNo() const noexcept
Indicates the application sequence number of the last application message received by the server from...
static constexpr StrRef fixType() noexcept
FIX message type.
EstablishAck5(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
EstablishAck5 ThisType
This type alias.
EstablishAck5()=default
Initializes a blank instance.
EstablishAck5(const SbeMessage &message)
Creates an instance over the given SBE message.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
EstablishReject6(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
EstablishReject6()=default
Initializes a blank instance.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
EstablishReject6(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishReject.
ThisType & setLastIncomingSeqNo(SeqNumOptional value) noexcept
If establishmentRejectCode = EstablishRejectCode.INVALID_NEXTSEQNO, indicates the application sequenc...
static constexpr const Char * className()
ThisType & setEstablishmentRejectCode(EstablishRejectCode::Enum value) noexcept
Identifies the code of reject establishment.
SchemaTraits Schema
Used template schema.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
bool lastIncomingSeqNo(SeqNumOptional &value) const noexcept
If establishmentRejectCode = EstablishRejectCode.INVALID_NEXTSEQNO, indicates the application sequenc...
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
EstablishReject6 ThisType
This type alias.
EstablishRejectCode::Enum establishmentRejectCode() const noexcept
Identifies the code of reject establishment.
ThisType & setLastIncomingSeqNoToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
EstablishReject6(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SessionID sessionId() const noexcept
Message type = EstablishReject.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
EstablishReject6(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Identifies the code of reject establishment.
Enum
Used to communicate a reason for a solicited cancel.
Enum
Indicates reason of cancelation, if available.
Enum
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
Enum
Specifies if a simultaneous trade of the underlying is to be performed.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setMassActionReportIdToNull() noexcept
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
const void * tail() const noexcept
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Cancel.
ThisType & setStrategyIdToNull() noexcept
ThisType & setExecRestatementReason(ExecRestatementReason::Enum value) noexcept
Indicates reason of cancelation, if available.
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
ThisType & setInvestorIdToNull() noexcept
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
bool massActionReportId(MassActionReportIDOptional &value) const noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
ThisType & setMaxFloorToNull() noexcept
bool execRestatementReason(ExecRestatementReason::Enum &value) const noexcept
Indicates reason of cancelation, if available.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ExecutionReportCancel202(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
ThisType & setActionRequestedFromSessionId(SessionIDOptional value) noexcept
Indicates the SessionID that requested the Cancel on behalf.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ExecutionReportCancel202 ThisType
This type alias.
ThisType & setExpireDateToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ExecutionReportCancel202(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Cancel.
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportCancel202(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setExecRestatementReasonToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
OrdType::Enum ordType() const noexcept
Order type.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setReceivedTimeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setMassActionReportId(MassActionReportIDOptional value) noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setActionRequestedFromSessionIdToNull() noexcept
ThisType & setAccountToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ExecutionReportCancel202()=default
Initializes a blank instance.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool actionRequestedFromSessionId(SessionIDOptional &value) const noexcept
Indicates the SessionID that requested the Cancel on behalf.
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ExecutionReportCancel202(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTradingSessionSubIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setTradeId(TradeID value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
ExecutionReportForward205 ThisType
This type alias.
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Forward.
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller,...
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
bool clOrdId(ClOrdIDOptional &value) const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
bool fixedRate(Percentage8Optional &value) const noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller,...
static constexpr const Char * className()
ThisType & setExecRefIdToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
Price lastPx() const noexcept
Price of last fill.
SchemaTraits Schema
Used template schema.
Boolean::Enum aggressorIndicator() const noexcept
Identify whether the order initiator is an aggressor or not in the trade.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ExecutionReportForward205(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
ExecutionReportForward205(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool secondaryExecId(ExecIDOptional &value) const noexcept
Unique identifier present in all messages associated with a spread transaction.
ThisType & setSecurityTradingStatusToNull() noexcept
ThisType & setFixedRateToNull() noexcept
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
TradeID tradeId() const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ExecutionReportForward205(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool execRefId(ExecIDOptional &value) const noexcept
Optionally sent when reporting a trade bust.
ThisType & setSecondaryExecIdToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Forward.
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
static constexpr StrRef fixType() noexcept
FIX message type.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Deadline for completing the forward deal.
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
Unique identifier present in all messages associated with a spread transaction.
ExecutionReportForward205()=default
Initializes a blank instance.
ThisType & setTradingSessionIdToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
Firm contraBroker() const noexcept
Identifies the contra broker firm.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Unique identifier of the order as assigned by the market participant.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ThisType & setDaysToSettlementToNull() noexcept
ExecutionReportForward205(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setExecRefId(ExecIDOptional value) noexcept
Optionally sent when reporting a trade bust.
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setLastPx(Price value) noexcept
Price of last fill.
ThisType & setAccountToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setSettlTypeToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setClOrdIdToNull() noexcept
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
Identify whether the order initiator is an aggressor or not in the trade.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setProtectionPriceToNull() noexcept
bool mmProtectionReset(Boolean::Enum &value) const noexcept
Resets Market Protections.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Modify.
ThisType & setStrategyIdToNull() noexcept
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
ThisType & setInvestorIdToNull() noexcept
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setMaxFloorToNull() noexcept
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
bool protectionPrice(PriceOptional &value) const noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ExecutionReportModify201(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setExpireDateToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ExecutionReportModify201 ThisType
This type alias.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ExecutionReportModify201(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Modify.
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportModify201(const SbeMessage &message)
Creates an instance over the given SBE message.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
OrdType::Enum ordType() const noexcept
Order type.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setReceivedTimeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setMmProtectionResetToNull() noexcept
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ExecutionReportModify201(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setMultiLegReportingTypeToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ExecutionReportModify201()=default
Initializes a blank instance.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
ThisType & setProtectionPrice(PriceOptional value) noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setProtectionPriceToNull() noexcept
bool mmProtectionReset(Boolean::Enum &value) const noexcept
Resets Market Protections.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_New.
ThisType & setStrategyIdToNull() noexcept
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
ThisType & setInvestorIdToNull() noexcept
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
ThisType & setMaxFloorToNull() noexcept
bool price(PriceOptional &value) const noexcept
Price per share or contract.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ExecutionReportNew200(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
bool protectionPrice(PriceOptional &value) const noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ExecutionReportNew200(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ExecutionReportNew200()=default
Initializes a blank instance.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setExpireDateToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setCrossPrioritizationToNull() noexcept
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_New.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCrossTypeToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ExecutionReportNew200(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
OrdType::Enum ordType() const noexcept
Order type.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setReceivedTimeToNull() noexcept
ExecutionReportNew200 ThisType
This type alias.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setMmProtectionResetToNull() noexcept
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setMultiLegReportingTypeToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ThisType & setCrossIdToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
ThisType & setProtectionPrice(PriceOptional value) noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ExecutionReportNew200(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
const void * tail() const noexcept
ExecutionReportReject204(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Reject.
ThisType & setStrategyIdToNull() noexcept
ThisType & setInvestorIdToNull() noexcept
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setMaxFloorToNull() noexcept
ExecutionReportReject204(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
ExecutionReportReject204(const SbeMessage &message)
Creates an instance over the given SBE message.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr const Char * className()
ThisType & setOrderQty(QuantityOptional value) noexcept
Quantity ordered.
ExecutionReportReject204 ThisType
This type alias.
ThisType & setPriceToNull() noexcept
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
RejReason ordRejReason() const noexcept
Code to identify reason for order rejection.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
CxlRejResponseTo::Enum cxlRejResponseTo() const noexcept
Identifies current status of order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setCrossedIndicatorToNull() noexcept
bool orderQty(QuantityOptional &value) const noexcept
Quantity ordered.
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
ThisType & setSecondaryOrderIdToNull() noexcept
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
bool secondaryOrderId(OrderIDOptional &value) const noexcept
Exchange-generated order identifier that changes for each order modification event,...
ThisType & setExpireDateToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setSecondaryOrderId(OrderIDOptional value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setCxlRejResponseTo(CxlRejResponseTo::Enum value) noexcept
Identifies the type of request that this Cancel Reject is in response to.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderQtyToNull() noexcept
ExecutionReportReject204()=default
Initializes a blank instance.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
StrRef text() const noexcept
Free ASCII format text string.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Reject.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportReject204(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
static constexpr OrdStatus::Enum ordStatus() noexcept
Identifies current status of order.
OrdType::Enum ordType() const noexcept
Order type.
ThisType & setOrdRejReason(RejReason value) noexcept
Code to identify reason for order rejection.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setReceivedTimeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setCrossIdToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderIdToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setTradingSessionSubIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setTradeId(TradeID value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Trade.
ThisType & setStrategyIdToNull() noexcept
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
bool clOrdId(ClOrdIDOptional &value) const noexcept
Unique identifier of the order as assigned by the market participant.
ExecutionReportTrade203(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
static constexpr const Char * className()
ThisType & setOrderCategoryToNull() noexcept
ThisType & setExecRefIdToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
Price lastPx() const noexcept
Price of last fill.
SchemaTraits Schema
Used template schema.
Boolean::Enum aggressorIndicator() const noexcept
Identify whether the order initiator is an aggressor or not in the trade.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
bool totNoRelatedSym(TotNoRelatedSym &value) const noexcept
Number of leg fill notice messages sent with spread summary.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setCrossedIndicatorToNull() noexcept
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool secondaryExecId(ExecIDOptional &value) const noexcept
Unique identifier present in all messages associated with a spread transaction.
ThisType & setSecurityTradingStatusToNull() noexcept
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
TradeID tradeId() const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setOrderCategory(OrderCategory::Enum value) noexcept
Reason why a trade occurred.
ExecutionReportTrade203(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
ThisType & setTotNoRelatedSymToNull() noexcept
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool execRefId(ExecIDOptional &value) const noexcept
Optionally sent when reporting a trade bust.
ThisType & setSecondaryExecIdToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
bool impliedEventId(ImpliedEventID &value) const noexcept
Unique ID for all matches that occur as a result of a implied event.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
ThisType & setCrossPrioritizationToNull() noexcept
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
ThisType & setImpliedEventIdToNull()
bool orderCategory(OrderCategory::Enum &value) const noexcept
Reason why a trade occurred.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setTotNoRelatedSym(TotNoRelatedSym value) noexcept
Number of leg fill notice messages sent with spread summary.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Trade.
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportTrade203 ThisType
This type alias.
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
Unique identifier present in all messages associated with a spread transaction.
ThisType & setTradingSessionIdToNull() noexcept
ThisType & setCrossTypeToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ExecType::Enum execType() const noexcept
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
Firm contraBroker() const noexcept
Identifies the contra broker firm.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ExecutionReportTrade203(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Unique identifier of the order as assigned by the market participant.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setExecRefId(ExecIDOptional value) noexcept
Optionally sent when reporting a trade bust.
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
ExecutionReportTrade203(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setImpliedEventId(ImpliedEventID value)
Unique ID for all matches that occur as a result of a implied event.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ExecutionReportTrade203()=default
Initializes a blank instance.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setLastPx(Price value) noexcept
Price of last fill.
ThisType & setAccountToNull() noexcept
ThisType & setMultiLegReportingTypeToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ThisType & setCrossIdToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
ThisType & setExecType(ExecType::Enum value) noexcept
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setClOrdIdToNull() noexcept
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
Identify whether the order initiator is an aggressor or not in the trade.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
Enum
Type of message flow from client to server or from server to client.
@ Recoverable
Recoverable.
Enum
Reason Order Mass Action Request was rejected.
Enum
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
Enum
Specifies the scope of the action. All Day and MOC orders will be cancelled. GTC, GTD and MOA orders ...
Enum
Specifies the type of action requested.
Enum
Defines message type.
@ QuoteCancel
QuoteCancel.
@ ExecutionReportForward
ExecutionReportForward.
@ QuoteRequest
QuoteRequest.
@ RetransmitReject
RetransmitReject.
@ AllocationInstruction
AllocationInstruction.
@ SimpleNewOrder
SimpleNewOrder.
@ NewOrderCross
NewOrderCross.
@ OrderCancelReplaceRequest
OrderCancelReplaceRequest.
@ PositionMaintenanceReport
PositionMaintenanceReport.
@ NegotiateResponse
NegotiateResponse.
@ ExecutionReportReject
ExecutionReportReject.
@ ExecutionReportNew
ExecutionReportNew.
@ PositionMaintenanceCancelRequest
PositionMaintenanceCancelRequest.
@ EstablishReject
EstablishReject.
@ BusinessMessageReject
BusinessMessageReject.
@ ExecutionReportTrade
ExecutionReportTrade.
@ EstablishAck
EstablishAck.
@ OrderMassActionRequest
OrderMassActionRequest.
@ SecurityDefinitionRequest
SecurityDefinitionRequest.
@ OrderMassActionReport
OrderMassActionReport.
@ AllocationReport
AllocationReport.
@ NewOrderSingle
NewOrderSingle.
@ QuoteStatusReport
QuoteStatusReport.
@ Retransmission
Retransmission.
@ NegotiateReject
NegotiateReject.
@ ExecutionReportModify
ExecutionReportModify.
@ RetransmitRequest
RetransmitRequest.
@ OrderCancelRequest
OrderCancelRequest.
@ SimpleModifyOrder
SimpleModifyOrder.
@ PositionMaintenanceRequest
PositionMaintenanceRequest.
@ QuoteRequestReject
QuoteRequestReject.
@ SecurityDefinitionResponse
SecurityDefinitionResponse.
@ ExecutionReportCancel
ExecutionReportCancel.
Enum
Used to indicate what an Execution Report represents.
bool onbehalfFirm(FirmOptional &value) const noexcept
Identifies the broker firm who executes their orders on behalf.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
StrRef clientIP() const noexcept
Source IP from client system.
ThisType & setClientAppVersion(StrRef value)
Application version as informed during certification process.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Firm enteringFirm() const noexcept
Type of flow from client to server.
Negotiate1(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = Negotiate.
ThisType & setClientIP(StrRef value)
Source IP from client system.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
static constexpr const Char * className()
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
ThisType & setOnbehalfFirmToNull() noexcept
ThisType & setOnbehalfFirm(FirmOptional value) noexcept
Identifies the broker firm who executes their orders on behalf.
SchemaTraits Schema
Used template schema.
StrRef clientAppName() const noexcept
Application name as informed during certification process.
Negotiate1 ThisType
This type alias.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Negotiate1()=default
Initializes a blank instance.
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
Negotiate1(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
SessionID sessionId() const noexcept
Message type = Negotiate.
Negotiate1(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
Negotiate1(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UTCTimestampNanos timestamp() const noexcept
Time of request.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef clientAppVersion() const noexcept
Application version as informed during certification process.
ThisType & setClientAppName(StrRef value)
Application name as informed during certification process.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
NegotiationRejectCode::Enum negotiationRejectCode() const noexcept
Identifies the code of reject negotiation.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateReject.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setEnteringFirmToNull() noexcept
NegotiateReject3(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
NegotiateReject3 ThisType
This type alias.
NegotiateReject3(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = NegotiateReject.
NegotiateReject3()=default
Initializes a blank instance.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
NegotiateReject3(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCurrentSessionVerIdToNull() noexcept
bool enteringFirm(FirmOptional &value) const noexcept
Type of flow from client to server.
NegotiateReject3(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setCurrentSessionVerId(SessionVerIDOptional value) noexcept
The current sessionVerID informed at the first Negotiate message for that specific session.
ThisType & setNegotiationRejectCode(NegotiationRejectCode::Enum value) noexcept
Identifies the code of reject negotiation.
bool currentSessionVerId(SessionVerIDOptional &value) const noexcept
The current sessionVerID informed at the first Negotiate message for that specific session.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Firm enteringFirm() const noexcept
Type of flow from client to server.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateResponse.
NegotiateResponse2(const SbeMessage &message)
Creates an instance over the given SBE message.
NegotiateResponse2()=default
Initializes a blank instance.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
static constexpr const Char * className()
NegotiateResponse2(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SchemaTraits Schema
Used template schema.
static constexpr FlowType::Enum serverFlow() noexcept
Type of flow from client to server.
NegotiateResponse2 ThisType
This type alias.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setSemanticVersionToNull()
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = NegotiateResponse.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSemanticVersion(Version value)
Identifies the semantic version of the schema used in this session.
bool semanticVersion(Version &value) const noexcept
Identifies the semantic version of the schema used in this session.
NegotiateResponse2(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
NegotiateResponse2(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
Enum
Identifies the code of reject negotiation.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr const Char * className()
Entity class name.
ThisType & setEnteringFirmToNull() noexcept
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
Side::Enum side() const noexcept
Side of order.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setTradingSubAccountToNull()
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool enteringFirm(FirmOptional &value) const noexcept
Identifies the broker firm that will enter orders.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setAccountToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
SidesEntry ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
NewOrderCross106()=default
Initializes a blank instance.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderCross.
NewOrderCross106(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
static constexpr const Char * className()
Quantity orderQty() const noexcept
Quantity ordered.
NewOrderCross106(const SbeMessage &message)
Creates an instance over the given SBE message.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setCrossedIndicatorToNull() noexcept
ThisType & setPrice(Price value) noexcept
Price per share or contract.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderCross.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
NewOrderCross106(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
ThisType & setExecutingTraderToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
ThisType & setCrossPrioritizationToNull() noexcept
NewOrderCross106 ThisType
This type alias.
bool maxSweepQty(QuantityOptional &value) const noexcept
Maximum sweep quantity.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setMaxSweepQty(QuantityOptional value) noexcept
Maximum sweep quantity.
ThisType & setCrossTypeToNull() noexcept
ThisType & setCrossId(CrossID value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setMaxSweepQtyToNull() noexcept
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Sides sides() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
NewOrderCross106(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Price price() const noexcept
Price per share or contract.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
CrossID crossId() const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setCustodianInfoToNull() noexcept
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
NewOrderSingle102 ThisType
This type alias.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
const void * tail() const noexcept
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderSingle.
ThisType & setStrategyIdToNull() noexcept
ThisType & setInvestorIdToNull() noexcept
ThisType & setMaxFloorToNull() noexcept
NewOrderSingle102(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
ThisType & setRoutingInstructionToNull() noexcept
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
NewOrderSingle102(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderSingle.
ThisType & setExpireDateToNull() noexcept
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
NewOrderSingle102(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setExecutingTraderToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
OrdType::Enum ordType() const noexcept
Order type.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setAccountToNull() noexcept
NewOrderSingle102(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
NewOrderSingle102()=default
Initializes a blank instance.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = NotApplied.
NotApplied8(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
NotApplied8(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr const Char * className()
NotApplied8(const SbeMessage &message)
Creates an instance over the given SBE message.
SchemaTraits Schema
Used template schema.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
SeqNum fromSeqNo() const noexcept
Message type = NotApplied.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
NotApplied8(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setCount(MessageCounter value) noexcept
How many messages haven´t been applied?.
NotApplied8()=default
Initializes a blank instance.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
NotApplied8 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
MessageCounter count() const noexcept
How many messages haven´t been applied?.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Null values definition for optional CustodianInfo field.
Null values definition for optional ImpliedEventID field.
Null values definition for optional InvestorID field.
Null values definition for optional Percentage8Optional field.
Null values definition for optional Price8Optional field.
Null values definition for optional PriceOffsetOptional field.
Null values definition for optional PriceOptional field.
Null values definition for optional UTCTimestampNanosOptional field.
Null values definition for optional Version field.
Enum
Identifies current status of order.
ThisType & setCustodianInfoToNull() noexcept
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
const void * tail() const noexcept
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
OrderCancelReplaceRequest104(const SbeMessage &message)
Creates an instance over the given SBE message.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelReplaceRequest.
ThisType & setStrategyIdToNull() noexcept
ThisType & setInvestorIdToNull() noexcept
ThisType & setMaxFloorToNull() noexcept
bool price(PriceOptional &value) const noexcept
Price per share or contract.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
ThisType & setRoutingInstructionToNull() noexcept
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelReplaceRequest.
ThisType & setExpireDateToNull() noexcept
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMinQtyToNull() noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
OrderCancelReplaceRequest104 ThisType
This type alias.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setExecutingTraderToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ThisType & setAccountTypeToNull() noexcept
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
OrderCancelReplaceRequest104()=default
Initializes a blank instance.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
StrRef deskId() const noexcept
Identifies the trading desk.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
OrdType::Enum ordType() const noexcept
Order type.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setTimeInForceToNull() noexcept
ThisType & setAccountToNull() noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderIdToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelRequest.
OrderCancelRequest105()=default
Initializes a blank instance.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum value) noexcept
Used to communicate a reason for a solicited cancel.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
OrderCancelRequest105(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Side::Enum side() const noexcept
Side of order.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be cancelled.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelRequest.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
OrderCancelRequest105(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
OrderCancelRequest105(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setExecutingTraderToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
OrderCancelRequest105 ThisType
This type alias.
ThisType & setExecRestatementReasonToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
bool execRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum &value) const noexcept
Used to communicate a reason for a solicited cancel.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderIdToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be cancelled.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderCancelRequest105(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Enum
Defines the type of interest behind a trade i.e. why a trade occurred.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
OrderMassActionReport702 ThisType
This type alias.
ThisType & setMassActionReportId(MassActionReportID value) noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for mass cancel on behalf purposes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
const void * tail() const noexcept
ThisType & setMassActionRejectReasonToNull() noexcept
OrderMassActionReport702(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionReport.
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
ThisType & setInvestorIdToNull() noexcept
static constexpr const Char * className()
ThisType & setMassActionResponse(MassActionResponse::Enum value) noexcept
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ThisType & setSideToNull() noexcept
OrderMassActionReport702()=default
Initializes a blank instance.
OrderMassActionReport702(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
MassActionResponse::Enum massActionResponse() const noexcept
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
ThisType & setAsset(StrRef value) noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
ThisType & setAssetToNull() noexcept
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
Used to communicate event type which triggers the Order Mass Action Request.
MassActionReportID massActionReportId() const noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for mass cancel on behalf purposes.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setMassActionScopeToNull() noexcept
bool asset(StrRef &value) const noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
OrderMassActionReport702(const SbeMessage &message)
Creates an instance over the given SBE message.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool massActionRejectReason(MassActionRejectReason::Enum &value) const noexcept
Reason Order Mass Action Request was rejected.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
Used to communicate event type which triggers the Order Mass Action Request.
StrRef text() const noexcept
Free ASCII format text string.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionReport.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setSecurityIdToNull() noexcept
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
bool side(Side::Enum &value) const noexcept
Side of order.
OrderMassActionReport702(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMassActionRejectReason(MassActionRejectReason::Enum value) noexcept
Reason Order Mass Action Request was rejected.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for mass cancel on behalf purposes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionRequest.
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
ThisType & setInvestorIdToNull() noexcept
OrderMassActionRequest701(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ThisType & setSideToNull() noexcept
OrderMassActionRequest701(const SbeMessage &message)
Creates an instance over the given SBE message.
OrderMassActionRequest701()=default
Initializes a blank instance.
ThisType & setAsset(StrRef value) noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
ThisType & setAssetToNull() noexcept
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
Used to communicate event type which triggers the Order Mass Action Request.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for mass cancel on behalf purposes.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionRequest.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setMassActionScopeToNull() noexcept
OrderMassActionRequest701(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool asset(StrRef &value) const noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
Used to communicate event type which triggers the Order Mass Action Request.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setSecurityIdToNull() noexcept
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
OrderMassActionRequest701 ThisType
This type alias.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
bool side(Side::Enum &value) const noexcept
Side of order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
OrderMassActionRequest701(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Enum
Maintenance Action to be performed.
Enum
Status of Position Maintenance Request.
Enum
Identifies the type of position transaction.
Enum
Used to identify the type of quantity.
@ OptionExerciseQty
OptionExerciseQty.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
ThisType & setPosMaintRptRefIdToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceCancelRequest.
PositionMaintenanceCancelRequest501()=default
Initializes a blank instance.
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool posMaintRptRefId(PosMaintRptIDOptional &value) const noexcept
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being cancelle...
PositionMaintenanceCancelRequest501(const SbeMessage &message)
Creates an instance over the given SBE message.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceCancelRequest.
ThisType & setPosMaintRptRefId(PosMaintRptIDOptional value) noexcept
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being cancelle...
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
PositionMaintenanceCancelRequest501 ThisType
This type alias.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigPosReqRefIdToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
PositionsEntry ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setPosType(PosType::Enum value) noexcept
Used to identify the type of quantity.
PositionsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setLongQty(QuantityOptional value) noexcept
Long Quantity.
static constexpr const Char * className()
Entity class name.
ThisType & setShortQtyToNull() noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
bool shortQty(QuantityOptional &value) const noexcept
Short Quantity.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool longQty(QuantityOptional &value) const noexcept
Long Quantity.
ThisType & setLongQtyToNull() noexcept
ThisType & setShortQty(QuantityOptional value) noexcept
Short Quantity.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
PosType::Enum posType() const noexcept
Used to identify the type of quantity.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTradeIdToNull() noexcept
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
PositionMaintenanceReport503 ThisType
This type alias.
const void * tail() const noexcept
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceReport.
ThisType & setPosMaintRptId(PosMaintRptID value) noexcept
Unique identifier for this position report.
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exer...
ThisType & setPosReqIdToNull() noexcept
Positions positions(Positions::Size length)
Setup repeating group with the given number of entries.
static constexpr const Char * className()
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setPosMaintResult(RejReasonOptional value) noexcept
Identifies reason for rejection.
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
bool posMaintResult(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
ThisType & setThresholdAmountToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
PositionMaintenanceReport503(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Timestamp clearingBusinessDate() const noexcept
The 'Clearing Business Date' referred to by this request.
Positions positions() noexcept
Boolean::Enum contraryInstructionIndicator() const noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exer...
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTradeId(TradeIDOptional value) noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setClearingBusinessDate(Timestamp value) noexcept
The 'Clearing Business Date' referred to by this request.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Positions positions() const noexcept
ThisType & setAccountTypeToNull() noexcept
StrRef text() const noexcept
Free ASCII format text string.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceReport.
bool tradeId(TradeIDOptional &value) const noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setPosMaintResultToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
bool posReqId(PosReqIDOptional &value) const noexcept
Unique identifier for the position maintenance request.
PosMaintAction::Enum posMaintAction() const noexcept
Maintenance Action to be performed.
Positions positions(Positions::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setPosMaintStatus(PosMaintStatus::Enum value) noexcept
Status of Position Maintenance Request.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPosMaintAction(PosMaintAction::Enum value) noexcept
Maintenance Action to be performed.
PositionMaintenanceReport503(const SbeMessage &message)
Creates an instance over the given SBE message.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
SbeGroup< PositionsEntry, GroupSizeEncoding, MessageSize > Positions
Repeating group containing PositionsEntry entries.
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setOrigPosReqRefIdToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
PosMaintRptID posMaintRptId() const noexcept
Unique identifier for this position report.
PosMaintStatus::Enum posMaintStatus() const noexcept
Status of Position Maintenance Request.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
PositionMaintenanceReport503()=default
Initializes a blank instance.
ThisType & setPosReqId(PosReqIDOptional value) noexcept
Unique identifier for the position maintenance request.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceRequest.
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted: The exer...
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setThresholdAmountToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Timestamp clearingBusinessDate() const noexcept
The 'Clearing Business Date' referred to by this request.
Boolean::Enum contraryInstructionIndicator() const noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted: The exer...
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceRequest.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
PositionMaintenanceRequest502()=default
Initializes a blank instance.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Quantity longQty() const noexcept
Used to identify the type of quantity.
ThisType & setClearingBusinessDate(Timestamp value) noexcept
The 'Clearing Business Date' referred to by this request.
PositionMaintenanceRequest502(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr PosType::Enum posType() noexcept
Used to identify the type of quantity.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
ThisType & setAccountToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
PositionMaintenanceRequest502 ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setLongQty(Quantity value) noexcept
Long quantity.
Quote403(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Quote403()=default
Initializes a blank instance.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr MessageType::Enum messageType() noexcept
Message type = TermoQuote.
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = TermoQuote.
Quote403(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
static constexpr const Char * className()
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setPriceToNull() noexcept
bool price(Price8Optional &value) const noexcept
Price per share or contract.
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Quote403(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SettlType::Enum settlType() const noexcept
Indicates who in the contract has control over evoking settlement.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setFixedRate(Percentage8 value) noexcept
Interest rate of the forward trade.
Side::Enum side() const noexcept
Side of order.
ThisType & setExecuteUnderlyingTradeToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Quote403(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
Deadline for completing the forward deal.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
QuoteID quoteId() const noexcept
Unique identifier for quote.
DaysToSettlement daysToSettlement() const noexcept
Specifies whether a quote is public, i.e.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Quote403 ThisType
This type alias.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Percentage8 fixedRate() const noexcept
Interest rate of the forward trade.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
static constexpr QuoteCancelType::Enum quoteCancelType() noexcept
Identifies the type of quote cancel.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
QuoteCancel404(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteCancel.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteCancel.
static constexpr const Char * className()
ThisType & setQuoteReqIdToNull() noexcept
SchemaTraits Schema
Used template schema.
QuoteCancel404()=default
Initializes a blank instance.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
QuoteCancel404(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setQuoteReqId(QuoteReqIDOptional value) noexcept
Unique identifier for quote request.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool account(AccountOptional &value) const noexcept
Identifies the type of quote cancel.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef deskId() const noexcept
Specifies whether a quote is public, i.e.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool quoteReqId(QuoteReqIDOptional &value) const noexcept
Unique identifier for quote request.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
QuoteCancel404(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setAccountToNull() noexcept
QuoteCancel404 ThisType
This type alias.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
QuoteCancel404(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setQuoteIdToNull() noexcept
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Enum
Identifies the type of quote cancel.
@ CancelForQuoteId
CancelForQuoteId.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr const Char * className()
Entity class name.
Side::Enum side() const noexcept
Side of order.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setTradingSubAccountToNull()
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setAccountToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
SidesEntry ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTradeIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
Price8 price() const noexcept
Price per share or contract.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequest.
QuoteRequest401()=default
Initializes a blank instance.
ThisType & setPrice(Price8 value) noexcept
Price per share or contract.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequest.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
static constexpr const Char * className()
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SettlType::Enum settlType() const noexcept
Indicates who in the contract has control over evoking settlement.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setFixedRate(Percentage8 value) noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller,...
QuoteRequest401(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setExecuteUnderlyingTradeToNull() noexcept
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
QuoteRequest401 ThisType
This type alias.
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
QuoteRequest401(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
Deadline for completing the forward deal.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
static constexpr StrRef fixType() noexcept
FIX message type.
QuoteRequest401(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
StrRef deskId() const noexcept
Identifies the trading desk.
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Sides sides() const noexcept
DaysToSettlement daysToSettlement() const noexcept
Specifies whether a quote is public, i.e.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Percentage8 fixedRate() const noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller,...
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
QuoteRequest401(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setQuoteIdToNull() noexcept
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr const Char * className()
Entity class name.
Side::Enum side() const noexcept
Side of order.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setTradingSubAccountToNull()
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setAccountToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
SidesEntry ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTradeIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequestReject.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequestReject.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
static constexpr const Char * className()
ThisType & setOrderQty(QuantityOptional value) noexcept
Quantity ordered.
ThisType & setPriceToNull() noexcept
bool price(Price8Optional &value) const noexcept
Price per share or contract.
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
ThisType & setQuoteRequestRejectReasonToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
QuoteRequestReject405()=default
Initializes a blank instance.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
QuoteRequestReject405(const SbeMessage &message)
Creates an instance over the given SBE message.
bool orderQty(QuantityOptional &value) const noexcept
Quantity ordered.
ThisType & setFixedRateToNull() noexcept
QuoteRequestReject405(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool quoteRequestRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setQuoteRequestRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderQtyToNull() noexcept
StrRef text() const noexcept
Free ASCII format text string.
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
static constexpr StrRef fixType() noexcept
FIX message type.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Specifies whether a quote is public, i.e.
StrRef deskId() const noexcept
Identifies the trading desk.
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
QuoteRequestReject405(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Sides sides() const noexcept
ThisType & setDaysToSettlementToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
ThisType & setSettlTypeToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
QuoteRequestReject405 ThisType
This type alias.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setQuoteIdToNull() noexcept
QuoteRequestReject405(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
ThisType & setTradeIdToNull() noexcept
QuoteStatus::Enum quoteStatus() const noexcept
Identifies the status of the quote acknowledgement.
QuoteStatusReport402 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setQuoteRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteStatusReport.
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
QuoteStatusReport402(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteStatusReport.
ThisType & setQuoteStatusResponseTo(QuoteStatusResponseTo::Enum value) noexcept
Identifies the type of request that a Quote Status Report is in response to.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
bool quoteStatusResponseTo(QuoteStatusResponseTo::Enum &value) const noexcept
Identifies the type of request that a Quote Status Report is in response to.
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
static constexpr const Char * className()
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setPriceToNull() noexcept
bool price(Price8Optional &value) const noexcept
Price per share or contract.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
ThisType & setSideToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setFixedRateToNull() noexcept
ThisType & setExecuteUnderlyingTradeToNull() noexcept
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setQuoteStatus(QuoteStatus::Enum value) noexcept
Identifies the status of the quote acknowledgement.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
QuoteStatusReport402(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
ThisType & setQuoteRejectReasonToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
QuoteStatusReport402()=default
Initializes a blank instance.
StrRef text() const noexcept
Free ASCII format text string.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
static constexpr StrRef fixType() noexcept
FIX message type.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Specifies whether a quote is public, i.e.
StrRef deskId() const noexcept
Identifies the trading desk.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setDaysToSettlementToNull() noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
QuoteID quoteId() const noexcept
Unique identifier for quote.
QuoteStatusReport402(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setQuoteStatusResponseToToNull() noexcept
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
QuoteStatusReport402(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool side(Side::Enum &value) const noexcept
Side of order.
ThisType & setSettlTypeToNull() noexcept
bool quoteRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Enum
Identifies the type of request that a Quote Status Report is in response to.
Enum
Identifies the status of the quote acknowledgement.
Retransmission13(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SeqNum nextSeqNo() const noexcept
The sequence number of the first retransmitted message.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = Retransmission.
Retransmission13 ThisType
This type alias.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = Retransmission.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNextSeqNo(SeqNum value) noexcept
The sequence number of the first retransmitted message.
Retransmission13(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr StrRef fixType() noexcept
FIX message type.
Retransmission13()=default
Initializes a blank instance.
ThisType & setCount(MessageCounter value) noexcept
Number of messages to be retransmitted.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Retransmission13(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Retransmission13(const SbeMessage &message)
Creates an instance over the given SBE message.
EncodedLength calculateBinarySize() const noexcept
MessageCounter count() const noexcept
Number of messages to be retransmitted.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitReject.
RetransmitRejectCode::Enum retransmitRejectCode() const noexcept
Identifies the code of reject retransmission.
RetransmitReject14(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
RetransmitReject14 ThisType
This type alias.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
RetransmitReject14(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
RetransmitReject14(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
RetransmitReject14(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
SessionID sessionId() const noexcept
Message type = RetransmitReject.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setRetransmitRejectCode(RetransmitRejectCode::Enum value) noexcept
Identifies the code of reject retransmission.
static constexpr StrRef fixType() noexcept
FIX message type.
RetransmitReject14()=default
Initializes a blank instance.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Identifies the code of reject retransmission.
RetransmitRequest12 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitRequest.
static constexpr const Char * className()
RetransmitRequest12(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
SchemaTraits Schema
Used template schema.
RetransmitRequest12()=default
Initializes a blank instance.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
SeqNum fromSeqNo() const noexcept
The first applied sequence number.
RetransmitRequest12(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
RetransmitRequest12(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
SessionID sessionId() const noexcept
Message type = RetransmitRequest.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
RetransmitRequest12(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setCount(MessageCounter value) noexcept
Maximum number of messages to be retransmitted.
UTCTimestampNanos timestamp() const noexcept
Time of request.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
MessageCounter count() const noexcept
Maximum number of messages to be retransmitted.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Indicates additional order instruction.
Attributes of SBE message schema.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
RatioQty legRatioQty() const noexcept
The ratio of quantity for this individual leg relative to the entire multileg security.
StrRef legSymbol() const noexcept
Multileg instrument's individual security’s Symbol.
ThisType & setLegSideToNull() noexcept
static constexpr const Char * className()
Entity class name.
ThisType & setLegSymbol(StrRef value) noexcept
Multileg instrument's individual security’s Symbol.
bool legSide(Side::Enum &value) const noexcept
The side of this individual leg (multileg security).
ThisType & setLegSide(Side::Enum value) noexcept
The side of this individual leg (multileg security).
LegsEntry ThisType
This type alias.
ThisType & setLegRatioQty(RatioQty value) noexcept
The ratio of quantity for this individual leg relative to the entire multileg security.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr StrRef legSecurityExchange() noexcept
Exchange code the leg security belongs to.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SecurityDefinitionRequest300()=default
Initializes a blank instance.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionRequest.
SbeGroup< LegsEntry, GroupSizeEncoding, MessageSize > Legs
Repeating group containing LegsEntry entries.
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
static constexpr const Char * className()
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
SecurityDefinitionRequest300 ThisType
This type alias.
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionRequest.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
SecurityDefinitionRequest300(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SecurityDefinitionRequest300(const SbeMessage &message)
Creates an instance over the given SBE message.
EncodedLength calculateBinarySize() const noexcept
Legs legs() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionResponse.
ThisType & setSymbol(StrRef value) noexcept
B3 requires that this field is properly set.
ThisType & setSecurityStrategyType(StrRef value) noexcept
Indicates the type of Strategy created.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setSecurityResponseId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition message.
SecurityDefinitionResponse301(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
ThisType & setSecurityResponseType(SecurityResponseType::Enum value) noexcept
Type of Security Definition message response.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setSecurityStrategyTypeToNull() noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
SecurityDefinitionResponse301(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
SecurityDefinitionResponse301 ThisType
This type alias.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionResponse.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
SecurityReqRespID securityResponseId() const noexcept
Unique ID of a Security Definition message.
ThisType & setSecurityIdToNull() noexcept
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SecurityDefinitionResponse301()=default
Initializes a blank instance.
bool securityStrategyType(StrRef &value) const noexcept
Indicates the type of Strategy created.
SecurityResponseType::Enum securityResponseType() const noexcept
Type of Security Definition message response.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
StrRef symbol() const noexcept
B3 requires that this field is properly set.
Enum
Identifies the class of the SecurityID.
@ ExchangeSymbol
ExchangeSymbol.
Enum
Type of Security Definition message response.
Enum
Identifier for the instrument status.
Enum
Indicates which order should be cancelled due to self-trade prevention.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Sequence9(const SbeMessage &message)
Creates an instance over the given SBE message.
SeqNum nextSeqNo() const noexcept
Message type = Sequence.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = Sequence.
static constexpr const Char * className()
Sequence9()=default
Initializes a blank instance.
SchemaTraits Schema
Used template schema.
Sequence9(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the client.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Sequence9 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
Sequence9(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Sequence9(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Indicates who in the contract has control over evoking settlement.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
SimpleModifyOrder101 ThisType
This type alias.
SimpleModifyOrder101(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleModifyOrder.
ThisType & setInvestorIdToNull() noexcept
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
ThisType & setRoutingInstructionToNull() noexcept
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
static constexpr AccountType::Enum accountType() noexcept
Type of account associated with an order.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleModifyOrder.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
SimpleModifyOrder101(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SimpleOrdType::Enum ordType() const noexcept
Order type.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SimpleModifyOrder101(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
SimpleModifyOrder101()=default
Initializes a blank instance.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SimpleModifyOrder101(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Type of account associated with an order.
ThisType & setAccountToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderIdToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
SimpleNewOrder100(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleNewOrder.
ThisType & setInvestorIdToNull() noexcept
SimpleNewOrder100(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
ThisType & setRoutingInstructionToNull() noexcept
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SimpleNewOrder100(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SimpleNewOrder100(const SbeMessage &message)
Creates an instance over the given SBE message.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleNewOrder.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SimpleOrdType::Enum ordType() const noexcept
Order type.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
SimpleNewOrder100 ThisType
This type alias.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
static constexpr StrRef fixType() noexcept
FIX message type.
SimpleNewOrder100()=default
Initializes a blank instance.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setAccountToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Specifies how long the order remains in effect.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = Terminate.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Terminate7(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Terminate7(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = Terminate.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
Terminate7(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Terminate7(const SbeMessage &message)
Creates an instance over the given SBE message.
Terminate7 ThisType
This type alias.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Terminate7()=default
Initializes a blank instance.
EncodedLength calculateBinarySize() const noexcept
ThisType & setTerminationCode(TerminationCode::Enum value) noexcept
Identifies the code of termination.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
TerminationCode::Enum terminationCode() const noexcept
Identifies the code of termination.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Identifies the code of termination.
Enum
Specifies how long the order remains in effect.
Enum
Identifier for Trading Session.
Enum
Identifier for the instrument group phase.