44 enum { TemplateId = 1 };
56 checkVersion<Schema>(version);
57 checkLength(length, version);
58 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
72 checkVersion<Schema>(version);
73 checkLength(length, version);
74 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
75 resetVariableFields();
94 assert(message.
valid());
109 assert(schemaId() == Schema::Id);
110 assert(version() >= Schema::MinimalVersion);
111 assert(TemplateId == templateId());
120 return MessageType::Negotiate;
133 return ordinary<SessionID>(offset);
143 setOrdinary(offset, value);
158 return ordinary<SessionVerID>(offset);
171 setOrdinary(offset, value);
183 return ordinary<UTCTimestampNanos>(offset);
193 setOrdinary(offset, value);
204 return FlowType::Idempotent;
217 return ordinary<Firm>(offset);
226 setOrdinary(offset, value);
248 setOrdinary(offset, value);
266 return getVariableLengthField(
276 return getVariableLengthField(clientIPAccess(), *
this);
284 return getVariableLengthField(
285 clientAppNameAccess(),
294 return getVariableLengthField(
295 clientAppVersionAccess(),
302 setVariableLengthField(
313 setVariableLengthField(
324 setVariableLengthField(
325 clientAppNameAccess(),
335 setVariableLengthField(
336 clientAppVersionAccess(),
353 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
364 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
365 minimalBlockLength(version);
378 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
379 static_cast<MessageSize>(CredentialsEncoding::Size) + static_cast<MessageSize>(ClientAppEncoding::Size) +
static_cast<MessageSize>(ClientAppEncoding::Size) + static_cast<MessageSize>(ClientAppEncoding::Size);
397 setCredentialsToNull();
399 setClientAppNameToNull();
400 setClientAppVersionToNull();
408 setOnbehalfFirmToNull();
410 resetVariableFields();
435 std::string toString()
const;
444 (clientAppVersion().end()));
453 SbeMessage::calculateBinarySize(tail());
461 minimalBlockLength(version) +
462 MessageHeader::Size +
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
495 variableLengthFields().
496 head<CredentialsEncoding>();
501 struct clientIPAccess
507 variableLengthFields().
508 tail<CredentialsEncoding>().
509 head<ClientAppEncoding>();
514 struct clientAppNameAccess
520 variableLengthFields().
521 tail<CredentialsEncoding>().
522 tail<ClientAppEncoding>().
523 head<ClientAppEncoding>();
528 struct clientAppVersionAccess
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(),
601 enum { TemplateId = 2 };
613 checkVersion<Schema>(version);
614 checkLength(length, version);
615 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
629 checkVersion<Schema>(version);
630 checkLength(length, version);
631 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
632 resetVariableFields();
642 checkCompatibility();
651 assert(message.
valid());
653 checkCompatibility();
666 assert(schemaId() == Schema::Id);
667 assert(version() >= Schema::MinimalVersion);
668 assert(TemplateId == templateId());
677 return MessageType::NegotiateResponse;
690 return ordinary<SessionID>(offset);
700 setOrdinary(offset, value);
715 return ordinary<SessionVerID>(offset);
728 setOrdinary(offset, value);
739 return ordinary<UTCTimestampNanos>(offset);
748 setOrdinary(offset, value);
759 return FlowType::Recoverable;
772 return FlowType::Idempotent;
785 return ordinary<Firm>(offset);
794 setOrdinary(offset, value);
807 return ordinary(value, offset,
NullVersion(), since);
817 setOrdinary(offset, value, since);
837 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
850 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
851 minimalBlockLength(version);
864 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
876 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
877 blockLength(Schema::Version);
893 setSemanticVersionToNull();
896 resetVariableFields();
906 return "NegotiateResponse2";
921 std::string toString()
const;
932 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
933 MessageHeader::Size));
942 SbeMessage::calculateBinarySize(tail());
950 minimalBlockLength(version) +
951 MessageHeader::Size +
952 getMinimalVariableFieldsSize(version);
955 *
this, length, minimalRequiredLength);
958 void checkCompatibility()
const 960 assert(TemplateId == templateId());
962 checkSchema<Schema>(schemaId(), version());
963 checkLength(bufferSize(), version());
979 enum { TemplateId = 3 };
991 checkVersion<Schema>(version);
992 checkLength(length, version);
993 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1007 checkVersion<Schema>(version);
1008 checkLength(length, version);
1009 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1010 resetVariableFields();
1020 checkCompatibility();
1029 assert(message.
valid());
1031 checkCompatibility();
1044 assert(schemaId() == Schema::Id);
1045 assert(version() >= Schema::MinimalVersion);
1046 assert(TemplateId == templateId());
1055 return MessageType::NegotiateReject;
1068 return ordinary<SessionID>(offset);
1078 setOrdinary(offset, value);
1093 return ordinary<SessionVerID>(offset);
1106 setOrdinary(offset, value);
1117 return ordinary<UTCTimestampNanos>(offset);
1126 setOrdinary(offset, value);
1137 return FlowType::Idempotent;
1159 setOrdinary(offset, value);
1180 return enumeration<NegotiationRejectCode>(offset);
1191 setEnumeration<NegotiationRejectCode>(offset, value);
1217 setOrdinary(offset, value);
1240 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1254 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1255 minimalBlockLength(version);
1268 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1280 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
1281 blockLength(Schema::Version);
1295 setEnteringFirmToNull();
1296 setCurrentSessionVerIdToNull();
1298 resetVariableFields();
1308 return "NegotiateReject3";
1323 std::string toString()
const;
1334 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
1335 MessageHeader::Size));
1344 SbeMessage::calculateBinarySize(tail());
1352 minimalBlockLength(version) +
1353 MessageHeader::Size +
1354 getMinimalVariableFieldsSize(version);
1357 *
this, length, minimalRequiredLength);
1360 void checkCompatibility()
const 1362 assert(TemplateId == templateId());
1364 checkSchema<Schema>(schemaId(), version());
1365 checkLength(bufferSize(), version());
1381 enum { TemplateId = 4 };
1393 checkVersion<Schema>(version);
1394 checkLength(length, version);
1395 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1409 checkVersion<Schema>(version);
1410 checkLength(length, version);
1411 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1412 resetVariableFields();
1422 checkCompatibility();
1431 assert(message.
valid());
1433 checkCompatibility();
1446 assert(schemaId() == Schema::Id);
1447 assert(version() >= Schema::MinimalVersion);
1448 assert(TemplateId == templateId());
1457 return MessageType::Establish;
1470 return ordinary<SessionID>(offset);
1480 setOrdinary(offset, value);
1495 return ordinary<SessionVerID>(offset);
1508 setOrdinary(offset, value);
1520 return ordinary<UTCTimestampNanos>(offset);
1530 setOrdinary(offset, value);
1543 return ordinary<DeltaInMillis>(offset);
1554 setOrdinary(offset, value);
1566 return ordinary<SeqNum>(offset);
1576 setOrdinary(offset, value);
1589 return enumeration<CancelOnDisconnectType>(offset);
1601 setEnumeration<CancelOnDisconnectType>(offset, value);
1615 return ordinary<DeltaInMillis>(offset);
1627 setOrdinary(offset, value);
1636 return getVariableLengthField(
1637 credentialsAccess(),
1644 setVariableLengthField(
1645 credentialsAccess(),
1662 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1676 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1677 minimalBlockLength(version);
1690 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1691 static_cast<MessageSize>(CredentialsEncoding::Size);
1709 setCredentialsToNull();
1717 resetVariableFields();
1727 return "Establish4";
1742 std::string toString()
const;
1751 (credentials().end()));
1760 SbeMessage::calculateBinarySize(tail());
1768 minimalBlockLength(version) +
1769 MessageHeader::Size +
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
1799 variableLengthFields().
1800 head<CredentialsEncoding>();
1806 ThisType& setCredentialsToNull()
1809 setVariableLengthFieldToNull(
1810 credentialsAccess(),
1829 enum { TemplateId = 5 };
1841 checkVersion<Schema>(version);
1842 checkLength(length, version);
1843 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1857 checkVersion<Schema>(version);
1858 checkLength(length, version);
1859 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1860 resetVariableFields();
1870 checkCompatibility();
1879 assert(message.
valid());
1881 checkCompatibility();
1894 assert(schemaId() == Schema::Id);
1895 assert(version() >= Schema::MinimalVersion);
1896 assert(TemplateId == templateId());
1905 return MessageType::EstablishAck;
1918 return ordinary<SessionID>(offset);
1928 setOrdinary(offset, value);
1943 return ordinary<SessionVerID>(offset);
1956 setOrdinary(offset, value);
1967 return ordinary<UTCTimestampNanos>(offset);
1976 setOrdinary(offset, value);
1988 return ordinary<DeltaInMillis>(offset);
1998 setOrdinary(offset, value);
2010 return ordinary<SeqNum>(offset);
2020 setOrdinary(offset, value);
2034 return ordinary<SeqNum>(offset);
2046 setOrdinary(offset, value);
2060 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2071 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2072 minimalBlockLength(version);
2085 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2097 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
2098 blockLength(Schema::Version);
2112 resetVariableFields();
2122 return "EstablishAck5";
2137 std::string toString()
const;
2148 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2149 MessageHeader::Size));
2158 SbeMessage::calculateBinarySize(tail());
2166 minimalBlockLength(version) +
2167 MessageHeader::Size +
2168 getMinimalVariableFieldsSize(version);
2171 *
this, length, minimalRequiredLength);
2174 void checkCompatibility()
const 2176 assert(TemplateId == templateId());
2178 checkSchema<Schema>(schemaId(), version());
2179 checkLength(bufferSize(), version());
2195 enum { TemplateId = 6 };
2207 checkVersion<Schema>(version);
2208 checkLength(length, version);
2209 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2223 checkVersion<Schema>(version);
2224 checkLength(length, version);
2225 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2226 resetVariableFields();
2236 checkCompatibility();
2245 assert(message.
valid());
2247 checkCompatibility();
2260 assert(schemaId() == Schema::Id);
2261 assert(version() >= Schema::MinimalVersion);
2262 assert(TemplateId == templateId());
2271 return MessageType::EstablishReject;
2284 return ordinary<SessionID>(offset);
2294 setOrdinary(offset, value);
2309 return ordinary<SessionVerID>(offset);
2322 setOrdinary(offset, value);
2333 return ordinary<UTCTimestampNanos>(offset);
2342 setOrdinary(offset, value);
2354 return enumeration<EstablishRejectCode>(offset);
2365 setEnumeration<EstablishRejectCode>(offset, value);
2393 setOrdinary(offset, value);
2416 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2430 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2431 minimalBlockLength(version);
2444 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2456 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
2457 blockLength(Schema::Version);
2471 setLastIncomingSeqNoToNull();
2473 resetVariableFields();
2483 return "EstablishReject6";
2498 std::string toString()
const;
2509 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2510 MessageHeader::Size));
2519 SbeMessage::calculateBinarySize(tail());
2527 minimalBlockLength(version) +
2528 MessageHeader::Size +
2529 getMinimalVariableFieldsSize(version);
2532 *
this, length, minimalRequiredLength);
2535 void checkCompatibility()
const 2537 assert(TemplateId == templateId());
2539 checkSchema<Schema>(schemaId(), version());
2540 checkLength(bufferSize(), version());
2556 enum { TemplateId = 7 };
2568 checkVersion<Schema>(version);
2569 checkLength(length, version);
2570 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2584 checkVersion<Schema>(version);
2585 checkLength(length, version);
2586 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2587 resetVariableFields();
2597 checkCompatibility();
2606 assert(message.
valid());
2608 checkCompatibility();
2621 assert(schemaId() == Schema::Id);
2622 assert(version() >= Schema::MinimalVersion);
2623 assert(TemplateId == templateId());
2632 return MessageType::Terminate;
2645 return ordinary<SessionID>(offset);
2655 setOrdinary(offset, value);
2670 return ordinary<SessionVerID>(offset);
2683 setOrdinary(offset, value);
2694 return enumeration<TerminationCode>(offset);
2705 setEnumeration<TerminationCode>(offset, value);
2719 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2730 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2731 minimalBlockLength(version);
2744 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2756 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
2757 blockLength(Schema::Version);
2771 resetVariableFields();
2781 return "Terminate7";
2796 std::string toString()
const;
2807 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2808 MessageHeader::Size));
2817 SbeMessage::calculateBinarySize(tail());
2825 minimalBlockLength(version) +
2826 MessageHeader::Size +
2827 getMinimalVariableFieldsSize(version);
2830 *
this, length, minimalRequiredLength);
2833 void checkCompatibility()
const 2835 assert(TemplateId == templateId());
2837 checkSchema<Schema>(schemaId(), version());
2838 checkLength(bufferSize(), version());
2854 enum { TemplateId = 8 };
2866 checkVersion<Schema>(version);
2867 checkLength(length, version);
2868 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2882 checkVersion<Schema>(version);
2883 checkLength(length, version);
2884 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2885 resetVariableFields();
2895 checkCompatibility();
2904 assert(message.
valid());
2906 checkCompatibility();
2919 assert(schemaId() == Schema::Id);
2920 assert(version() >= Schema::MinimalVersion);
2921 assert(TemplateId == templateId());
2930 return MessageType::NotApplied;
2942 return ordinary<SeqNum>(offset);
2951 setOrdinary(offset, value);
2962 return ordinary<MessageCounter>(offset);
2971 setOrdinary(offset, value);
2985 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2996 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2997 minimalBlockLength(version);
3010 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3022 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
3023 blockLength(Schema::Version);
3037 resetVariableFields();
3047 return "NotApplied8";
3062 std::string toString()
const;
3073 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3074 MessageHeader::Size));
3083 SbeMessage::calculateBinarySize(tail());
3091 minimalBlockLength(version) +
3092 MessageHeader::Size +
3093 getMinimalVariableFieldsSize(version);
3096 *
this, length, minimalRequiredLength);
3099 void checkCompatibility()
const 3101 assert(TemplateId == templateId());
3103 checkSchema<Schema>(schemaId(), version());
3104 checkLength(bufferSize(), version());
3120 enum { TemplateId = 9 };
3132 checkVersion<Schema>(version);
3133 checkLength(length, version);
3134 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3148 checkVersion<Schema>(version);
3149 checkLength(length, version);
3150 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3151 resetVariableFields();
3161 checkCompatibility();
3170 assert(message.
valid());
3172 checkCompatibility();
3185 assert(schemaId() == Schema::Id);
3186 assert(version() >= Schema::MinimalVersion);
3187 assert(TemplateId == templateId());
3196 return MessageType::Sequence;
3209 return ordinary<SeqNum>(offset);
3219 setOrdinary(offset, value);
3233 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3244 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3245 minimalBlockLength(version);
3258 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3270 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
3271 blockLength(Schema::Version);
3285 resetVariableFields();
3310 std::string toString()
const;
3321 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3322 MessageHeader::Size));
3331 SbeMessage::calculateBinarySize(tail());
3339 minimalBlockLength(version) +
3340 MessageHeader::Size +
3341 getMinimalVariableFieldsSize(version);
3344 *
this, length, minimalRequiredLength);
3347 void checkCompatibility()
const 3349 assert(TemplateId == templateId());
3351 checkSchema<Schema>(schemaId(), version());
3352 checkLength(bufferSize(), version());
3368 enum { TemplateId = 12 };
3380 checkVersion<Schema>(version);
3381 checkLength(length, version);
3382 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3396 checkVersion<Schema>(version);
3397 checkLength(length, version);
3398 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3399 resetVariableFields();
3409 checkCompatibility();
3418 assert(message.
valid());
3420 checkCompatibility();
3433 assert(schemaId() == Schema::Id);
3434 assert(version() >= Schema::MinimalVersion);
3435 assert(TemplateId == templateId());
3444 return MessageType::RetransmitRequest;
3457 return ordinary<SessionID>(offset);
3467 setOrdinary(offset, value);
3479 return ordinary<UTCTimestampNanos>(offset);
3489 setOrdinary(offset, value);
3500 return ordinary<SeqNum>(offset);
3509 setOrdinary(offset, value);
3521 return ordinary<MessageCounter>(offset);
3531 setOrdinary(offset, value);
3545 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3556 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3557 minimalBlockLength(version);
3570 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3582 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
3583 blockLength(Schema::Version);
3597 resetVariableFields();
3607 return "RetransmitRequest12";
3622 std::string toString()
const;
3633 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3634 MessageHeader::Size));
3643 SbeMessage::calculateBinarySize(tail());
3651 minimalBlockLength(version) +
3652 MessageHeader::Size +
3653 getMinimalVariableFieldsSize(version);
3656 *
this, length, minimalRequiredLength);
3659 void checkCompatibility()
const 3661 assert(TemplateId == templateId());
3663 checkSchema<Schema>(schemaId(), version());
3664 checkLength(bufferSize(), version());
3680 enum { TemplateId = 13 };
3692 checkVersion<Schema>(version);
3693 checkLength(length, version);
3694 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3708 checkVersion<Schema>(version);
3709 checkLength(length, version);
3710 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3711 resetVariableFields();
3721 checkCompatibility();
3730 assert(message.
valid());
3732 checkCompatibility();
3745 assert(schemaId() == Schema::Id);
3746 assert(version() >= Schema::MinimalVersion);
3747 assert(TemplateId == templateId());
3756 return MessageType::Retransmission;
3769 return ordinary<SessionID>(offset);
3779 setOrdinary(offset, value);
3790 return ordinary<UTCTimestampNanos>(offset);
3799 setOrdinary(offset, value);
3810 return ordinary<SeqNum>(offset);
3819 setOrdinary(offset, value);
3830 return ordinary<MessageCounter>(offset);
3839 setOrdinary(offset, value);
3853 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3864 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3865 minimalBlockLength(version);
3878 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3890 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
3891 blockLength(Schema::Version);
3905 resetVariableFields();
3915 return "Retransmission13";
3930 std::string toString()
const;
3941 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3942 MessageHeader::Size));
3951 SbeMessage::calculateBinarySize(tail());
3959 minimalBlockLength(version) +
3960 MessageHeader::Size +
3961 getMinimalVariableFieldsSize(version);
3964 *
this, length, minimalRequiredLength);
3967 void checkCompatibility()
const 3969 assert(TemplateId == templateId());
3971 checkSchema<Schema>(schemaId(), version());
3972 checkLength(bufferSize(), version());
3988 enum { TemplateId = 14 };
4000 checkVersion<Schema>(version);
4001 checkLength(length, version);
4002 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4016 checkVersion<Schema>(version);
4017 checkLength(length, version);
4018 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4019 resetVariableFields();
4029 checkCompatibility();
4038 assert(message.
valid());
4040 checkCompatibility();
4053 assert(schemaId() == Schema::Id);
4054 assert(version() >= Schema::MinimalVersion);
4055 assert(TemplateId == templateId());
4064 return MessageType::RetransmitReject;
4077 return ordinary<SessionID>(offset);
4087 setOrdinary(offset, value);
4098 return ordinary<UTCTimestampNanos>(offset);
4107 setOrdinary(offset, value);
4119 return enumeration<RetransmitRejectCode>(offset);
4130 setEnumeration<RetransmitRejectCode>(offset, value);
4144 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4155 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4156 minimalBlockLength(version);
4169 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4181 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
4182 blockLength(Schema::Version);
4196 resetVariableFields();
4206 return "RetransmitReject14";
4221 std::string toString()
const;
4232 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
4233 MessageHeader::Size));
4242 SbeMessage::calculateBinarySize(tail());
4250 minimalBlockLength(version) +
4251 MessageHeader::Size +
4252 getMinimalVariableFieldsSize(version);
4255 *
this, length, minimalRequiredLength);
4258 void checkCompatibility()
const 4260 assert(TemplateId == templateId());
4262 checkSchema<Schema>(schemaId(), version());
4263 checkLength(bufferSize(), version());
4279 enum { TemplateId = 100 };
4291 checkVersion<Schema>(version);
4292 checkLength(length, version);
4293 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4307 checkVersion<Schema>(version);
4308 checkLength(length, version);
4309 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4310 resetVariableFields();
4320 checkCompatibility();
4329 assert(message.
valid());
4331 checkCompatibility();
4344 assert(schemaId() == Schema::Id);
4345 assert(version() >= Schema::MinimalVersion);
4346 assert(TemplateId == templateId());
4355 return MessageType::SimpleNewOrder;
4368 return accessOrdinary<InboundBusinessHeader>(offset);
4376 return accessOrdinary<InboundBusinessHeader>(offset);
4395 setOrdinary(offset, value);
4419 return enumeration<Boolean>(offset);
4432 setEnumeration<Boolean>(offset, value);
4444 return ordinary<ClOrdID>(offset);
4454 setOrdinary(offset, value);
4474 setOrdinary(offset, value);
4495 return fixedStr<length>(offset);
4505 setFixedStr<length>(offset, value);
4517 return fixedStr<length>(offset);
4527 setFixedStr<length>(offset, value);
4540 return enumeration<SelfTradePreventionInstruction>(offset);
4552 setEnumeration<SelfTradePreventionInstruction>(offset, value);
4563 return ordinary<SecurityID>(offset);
4572 setOrdinary(offset, value);
4582 return SecurityIDSource::ExchangeSymbol;
4604 return enumeration<Side>(offset);
4613 setEnumeration<Side>(offset, value);
4624 return enumeration<SimpleOrdType>(offset);
4635 setEnumeration<SimpleOrdType>(offset, value);
4646 return enumeration<SimpleTimeInForce>(offset);
4657 setEnumeration<SimpleTimeInForce>(offset, value);
4681 setEnumeration<RoutingInstruction>(offset, value);
4701 return ordinary<Quantity>(offset);
4710 setOrdinary(offset, value);
4732 setOrdinary(offset, value);
4763 setOrdinary(offset, value);
4781 return getVariableLengthField(memoAccess(), *
this);
4787 setVariableLengthField(
4805 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4816 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4817 minimalBlockLength(version);
4830 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4857 setOrdTagIdToNull();
4859 setRoutingInstructionToNull();
4861 setInvestorIdToNull();
4863 resetVariableFields();
4873 return "SimpleNewOrder100";
4888 std::string toString()
const;
4906 SbeMessage::calculateBinarySize(tail());
4914 minimalBlockLength(version) +
4915 MessageHeader::Size +
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();
4947 variableLengthFields().
4948 head<MemoEncoding>();
4954 ThisType& setMemoToNull()
4957 setVariableLengthFieldToNull(memoAccess(), *
this);
4975 enum { TemplateId = 101 };
4987 checkVersion<Schema>(version);
4988 checkLength(length, version);
4989 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5003 checkVersion<Schema>(version);
5004 checkLength(length, version);
5005 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5006 resetVariableFields();
5016 checkCompatibility();
5025 assert(message.
valid());
5027 checkCompatibility();
5040 assert(schemaId() == Schema::Id);
5041 assert(version() >= Schema::MinimalVersion);
5042 assert(TemplateId == templateId());
5051 return MessageType::SimpleModifyOrder;
5064 return accessOrdinary<InboundBusinessHeader>(offset);
5072 return accessOrdinary<InboundBusinessHeader>(offset);
5091 setOrdinary(offset, value);
5115 return enumeration<Boolean>(offset);
5128 setEnumeration<Boolean>(offset, value);
5140 return ordinary<ClOrdID>(offset);
5150 setOrdinary(offset, value);
5170 setOrdinary(offset, value);
5191 return fixedStr<length>(offset);
5201 setFixedStr<length>(offset, value);
5213 return fixedStr<length>(offset);
5223 setFixedStr<length>(offset, value);
5236 return enumeration<SelfTradePreventionInstruction>(offset);
5248 setEnumeration<SelfTradePreventionInstruction>(offset, value);
5259 return ordinary<SecurityID>(offset);
5268 setOrdinary(offset, value);
5278 return SecurityIDSource::ExchangeSymbol;
5300 return enumeration<Side>(offset);
5309 setEnumeration<Side>(offset, value);
5320 return enumeration<SimpleOrdType>(offset);
5331 setEnumeration<SimpleOrdType>(offset, value);
5342 return enumeration<SimpleTimeInForce>(offset);
5353 setEnumeration<SimpleTimeInForce>(offset, value);
5377 setEnumeration<RoutingInstruction>(offset, value);
5397 return ordinary<Quantity>(offset);
5406 setOrdinary(offset, value);
5428 setOrdinary(offset, value);
5457 setOrdinary(offset, value);
5486 setOrdinary(offset, value);
5517 setOrdinary(offset, value);
5536 return AccountType::RegularAccount;
5546 return getVariableLengthField(memoAccess(), *
this);
5552 setVariableLengthField(
5570 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5581 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5582 minimalBlockLength(version);
5595 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5622 setOrdTagIdToNull();
5624 setRoutingInstructionToNull();
5627 setOrigClOrdIdToNull();
5628 setInvestorIdToNull();
5630 resetVariableFields();
5640 return "SimpleModifyOrder101";
5655 std::string toString()
const;
5673 SbeMessage::calculateBinarySize(tail());
5681 minimalBlockLength(version) +
5682 MessageHeader::Size +
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();
5714 variableLengthFields().
5715 head<MemoEncoding>();
5721 ThisType& setMemoToNull()
5724 setVariableLengthFieldToNull(memoAccess(), *
this);
5742 enum { TemplateId = 102 };
5754 checkVersion<Schema>(version);
5755 checkLength(length, version);
5756 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5770 checkVersion<Schema>(version);
5771 checkLength(length, version);
5772 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5773 resetVariableFields();
5783 checkCompatibility();
5792 assert(message.
valid());
5794 checkCompatibility();
5807 assert(schemaId() == Schema::Id);
5808 assert(version() >= Schema::MinimalVersion);
5809 assert(TemplateId == templateId());
5818 return MessageType::NewOrderSingle;
5831 return accessOrdinary<InboundBusinessHeader>(offset);
5839 return accessOrdinary<InboundBusinessHeader>(offset);
5858 setOrdinary(offset, value);
5882 return enumeration<Boolean>(offset);
5895 setEnumeration<Boolean>(offset, value);
5907 return ordinary<ClOrdID>(offset);
5917 setOrdinary(offset, value);
5937 setOrdinary(offset, value);
5958 return fixedStr<length>(offset);
5968 setFixedStr<length>(offset, value);
5980 return fixedStr<length>(offset);
5990 setFixedStr<length>(offset, value);
6003 return enumeration<SelfTradePreventionInstruction>(offset);
6015 setEnumeration<SelfTradePreventionInstruction>(offset, value);
6026 return ordinary<SecurityID>(offset);
6035 setOrdinary(offset, value);
6045 return SecurityIDSource::ExchangeSymbol;
6067 return enumeration<Side>(offset);
6076 setEnumeration<Side>(offset, value);
6087 return enumeration<OrdType>(offset);
6096 setEnumeration<OrdType>(offset, value);
6107 return enumeration<TimeInForce>(offset);
6116 setEnumeration<TimeInForce>(offset, value);
6140 setEnumeration<RoutingInstruction>(offset, value);
6160 return ordinary<Quantity>(offset);
6169 setOrdinary(offset, value);
6191 setOrdinary(offset, value);
6222 setOrdinary(offset, value);
6251 setOrdinary(offset, value);
6282 setOrdinary(offset, value);
6303 return fixedStr<length>(value, offset);
6313 setFixedStr<length>(offset, value);
6323 setFixedStr<length>(offset,
StrRef());
6337 FieldValue fieldValue;
6383 setOrdinary(offset, value);
6414 setOrdinary(offset, value);
6445 setOrdinary(offset, value);
6475 setOrdinary(offset, value, since);
6493 return getVariableLengthField(deskIDAccess(), *
this);
6501 return getVariableLengthField(memoAccess(), *
this);
6507 setVariableLengthField(
6518 setVariableLengthField(
6533 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6546 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6547 minimalBlockLength(version);
6560 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6561 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
6588 setOrdTagIdToNull();
6590 setRoutingInstructionToNull();
6594 setMaxFloorToNull();
6595 setExecutingTraderToNull();
6596 setExpireDateToNull();
6597 setCustodianInfoToNull();
6598 setInvestorIdToNull();
6599 setStrategyIdToNull();
6603 setTradingSubAccountToNull();
6606 resetVariableFields();
6616 return "NewOrderSingle102";
6631 std::string toString()
const;
6649 SbeMessage::calculateBinarySize(tail());
6657 minimalBlockLength(version) +
6658 MessageHeader::Size +
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();
6691 variableLengthFields().
6692 head<DeskIDEncoding>();
6705 variableLengthFields().
6706 tail<DeskIDEncoding>().
6707 head<MemoEncoding>();
6713 ThisType& setDeskIdToNull()
6716 setVariableLengthFieldToNull(deskIDAccess(), *
this);
6723 ThisType& setMemoToNull()
6726 setVariableLengthFieldToNull(memoAccess(), *
this);
6744 enum { TemplateId = 104 };
6756 checkVersion<Schema>(version);
6757 checkLength(length, version);
6758 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
6772 checkVersion<Schema>(version);
6773 checkLength(length, version);
6774 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
6775 resetVariableFields();
6785 checkCompatibility();
6794 assert(message.
valid());
6796 checkCompatibility();
6809 assert(schemaId() == Schema::Id);
6810 assert(version() >= Schema::MinimalVersion);
6811 assert(TemplateId == templateId());
6820 return MessageType::OrderCancelReplaceRequest;
6833 return accessOrdinary<InboundBusinessHeader>(offset);
6841 return accessOrdinary<InboundBusinessHeader>(offset);
6860 setOrdinary(offset, value);
6884 return enumeration<Boolean>(offset);
6897 setEnumeration<Boolean>(offset, value);
6909 return ordinary<ClOrdID>(offset);
6919 setOrdinary(offset, value);
6939 setOrdinary(offset, value);
6960 return fixedStr<length>(offset);
6970 setFixedStr<length>(offset, value);
6982 return fixedStr<length>(offset);
6992 setFixedStr<length>(offset, value);
7005 return enumeration<SelfTradePreventionInstruction>(offset);
7017 setEnumeration<SelfTradePreventionInstruction>(offset, value);
7028 return ordinary<SecurityID>(offset);
7037 setOrdinary(offset, value);
7047 return SecurityIDSource::ExchangeSymbol;
7069 return enumeration<Side>(offset);
7078 setEnumeration<Side>(offset, value);
7089 return enumeration<OrdType>(offset);
7098 setEnumeration<OrdType>(offset, value);
7109 return enumeration<TimeInForce>(value, offset,
NullChar());
7118 setEnumeration<TimeInForce>(offset, value);
7151 setEnumeration<RoutingInstruction>(offset, value);
7171 return ordinary<Quantity>(offset);
7180 setOrdinary(offset, value);
7202 setOrdinary(offset, value);
7231 setOrdinary(offset, value);
7260 setOrdinary(offset, value);
7291 setOrdinary(offset, value);
7320 setOrdinary(offset, value);
7351 setOrdinary(offset, value);
7372 return fixedStr<length>(value, offset);
7382 setFixedStr<length>(offset, value);
7392 setFixedStr<length>(offset,
StrRef());
7412 setEnumeration<AccountType>(offset, value);
7435 FieldValue fieldValue;
7481 setOrdinary(offset, value);
7512 setOrdinary(offset, value);
7543 setOrdinary(offset, value);
7573 setOrdinary(offset, value, since);
7591 return getVariableLengthField(deskIDAccess(), *
this);
7599 return getVariableLengthField(memoAccess(), *
this);
7605 setVariableLengthField(
7616 setVariableLengthField(
7631 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7644 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7645 minimalBlockLength(version);
7658 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7659 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
7686 setOrdTagIdToNull();
7688 setTimeInForceToNull();
7689 setRoutingInstructionToNull();
7692 setOrigClOrdIdToNull();
7695 setMaxFloorToNull();
7696 setExecutingTraderToNull();
7697 setAccountTypeToNull();
7698 setExpireDateToNull();
7699 setCustodianInfoToNull();
7700 setInvestorIdToNull();
7701 setStrategyIdToNull();
7705 setTradingSubAccountToNull();
7708 resetVariableFields();
7718 return "OrderCancelReplaceRequest104";
7729 "OrderCancelReplaceRequest104");
7734 std::string toString()
const;
7752 SbeMessage::calculateBinarySize(tail());
7760 minimalBlockLength(version) +
7761 MessageHeader::Size +
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();
7794 variableLengthFields().
7795 head<DeskIDEncoding>();
7808 variableLengthFields().
7809 tail<DeskIDEncoding>().
7810 head<MemoEncoding>();
7816 ThisType& setDeskIdToNull()
7819 setVariableLengthFieldToNull(deskIDAccess(), *
this);
7826 ThisType& setMemoToNull()
7829 setVariableLengthFieldToNull(memoAccess(), *
this);
7847 enum { TemplateId = 105 };
7859 checkVersion<Schema>(version);
7860 checkLength(length, version);
7861 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7875 checkVersion<Schema>(version);
7876 checkLength(length, version);
7877 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7878 resetVariableFields();
7888 checkCompatibility();
7897 assert(message.
valid());
7899 checkCompatibility();
7912 assert(schemaId() == Schema::Id);
7913 assert(version() >= Schema::MinimalVersion);
7914 assert(TemplateId == templateId());
7923 return MessageType::OrderCancelRequest;
7936 return accessOrdinary<InboundBusinessHeader>(offset);
7944 return accessOrdinary<InboundBusinessHeader>(offset);
7955 return ordinary<ClOrdID>(offset);
7965 setOrdinary(offset, value);
7976 return ordinary<SecurityID>(offset);
7985 setOrdinary(offset, value);
7995 return SecurityIDSource::ExchangeSymbol;
8026 setOrdinary(offset, value);
8055 setOrdinary(offset, value);
8075 return enumeration<Side>(offset);
8084 setEnumeration<Side>(offset, value);
8097 return enumeration<ExecRestatementReasonValidForSingleCancel>(value, offset,
NullUint8EnumEncoding());
8108 setEnumeration<ExecRestatementReasonValidForSingleCancel>(offset, value);
8129 return fixedStr<length>(offset);
8139 setFixedStr<length>(offset, value);
8151 return fixedStr<length>(offset);
8161 setFixedStr<length>(offset, value);
8173 return fixedStr<length>(value, offset);
8183 setFixedStr<length>(offset, value);
8193 setFixedStr<length>(offset,
StrRef());
8202 return getVariableLengthField(deskIDAccess(), *
this);
8210 return getVariableLengthField(memoAccess(), *
this);
8216 setVariableLengthField(
8227 setVariableLengthField(
8245 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8259 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8260 minimalBlockLength(version);
8273 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8274 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
8302 setOrigClOrdIdToNull();
8303 setExecRestatementReasonToNull();
8304 setExecutingTraderToNull();
8306 resetVariableFields();
8316 return "OrderCancelRequest105";
8331 std::string toString()
const;
8349 SbeMessage::calculateBinarySize(tail());
8357 minimalBlockLength(version) +
8358 MessageHeader::Size +
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();
8391 variableLengthFields().
8392 head<DeskIDEncoding>();
8405 variableLengthFields().
8406 tail<DeskIDEncoding>().
8407 head<MemoEncoding>();
8413 ThisType& setDeskIdToNull()
8416 setVariableLengthFieldToNull(deskIDAccess(), *
this);
8423 ThisType& setMemoToNull()
8426 setVariableLengthFieldToNull(memoAccess(), *
this);
8444 enum { TemplateId = 106 };
8473 assert(version >= Schema::MinimalVersion);
8474 assert(length >= minimalBlockLength(version));
8489 setEnteringFirmToNull();
8493 setTradingSubAccountToNull();
8496 resetVariableFields();
8507 return enumeration<Side>(offset);
8516 setEnumeration<Side>(offset, value);
8536 setOrdinary(offset, value);
8565 setOrdinary(offset, value);
8586 return ordinary<ClOrdID>(offset);
8596 setOrdinary(offset, value);
8617 setOrdinary(offset, value, since);
8641 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8642 minimalBlockLength(version);
8653 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8665 return "NewOrderCross106.SidesEntry";
8684 checkVersion<Schema>(version);
8685 checkLength(length, version);
8686 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
8700 checkVersion<Schema>(version);
8701 checkLength(length, version);
8702 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
8703 resetVariableFields();
8713 checkCompatibility();
8722 assert(message.
valid());
8724 checkCompatibility();
8737 assert(schemaId() == Schema::Id);
8738 assert(version() >= Schema::MinimalVersion);
8739 assert(TemplateId == templateId());
8748 return MessageType::NewOrderCross;
8761 return accessOrdinary<InboundBusinessHeader>(offset);
8769 return accessOrdinary<InboundBusinessHeader>(offset);
8780 return ordinary<CrossID>(offset);
8790 setOrdinary(offset, value);
8802 return fixedStr<length>(offset);
8812 setFixedStr<length>(offset, value);
8824 return fixedStr<length>(offset);
8834 setFixedStr<length>(offset, value);
8846 return fixedStr<length>(value, offset);
8856 setFixedStr<length>(offset, value);
8866 setFixedStr<length>(offset,
StrRef());
8877 return ordinary<SecurityID>(offset);
8886 setOrdinary(offset, value);
8896 return SecurityIDSource::ExchangeSymbol;
8918 return ordinary<Quantity>(offset);
8927 setOrdinary(offset, value);
8939 return decimal<Price>(offset);
8949 setOrdinary(offset, value);
8973 setEnumeration<CrossedIndicator>(offset, value);
9004 setEnumeration<CrossType>(offset, value);
9027 return enumeration<CrossPrioritization>(value, offset,
NullUInt8());
9039 setEnumeration<CrossPrioritization>(offset, value);
9068 setOrdinary(offset, value);
9086 return getGroup<Sides>(SidesAccess(), *
this);
9094 return getGroup<Sides>(SidesAccess(), *
this);
9102 return constructGroup<Sides>(
9115 return setupGroup<Sides>(
9126 return getVariableLengthField(deskIDAccess(), *
this);
9134 return getVariableLengthField(memoAccess(), *
this);
9140 setVariableLengthField(
9151 setVariableLengthField(
9169 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
9183 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
9184 minimalBlockLength(version);
9197 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
9198 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(Sides::EmptySize);
9226 setExecutingTraderToNull();
9227 setCrossedIndicatorToNull();
9228 setCrossTypeToNull();
9229 setCrossPrioritizationToNull();
9230 setMaxSweepQtyToNull();
9232 resetVariableFields();
9242 return "NewOrderCross106";
9257 std::string toString()
const;
9275 SbeMessage::calculateBinarySize(tail());
9283 minimalBlockLength(version) +
9284 MessageHeader::Size +
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();
9325 void setSidesToNull()
9328 resetGroup<Sides>(SidesAccess(), *
this);
9341 variableLengthFields<Sides>().
9342 head<DeskIDEncoding>();
9356 variableLengthFields<Sides>().
9357 tail<DeskIDEncoding>().
9358 head<MemoEncoding>();
9364 ThisType& setDeskIdToNull()
9367 setVariableLengthFieldToNull(deskIDAccess(), *
this);
9374 ThisType& setMemoToNull()
9377 setVariableLengthFieldToNull(memoAccess(), *
this);
9395 enum { TemplateId = 200 };
9407 checkVersion<Schema>(version);
9408 checkLength(length, version);
9409 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
9423 checkVersion<Schema>(version);
9424 checkLength(length, version);
9425 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
9426 resetVariableFields();
9436 checkCompatibility();
9445 assert(message.
valid());
9447 checkCompatibility();
9460 assert(schemaId() == Schema::Id);
9461 assert(version() >= Schema::MinimalVersion);
9462 assert(TemplateId == templateId());
9471 return MessageType::ExecutionReportNew;
9484 return accessOrdinary<OutboundBusinessHeader>(offset);
9492 return accessOrdinary<OutboundBusinessHeader>(offset);
9502 return enumeration<Side>(offset);
9511 setEnumeration<Side>(offset, value);
9522 return enumeration<OrdStatus>(offset);
9531 setEnumeration<OrdStatus>(offset, value);
9543 return ordinary<ClOrdID>(offset);
9553 setOrdinary(offset, value);
9566 return ordinary<OrderID>(offset);
9577 setOrdinary(offset, value);
9588 return ordinary<SecurityID>(offset);
9597 setOrdinary(offset, value);
9607 return SecurityIDSource::ExchangeSymbol;
9629 return ordinary<OrderID>(offset);
9638 setOrdinary(offset, value);
9658 setOrdinary(offset, value);
9679 return ordinary<ExecID>(offset);
9689 setOrdinary(offset, value);
9700 return ordinary<UTCTimestampNanos>(offset);
9709 setOrdinary(offset, value);
9737 setOrdinary(offset, value);
9772 setOrdinary(offset, value);
9816 return enumeration<Boolean>(offset);
9827 setEnumeration<Boolean>(offset, value);
9841 return enumeration<MultiLegReportingType>(value, offset,
NullChar());
9853 setEnumeration<MultiLegReportingType>(offset, value);
9873 return enumeration<OrdType>(offset);
9882 setEnumeration<OrdType>(offset, value);
9893 return enumeration<TimeInForce>(offset);
9902 setEnumeration<TimeInForce>(offset, value);
9916 FieldValue fieldValue;
9953 return ordinary<Quantity>(offset);
9962 setOrdinary(offset, value);
9984 setOrdinary(offset, value);
10015 setOrdinary(offset, value);
10044 setOrdinary(offset, value);
10075 setOrdinary(offset, value);
10106 setOrdinary(offset, value);
10139 setOrdinary(offset, value);
10168 setOrdinary(offset, value);
10199 setOrdinary(offset, value);
10230 setEnumeration<CrossType>(offset, value);
10254 return enumeration<CrossPrioritization>(value, offset,
NullUInt8());
10267 setEnumeration<CrossPrioritization>(offset, value);
10291 return enumeration<Boolean>(value, offset,
NullUInt8());
10304 setEnumeration<Boolean>(offset, value);
10335 setOrdinary(offset, value);
10365 setOrdinary(offset, value, since);
10383 return getVariableLengthField(deskIDAccess(), *
this);
10391 return getVariableLengthField(memoAccess(), *
this);
10397 setVariableLengthField(
10408 setVariableLengthField(
10423 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10441 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10442 minimalBlockLength(version);
10455 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10456 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
10483 setAccountToNull();
10484 setMarketSegmentReceivedTimeToNull();
10485 setProtectionPriceToNull();
10486 setMultiLegReportingTypeToNull();
10487 setExpireDateToNull();
10491 setMaxFloorToNull();
10492 setCrossIdToNull();
10493 setReceivedTimeToNull();
10494 setOrdTagIdToNull();
10495 setInvestorIdToNull();
10496 setCrossTypeToNull();
10497 setCrossPrioritizationToNull();
10498 setMmProtectionResetToNull();
10499 setStrategyIdToNull();
10501 if (version() >= 5)
10503 setTradingSubAccountToNull();
10506 resetVariableFields();
10516 return "ExecutionReportNew200";
10531 std::string toString()
const;
10549 SbeMessage::calculateBinarySize(tail());
10557 minimalBlockLength(version) +
10558 MessageHeader::Size +
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
10591 variableLengthFields().
10592 head<DeskIDEncoding>();
10605 variableLengthFields().
10606 tail<DeskIDEncoding>().
10607 head<MemoEncoding>();
10613 ThisType& setDeskIdToNull()
10616 setVariableLengthFieldToNull(deskIDAccess(), *
this);
10623 ThisType& setMemoToNull()
10626 setVariableLengthFieldToNull(memoAccess(), *
this);
10644 enum { TemplateId = 201 };
10656 checkVersion<Schema>(version);
10657 checkLength(length, version);
10658 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
10672 checkVersion<Schema>(version);
10673 checkLength(length, version);
10674 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
10675 resetVariableFields();
10685 checkCompatibility();
10694 assert(message.
valid());
10696 checkCompatibility();
10709 assert(schemaId() == Schema::Id);
10710 assert(version() >= Schema::MinimalVersion);
10711 assert(TemplateId == templateId());
10720 return MessageType::ExecutionReportModify;
10733 return accessOrdinary<OutboundBusinessHeader>(offset);
10741 return accessOrdinary<OutboundBusinessHeader>(offset);
10751 return enumeration<Side>(offset);
10760 setEnumeration<Side>(offset, value);
10771 return enumeration<OrdStatus>(offset);
10780 setEnumeration<OrdStatus>(offset, value);
10792 return ordinary<ClOrdID>(offset);
10802 setOrdinary(offset, value);
10815 return ordinary<OrderID>(offset);
10826 setOrdinary(offset, value);
10837 return ordinary<SecurityID>(offset);
10846 setOrdinary(offset, value);
10856 return SecurityIDSource::ExchangeSymbol;
10879 return ordinary<Quantity>(offset);
10889 setOrdinary(offset, value);
10909 setOrdinary(offset, value);
10930 return ordinary<ExecID>(offset);
10940 setOrdinary(offset, value);
10951 return ordinary<UTCTimestampNanos>(offset);
10960 setOrdinary(offset, value);
10971 return ordinary<Quantity>(offset);
10980 setOrdinary(offset, value);
11008 setOrdinary(offset, value);
11028 return ordinary<OrderID>(offset);
11037 setOrdinary(offset, value);
11059 setOrdinary(offset, value);
11094 setOrdinary(offset, value);
11138 return enumeration<Boolean>(offset);
11149 setEnumeration<Boolean>(offset, value);
11163 return enumeration<MultiLegReportingType>(value, offset,
NullChar());
11175 setEnumeration<MultiLegReportingType>(offset, value);
11195 return enumeration<OrdType>(offset);
11204 setEnumeration<OrdType>(offset, value);
11215 return enumeration<TimeInForce>(offset);
11224 setEnumeration<TimeInForce>(offset, value);
11238 FieldValue fieldValue;
11275 return ordinary<Quantity>(offset);
11284 setOrdinary(offset, value);
11306 setOrdinary(offset, value);
11337 setOrdinary(offset, value);
11366 setOrdinary(offset, value);
11397 setOrdinary(offset, value);
11430 setOrdinary(offset, value);
11459 setOrdinary(offset, value);
11490 setOrdinary(offset, value);
11514 return enumeration<Boolean>(value, offset,
NullUInt8());
11527 setEnumeration<Boolean>(offset, value);
11558 setOrdinary(offset, value);
11588 setOrdinary(offset, value, since);
11606 return getVariableLengthField(deskIDAccess(), *
this);
11614 return getVariableLengthField(memoAccess(), *
this);
11620 setVariableLengthField(
11631 setVariableLengthField(
11646 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11664 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11665 minimalBlockLength(version);
11678 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11679 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
11706 setAccountToNull();
11707 setMarketSegmentReceivedTimeToNull();
11708 setOrigClOrdIdToNull();
11709 setProtectionPriceToNull();
11710 setMultiLegReportingTypeToNull();
11711 setExpireDateToNull();
11715 setMaxFloorToNull();
11716 setReceivedTimeToNull();
11717 setOrdTagIdToNull();
11718 setInvestorIdToNull();
11719 setMmProtectionResetToNull();
11720 setStrategyIdToNull();
11722 if (version() >= 5)
11724 setTradingSubAccountToNull();
11727 resetVariableFields();
11737 return "ExecutionReportModify201";
11748 "ExecutionReportModify201");
11753 std::string toString()
const;
11771 SbeMessage::calculateBinarySize(tail());
11779 minimalBlockLength(version) +
11780 MessageHeader::Size +
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
11813 variableLengthFields().
11814 head<DeskIDEncoding>();
11827 variableLengthFields().
11828 tail<DeskIDEncoding>().
11829 head<MemoEncoding>();
11835 ThisType& setDeskIdToNull()
11838 setVariableLengthFieldToNull(deskIDAccess(), *
this);
11845 ThisType& setMemoToNull()
11848 setVariableLengthFieldToNull(memoAccess(), *
this);
11866 enum { TemplateId = 202 };
11878 checkVersion<Schema>(version);
11879 checkLength(length, version);
11880 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11894 checkVersion<Schema>(version);
11895 checkLength(length, version);
11896 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11897 resetVariableFields();
11907 checkCompatibility();
11916 assert(message.
valid());
11918 checkCompatibility();
11931 assert(schemaId() == Schema::Id);
11932 assert(version() >= Schema::MinimalVersion);
11933 assert(TemplateId == templateId());
11942 return MessageType::ExecutionReportCancel;
11955 return accessOrdinary<OutboundBusinessHeader>(offset);
11963 return accessOrdinary<OutboundBusinessHeader>(offset);
11973 return enumeration<Side>(offset);
11982 setEnumeration<Side>(offset, value);
11993 return enumeration<OrdStatus>(offset);
12002 setEnumeration<OrdStatus>(offset, value);
12014 return ordinary<ClOrdID>(offset);
12024 setOrdinary(offset, value);
12037 return ordinary<OrderID>(offset);
12048 setOrdinary(offset, value);
12059 return ordinary<SecurityID>(offset);
12068 setOrdinary(offset, value);
12078 return SecurityIDSource::ExchangeSymbol;
12100 return ordinary<Quantity>(offset);
12109 setOrdinary(offset, value);
12129 setOrdinary(offset, value);
12150 return ordinary<ExecID>(offset);
12160 setOrdinary(offset, value);
12171 return ordinary<UTCTimestampNanos>(offset);
12180 setOrdinary(offset, value);
12208 setOrdinary(offset, value);
12228 return ordinary<OrderID>(offset);
12237 setOrdinary(offset, value);
12259 setOrdinary(offset, value);
12303 return enumeration<Boolean>(offset);
12314 setEnumeration<Boolean>(offset, value);
12338 setEnumeration<ExecRestatementReason>(offset, value);
12373 setOrdinary(offset, value);
12393 return enumeration<OrdType>(offset);
12402 setEnumeration<OrdType>(offset, value);
12413 return enumeration<TimeInForce>(offset);
12422 setEnumeration<TimeInForce>(offset, value);
12436 FieldValue fieldValue;
12473 return ordinary<Quantity>(offset);
12482 setOrdinary(offset, value);
12504 setOrdinary(offset, value);
12535 setOrdinary(offset, value);
12564 setOrdinary(offset, value);
12595 setOrdinary(offset, value);
12628 setOrdinary(offset, value);
12657 setOrdinary(offset, value);
12688 setOrdinary(offset, value);
12719 setOrdinary(offset, value);
12750 setOrdinary(offset, value);
12768 return getVariableLengthField(deskIDAccess(), *
this);
12776 return getVariableLengthField(memoAccess(), *
this);
12782 setVariableLengthField(
12793 setVariableLengthField(
12808 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12824 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12825 minimalBlockLength(version);
12838 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12839 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
12866 setAccountToNull();
12867 setMarketSegmentReceivedTimeToNull();
12868 setOrigClOrdIdToNull();
12869 setExecRestatementReasonToNull();
12870 setMassActionReportIdToNull();
12871 setExpireDateToNull();
12875 setMaxFloorToNull();
12876 setReceivedTimeToNull();
12877 setOrdTagIdToNull();
12878 setInvestorIdToNull();
12879 setStrategyIdToNull();
12880 setActionRequestedFromSessionIdToNull();
12882 resetVariableFields();
12892 return "ExecutionReportCancel202";
12903 "ExecutionReportCancel202");
12908 std::string toString()
const;
12926 SbeMessage::calculateBinarySize(tail());
12934 minimalBlockLength(version) +
12935 MessageHeader::Size +
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
12968 variableLengthFields().
12969 head<DeskIDEncoding>();
12982 variableLengthFields().
12983 tail<DeskIDEncoding>().
12984 head<MemoEncoding>();
12990 ThisType& setDeskIdToNull()
12993 setVariableLengthFieldToNull(deskIDAccess(), *
this);
13000 ThisType& setMemoToNull()
13003 setVariableLengthFieldToNull(memoAccess(), *
this);
13021 enum { TemplateId = 203 };
13033 checkVersion<Schema>(version);
13034 checkLength(length, version);
13035 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
13049 checkVersion<Schema>(version);
13050 checkLength(length, version);
13051 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
13052 resetVariableFields();
13062 checkCompatibility();
13071 assert(message.
valid());
13073 checkCompatibility();
13086 assert(schemaId() == Schema::Id);
13087 assert(version() >= Schema::MinimalVersion);
13088 assert(TemplateId == templateId());
13097 return MessageType::ExecutionReportTrade;
13110 return accessOrdinary<OutboundBusinessHeader>(offset);
13118 return accessOrdinary<OutboundBusinessHeader>(offset);
13128 return enumeration<Side>(offset);
13137 setEnumeration<Side>(offset, value);
13148 return enumeration<OrdStatus>(offset);
13157 setEnumeration<OrdStatus>(offset, value);
13179 setOrdinary(offset, value);
13201 return ordinary<OrderID>(offset);
13212 setOrdinary(offset, value);
13223 return ordinary<SecurityID>(offset);
13232 setOrdinary(offset, value);
13242 return SecurityIDSource::ExchangeSymbol;
13273 setOrdinary(offset, value);
13293 return ordinary<Quantity>(offset);
13302 setOrdinary(offset, value);
13313 return decimal<Price>(offset);
13322 setOrdinary(offset, value);
13334 return ordinary<ExecID>(offset);
13344 setOrdinary(offset, value);
13355 return ordinary<UTCTimestampNanos>(offset);
13364 setOrdinary(offset, value);
13376 return ordinary<Quantity>(offset);
13386 setOrdinary(offset, value);
13397 return ordinary<Quantity>(offset);
13406 setOrdinary(offset, value);
13418 return enumeration<Boolean>(offset);
13428 setEnumeration<Boolean>(offset, value);
13441 return enumeration<ExecType>(offset);
13452 setEnumeration<ExecType>(offset, value);
13465 return enumeration<OrderCategory>(value, offset,
NullChar());
13476 setEnumeration<OrderCategory>(offset, value);
13499 return enumeration<MultiLegReportingType>(value, offset,
NullChar());
13511 setEnumeration<MultiLegReportingType>(offset, value);
13532 return ordinary<TradeID>(offset);
13542 setOrdinary(offset, value);
13553 return ordinary<Firm>(offset);
13562 setOrdinary(offset, value);
13573 return ordinary<OrderID>(offset);
13582 setOrdinary(offset, value);
13626 setOrdinary(offset, value);
13663 setOrdinary(offset, value);
13694 setOrdinary(offset, value);
13725 setOrdinary(offset, value);
13758 setEnumeration<CrossedIndicator>(offset, value);
13778 return ordinary<Quantity>(offset);
13787 setOrdinary(offset, value);
13811 setEnumeration<TradingSessionID>(offset, value);
13844 setEnumeration<TradingSessionSubID>(offset, value);
13877 setEnumeration<SecurityTradingStatus>(offset, value);
13908 setEnumeration<CrossType>(offset, value);
13932 return enumeration<CrossPrioritization>(value, offset,
NullUInt8());
13945 setEnumeration<CrossPrioritization>(offset, value);
13976 setOrdinary(offset, value);
14008 setOrdinary(offset, value, since);
14038 setOrdinary(offset, value, since);
14056 return getVariableLengthField(deskIDAccess(), *
this);
14064 return getVariableLengthField(memoAccess(), *
this);
14070 setVariableLengthField(
14081 setVariableLengthField(
14096 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14116 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14117 minimalBlockLength(version);
14130 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14131 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
14158 setClOrdIdToNull();
14159 setAccountToNull();
14160 setOrderCategoryToNull();
14161 setMultiLegReportingTypeToNull();
14162 setTotNoRelatedSymToNull();
14163 setSecondaryExecIdToNull();
14164 setExecRefIdToNull();
14165 setCrossIdToNull();
14166 setCrossedIndicatorToNull();
14167 setTradingSessionIdToNull();
14168 setTradingSessionSubIdToNull();
14169 setSecurityTradingStatusToNull();
14170 setCrossTypeToNull();
14171 setCrossPrioritizationToNull();
14172 setStrategyIdToNull();
14174 if (version() >= 4)
14176 setImpliedEventIdToNull();
14179 if (version() >= 5)
14181 setTradingSubAccountToNull();
14184 resetVariableFields();
14194 return "ExecutionReportTrade203";
14205 "ExecutionReportTrade203");
14210 std::string toString()
const;
14228 SbeMessage::calculateBinarySize(tail());
14236 minimalBlockLength(version) +
14237 MessageHeader::Size +
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
14270 variableLengthFields().
14271 head<DeskIDEncoding>();
14284 variableLengthFields().
14285 tail<DeskIDEncoding>().
14286 head<MemoEncoding>();
14292 ThisType& setDeskIdToNull()
14295 setVariableLengthFieldToNull(deskIDAccess(), *
this);
14302 ThisType& setMemoToNull()
14305 setVariableLengthFieldToNull(memoAccess(), *
this);
14323 enum { TemplateId = 204 };
14335 checkVersion<Schema>(version);
14336 checkLength(length, version);
14337 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14351 checkVersion<Schema>(version);
14352 checkLength(length, version);
14353 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14354 resetVariableFields();
14364 checkCompatibility();
14373 assert(message.
valid());
14375 checkCompatibility();
14388 assert(schemaId() == Schema::Id);
14389 assert(version() >= Schema::MinimalVersion);
14390 assert(TemplateId == templateId());
14399 return MessageType::ExecutionReportReject;
14412 return accessOrdinary<OutboundBusinessHeader>(offset);
14420 return accessOrdinary<OutboundBusinessHeader>(offset);
14430 return enumeration<Side>(offset);
14439 setEnumeration<Side>(offset, value);
14449 return OrdStatus::Rejected;
14462 return enumeration<CxlRejResponseTo>(offset);
14474 setEnumeration<CxlRejResponseTo>(offset, value);
14486 return ordinary<ClOrdID>(offset);
14496 setOrdinary(offset, value);
14520 setOrdinary(offset, value);
14540 return ordinary<SecurityID>(offset);
14549 setOrdinary(offset, value);
14559 return SecurityIDSource::ExchangeSymbol;
14582 return ordinary<RejReason>(offset);
14592 setOrdinary(offset, value);
14603 return ordinary<UTCTimestampNanos>(offset);
14612 setOrdinary(offset, value);
14624 return ordinary<ExecID>(offset);
14634 setOrdinary(offset, value);
14654 setOrdinary(offset, value);
14685 setOrdinary(offset, value);
14714 setOrdinary(offset, value);
14734 return enumeration<OrdType>(offset);
14743 setEnumeration<OrdType>(offset, value);
14754 return enumeration<TimeInForce>(offset);
14763 setEnumeration<TimeInForce>(offset, value);
14777 FieldValue fieldValue;
14825 setOrdinary(offset, value);
14856 setOrdinary(offset, value);
14887 setOrdinary(offset, value);
14916 setOrdinary(offset, value);
14947 setOrdinary(offset, value);
14978 setOrdinary(offset, value);
15011 setEnumeration<CrossedIndicator>(offset, value);
15044 setOrdinary(offset, value);
15073 setOrdinary(offset, value);
15104 setOrdinary(offset, value);
15135 setOrdinary(offset, value);
15165 setOrdinary(offset, value, since);
15183 return getVariableLengthField(deskIDAccess(), *
this);
15191 return getVariableLengthField(memoAccess(), *
this);
15199 return getVariableLengthField(textAccess(), *
this);
15205 setVariableLengthField(
15216 setVariableLengthField(
15227 setVariableLengthField(
15242 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
15260 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
15261 minimalBlockLength(version);
15274 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
15275 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(TextEncoding::Size);
15303 setSecondaryOrderIdToNull();
15304 setOrderIdToNull();
15305 setOrigClOrdIdToNull();
15306 setAccountToNull();
15307 setExpireDateToNull();
15308 setOrderQtyToNull();
15312 setMaxFloorToNull();
15313 setCrossIdToNull();
15314 setCrossedIndicatorToNull();
15315 setReceivedTimeToNull();
15316 setOrdTagIdToNull();
15317 setInvestorIdToNull();
15318 setStrategyIdToNull();
15320 if (version() >= 5)
15322 setTradingSubAccountToNull();
15325 resetVariableFields();
15335 return "ExecutionReportReject204";
15346 "ExecutionReportReject204");
15351 std::string toString()
const;
15369 SbeMessage::calculateBinarySize(tail());
15377 minimalBlockLength(version) +
15378 MessageHeader::Size +
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
15412 variableLengthFields().
15413 head<DeskIDEncoding>();
15426 variableLengthFields().
15427 tail<DeskIDEncoding>().
15428 head<MemoEncoding>();
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);
15491 enum { TemplateId = 205 };
15503 checkVersion<Schema>(version);
15504 checkLength(length, version);
15505 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
15519 checkVersion<Schema>(version);
15520 checkLength(length, version);
15521 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
15522 resetVariableFields();
15532 checkCompatibility();
15541 assert(message.
valid());
15543 checkCompatibility();
15556 assert(schemaId() == Schema::Id);
15557 assert(version() >= Schema::MinimalVersion);
15558 assert(TemplateId == templateId());
15567 return MessageType::ExecutionReportForward;
15580 return accessOrdinary<OutboundBusinessHeader>(offset);
15588 return accessOrdinary<OutboundBusinessHeader>(offset);
15598 return enumeration<Side>(offset);
15607 setEnumeration<Side>(offset, value);
15618 return enumeration<OrdStatus>(offset);
15627 setEnumeration<OrdStatus>(offset, value);
15649 setOrdinary(offset, value);
15671 return ordinary<OrderID>(offset);
15682 setOrdinary(offset, value);
15693 return ordinary<SecurityID>(offset);
15702 setOrdinary(offset, value);
15712 return SecurityIDSource::ExchangeSymbol;
15743 setOrdinary(offset, value);
15763 return ordinary<Quantity>(offset);
15772 setOrdinary(offset, value);
15783 return decimal<Price>(offset);
15792 setOrdinary(offset, value);
15804 return ordinary<ExecID>(offset);
15814 setOrdinary(offset, value);
15825 return ordinary<UTCTimestampNanos>(offset);
15834 setOrdinary(offset, value);
15846 return ordinary<Quantity>(offset);
15856 setOrdinary(offset, value);
15867 return ordinary<Quantity>(offset);
15876 setOrdinary(offset, value);
15888 return ordinary<TradeID>(offset);
15898 setOrdinary(offset, value);
15909 return ordinary<Firm>(offset);
15918 setOrdinary(offset, value);
15929 return ordinary<OrderID>(offset);
15938 setOrdinary(offset, value);
15950 return enumeration<Boolean>(offset);
15960 setEnumeration<Boolean>(offset, value);
15972 return enumeration<SettlType>(value, offset,
NullChar());
15982 setEnumeration<SettlType>(offset, value);
16041 setOrdinary(offset, value);
16078 setOrdinary(offset, value);
16109 setOrdinary(offset, value);
16150 setOrdinary(offset, value);
16170 return ordinary<Quantity>(offset);
16179 setOrdinary(offset, value);
16203 setEnumeration<TradingSessionID>(offset, value);
16236 setEnumeration<TradingSessionSubID>(offset, value);
16269 setEnumeration<SecurityTradingStatus>(offset, value);
16299 setOrdinary(offset, value, since);
16317 return getVariableLengthField(deskIDAccess(), *
this);
16325 return getVariableLengthField(memoAccess(), *
this);
16331 setVariableLengthField(
16342 setVariableLengthField(
16357 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16373 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16374 minimalBlockLength(version);
16387 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16388 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
16415 setClOrdIdToNull();
16416 setAccountToNull();
16417 setSettlTypeToNull();
16418 setDaysToSettlementToNull();
16419 setSecondaryExecIdToNull();
16420 setExecRefIdToNull();
16421 setFixedRateToNull();
16422 setTradingSessionIdToNull();
16423 setTradingSessionSubIdToNull();
16424 setSecurityTradingStatusToNull();
16426 if (version() >= 5)
16428 setTradingSubAccountToNull();
16431 resetVariableFields();
16441 return "ExecutionReportForward205";
16452 "ExecutionReportForward205");
16457 std::string toString()
const;
16475 SbeMessage::calculateBinarySize(tail());
16483 minimalBlockLength(version) +
16484 MessageHeader::Size +
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
16517 variableLengthFields().
16518 head<DeskIDEncoding>();
16531 variableLengthFields().
16532 tail<DeskIDEncoding>().
16533 head<MemoEncoding>();
16539 ThisType& setDeskIdToNull()
16542 setVariableLengthFieldToNull(deskIDAccess(), *
this);
16549 ThisType& setMemoToNull()
16552 setVariableLengthFieldToNull(memoAccess(), *
this);
16570 enum { TemplateId = 206 };
16582 checkVersion<Schema>(version);
16583 checkLength(length, version);
16584 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16598 checkVersion<Schema>(version);
16599 checkLength(length, version);
16600 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16601 resetVariableFields();
16611 checkCompatibility();
16620 assert(message.
valid());
16622 checkCompatibility();
16635 assert(schemaId() == Schema::Id);
16636 assert(version() >= Schema::MinimalVersion);
16637 assert(TemplateId == templateId());
16646 return MessageType::BusinessMessageReject;
16659 return accessOrdinary<OutboundBusinessHeader>(offset);
16667 return accessOrdinary<OutboundBusinessHeader>(offset);
16677 return enumeration<MessageType>(offset);
16686 setEnumeration<MessageType>(offset, value);
16697 return ordinary<SeqNum>(offset);
16706 setOrdinary(offset, value);
16734 setOrdinary(offset, value);
16754 return ordinary<RejReason>(offset);
16763 setOrdinary(offset, value);
16772 return getVariableLengthField(memoAccess(), *
this);
16780 return getVariableLengthField(textAccess(), *
this);
16786 setVariableLengthField(
16797 setVariableLengthField(
16815 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16829 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16830 minimalBlockLength(version);
16843 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16844 static_cast<MessageSize>(MemoEncoding::Size) + static_cast<MessageSize>(TextEncoding::Size);
16871 setBusinessRejectRefIdToNull();
16873 resetVariableFields();
16883 return "BusinessMessageReject206";
16894 "BusinessMessageReject206");
16899 std::string toString()
const;
16917 SbeMessage::calculateBinarySize(tail());
16925 minimalBlockLength(version) +
16926 MessageHeader::Size +
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();
16959 variableLengthFields().
16960 head<MemoEncoding>();
16973 variableLengthFields().
16974 tail<MemoEncoding>().
16975 head<TextEncoding>();
16981 ThisType& setMemoToNull()
16984 setVariableLengthFieldToNull(memoAccess(), *
this);
16991 ThisType& setTextToNull()
16994 setVariableLengthFieldToNull(textAccess(), *
this);
17012 enum { TemplateId = 300 };
17041 assert(version >= Schema::MinimalVersion);
17042 assert(length >= minimalBlockLength(version));
17056 setLegSideToNull();
17058 resetVariableFields();
17071 return fixedStr<length>(offset);
17082 setFixedStr<length>(offset, value);
17104 return decimal<RatioQty>(offset);
17114 setOrdinary(offset, value);
17126 return enumeration<Side>(value, offset,
NullChar());
17136 setEnumeration<Side>(offset, value);
17160 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17175 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17185 return "SecurityDefinitionRequest300.LegsEntry";
17204 checkVersion<Schema>(version);
17205 checkLength(length, version);
17206 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17220 checkVersion<Schema>(version);
17221 checkLength(length, version);
17222 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17223 resetVariableFields();
17233 checkCompatibility();
17242 assert(message.
valid());
17244 checkCompatibility();
17257 assert(schemaId() == Schema::Id);
17258 assert(version() >= Schema::MinimalVersion);
17259 assert(TemplateId == templateId());
17268 return MessageType::SecurityDefinitionRequest;
17281 return accessOrdinary<InboundBusinessHeader>(offset);
17289 return accessOrdinary<InboundBusinessHeader>(offset);
17299 return ordinary<SecurityReqRespID>(offset);
17308 setOrdinary(offset, value);
17320 return fixedStr<length>(offset);
17330 setFixedStr<length>(offset, value);
17342 return fixedStr<length>(offset);
17352 setFixedStr<length>(offset, value);
17361 return getGroup<Legs>(LegsAccess(), *
this);
17369 return getGroup<Legs>(LegsAccess(), *
this);
17377 return constructGroup<Legs>(
17390 return setupGroup<Legs>(
17406 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17417 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17418 minimalBlockLength(version);
17431 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17442 UInt8 maxGroupItems = 255)
17446 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
17447 blockLength(Schema::Version) +
17448 (GroupSizeEncoding::Size + LegsEntry::blockLength(Schema::Version) *
static_cast<UInt64
>(maxGroupItems));
17463 resetVariableFields();
17473 return "SecurityDefinitionRequest300";
17484 "SecurityDefinitionRequest300");
17489 std::string toString()
const;
17506 SbeMessage::calculateBinarySize(tail());
17514 minimalBlockLength(version) +
17515 MessageHeader::Size +
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();
17554 void setLegsToNull()
17557 resetGroup<Legs>(LegsAccess(), *
this);
17573 enum { TemplateId = 301 };
17585 checkVersion<Schema>(version);
17586 checkLength(length, version);
17587 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17601 checkVersion<Schema>(version);
17602 checkLength(length, version);
17603 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17604 resetVariableFields();
17614 checkCompatibility();
17623 assert(message.
valid());
17625 checkCompatibility();
17638 assert(schemaId() == Schema::Id);
17639 assert(version() >= Schema::MinimalVersion);
17640 assert(TemplateId == templateId());
17649 return MessageType::SecurityDefinitionResponse;
17662 return accessOrdinary<OutboundBusinessHeader>(offset);
17670 return accessOrdinary<OutboundBusinessHeader>(offset);
17680 return ordinary<SecurityReqRespID>(offset);
17689 setOrdinary(offset, value);
17711 setOrdinary(offset, value);
17730 return SecurityIDSource::ExchangeSymbol;
17753 return enumeration<SecurityResponseType>(offset);
17764 setEnumeration<SecurityResponseType>(offset, value);
17777 return fixedStr<length>(value, offset);
17788 setFixedStr<length>(offset, value);
17798 setFixedStr<length>(offset,
StrRef());
17812 return fixedStr<length>(offset);
17824 setFixedStr<length>(offset, value);
17835 return ordinary<SecurityReqRespID>(offset);
17844 setOrdinary(offset, value);
17856 return fixedStr<length>(offset);
17866 setFixedStr<length>(offset, value);
17878 return fixedStr<length>(offset);
17888 setFixedStr<length>(offset, value);
17902 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17916 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17917 minimalBlockLength(version);
17930 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17942 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
17943 blockLength(Schema::Version);
17957 setSecurityIdToNull();
17958 setSecurityStrategyTypeToNull();
17960 resetVariableFields();
17970 return "SecurityDefinitionResponse301";
17981 "SecurityDefinitionResponse301");
17986 std::string toString()
const;
17997 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
17998 MessageHeader::Size));
18007 SbeMessage::calculateBinarySize(tail());
18015 minimalBlockLength(version) +
18016 MessageHeader::Size +
18017 getMinimalVariableFieldsSize(version);
18020 *
this, length, minimalRequiredLength);
18023 void checkCompatibility()
const 18025 assert(TemplateId == templateId());
18027 checkSchema<Schema>(schemaId(), version());
18028 checkLength(bufferSize(), version());
18044 enum { TemplateId = 401 };
18073 assert(version >= Schema::MinimalVersion);
18074 assert(length >= minimalBlockLength(version));
18088 setAccountToNull();
18090 if (version() >= 5)
18092 setTradingSubAccountToNull();
18095 resetVariableFields();
18106 return enumeration<Side>(offset);
18115 setEnumeration<Side>(offset, value);
18135 setOrdinary(offset, value);
18165 setOrdinary(offset, value, since);
18186 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18187 minimalBlockLength(version);
18198 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18210 return "QuoteRequest401.SidesEntry";
18229 checkVersion<Schema>(version);
18230 checkLength(length, version);
18231 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18245 checkVersion<Schema>(version);
18246 checkLength(length, version);
18247 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18248 resetVariableFields();
18258 checkCompatibility();
18267 assert(message.
valid());
18269 checkCompatibility();
18282 assert(schemaId() == Schema::Id);
18283 assert(version() >= Schema::MinimalVersion);
18284 assert(TemplateId == templateId());
18293 return MessageType::QuoteRequest;
18306 return accessOrdinary<BidirectionalBusinessHeader>(offset);
18315 return accessOrdinary<BidirectionalBusinessHeader>(offset);
18325 return ordinary<SecurityID>(offset);
18334 setOrdinary(offset, value);
18344 return SecurityIDSource::ExchangeSymbol;
18366 return ordinary<QuoteReqID>(offset);
18375 setOrdinary(offset, value);
18395 setOrdinary(offset, value);
18426 setOrdinary(offset, value);
18447 return ordinary<Firm>(offset);
18457 setOrdinary(offset, value);
18468 return ordinary<UTCTimestampNanos>(offset);
18477 setOrdinary(offset, value);
18489 return decimal<Price8>(offset);
18499 setOrdinary(offset, value);
18511 return enumeration<SettlType>(offset);
18521 setEnumeration<SettlType>(offset, value);
18536 return enumeration<ExecuteUnderlyingTrade>(value, offset,
NullChar());
18549 setEnumeration<ExecuteUnderlyingTrade>(offset, value);
18569 return ordinary<Quantity>(offset);
18578 setOrdinary(offset, value);
18590 return fixedStr<length>(offset);
18600 setFixedStr<length>(offset, value);
18612 return fixedStr<length>(offset);
18622 setFixedStr<length>(offset, value);
18634 return fixedStr<length>(offset);
18644 setFixedStr<length>(offset, value);
18659 return decimal<Percentage8>(offset);
18672 setOrdinary(offset, value);
18684 return Boolean::TrueValue;
18700 return ordinary<DaysToSettlement>(offset);
18711 setOrdinary(offset, value);
18720 return getGroup<Sides>(SidesAccess(), *
this);
18728 return getGroup<Sides>(SidesAccess(), *
this);
18736 return constructGroup<Sides>(
18749 return setupGroup<Sides>(
18760 return getVariableLengthField(deskIDAccess(), *
this);
18768 return getVariableLengthField(memoAccess(), *
this);
18774 setVariableLengthField(
18785 setVariableLengthField(
18803 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18814 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18815 minimalBlockLength(version);
18828 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18829 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(Sides::EmptySize);
18857 setQuoteIdToNull();
18858 setTradeIdToNull();
18859 setExecuteUnderlyingTradeToNull();
18861 resetVariableFields();
18871 return "QuoteRequest401";
18886 std::string toString()
const;
18904 SbeMessage::calculateBinarySize(tail());
18912 minimalBlockLength(version) +
18913 MessageHeader::Size +
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();
18954 void setSidesToNull()
18957 resetGroup<Sides>(SidesAccess(), *
this);
18961 struct deskIDAccess
18970 variableLengthFields<Sides>().
18971 head<DeskIDEncoding>();
18985 variableLengthFields<Sides>().
18986 tail<DeskIDEncoding>().
18987 head<MemoEncoding>();
18993 ThisType& setDeskIdToNull()
18996 setVariableLengthFieldToNull(deskIDAccess(), *
this);
19003 ThisType& setMemoToNull()
19006 setVariableLengthFieldToNull(memoAccess(), *
this);
19024 enum { TemplateId = 402 };
19036 checkVersion<Schema>(version);
19037 checkLength(length, version);
19038 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
19052 checkVersion<Schema>(version);
19053 checkLength(length, version);
19054 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
19055 resetVariableFields();
19065 checkCompatibility();
19074 assert(message.
valid());
19076 checkCompatibility();
19089 assert(schemaId() == Schema::Id);
19090 assert(version() >= Schema::MinimalVersion);
19091 assert(TemplateId == templateId());
19100 return MessageType::QuoteStatusReport;
19113 return accessOrdinary<BidirectionalBusinessHeader>(offset);
19122 return accessOrdinary<BidirectionalBusinessHeader>(offset);
19141 setOrdinary(offset, value);
19161 return ordinary<SecurityID>(offset);
19170 setOrdinary(offset, value);
19180 return SecurityIDSource::ExchangeSymbol;
19202 return ordinary<QuoteReqID>(offset);
19211 setOrdinary(offset, value);
19222 return ordinary<QuoteID>(offset);
19231 setOrdinary(offset, value);
19253 setOrdinary(offset, value);
19274 return ordinary<Firm>(offset);
19284 setOrdinary(offset, value);
19295 return ordinary<UTCTimestampNanos>(offset);
19304 setOrdinary(offset, value);
19315 return enumeration<QuoteStatus>(offset);
19324 setEnumeration<QuoteStatus>(offset, value);
19338 return enumeration<QuoteStatusResponseTo>(value, offset,
NullChar());
19350 setEnumeration<QuoteStatusResponseTo>(offset, value);
19379 setOrdinary(offset, value);
19399 return enumeration<Side>(value, offset,
NullChar());
19408 setEnumeration<Side>(offset, value);
19429 return enumeration<SettlType>(value, offset,
NullChar());
19439 setEnumeration<SettlType>(offset, value);
19470 setOrdinary(offset, value);
19490 return ordinary<Quantity>(offset);
19499 setOrdinary(offset, value);
19511 return fixedStr<length>(offset);
19521 setFixedStr<length>(offset, value);
19533 return fixedStr<length>(offset);
19543 setFixedStr<length>(offset, value);
19555 return fixedStr<length>(offset);
19565 setFixedStr<length>(offset, value);
19589 setOrdinary(offset, value);
19613 return enumeration<ExecuteUnderlyingTrade>(value, offset,
NullChar());
19626 setEnumeration<ExecuteUnderlyingTrade>(offset, value);
19647 return Boolean::TrueValue;
19678 setOrdinary(offset, value);
19708 setOrdinary(offset, value, since);
19726 return getVariableLengthField(deskIDAccess(), *
this);
19734 return getVariableLengthField(memoAccess(), *
this);
19742 return getVariableLengthField(textAccess(), *
this);
19748 setVariableLengthField(
19759 setVariableLengthField(
19770 setVariableLengthField(
19785 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19798 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19799 minimalBlockLength(version);
19812 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19813 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(TextEncoding::Size);
19841 setQuoteRejectReasonToNull();
19842 setTradeIdToNull();
19843 setQuoteStatusResponseToToNull();
19844 setAccountToNull();
19846 setSettlTypeToNull();
19848 setFixedRateToNull();
19849 setExecuteUnderlyingTradeToNull();
19850 setDaysToSettlementToNull();
19852 if (version() >= 5)
19854 setTradingSubAccountToNull();
19857 resetVariableFields();
19867 return "QuoteStatusReport402";
19882 std::string toString()
const;
19900 SbeMessage::calculateBinarySize(tail());
19908 minimalBlockLength(version) +
19909 MessageHeader::Size +
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
19943 variableLengthFields().
19944 head<DeskIDEncoding>();
19957 variableLengthFields().
19958 tail<DeskIDEncoding>().
19959 head<MemoEncoding>();
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);
20022 enum { TemplateId = 403 };
20034 checkVersion<Schema>(version);
20035 checkLength(length, version);
20036 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20050 checkVersion<Schema>(version);
20051 checkLength(length, version);
20052 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20053 resetVariableFields();
20063 checkCompatibility();
20072 assert(message.
valid());
20074 checkCompatibility();
20087 assert(schemaId() == Schema::Id);
20088 assert(version() >= Schema::MinimalVersion);
20089 assert(TemplateId == templateId());
20098 return MessageType::Quote;
20111 return accessOrdinary<BidirectionalBusinessHeader>(offset);
20120 return accessOrdinary<BidirectionalBusinessHeader>(offset);
20130 return ordinary<SecurityID>(offset);
20139 setOrdinary(offset, value);
20149 return SecurityIDSource::ExchangeSymbol;
20171 return ordinary<QuoteReqID>(offset);
20180 setOrdinary(offset, value);
20191 return ordinary<QuoteID>(offset);
20200 setOrdinary(offset, value);
20211 return ordinary<UTCTimestampNanos>(offset);
20220 setOrdinary(offset, value);
20242 setOrdinary(offset, value);
20262 return ordinary<Quantity>(offset);
20271 setOrdinary(offset, value);
20282 return enumeration<Side>(offset);
20291 setEnumeration<Side>(offset, value);
20303 return enumeration<SettlType>(offset);
20313 setEnumeration<SettlType>(offset, value);
20333 setOrdinary(offset, value);
20354 return fixedStr<length>(offset);
20364 setFixedStr<length>(offset, value);
20376 return fixedStr<length>(offset);
20386 setFixedStr<length>(offset, value);
20398 return fixedStr<length>(offset);
20408 setFixedStr<length>(offset, value);
20419 return decimal<Percentage8>(offset);
20428 setOrdinary(offset, value);
20443 return enumeration<ExecuteUnderlyingTrade>(value, offset,
NullChar());
20456 setEnumeration<ExecuteUnderlyingTrade>(offset, value);
20477 return Boolean::TrueValue;
20493 return ordinary<DaysToSettlement>(offset);
20504 setOrdinary(offset, value);
20525 setOrdinary(offset, value, since);
20543 return getVariableLengthField(deskIDAccess(), *
this);
20551 return getVariableLengthField(memoAccess(), *
this);
20557 setVariableLengthField(
20568 setVariableLengthField(
20583 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20596 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20597 minimalBlockLength(version);
20610 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20611 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
20639 setAccountToNull();
20640 setExecuteUnderlyingTradeToNull();
20642 if (version() >= 5)
20644 setTradingSubAccountToNull();
20647 resetVariableFields();
20672 std::string toString()
const;
20690 SbeMessage::calculateBinarySize(tail());
20698 minimalBlockLength(version) +
20699 MessageHeader::Size +
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
20730 variableLengthFields().
20731 head<DeskIDEncoding>();
20742 variableLengthFields().
20743 tail<DeskIDEncoding>().
20744 head<MemoEncoding>();
20750 ThisType& setDeskIdToNull()
20753 setVariableLengthFieldToNull(deskIDAccess(), *
this);
20760 ThisType& setMemoToNull()
20763 setVariableLengthFieldToNull(memoAccess(), *
this);
20781 enum { TemplateId = 404 };
20793 checkVersion<Schema>(version);
20794 checkLength(length, version);
20795 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20809 checkVersion<Schema>(version);
20810 checkLength(length, version);
20811 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20812 resetVariableFields();
20822 checkCompatibility();
20831 assert(message.
valid());
20833 checkCompatibility();
20846 assert(schemaId() == Schema::Id);
20847 assert(version() >= Schema::MinimalVersion);
20848 assert(TemplateId == templateId());
20857 return MessageType::QuoteCancel;
20870 return accessOrdinary<BidirectionalBusinessHeader>(offset);
20879 return accessOrdinary<BidirectionalBusinessHeader>(offset);
20889 return ordinary<SecurityID>(offset);
20898 setOrdinary(offset, value);
20908 return SecurityIDSource::ExchangeSymbol;
20941 setOrdinary(offset, value);
20970 setOrdinary(offset, value);
20989 return QuoteCancelType::CancelForQuoteId;
21010 setOrdinary(offset, value);
21031 return fixedStr<length>(offset);
21041 setFixedStr<length>(offset, value);
21053 return fixedStr<length>(offset);
21063 setFixedStr<length>(offset, value);
21075 return fixedStr<length>(offset);
21085 setFixedStr<length>(offset, value);
21097 return Boolean::TrueValue;
21109 return getVariableLengthField(deskIDAccess(), *
this);
21117 return getVariableLengthField(memoAccess(), *
this);
21123 setVariableLengthField(
21134 setVariableLengthField(
21152 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21163 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21164 minimalBlockLength(version);
21177 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21178 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
21205 setQuoteReqIdToNull();
21206 setQuoteIdToNull();
21207 setAccountToNull();
21209 resetVariableFields();
21219 return "QuoteCancel404";
21234 std::string toString()
const;
21252 SbeMessage::calculateBinarySize(tail());
21260 minimalBlockLength(version) +
21261 MessageHeader::Size +
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
21294 variableLengthFields().
21295 head<DeskIDEncoding>();
21308 variableLengthFields().
21309 tail<DeskIDEncoding>().
21310 head<MemoEncoding>();
21316 ThisType& setDeskIdToNull()
21319 setVariableLengthFieldToNull(deskIDAccess(), *
this);
21326 ThisType& setMemoToNull()
21329 setVariableLengthFieldToNull(memoAccess(), *
this);
21347 enum { TemplateId = 405 };
21376 assert(version >= Schema::MinimalVersion);
21377 assert(length >= minimalBlockLength(version));
21391 setAccountToNull();
21393 if (version() >= 5)
21395 setTradingSubAccountToNull();
21398 resetVariableFields();
21409 return enumeration<Side>(offset);
21418 setEnumeration<Side>(offset, value);
21438 setOrdinary(offset, value);
21468 setOrdinary(offset, value, since);
21489 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21490 minimalBlockLength(version);
21501 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21513 return "QuoteRequestReject405.SidesEntry";
21532 checkVersion<Schema>(version);
21533 checkLength(length, version);
21534 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21548 checkVersion<Schema>(version);
21549 checkLength(length, version);
21550 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21551 resetVariableFields();
21561 checkCompatibility();
21570 assert(message.
valid());
21572 checkCompatibility();
21585 assert(schemaId() == Schema::Id);
21586 assert(version() >= Schema::MinimalVersion);
21587 assert(TemplateId == templateId());
21596 return MessageType::QuoteRequestReject;
21609 return accessOrdinary<BidirectionalBusinessHeader>(offset);
21618 return accessOrdinary<BidirectionalBusinessHeader>(offset);
21637 setOrdinary(offset, value);
21657 return ordinary<SecurityID>(offset);
21666 setOrdinary(offset, value);
21676 return SecurityIDSource::ExchangeSymbol;
21698 return ordinary<QuoteReqID>(offset);
21707 setOrdinary(offset, value);
21727 setOrdinary(offset, value);
21758 setOrdinary(offset, value);
21779 return ordinary<Firm>(offset);
21789 setOrdinary(offset, value);
21800 return ordinary<UTCTimestampNanos>(offset);
21809 setOrdinary(offset, value);
21821 return fixedStr<length>(offset);
21831 setFixedStr<length>(offset, value);
21843 return enumeration<SettlType>(value, offset,
NullChar());
21853 setEnumeration<SettlType>(offset, value);
21884 setOrdinary(offset, value);
21913 setOrdinary(offset, value);
21934 return fixedStr<length>(offset);
21944 setFixedStr<length>(offset, value);
21956 return fixedStr<length>(offset);
21966 setFixedStr<length>(offset, value);
21990 setOrdinary(offset, value);
22011 return Boolean::TrueValue;
22042 setOrdinary(offset, value);
22060 return getGroup<Sides>(SidesAccess(), *
this);
22068 return getGroup<Sides>(SidesAccess(), *
this);
22076 return constructGroup<Sides>(
22089 return setupGroup<Sides>(
22100 return getVariableLengthField(deskIDAccess(), *
this);
22108 return getVariableLengthField(memoAccess(), *
this);
22116 return getVariableLengthField(textAccess(), *
this);
22122 setVariableLengthField(
22133 setVariableLengthField(
22144 setVariableLengthField(
22162 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22173 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22174 minimalBlockLength(version);
22187 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22188 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(TextEncoding::Size) + static_cast<MessageSize>(Sides::EmptySize);
22217 setQuoteRequestRejectReasonToNull();
22218 setQuoteIdToNull();
22219 setTradeIdToNull();
22220 setSettlTypeToNull();
22222 setOrderQtyToNull();
22223 setFixedRateToNull();
22224 setDaysToSettlementToNull();
22226 resetVariableFields();
22236 return "QuoteRequestReject405";
22251 std::string toString()
const;
22269 SbeMessage::calculateBinarySize(tail());
22277 minimalBlockLength(version) +
22278 MessageHeader::Size +
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();
22320 void setSidesToNull()
22323 resetGroup<Sides>(SidesAccess(), *
this);
22327 struct deskIDAccess
22336 variableLengthFields<Sides>().
22337 head<DeskIDEncoding>();
22351 variableLengthFields<Sides>().
22352 tail<DeskIDEncoding>().
22353 head<MemoEncoding>();
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);
22417 enum { TemplateId = 501 };
22429 checkVersion<Schema>(version);
22430 checkLength(length, version);
22431 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22445 checkVersion<Schema>(version);
22446 checkLength(length, version);
22447 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22448 resetVariableFields();
22458 checkCompatibility();
22467 assert(message.
valid());
22469 checkCompatibility();
22482 assert(schemaId() == Schema::Id);
22483 assert(version() >= Schema::MinimalVersion);
22484 assert(TemplateId == templateId());
22493 return MessageType::PositionMaintenanceCancelRequest;
22506 return accessOrdinary<InboundBusinessHeader>(offset);
22514 return accessOrdinary<InboundBusinessHeader>(offset);
22524 return ordinary<PosReqID>(offset);
22533 setOrdinary(offset, value);
22544 return ordinary<SecurityID>(offset);
22553 setOrdinary(offset, value);
22563 return SecurityIDSource::ExchangeSymbol;
22596 setOrdinary(offset, value);
22631 setOrdinary(offset, value);
22652 return fixedStr<length>(offset);
22662 setFixedStr<length>(offset, value);
22674 return fixedStr<length>(offset);
22684 setFixedStr<length>(offset, value);
22698 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22709 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22710 minimalBlockLength(version);
22723 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22735 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
22736 blockLength(Schema::Version);
22750 setOrigPosReqRefIdToNull();
22751 setPosMaintRptRefIdToNull();
22753 resetVariableFields();
22763 return "PositionMaintenanceCancelRequest501";
22774 "PositionMaintenanceCancelRequest501");
22779 std::string toString()
const;
22790 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
22791 MessageHeader::Size));
22800 SbeMessage::calculateBinarySize(tail());
22808 minimalBlockLength(version) +
22809 MessageHeader::Size +
22810 getMinimalVariableFieldsSize(version);
22813 *
this, length, minimalRequiredLength);
22816 void checkCompatibility()
const 22818 assert(TemplateId == templateId());
22820 checkSchema<Schema>(schemaId(), version());
22821 checkLength(bufferSize(), version());
22837 enum { TemplateId = 502 };
22849 checkVersion<Schema>(version);
22850 checkLength(length, version);
22851 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22865 checkVersion<Schema>(version);
22866 checkLength(length, version);
22867 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22868 resetVariableFields();
22878 checkCompatibility();
22887 assert(message.
valid());
22889 checkCompatibility();
22902 assert(schemaId() == Schema::Id);
22903 assert(version() >= Schema::MinimalVersion);
22904 assert(TemplateId == templateId());
22913 return MessageType::PositionMaintenanceRequest;
22926 return accessOrdinary<InboundBusinessHeader>(offset);
22934 return accessOrdinary<InboundBusinessHeader>(offset);
22944 return ordinary<PosReqID>(offset);
22953 setOrdinary(offset, value);
22964 return ordinary<SecurityID>(offset);
22973 setOrdinary(offset, value);
22983 return SecurityIDSource::ExchangeSymbol;
23020 setOrdinary(offset, value);
23049 setOrdinary(offset, value);
23070 return fixedStr<length>(offset);
23080 setFixedStr<length>(offset, value);
23091 return enumeration<PosTransType>(offset);
23100 setEnumeration<PosTransType>(offset, value);
23139 return enumeration<Boolean>(offset);
23154 setEnumeration<Boolean>(offset, value);
23166 return fixedStr<length>(offset);
23176 setFixedStr<length>(offset, value);
23186 return PosType::OptionExerciseQty;
23198 return ordinary<Quantity>(offset);
23207 setOrdinary(offset, value);
23216 return getVariableLengthField(deskIDAccess(), *
this);
23224 return getVariableLengthField(memoAccess(), *
this);
23230 setVariableLengthField(
23241 setVariableLengthField(
23259 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23270 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23271 minimalBlockLength(version);
23284 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23285 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
23312 setThresholdAmountToNull();
23313 setAccountToNull();
23315 resetVariableFields();
23325 return "PositionMaintenanceRequest502";
23336 "PositionMaintenanceRequest502");
23341 std::string toString()
const;
23359 SbeMessage::calculateBinarySize(tail());
23367 minimalBlockLength(version) +
23368 MessageHeader::Size +
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
23401 variableLengthFields().
23402 head<DeskIDEncoding>();
23415 variableLengthFields().
23416 tail<DeskIDEncoding>().
23417 head<MemoEncoding>();
23423 ThisType& setDeskIdToNull()
23426 setVariableLengthFieldToNull(deskIDAccess(), *
this);
23433 ThisType& setMemoToNull()
23436 setVariableLengthFieldToNull(memoAccess(), *
this);
23454 enum { TemplateId = 503 };
23483 assert(version >= Schema::MinimalVersion);
23484 assert(length >= minimalBlockLength(version));
23498 setLongQtyToNull();
23499 setShortQtyToNull();
23501 resetVariableFields();
23512 return enumeration<PosType>(offset);
23521 setEnumeration<PosType>(offset, value);
23541 setOrdinary(offset, value);
23570 setOrdinary(offset, value);
23591 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23592 minimalBlockLength(version);
23606 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23616 return "PositionMaintenanceReport503.PositionsEntry";
23635 checkVersion<Schema>(version);
23636 checkLength(length, version);
23637 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23651 checkVersion<Schema>(version);
23652 checkLength(length, version);
23653 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23654 resetVariableFields();
23664 checkCompatibility();
23673 assert(message.
valid());
23675 checkCompatibility();
23688 assert(schemaId() == Schema::Id);
23689 assert(version() >= Schema::MinimalVersion);
23690 assert(TemplateId == templateId());
23699 return MessageType::PositionMaintenanceReport;
23712 return accessOrdinary<OutboundBusinessHeader>(offset);
23720 return accessOrdinary<OutboundBusinessHeader>(offset);
23739 setOrdinary(offset, value);
23759 return ordinary<SecurityID>(offset);
23768 setOrdinary(offset, value);
23778 return SecurityIDSource::ExchangeSymbol;
23800 return ordinary<PosMaintRptID>(offset);
23809 setOrdinary(offset, value);
23820 return enumeration<PosTransType>(offset);
23829 setEnumeration<PosTransType>(offset, value);
23840 return enumeration<PosMaintAction>(offset);
23851 setEnumeration<PosMaintAction>(offset, value);
23862 return enumeration<PosMaintStatus>(offset);
23873 setEnumeration<PosMaintStatus>(offset, value);
23897 setOrdinary(offset, value);
23928 setOrdinary(offset, value);
23957 setEnumeration<AccountType>(offset, value);
24014 setOrdinary(offset, value);
24034 return ordinary<UTCTimestampNanos>(offset);
24043 setOrdinary(offset, value);
24063 setOrdinary(offset, value);
24084 return fixedStr<length>(offset);
24094 setFixedStr<length>(offset, value);
24116 setOrdinary(offset, value);
24142 return enumeration<Boolean>(offset);
24157 setEnumeration<Boolean>(offset, value);
24166 return getGroup<Positions>(PositionsAccess(), *
this);
24174 return getGroup<Positions>(PositionsAccess(), *
this);
24182 return constructGroup<Positions>(
24195 return setupGroup<Positions>(
24206 return getVariableLengthField(deskIDAccess(), *
this);
24214 return getVariableLengthField(memoAccess(), *
this);
24222 return getVariableLengthField(textAccess(), *
this);
24228 setVariableLengthField(
24239 setVariableLengthField(
24250 setVariableLengthField(
24268 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24279 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24280 minimalBlockLength(version);
24293 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24294 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(TextEncoding::Size) + static_cast<MessageSize>(Positions::EmptySize);
24312 setPositionsToNull();
24323 setPosReqIdToNull();
24324 setTradeIdToNull();
24325 setOrigPosReqRefIdToNull();
24326 setAccountTypeToNull();
24327 setThresholdAmountToNull();
24328 setAccountToNull();
24329 setPosMaintResultToNull();
24331 resetVariableFields();
24341 return "PositionMaintenanceReport503";
24352 "PositionMaintenanceReport503");
24357 std::string toString()
const;
24375 SbeMessage::calculateBinarySize(tail());
24383 minimalBlockLength(version) +
24384 MessageHeader::Size +
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
24426 void setPositionsToNull()
24429 resetGroup<Positions>(PositionsAccess(), *
this);
24433 struct deskIDAccess
24442 variableLengthFields<Positions>().
24443 head<DeskIDEncoding>();
24457 variableLengthFields<Positions>().
24458 tail<DeskIDEncoding>().
24459 head<MemoEncoding>();
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);
24523 enum { TemplateId = 601 };
24535 checkVersion<Schema>(version);
24536 checkLength(length, version);
24537 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
24551 checkVersion<Schema>(version);
24552 checkLength(length, version);
24553 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
24554 resetVariableFields();
24564 checkCompatibility();
24573 assert(message.
valid());
24575 checkCompatibility();
24588 assert(schemaId() == Schema::Id);
24589 assert(version() >= Schema::MinimalVersion);
24590 assert(TemplateId == templateId());
24599 return MessageType::AllocationInstruction;
24612 return accessOrdinary<InboundBusinessHeader>(offset);
24620 return accessOrdinary<InboundBusinessHeader>(offset);
24630 return ordinary<AllocID>(offset);
24639 setOrdinary(offset, value);
24650 return ordinary<SecurityID>(offset);
24659 setOrdinary(offset, value);
24669 return SecurityIDSource::ExchangeSymbol;
24691 return enumeration<AllocTransType>(offset);
24702 setEnumeration<AllocTransType>(offset, value);
24714 return enumeration<AllocType>(offset);
24724 setEnumeration<AllocType>(offset, value);
24736 return enumeration<AllocNoOrdersType>(offset);
24748 setEnumeration<AllocNoOrdersType>(offset, value);
24759 return ordinary<Quantity>(offset);
24768 setOrdinary(offset, value);
24791 return fixedStr<length>(offset);
24801 setFixedStr<length>(offset, value);
24813 return fixedStr<length>(offset);
24823 setFixedStr<length>(offset, value);
24836 return ordinary<TradeID>(offset);
24847 setOrdinary(offset, value);
24861 FieldValue fieldValue;
24899 return ordinary<AllocID>(offset);
24909 setOrdinary(offset, value);
24920 return ordinary<Account>(offset);
24929 setOrdinary(offset, value);
24940 return ordinary<Quantity>(offset);
24949 setOrdinary(offset, value);
24958 return getVariableLengthField(deskIDAccess(), *
this);
24966 return getVariableLengthField(memoAccess(), *
this);
24972 setVariableLengthField(
24983 setVariableLengthField(
25001 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25012 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25013 minimalBlockLength(version);
25026 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25027 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
25054 setTradeDateToNull();
25056 resetVariableFields();
25066 return "AllocationInstruction601";
25077 "AllocationInstruction601");
25082 std::string toString()
const;
25100 SbeMessage::calculateBinarySize(tail());
25108 minimalBlockLength(version) +
25109 MessageHeader::Size +
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
25142 variableLengthFields().
25143 head<DeskIDEncoding>();
25156 variableLengthFields().
25157 tail<DeskIDEncoding>().
25158 head<MemoEncoding>();
25164 ThisType& setDeskIdToNull()
25167 setVariableLengthFieldToNull(deskIDAccess(), *
this);
25174 ThisType& setMemoToNull()
25177 setVariableLengthFieldToNull(memoAccess(), *
this);
25195 enum { TemplateId = 602 };
25207 checkVersion<Schema>(version);
25208 checkLength(length, version);
25209 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25223 checkVersion<Schema>(version);
25224 checkLength(length, version);
25225 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25226 resetVariableFields();
25236 checkCompatibility();
25245 assert(message.
valid());
25247 checkCompatibility();
25260 assert(schemaId() == Schema::Id);
25261 assert(version() >= Schema::MinimalVersion);
25262 assert(TemplateId == templateId());
25271 return MessageType::AllocationReport;
25284 return accessOrdinary<OutboundBusinessHeader>(offset);
25292 return accessOrdinary<OutboundBusinessHeader>(offset);
25302 return ordinary<AllocID>(offset);
25311 setOrdinary(offset, value);
25322 return ordinary<SecurityID>(offset);
25331 setOrdinary(offset, value);
25341 return SecurityIDSource::ExchangeSymbol;
25363 return ordinary<AllocReportID>(offset);
25372 setOrdinary(offset, value);
25383 return enumeration<AllocTransType>(offset);
25394 setEnumeration<AllocTransType>(offset, value);
25406 return enumeration<AllocReportType>(offset);
25418 setEnumeration<AllocReportType>(offset, value);
25430 return enumeration<AllocNoOrdersType>(offset);
25442 setEnumeration<AllocNoOrdersType>(offset, value);
25462 setOrdinary(offset, value);
25482 return ordinary<Quantity>(offset);
25491 setOrdinary(offset, value);
25502 return enumeration<AllocStatus>(offset);
25511 setEnumeration<AllocStatus>(offset, value);
25525 FieldValue fieldValue;
25562 return ordinary<UTCTimestampNanos>(offset);
25571 setOrdinary(offset, value);
25582 return enumeration<Side>(offset);
25591 setEnumeration<Side>(offset, value);
25603 return fixedStr<length>(offset);
25613 setFixedStr<length>(offset, value);
25625 return fixedStr<length>(offset);
25635 setFixedStr<length>(offset, value);
25649 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25660 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25661 minimalBlockLength(version);
25674 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25686 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
25687 blockLength(Schema::Version);
25701 setAllocRejCodeToNull();
25702 setTradeDateToNull();
25704 resetVariableFields();
25714 return "AllocationReport602";
25729 std::string toString()
const;
25740 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
25741 MessageHeader::Size));
25750 SbeMessage::calculateBinarySize(tail());
25758 minimalBlockLength(version) +
25759 MessageHeader::Size +
25760 getMinimalVariableFieldsSize(version);
25763 *
this, length, minimalRequiredLength);
25766 void checkCompatibility()
const 25768 assert(TemplateId == templateId());
25770 checkSchema<Schema>(schemaId(), version());
25771 checkLength(bufferSize(), version());
25787 enum { TemplateId = 701 };
25799 checkVersion<Schema>(version);
25800 checkLength(length, version);
25801 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25815 checkVersion<Schema>(version);
25816 checkLength(length, version);
25817 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25818 resetVariableFields();
25828 checkCompatibility();
25837 assert(message.
valid());
25839 checkCompatibility();
25852 assert(schemaId() == Schema::Id);
25853 assert(version() >= Schema::MinimalVersion);
25854 assert(TemplateId == templateId());
25863 return MessageType::OrderMassActionRequest;
25876 return accessOrdinary<InboundBusinessHeader>(offset);
25884 return accessOrdinary<InboundBusinessHeader>(offset);
25894 return enumeration<MassActionType>(offset);
25905 setEnumeration<MassActionType>(offset, value);
25929 setEnumeration<MassActionScope>(offset, value);
25950 return ordinary<ClOrdID>(offset);
25960 setOrdinary(offset, value);
25974 return enumeration<ExecRestatementReasonValidForMassCancel>(value, offset,
NullUint8EnumEncoding());
25986 setEnumeration<ExecRestatementReasonValidForMassCancel>(offset, value);
26015 setOrdinary(offset, value);
26035 return enumeration<Side>(value, offset,
NullChar());
26044 setEnumeration<Side>(offset, value);
26066 return fixedStr<length>(value, offset);
26077 setFixedStr<length>(offset, value);
26087 setFixedStr<length>(offset,
StrRef());
26109 setOrdinary(offset, value);
26128 return SecurityIDSource::ExchangeSymbol;
26161 setOrdinary(offset, value);
26184 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26198 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26199 minimalBlockLength(version);
26212 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26224 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
26225 blockLength(Schema::Version);
26239 setMassActionScopeToNull();
26240 setExecRestatementReasonToNull();
26241 setOrdTagIdToNull();
26244 setSecurityIdToNull();
26245 setInvestorIdToNull();
26247 resetVariableFields();
26257 return "OrderMassActionRequest701";
26268 "OrderMassActionRequest701");
26273 std::string toString()
const;
26284 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
26285 MessageHeader::Size));
26294 SbeMessage::calculateBinarySize(tail());
26302 minimalBlockLength(version) +
26303 MessageHeader::Size +
26304 getMinimalVariableFieldsSize(version);
26307 *
this, length, minimalRequiredLength);
26310 void checkCompatibility()
const 26312 assert(TemplateId == templateId());
26314 checkSchema<Schema>(schemaId(), version());
26315 checkLength(bufferSize(), version());
26331 enum { TemplateId = 702 };
26343 checkVersion<Schema>(version);
26344 checkLength(length, version);
26345 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
26359 checkVersion<Schema>(version);
26360 checkLength(length, version);
26361 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
26362 resetVariableFields();
26372 checkCompatibility();
26381 assert(message.
valid());
26383 checkCompatibility();
26396 assert(schemaId() == Schema::Id);
26397 assert(version() >= Schema::MinimalVersion);
26398 assert(TemplateId == templateId());
26407 return MessageType::OrderMassActionReport;
26420 return accessOrdinary<OutboundBusinessHeader>(offset);
26428 return accessOrdinary<OutboundBusinessHeader>(offset);
26438 return enumeration<MassActionType>(offset);
26449 setEnumeration<MassActionType>(offset, value);
26473 setEnumeration<MassActionScope>(offset, value);
26494 return ordinary<ClOrdID>(offset);
26504 setOrdinary(offset, value);
26516 return ordinary<MassActionReportID>(offset);
26526 setOrdinary(offset, value);
26537 return ordinary<UTCTimestampNanos>(offset);
26546 setOrdinary(offset, value);
26558 return enumeration<MassActionResponse>(offset);
26570 setEnumeration<MassActionResponse>(offset, value);
26583 return enumeration<MassActionRejectReason>(value, offset,
NullUInt8());
26594 setEnumeration<MassActionRejectReason>(offset, value);
26617 return enumeration<ExecRestatementReasonValidForMassCancel>(value, offset,
NullUint8EnumEncoding());
26629 setEnumeration<ExecRestatementReasonValidForMassCancel>(offset, value);
26658 setOrdinary(offset, value);
26678 return enumeration<Side>(value, offset,
NullChar());
26687 setEnumeration<Side>(offset, value);
26709 return fixedStr<length>(value, offset);
26720 setFixedStr<length>(offset, value);
26730 setFixedStr<length>(offset,
StrRef());
26752 setOrdinary(offset, value);
26771 return SecurityIDSource::ExchangeSymbol;
26804 setOrdinary(offset, value);
26822 return getVariableLengthField(textAccess(), *
this);
26828 setVariableLengthField(
26846 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26860 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26861 minimalBlockLength(version);
26874 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26901 setMassActionScopeToNull();
26902 setMassActionRejectReasonToNull();
26903 setExecRestatementReasonToNull();
26904 setOrdTagIdToNull();
26907 setSecurityIdToNull();
26908 setInvestorIdToNull();
26910 resetVariableFields();
26920 return "OrderMassActionReport702";
26931 "OrderMassActionReport702");
26936 std::string toString()
const;
26954 SbeMessage::calculateBinarySize(tail());
26962 minimalBlockLength(version) +
26963 MessageHeader::Size +
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();
26995 variableLengthFields().
26996 head<TextEncoding>();
27002 ThisType& setTextToNull()
27005 setVariableLengthFieldToNull(textAccess(), *
this);
OrderCancelRequest message submits a deletion of an existing order by referencing the original client...
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleModifyOrder.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
Identify whether the order initiator is an aggressor or not in the trade.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr const Char * className()
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
StrRef clientIP() const noexcept
Source IP from client system.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
SchemaTraits Schema
Used template schema.
static constexpr const Char * className()
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setInvestorIdToNull() noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Modify.
DeltaInMillis keepAliveInterval() const noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message...
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
MessageCounter count() const noexcept
Number of messages to be retransmitted.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
bool impliedEventId(ImpliedEventID &value) const noexcept
Unique ID for all matches that occur as a result of a implied event.
static constexpr Side::Enum side() noexcept
Side of order.
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
ThisType & setSecurityStrategyType(StrRef value) noexcept
Indicates the type of Strategy created.
ThisType & setPriceToNull() noexcept
ThisType & setStrategyIdToNull() noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
const void * tail() const noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
UInt32 RejReasonOptional
Optional code to identify reason for order rejection.
StrRef deskId() const noexcept
Identifies the trading desk.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
The time point without the time-zone information.
ThisType & setAccountTypeToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
NegotiateReject message is sent when B3 rejects a Negotiate message sent by the client.
NewOrderCross106(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
NegotiateReject3 ThisType
This type alias.
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
static constexpr const Char * className()
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
ThisType & setPriceToNull() noexcept
bool mmProtectionReset(Boolean::Enum &value) const noexcept
Resets Market Protections.
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 ...
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
ThisType & setStopPxToNull() noexcept
Enum
Specifies how long the order remains in effect.
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_END
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
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 StrRef fixType() noexcept
FIX message type.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Enum
Type of cross being submitted to a market.
Side::Enum side() const noexcept
Side of order.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be cancelled.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Unique identifier of the order as assigned by the market participant.
EstablishReject6(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishAck.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
OrderMassActionReport702(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
QuoteCancel404(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
ExecutionReportModify201(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setInvestorIdToNull() noexcept
Operations over a repeating group instance.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Enum
Status of Position Maintenance Request.
NewOrderSingle102 ThisType
This type alias.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setLegSide(Side::Enum value) noexcept
The side of this individual leg (multileg security).
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setEstablishmentRejectCode(EstablishRejectCode::Enum value) noexcept
Identifies the code of reject establishment.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionRequest.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
QuoteID quoteId() const noexcept
Unique identifier for quote.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
AllocationInstruction601(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
Positions positions() const noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
UInt64 BusinessRejectRefID
Value of business-level identification field on the message being referenced.
static constexpr const Char * className()
Entity class name.
Enum
Identifies the code of reject establishment.
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 ...
SchemaTraits Schema
Used template schema.
ThisType & setSecurityResponseType(SecurityResponseType::Enum value) noexcept
Type of Security Definition message response.
static constexpr StrRef fixType() noexcept
FIX message type.
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...
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 ...
ThisType & setOrigClOrdIdToNull() noexcept
NewOrderCross106(const SbeMessage &message)
Creates an instance over the given SBE message.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
#define ONIXS_B3_BOE_LTWT_STRUCT
bool massActionRejectReason(MassActionRejectReason::Enum &value) const noexcept
Reason Order Mass Action Request was rejected.
OrderMassActionReport message is used to acknowledge an OrderMassActionRequest message.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceRequest.
ThisType & setCancelOnDisconnectType(CancelOnDisconnectType::Enum value) noexcept
Criteria used to initiate cancel on disconnect mechanism by the gateway.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
SessionID sessionId() const noexcept
Message type = Terminate.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setExecuteUnderlyingTradeToNull() noexcept
UInt64 ClOrdIDOptional
Optional unique identifier of the order as assigned by the market participant.
bool clOrdId(ClOrdIDOptional &value) const noexcept
Unique identifier of the order as assigned by the market participant.
const void * tail() const noexcept
Establish4(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setAccountToNull() noexcept
Sent by client system to replace an existing order.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
EncodedLength calculateBinarySize() const noexcept
ThisType & setExecRefId(ExecIDOptional value) noexcept
Optionally sent when reporting a trade bust.
StrRef clientAppVersion() const noexcept
Application version as informed during certification process.
EstablishReject6(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr const Char * className()
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setExpireDateToNull() noexcept
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
PosType::Enum posType() const noexcept
Used to identify the type of quantity.
The client sends the Negotiate message to B3 to initiate a connection. Negotiate is the first message...
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
UTCTimestampNanos timestamp() const noexcept
Time of request.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Cancel.
static constexpr const Char * className()
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Quantity allocQty() const noexcept
Quantity allocated to specific sub-account.
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
SecurityDefinitionRequest300 ThisType
This type alias.
static constexpr StrRef fixType() noexcept
FIX message type.
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...
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Side::Enum side() const noexcept
Side of order.
ThisType & setOrdTagIdToNull() noexcept
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
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.
OrderCancelRequest105 ThisType
This type alias.
SecurityDefinitionResponse301(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
bool quoteRequestRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Cancel.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setPriceToNull() noexcept
ExecutionReportTrade203(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Sequence9(const SbeMessage &message)
Creates an instance over the given SBE message.
OrdType::Enum ordType() const noexcept
Order type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
OrderMassActionReport702(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setLongQty(QuantityOptional value) noexcept
Long Quantity.
GroupSizeEncoding::BlockLength BlockLength
Type to present the length of binary data of the repeating group entry.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
Percentage8 fixedRate() const noexcept
Interest rate of the forward trade.
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).
Repeating group dimensions.
StrRef text() const noexcept
Free ASCII format text string.
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exer...
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 & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setSecurityIdToNull() noexcept
IntegralConstant< UInt64, 0ULL > NullPosMaintRptIDOptional
Null value for an optional PosMaintRptIDOptional field.
ThisType & setTradingSubAccountToNull()
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
SchemaTraits Schema
Used template schema.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setExecRefId(ExecIDOptional value) noexcept
Optionally sent when reporting a trade bust.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ExecutionReportNew200(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
ThisType & setCrossedIndicatorToNull() noexcept
SchemaTraits Schema
Used template schema.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SessionID sessionId() const noexcept
Message type = NegotiateReject.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setStrategyIdToNull() noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Retransmission13(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
PosMaintRptID posMaintRptId() const noexcept
Unique identifier for this position report.
ThisType & setAllocReportType(AllocReportType::Enum value) noexcept
Describes the specific type or purpose of an Allocation Report message.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setCxlRejResponseTo(CxlRejResponseTo::Enum value) noexcept
Identifies the type of request that this Cancel Reject is in response to.
ThisType & setTradeId(TradeID value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
ThisType & setSideToNull() noexcept
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
ExecutionReportTrade203(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setStrategyIdToNull() noexcept
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 & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
DeltaInMillis keepAliveInterval() const noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
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...
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setExecRestatementReason(ExecRestatementReason::Enum value) noexcept
Indicates reason of cancelation, if available.
UInt16 DaysToSettlementOptional
Optional deadline for completing the forward deal.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setInvestorIdToNull() noexcept
ThisType & setLastIncomingSeqNo(SeqNumOptional value) noexcept
If establishmentRejectCode = EstablishRejectCode.INVALID_NEXTSEQNO, indicates the application sequenc...
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
UInt64 MassActionReportID
Unique ID of Order Mass Action Report as assigned by the matching engine.
ThisType & setExecRestatementReasonToNull() noexcept
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
ThisType & setAllocQty(Quantity value) noexcept
Quantity allocated to specific sub-account.
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
SbeGroup< LegsEntry, GroupSizeEncoding, MessageSize > Legs
Repeating group containing LegsEntry entries.
ThisType & setPosReqIdToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
The SecurityDefinitionRequest message creates a User Defined Spread (UDS) instrument. User-Defined Spreads provide users of the electronic trading platform the ability to create strategies composed by their choice of leg instruments, leg ratio and leg side.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequestReject.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
EncodedLength calculateBinarySize() const noexcept
ThisType & setAccountToNull() 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 ...
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
SessionID sessionId() const noexcept
Message type = EstablishAck.
ThisType & setTradingSubAccountToNull()
ThisType & setImpliedEventId(ImpliedEventID value)
Unique ID for all matches that occur as a result of a implied event.
UInt64 ExecID
Unique identifier of execution message as assigned by exchange.
MassActionResponse::Enum massActionResponse() const noexcept
Specifies the action taken by matching engine when it receives the Order Mass Action Request...
EncodedLength calculateBinarySize() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
UInt32 SessionIDOptional
Optional client connection identification on the gateway assigned by B3.
ThisType & setReceivedTimeToNull() noexcept
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
EncodedLength calculateBinarySize() const noexcept
ThisType & setExecRefIdToNull() noexcept
ThisType & setCustodianInfoToNull() noexcept
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
ThisType & setProtectionPriceToNull() noexcept
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
static constexpr const Char * className()
bool mmProtectionReset(Boolean::Enum &value) const noexcept
Resets Market Protections.
SimpleModifyOrder101(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setExecRefIdToNull() noexcept
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 ...
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderCross.
ThisType & setTotNoRelatedSymToNull() noexcept
static constexpr const Char * className()
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Side::Enum side() const noexcept
Side of order.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
QuoteRequestReject405(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Execution Report - Reject message notifies the reason a client request was not accepted by Matching E...
Terminate message is sent to indicate that the sender is going to disconnect the TCP socket connectio...
bool allocRejCode(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setPosReqId(PosReqIDOptional value) noexcept
Unique identifier for the position maintenance request.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
QuoteCancel404(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setRoutingInstructionToNull() noexcept
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
RetransmitReject message is sent when a RetransmitRequest message is rejected by B3. More details are described in the Message Specification Guidelines document.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt64 OrderIDOptional
Optional exchange-generated order identifier.
QuoteRequestReject405(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
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 ...
bool account(AccountOptional &value) const noexcept
Identifies the type of quote cancel.
ThisType & setCustodianInfoToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = TermoQuote.
const void * tail() const noexcept
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the client.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagIdToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Interval time expressed in milliseconds.
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
ThisType & setLegSideToNull() noexcept
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setTradeIdToNull() noexcept
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
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 ...
ThisType & setExpireDateToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
Side::Enum side() const noexcept
Side of order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
const void * tail() const noexcept
ExecutionReport - Cancel message is sent in response to Order Cancel Request as well as to report uns...
Execution Report - New message is sent in response to a NewOrderSingle or SimpleNewOrder messages...
SimpleNewOrder100 ThisType
This type alias.
static constexpr const Char * className()
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 ...
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
const void * tail() const noexcept
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ThisType & setText(StrRef value)
Free ASCII format text string.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setOrderIdToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Sequence9(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Timestamp clearingBusinessDate() const noexcept
The 'Clearing Business Date' referred to by this request.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
#define ONIXS_B3_BOE_NOTHROW
ThisType & setAccountToNull() noexcept
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSettlTypeToNull() noexcept
ThisType & setTradingSubAccountToNull()
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
SchemaTraits Schema
Used template schema.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
const void * tail() const noexcept
RetransmitReject14 ThisType
This type alias.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Execution Report - Modify message is sent in response to OrderCancelReplaceRequest or SimpleModifyOrd...
static constexpr AccountType::Enum accountType() noexcept
Type of account associated with an order.
ThisType & setFixedRateToNull() noexcept
static constexpr const Char * className()
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
const void * tail() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceRequest.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
ThisType & setExecutingTraderToNull() noexcept
ThisType & setInvestorIdToNull() noexcept
ThisType & setStrategyIdToNull() noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelRequest.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionReport.
EncodedLength calculateBinarySize() const noexcept
SimpleModifyOrder101(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
UInt64 SecurityReqRespID
Unique ID of a Security Definition Request/Response.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
SchemaTraits Schema
Used template schema.
bool totNoRelatedSym(TotNoRelatedSym &value) const noexcept
Number of leg fill notice messages sent with spread summary.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
StrRef deskId() const noexcept
Identifies the trading desk.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
Positions positions(Positions::Size length)
Setup repeating group with the given number of entries.
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
ThisType & setSemanticVersion(Version value)
Identifies the semantic version of the schema used in this session.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setText(StrRef value)
Free ASCII format text string.
OrderMassActionRequest701(const SbeMessage &message)
Creates an instance over the given SBE message.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
EstablishAck5(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
QuoteRequest401(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UInt16 DaysToSettlement
Deadline for completing the forward deal.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
Used to communicate event type which triggers the Order Mass Action Request.
static constexpr const Char * className()
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
BusinessMessageReject206(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setTradeIdToNull() noexcept
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setMinQtyToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_New.
Negotiate1(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderCross.
ExecutionReportReject204 ThisType
This type alias.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
Used to communicate event type which triggers the Order Mass Action Request.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
bool valid() const noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
bool shortQty(QuantityOptional &value) const noexcept
Short Quantity.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setFixedRate(Percentage8 value) noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller...
static constexpr const Char * className()
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
EncodedLength calculateBinarySize() const noexcept
Boolean::Enum aggressorIndicator() const noexcept
Identify whether the order initiator is an aggressor or not in the trade.
const void * tail() const noexcept
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ExecutionReportCancel202(const SbeMessage &message)
Creates an instance over the given SBE message.
AllocationInstruction601(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderCategory(OrderCategory::Enum value) noexcept
Reason why a trade occurred.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt64 CrossID
Identifier for a cross order.
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ExecutionReportForward205(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
SchemaTraits Schema
Used template schema.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Terminate7 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setStrategyIdToNull() noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
SchemaTraits Schema
Used template schema.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
QuoteRequest401(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Side::Enum side() const noexcept
Side of order.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationInstruction.
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionRequest.
ThisType & setReceivedTimeToNull() noexcept
PositionMaintenanceRequest502 ThisType
This type alias.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderIdToNull() noexcept
Enum
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
EstablishReject6 ThisType
This type alias.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Sequence9 ThisType
This type alias.
UInt64 CrossIDOptional
Identifier for a cross order.
ThisType & setExpireDateToNull() noexcept
ExecutionReportModify201(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setCrossTypeToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
const void * tail() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
bool enteringFirm(FirmOptional &value) const noexcept
Identifies the broker firm that will enter orders.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
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 & setSecurityStrategyTypeToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Enum
Specifies the type of action requested.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Terminate7(const SbeMessage &message)
Creates an instance over the given SBE message.
SessionID sessionId() const noexcept
Message type = RetransmitRequest.
ThisType & setMaxFloorToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
PositionMaintenanceRequest502(const SbeMessage &message)
Creates an instance over the given SBE message.
RejReason ordRejReason() const noexcept
Code to identify reason for order rejection.
bool execRestatementReason(ExecRestatementReason::Enum &value) const noexcept
Indicates reason of cancelation, if available.
ThisType & setOrigClOrdIdToNull() noexcept
Quote403(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ExecutionReportReject204(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setStrategyIdToNull() noexcept
ThisType & setSecurityIdToNull() noexcept
ThisType & setAssetToNull() noexcept
RejReason businessRejectReason() const noexcept
Code to identify the reason of the rejection.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
QuoteRequest401 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setQuoteRequestRejectReasonToNull() noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionRequest.
static constexpr const Char * className()
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setTradingSubAccountToNull()
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
UInt16 BlockLength
Root block length.
static constexpr StrRef fixType() noexcept
FIX message type.
SBE-encoded repeating group.
const void * tail() const noexcept
OrderCancelRequest105(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
ExecutionReportModify201(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setProtectionPriceToNull() noexcept
NotApplied8(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_New.
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
SchemaTraits Schema
Used template schema.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
SeqNum fromSeqNo() const noexcept
Message type = NotApplied.
Quote message is used as the response to a QuoteRequest message, tradeable, and restricted tradeable ...
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
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).
UInt64 PosReqIDOptional
Optional unique identifier for the position maintenance request.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Enum
Specifies if a simultaneous trade of the underlying is to be performed.
ThisType & setMaxFloorToNull() noexcept
LocalMktDate timestampToLocalMktDate(const Timestamp ×tamp) noexcept
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
OrdType::Enum ordType() const noexcept
Order type.
static constexpr const Char * className()
SessionID sessionId() const noexcept
Message type = RetransmitReject.
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 ...
ThisType & setExpireDateToNull() noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
Used to communicate event type which triggers the Order Mass Action Request.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
static constexpr const Char * className()
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
SchemaTraits Schema
Used template schema.
IntegralConstant< UInt32, 0 > NullSeqNumOptional
Null value for an optional SeqNumOptional field.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setRefSeqNum(SeqNum value) noexcept
Message sequence number of rejected message.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
Enum
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
const void * tail() const noexcept
Enum
Identifies the code of termination.
ThisType & setAccountToNull() noexcept
Enum
Maintenance Action to be performed.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setQuoteRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
EncodedLength calculateBinarySize() const noexcept
bool lastIncomingSeqNo(SeqNumOptional &value) const noexcept
If establishmentRejectCode = EstablishRejectCode.INVALID_NEXTSEQNO, indicates the application sequenc...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationReport.
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceCancelRequest.
ThisType & setExecuteUnderlyingTradeToNull() noexcept
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
const void * tail() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
CrossID crossId() const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
Establish4(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Enum
Identifies status of allocation.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for mass cancel on behalf purposes.
ThisType & setAccountToNull() noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setMassActionScopeToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setMmProtectionResetToNull() noexcept
Boolean::Enum aggressorIndicator() const noexcept
Identify whether the order initiator is an aggressor or not in the trade.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setOrigPosReqRefIdToNull() noexcept
static constexpr FlowType::Enum serverFlow() noexcept
Type of flow from client to server.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteStatusReport.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
static constexpr const Char * className()
SecurityID securityId() const noexcept
Security identification as defined by exchange.
StrRef text() const noexcept
Free ASCII format text string.
const void * tail() const noexcept
const void * tail() const noexcept
SchemaTraits Schema
Used template schema.
IntegralConstant< UInt16, 65535 > NullDaysToSettlementOptional
Null value for an optional DaysToSettlementOptional field.
SbeGroup< PositionsEntry, GroupSizeEncoding, MessageSize > Positions
Repeating group containing PositionsEntry entries.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setProtectionPrice(PriceOptional value) noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
StrRef legSymbol() const noexcept
Multileg instrument's individual security’s Symbol.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setStopPxToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setPrice(Price value) noexcept
Price per share or contract.
ThisType & setMmProtectionResetToNull() noexcept
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setSecurityIdToNull() noexcept
ThisType & setPosMaintAction(PosMaintAction::Enum value) noexcept
Maintenance Action to be performed.
Price8 price() const noexcept
Price per share or contract.
ThisType & setTradingSessionSubIdToNull() noexcept
SimpleModifyOrder101(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Enum
Identifies allocation transaction type.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
StrRef deskId() const noexcept
Identifies the trading desk.
The QuoteRequestReject message is used when a QuoteRequest is not accept by B3 due to missing or inco...
Sides sides() const noexcept
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
Sides sides() const noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setCrossPrioritizationToNull() noexcept
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Sequence9(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
EncodedLength calculateBinarySize() const noexcept
bool secondaryOrderId(OrderIDOptional &value) const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPriceToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool posReqId(PosReqIDOptional &value) const noexcept
Unique identifier for the position maintenance 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 ...
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Repeating group dimensions.
UInt32 RejReason
Code to identify reason for order rejection.
const void * tail() const noexcept
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
static constexpr MessageType::Enum messageType() noexcept
Message type = Retransmission.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
ExecutionReportTrade203(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Enum
Type of Security Definition message response.
ThisType & setQuoteRejectReasonToNull() noexcept
Enum
Defines message type.
bool posMaintRptRefId(PosMaintRptIDOptional &value) const noexcept
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being cancelle...
The SimpleModifyOrder submits a simple modify request for basic parameters like price and quantity...
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
ThisType & setExecutingTraderToNull() noexcept
bool side(Side::Enum &value) const noexcept
Side of order.
SchemaTraits Schema
Used template schema.
StrRef text() const noexcept
Free ASCII format text string.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
SeqNum nextSeqNo() const noexcept
The sequence number of the first retransmitted message.
ThisType & setInvestorIdToNull() noexcept
UInt32 AccountOptional
Optional account mnemonic.
bool actionRequestedFromSessionId(SessionIDOptional &value) const noexcept
Indicates the SessionID that requested the Cancel on behalf.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
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 ...
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setInvestorIdToNull() noexcept
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
ThisType & setPosMaintResult(RejReasonOptional value) noexcept
Identifies reason for rejection.
ThisType & setMinQtyToNull() noexcept
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price...
SidesEntry ThisType
This type alias.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
IntegralConstant< UInt64, 0ULL > NullOrderIDOptional
Null value for an optional OrderIDOptional field.
SeqNum lastIncomingSeqNo() const noexcept
Indicates the application sequence number of the last application message received by the server from...
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
AllocationInstruction601(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
UInt64 PosMaintRptID
Unique identifier for this position maintenance report message.
UInt32 Firm
Identification of the broker firm.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
StrRef deskId() const noexcept
Identifies the trading desk.
ExecutionReportNew200 ThisType
This type alias.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setFixedRateToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
bool quoteReqId(QuoteReqIDOptional &value) const noexcept
Unique identifier for quote request.
static constexpr const Char * className()
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
const void * tail() const noexcept
Enum
Identifies the code of reject negotiation.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
NewOrderCross106(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Null values definition for optional Price8Optional field.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setFixedRate(Percentage8 value) noexcept
Interest rate of the forward trade.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
SecurityDefinitionResponse301 ThisType
This type alias.
ThisType & setClientAppName(StrRef value)
Application name as informed during certification process.
#define ONIXS_B3_BOE_CONSTEXPR
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setTradeIdToNull() noexcept
ThisType & setLegRatioQty(RatioQty value) noexcept
The ratio of quantity for this individual leg relative to the entire multileg security.
Positions positions() noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
NotApplied8 ThisType
This type alias.
AllocType::Enum allocType() const noexcept
Describes the specific type or purpose of an Allocation message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
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...
OrderCancelReplaceRequest104 ThisType
This type alias.
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool protectionPrice(PriceOptional &value) const noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
OrderMassActionRequest701(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
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 ...
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr StrRef fixType() noexcept
FIX message type.
UInt64 MassActionReportIDOptional
Optional unique ID of Order Mass Action Report as assigned by the matching engine.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequest.
ThisType & setOrderQtyToNull() noexcept
bool price(Price8Optional &value) const noexcept
Price per share or contract.
Enum
Used to communicate a reason for a solicited cancel.
UInt64 SecurityIDOptional
Optional security identification as defined by exchange.
ThisType & setText(StrRef value)
Free ASCII format text string.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Trade.
ThisType & setPosMaintRptRefId(PosMaintRptIDOptional value) noexcept
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being cancelle...
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
StrRef text() const noexcept
Free ASCII format text string.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
Enum
Describes the specific type or purpose of an Allocation Report message.
SchemaTraits Schema
Used template schema.
UInt64 SecurityID
Security identification as defined by exchange.
CancelOnDisconnectType::Enum cancelOnDisconnectType() const noexcept
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Quote403 ThisType
This type alias.
static constexpr const Char * className()
Entity class name.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
SchemaTraits Schema
Used template schema.
SimpleModifyOrder101(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.
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
ThisType & setAllocAccount(Account value) noexcept
Sub-account mnemonic.
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 & setTradingSessionIdToNull() noexcept
SimpleNewOrder message submits a simple new order focused on sent only main parameters with low compl...
UInt64 PosMaintRptIDOptional
Optional unique identifier for this position maintenance report message.
UInt32 SessionID
Client connection identification on the gateway assigned by B3.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Null values definition for optional UTCTimestampNanosOptional field.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
UInt16 MessageSize
Message length type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMaxFloorToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
static constexpr MessageType::Enum messageType() noexcept
Message type = NotApplied.
ThisType & setCount(MessageCounter value) noexcept
Number of messages to be retransmitted.
Firm contraBroker() const noexcept
Identifies the contra broker firm.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setAccountToNull() noexcept
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
SimpleNewOrder100(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
IntegralConstant< UInt8, 0 > NullUint8EnumEncoding
Null value for an optional Uint8EnumEncoding field.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradingSubAccountToNull()
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
EncodedLength calculateBinarySize() const noexcept
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setSecondaryExecIdToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Enum
Indicates reason of cancelation, if available.
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 ...
NewOrderSingle102(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
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...
NotApplied8(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
const void * tail() const noexcept
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool legSide(Side::Enum &value) const noexcept
The side of this individual leg (multileg security).
ThisType & setQuoteIdToNull() noexcept
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef text() const noexcept
Free ASCII format text string.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Enum
Describes the specific type or purpose of an Allocation message.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setOrigClOrdIdToNull() noexcept
Enum
Used to indicate what an Execution Report represents.
SchemaTraits Schema
Used template schema.
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateResponse.
BusinessMessageReject206 ThisType
This type alias.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Forward.
NegotiateResponse2(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
UInt64 QuoteReqID
Unique identifier for quote request.
Null values definition for optional CustodianInfo field.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteCancel.
static constexpr const Char * className()
ThisType & setRetransmitRejectCode(RetransmitRejectCode::Enum value) noexcept
Identifies the code of reject retransmission.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderSingle.
bool currentSessionVerId(SessionVerIDOptional &value) const noexcept
The current sessionVerID informed at the first Negotiate message for that specific session...
ThisType & setTradeId(TradeID value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setMassActionReportIdToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setLastPx(Price value) noexcept
Price of last fill.
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
static constexpr const Char * className()
UInt8 OrdTagID
Identifies the order tag identification.
ThisType & setClearingBusinessDate(Timestamp value) noexcept
The 'Clearing Business Date' referred to by this request.
ThisType & setOrdTagIdToNull() noexcept
ExecutionReportForward205(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool secondaryExecId(ExecIDOptional &value) const noexcept
Unique identifier present in all messages associated with a spread transaction.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
ThisType & setCrossedIndicatorToNull() noexcept
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
SeqNum fromSeqNo() const noexcept
The first applied sequence number.
ExecType::Enum execType() const noexcept
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
const void * tail() const noexcept
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
BusinessMessageReject message can reject an application-level message which fulfills session level ru...
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the client.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool maxSweepQty(QuantityOptional &value) const noexcept
Maximum sweep quantity.
ExecutionReportReject204(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
Unique identifier present in all messages associated with a spread transaction.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setSettlTypeToNull() noexcept
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message...
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTradeDateToNull() noexcept
bool execRefId(ExecIDOptional &value) const noexcept
Optionally sent when reporting a trade bust.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the gateway.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
static constexpr MessageType::Enum messageType() noexcept
Message type = TermoQuote.
static constexpr const Char * className()
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
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 ...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
UInt64 QuoteIDOptional
Optional unique identifier for quote.
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 & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
ThisType & setSideToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setCrossTypeToNull() noexcept
const void * tail() const noexcept
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
const void * tail() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr const Char * className()
Entity class name.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for mass cancel on behalf purposes.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
EncodedLength calculateBinarySize() const noexcept
Quantity orderQty() const noexcept
Quantity ordered.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Side::Enum side() const noexcept
Side of order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setAssetToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setCrossedIndicatorToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
ThisType & setOrderIdToNull() noexcept
Self trade prevention investor identification is composed of the prefix and document.
ThisType & setFixedRateToNull() noexcept
SchemaTraits Schema
Used template schema.
ThisType & setOrigClOrdIdToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool secondaryExecId(ExecIDOptional &value) const noexcept
Unique identifier present in all messages associated with a spread transaction.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
const void * tail() const noexcept
PositionsEntry ThisType
This type alias.
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
ThisType & setMassActionRejectReasonToNull() noexcept
#define ONIXS_B3_BOE_NODISCARD
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
ExecutionReportCancel202(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
SchemaTraits Schema
Used template schema.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
EncodedLength calculateBinarySize() const noexcept
EncodedLength calculateBinarySize() const noexcept
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
Enum
Used to identify the type of quantity.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelReplaceRequest.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
EstablishReject6(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
TerminationCode::Enum terminationCode() const noexcept
Identifies the code of termination.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
IntegralConstant< UInt64, 0ULL > NullBusinessRejectRefID
Null value for an optional BusinessRejectRefID field.
Quantity orderQty() const noexcept
Quantity ordered.
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderMassActionRequest701(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
RetransmitRejectCode::Enum retransmitRejectCode() const noexcept
Identifies the code of reject retransmission.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
Legs legs() const noexcept
SidesEntry ThisType
This type alias.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setSecurityResponseId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition message.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Custodian information is required for going private offer.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
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 ...
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
Negotiate1 ThisType
This type alias.
Firm contraBroker() const noexcept
Identifies the contra broker firm.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setQuoteReqIdToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit, NoCheck) noexcept
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...
static constexpr const Char * className()
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setExecutingTraderToNull() noexcept
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
RatioQty legRatioQty() const noexcept
The ratio of quantity for this individual leg relative to the entire multileg security.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
EstablishmentReject message is sent when an Establish message is rejected by B3 informing the reason ...
Sequence9(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
IntegralConstant< UInt64, 0ULL > NullCrossIDOptional
Null value for an optional CrossIDOptional field.
MessageCounter count() const noexcept
Maximum number of messages to be retransmitted.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
StrRef text() const noexcept
Free ASCII format text string.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
SimpleOrdType::Enum ordType() const noexcept
Order type.
ThisType & setPosMaintRptRefIdToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Percentage8 fixedRate() const noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller...
ThisType & setNegotiationRejectCode(NegotiationRejectCode::Enum value) noexcept
Identifies the code of reject negotiation.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
EncodedLength calculateBinarySize() const noexcept
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Specifies whether a quote is public, i.e.
The QuoteStatusReport message is to inform the current status of forward acceptance.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = BusinessMessageReject.
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleNewOrder.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setThresholdAmountToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool protectionPrice(PriceOptional &value) const noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMaxSweepQty(QuantityOptional value) noexcept
Maximum sweep quantity.
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setPriceToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
IntegralConstant< UInt32, 0 > NullFirmOptional
Null value for an optional FirmOptional field.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
Unique ID for all matches that occur as a result of a implied event.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Specifies whether a quote is public, i.e.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
Enum
Identifier for the instrument status.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
StrRef deskId() const noexcept
Identifies the trading desk.
QuoteStatus::Enum quoteStatus() const noexcept
Identifies the status of the quote acknowledgement.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
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...
OrderCancelReplaceRequest104(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setRefMsgType(MessageType::Enum value) noexcept
MsgType of the FIX message being referenced.
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
ExecutionReportForward205(const SbeMessage &message)
Creates an instance over the given SBE message.
Side::Enum side() const noexcept
Side of order.
ThisType & setCodTimeoutWindow(DeltaInMillis value) noexcept
Gateway will not trigger CoD if the customer reconnects within the timeout window (milliseconds) whic...
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
RetransmitRequest12(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setShortQty(QuantityOptional value) noexcept
Short Quantity.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setAccountToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionReport.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted: The exer...
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr MessageType::Enum messageType() noexcept
Message type = Terminate.
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
UInt32 FirmOptional
Optional identification of the broker firm.
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
IntegralConstant< UInt8, 0 > NullOrdTagID
Null value for an optional OrdTagID field.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitRequest.
TradeID tradeId() const noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
NegotiateResponse2(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SessionID sessionId() const noexcept
Message type = Establish.
Entries::Size Size
Number of entries in the group.
ThisType & setInvestorIdToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
QuoteStatusReport402 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
The SecurityDefinitioresponse message is sent in response to an attempt to create a new security defi...
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
The QuoteCancel message is used to cancel a previous QuoteRequest message.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
AllocationInstruction601(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. It's always echoed in the reports.
static constexpr StrRef fixType() noexcept
FIX message type.
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
OrderMassActionReport702(const SbeMessage &message)
Creates an instance over the given SBE message.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef symbol() const noexcept
B3 requires that this field is properly set.
EncodedLength calculateBinarySize() const noexcept
ThisType & setMinQtyToNull() noexcept
static constexpr const Char * className()
IntegralConstant< UInt32, 0 > NullTradeIDOptional
Null value for an optional TradeIDOptional field.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
ThisType & setSymbol(StrRef value) noexcept
B3 requires that this field is properly set.
ThisType & setMassActionScopeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setMassActionReportId(MassActionReportIDOptional value) noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
OrdType::Enum ordType() const noexcept
Order type.
const void * tail() const noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Null values definition for optional PriceOffsetOptional field.
ThisType & setSideToNull() noexcept
ThisType & setAllocType(AllocType::Enum value) noexcept
Describes the specific type or purpose of an Allocation message.
ThisType & setLongQtyToNull() noexcept
ThisType & setOrderIdToNull() noexcept
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Enum
Identifies the type of position transaction.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
IntegralConstant< UInt64, 0ULL > NullClOrdIDOptional
Null value for an optional ClOrdIDOptional field.
IntegralConstant< UInt16, 0 > NullUint16EnumEncoding
Null value for an optional Uint16EnumEncoding field.
static constexpr const Char * className()
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ThisType & setPosType(PosType::Enum value) noexcept
Used to identify the type of quantity.
Quantity orderQty() const noexcept
Quantity ordered.
UInt32 SeqNumOptional
Optional sequence number of a given SessionID/SessionVerID.
SchemaTraits Schema
Used template schema.
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
ThisType & setRoutingInstructionToNull() noexcept
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
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.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
ThisType & setThresholdAmountToNull() noexcept
IntegralConstant< UInt64, 0ULL > NullQuoteIDOptional
Null value for an optional QuoteIDOptional field.
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price...
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
ThisType & setQuoteReqId(QuoteReqIDOptional value) noexcept
Unique identifier for quote request.
OrderCancelRequest105(const SbeMessage &message)
Creates an instance over the given SBE message.
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ExecutionReportReject204(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
NewOrderCross106 ThisType
This type alias.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Repeating group dimensions.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setAccountToNull() noexcept
ThisType & setOrderCategoryToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
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 & setIndividualAllocId(AllocID value) noexcept
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
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 ...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPrice(Price8 value) noexcept
Price per share or contract.
UInt16 LocalMktDateOptional
Local calendar date: days since Unix epoch (January 1st, 1970).
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price...
ThisType & setCrossIdToNull() noexcept
static constexpr const Char * className()
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setSettlTypeToNull() noexcept
AllocID individualAllocId() const noexcept
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Enum
Type of Account associated with an order.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
EncodedLength calculateBinarySize() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
DaysToSettlement daysToSettlement() const noexcept
Specifies whether a quote is public, i.e.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
bool posMaintResult(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
Execution Report – Trade/Trade Bust message is sent with order fills that were traded and processed ...
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_BEGIN
static constexpr StrRef fixType() noexcept
FIX message type.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
NotApplied8(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTimeInForceToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
PositionMaintenanceRequest502(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.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
UInt64 QuoteReqIDOptional
Optional unique identifier for quote request.
ThisType & setClientIP(StrRef value)
Source IP from client system.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
RetransmitRequest12(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setQuoteStatusResponseToToNull() noexcept
Int32 StrategyIDOptional
Optional unique identification of a client-assigned strategy.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
RetransmitReject14(const SbeMessage &message)
Creates an instance over the given SBE message.
MessageType::Enum refMsgType() const noexcept
MsgType of the FIX message being referenced.
OrderMassActionRequest701(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr MessageType::Enum messageType() noexcept
Message type = Establish.
SchemaTraits Schema
Used template schema.
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
Quantity longQty() const noexcept
Used to identify the type of quantity.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setTradingSubAccountToNull()
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Modify.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool execRefId(ExecIDOptional &value) const noexcept
Optionally sent when reporting a trade bust.
ThisType & setSecondaryOrderId(OrderIDOptional value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
AllocReportID allocReportId() const noexcept
Unique identifier for this message.
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setQuoteRequestRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
EstablishReject6(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Side::Enum side() const noexcept
Side of order.
OrdType::Enum ordType() const noexcept
Order type.
UInt64 ExecIDOptional
Optional unique identifier of execution message as assigned by exchange.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
ThisType & setAccountToNull() noexcept
QuoteStatusReport402(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).
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
NewOrderSingle message is used to enter an order in the system; the behavior of an order can be affec...
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
bool fixedRate(Percentage8Optional &value) const noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller...
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr OrdStatus::Enum ordStatus() noexcept
Identifies current status of order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
const void * tail() const noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
SchemaTraits Schema
Used template schema.
static constexpr StrRef fixType() noexcept
FIX message type.
IntegralConstant< UInt64, 0ULL > NullSecurityIDOptional
Null value for an optional SecurityIDOptional field.
ThisType & setMinQtyToNull() noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
const void * tail() const noexcept
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishReject.
Retransmission13(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Terminate7(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
UInt64 SessionVerID
Session version identification: unique identification of a sequence of messages to be transmitted to ...
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setAccountToNull() noexcept
Enum
Identifies the code of reject retransmission.
PositionMaintenanceReport503(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
const void * tail() const noexcept
Null values definition for optional InvestorID field.
After negotiation level is complete, the client must send an Establish message to start assigning seq...
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = Retransmission.
EncodedLength calculateBinarySize() const noexcept
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
static constexpr const Char * className()
EncodedLength calculateBinarySize() const noexcept
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setLastPx(Price value) noexcept
Price of last fill.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
ExecutionReportReject204(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
static constexpr QuoteCancelType::Enum quoteCancelType() noexcept
Identifies the type of quote cancel.
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be cancelled.
Sides sides() const noexcept
ThisType & setOrderQty(QuantityOptional value) noexcept
Quantity ordered.
IntegralConstant< UInt64, 0ULL > NullExecIDOptional
Null value for an optional ExecIDOptional field.
QuoteID quoteId() const noexcept
Unique identifier for quote.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Enum
Identifier for the instrument group phase.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
bool quoteStatusResponseTo(QuoteStatusResponseTo::Enum &value) const noexcept
Identifies the type of request that a Quote Status Report is in response to.
IntegralConstant< Char, '\x0'> NullChar
Null value for an optional Char field.
static constexpr const Char * className()
ThisType & setCrossIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setMaxFloorToNull() noexcept
SessionID sessionId() const noexcept
Message type = EstablishReject.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr const Char * className()
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
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...
UInt64 SessionVerIDOptional
Optional session version identification: unique identification of a sequence of messages to be transm...
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Retransmission13(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderQty(QuantityOptional value) noexcept
Quantity ordered.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
EncodedLength calculateBinarySize() const noexcept
EncodedLength calculateBinarySize() const noexcept
StrRef senderLocation() const noexcept
Side of order.
ThisType & setAsset(StrRef value) noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setDaysToSettlementToNull() noexcept
ThisType & setCount(MessageCounter value) noexcept
Maximum number of messages to be retransmitted.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelReplaceRequest.
IntegralConstant< UInt64, 0ULL > NullSessionVerIDOptional
Null value for an optional SessionVerIDOptional field.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
SessionID sessionId() const noexcept
Message type = Negotiate.
std::basic_string_view< Char > StrRef
SettlType::Enum settlType() const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setReceivedTimeToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setCurrentSessionVerId(SessionVerIDOptional value) noexcept
The current sessionVerID informed at the first Negotiate message for that specific session...
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
NewOrderSingle102(const SbeMessage &message)
Creates an instance over the given SBE message.
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 ...
BusinessMessageReject206(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
const void * tail() const noexcept
SchemaTraits Schema
Used template schema.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCrossPrioritizationToNull() noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
ThisType & setDaysToSettlementToNull() noexcept
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 ...
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller...
ThisType & setOrigPosReqRefIdToNull() noexcept
ThisType & setAccountToNull() noexcept
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
MassActionReportID massActionReportId() const noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
ThisType & setTradeIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
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 ...
constexpr std::enable_if< MaxMessageSizeTraits< Message >::UseCustomValue, MessageSize >::type getMaxMessageSize(UInt8)
Calculates the buffer size for a message with the given number of repeating group items...
static constexpr MessageType::Enum messageType() noexcept
Message type = BusinessMessageReject.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
Used to communicate event type which triggers the Order Mass Action Request.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Quote403(const SbeMessage &message)
Creates an instance over the given SBE message.
SimpleModifyOrder101 ThisType
This type alias.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
const void * tail() const noexcept
The NegotiationResponse message is sent when a Negotiate message from the client is accepted by B3...
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
ThisType & setMassActionResponse(MassActionResponse::Enum value) noexcept
Specifies the action taken by matching engine when it receives the Order Mass Action Request...
bool price(PriceOptional &value) const noexcept
Price per share or contract.
IntegralConstant< Int32, 0 > NullStrategyIDOptional
Null value for an optional StrategyIDOptional field.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef deskId() const noexcept
Identifies the trading desk.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setActionRequestedFromSessionIdToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Deadline for completing the forward deal.
ExecutionReportCancel202(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ExecutionReportNew200(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
Negotiate1(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UTCTimestampNanos timestamp() const noexcept
Time of request.
UInt32 Account
Account mnemonic.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
AllocStatus::Enum allocStatus() const noexcept
Identifies status of allocation.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
Deadline for completing the forward deal.
ThisType & setAccountTypeToNull() noexcept
Enum
Indicates additional order instruction.
static constexpr const Char * className()
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setOrigClOrdIdToNull() noexcept
RetransmitRequest message is used for client to recover missed messages.
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
RetransmitReject14(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Side::Enum side() const noexcept
Side of order.
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setBusinessRejectRefId(BusinessRejectRefID value) noexcept
The value of the business-level “ID” field on the message being referenced.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
BusinessMessageReject206(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
OrderMassActionReport702(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
Account allocAccount() const noexcept
Sub-account mnemonic.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
IntegralConstant< UInt64, 0ULL > NullQuantityOptional
Null value for an optional QuantityOptional field.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
PosMaintStatus::Enum posMaintStatus() const noexcept
Status of Position Maintenance Request.
ThisType & setExpireDateToNull() noexcept
ExecutionReportNew200(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...
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Enum
Defines the type of interest behind a trade i.e. why a trade occurred.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
NegotiateReject3(const SbeMessage &message)
Creates an instance over the given SBE message.
AllocationInstruction601 ThisType
This type alias.
ThisType & setActionRequestedFromSessionId(SessionIDOptional value) noexcept
Indicates the SessionID that requested the Cancel on behalf.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
bool businessRejectRefId(BusinessRejectRefID &value) const noexcept
The value of the business-level “ID” field on the message being referenced.
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
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 & reset() noexcept
Reset all variable-length and optional fields if any.
NegotiateResponse2(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionResponse.
CxlRejResponseTo::Enum cxlRejResponseTo() const noexcept
Identifies current status of order.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
ThisType & setSecondaryOrderIdToNull() noexcept
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Enum
Identifies current status of order.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
#define ONIXS_B3_BOE_DEFAULT
PositionMaintenanceRequest502(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelRequest.
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateReject.
ThisType & setBusinessRejectRefIdToNull() noexcept
ThisType & setAccountToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Reason Order Mass Action Request was rejected.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setCrossIdToNull() noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceReport.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityResponseType::Enum securityResponseType() const noexcept
Type of Security Definition message response.
ExecutionReportModify201(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
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).
bool price(PriceOptional &value) const noexcept
Price per share or contract.
OrderCancelReplaceRequest104(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).
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
AllocReportType::Enum allocReportType() const noexcept
Describes the specific type or purpose of an Allocation Report message.
StrRef deskId() const noexcept
Identifies the trading desk.
EstablishRejectCode::Enum establishmentRejectCode() const noexcept
Identifies the code of reject establishment.
ThisType & setPosMaintStatus(PosMaintStatus::Enum value) noexcept
Status of Position Maintenance Request.
QuoteCancel404 ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SchemaTraits Schema
Used template schema.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ExecutionReportNew200(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMassActionRejectReason(MassActionRejectReason::Enum value) noexcept
Reason Order Mass Action Request was rejected.
ThisType & setInvestorIdToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationInstruction.
SecurityDefinitionRequest300(const SbeMessage &message)
Creates an instance over the given SBE message.
bool price(Price8Optional &value) const noexcept
Price per share or contract.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
TradeID tradeId() const 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.
RetransmitRequest12(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setStopPxToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
IntegralConstant< UInt32, 0 > NullSessionIDOptional
Null value for an optional SessionIDOptional field.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
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.
Negotiate1(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for mass cancel on behalf purposes.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Reject.
bool side(Side::Enum &value) const noexcept
Side of order.
bool clOrdId(ClOrdIDOptional &value) const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionResponse.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setLegSymbol(StrRef value) noexcept
Multileg instrument's individual security’s Symbol.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Enum
Identifies the type of request that this cancel reject is in response to.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
Side::Enum side() const noexcept
Side of order.
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionRequest.
PositionsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Negotiate1(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
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 & setAllocStatus(AllocStatus::Enum value) noexcept
Identifies status of allocation.
ThisType & setPriceToNull() noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setAccountToNull() noexcept
Enum
Identifies the type of request that a Quote Status Report is in response to.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
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 ...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Enum
Identifies the class of the SecurityID.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
ThisType & setQuoteIdToNull() noexcept
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message...
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
SeqNum refSeqNum() const noexcept
Message sequence number of rejected message.
Enum
Specifies the scope of the action. All Day and MOC orders will be cancelled. GTC, GTD and MOA orders ...
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
char Char
Character type alias.
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ThisType & setCrossPrioritizationToNull() noexcept
const void * tail() const noexcept
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setClearingBusinessDate(Timestamp value) noexcept
The 'Clearing Business Date' referred to by this request.
Quantity orderQty() const noexcept
Quantity ordered.
Terminate7(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitReject.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
ThisType & setBusinessRejectReason(RejReason value) noexcept
Code to identify the reason of the rejection.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setMinQtyToNull() noexcept
AllocationReport602(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
EstablishAck5 ThisType
This type alias.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setMultiLegReportingTypeToNull() noexcept
Price price() const noexcept
Price per share or contract.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
Positions positions(Positions::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
AllocationReport602(const SbeMessage &message)
Creates an instance over the given SBE message.
Enum
Specifies the action taken by matching engine when it receives the Order Mass Action Request...
SeqNum nextSeqNo() const noexcept
The next application sequence number to be produced by the gateway.
ThisType & setCurrentSessionVerIdToNull() noexcept
Enum
Identifier for Trading Session.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
Identifies the version of what the field relates to.
OrdType::Enum ordType() const noexcept
Order type.
QuoteStatusReport402(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
SchemaTraits Schema
Used template schema.
OrdType::Enum ordType() const noexcept
Order type.
const void * tail() const noexcept
ThisType & setPriceToNull() noexcept
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
PositionMaintenanceCancelRequest501 ThisType
This type alias.
OrderMassActionReport702 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Enum
Indicates if one side or the other of a cross order should be prioritized.
NewOrderSingle102(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SchemaTraits Schema
Used template schema.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
PosMaintAction::Enum posMaintAction() const noexcept
Maintenance Action to be performed.
ThisType & setInvestorIdToNull() noexcept
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
bool orderCategory(OrderCategory::Enum &value) const noexcept
Reason why a trade occurred.
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
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 ...
Enum
Identifies the type of quote cancel.
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...
MessageSize EncodedLength
Length of the message binary data.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Optional UTC timestamp with nanosecond precision.
Side::Enum side() const noexcept
Side of order.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
ThisType & setPosMaintRptId(PosMaintRptID value) noexcept
Unique identifier for this position report.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
SimpleNewOrder100(const SbeMessage &message)
Creates an instance over the given SBE message.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
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 & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setPriceToNull() noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
NegotiateResponse2 ThisType
This type alias.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Trade.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
const void * tail() const noexcept
ThisType & setStrategyIdToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
ThisType & setMaxFloorToNull() noexcept
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
Unique identifier present in all messages associated with a spread transaction.
Enum
Specifies how long the order remains in effect.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequestReject.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
UInt64 AllocID
Unique identifier for this allocation instruction message.
AllocationReport602 ThisType
This type alias.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
Retransmission message is sent when a RetransmitRequest message from the client is accepted by B3...
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
IntegralConstant< UInt64, 0ULL > NullPosReqIDOptional
Null value for an optional PosReqIDOptional field.
Side::Enum side() const noexcept
Side of order.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
ThisType & setSemanticVersionToNull()
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Quote403(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setAccountToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
SchemaTraits Schema
Used template schema.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
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 ...
StrRef deskId() const noexcept
Specifies whether a quote is public, i.e.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSecurityTradingStatusToNull() noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
const void * tail() const noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
bool execRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum &value) const noexcept
Used to communicate a reason for a solicited cancel.
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
QuoteCancel404(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setTradeId(TradeID value) noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
NegotiateReject3(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
AllocationReport message is as response of AllocationInstruction message.
UTCTimestampNanos timestamp() const noexcept
Time of request.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradingSubAccountToNull()
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
UInt64 Quantity
Quantity in order/trade.
SchemaTraits Schema
Used template schema.
ThisType & setShortQtyToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
SimpleNewOrder100(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setTradingSubAccountToNull()
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setAllocRejCode(RejReasonOptional value) noexcept
Identifies reason for rejection.
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceCancelRequest.
IntegralConstant< UInt16, 0 > NullLocalMktDateOptional
Null value for an optional LocalMktDateOptional field.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
SecurityReqRespID securityResponseId() const noexcept
Unique ID of a Security Definition message.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
ThisType & setAccountToNull() noexcept
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
ThisType & setQuoteIdToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
Deadline for completing the forward deal.
ThisType & setTradingSubAccountToNull()
SimpleNewOrder100(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr const Char * className()
QuoteRequest401(const SbeMessage &message)
Creates an instance over the given SBE message.
Establish4(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
AllocationReport602(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleNewOrder.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setAllocReportId(AllocReportID value) noexcept
Unique identifier for this message.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef memo() const noexcept
Type of account associated with an order.
ThisType & setOrdTagIdToNull() noexcept
SettlType::Enum settlType() const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
UInt8 TotNoRelatedSym
Number of leg fill notice messages sent with spread summary.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setStopPxToNull() noexcept
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
QuoteCancel404(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
Null values definition for optional Version field.
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
ThisType & setLongQty(Quantity value) noexcept
Long quantity.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setStopPxToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSecurityTradingStatusToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
SchemaTraits Schema
Used template schema.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequest.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
static constexpr const Char * className()
Entity class name.
ThisType & setMultiLegReportingTypeToNull() noexcept
Null values definition for optional ImpliedEventID field.
static constexpr const Char * className()
UInt64 ClOrdID
Unique identifier of the order as assigned by the market participant.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setOnbehalfFirm(FirmOptional value) noexcept
Identifies the broker firm who executes their orders on behalf.
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
static constexpr StrRef fixType() noexcept
FIX message type.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setTradingSubAccountToNull()
static constexpr const Char * className()
Retransmission13(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr const Char * className()
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
SidesEntry ThisType
This type alias.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
ExecutionReportForward205(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
PositionMaintenanceCancelRequest is a solicited cancel of PositionMaintenance message sent by client...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt32 TradeIDOptional
Optional unique identification assigned to the trade entity once it is received or matched by the exc...
SecurityID securityId() const noexcept
Security identification as defined by exchange.
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 SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTradeDateToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Enum
Identifies the status of the quote acknowledgement.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
PositionMaintenanceRequest message allows the position owner (holder) to submit requests which will a...
QuoteStatusReport402(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrdTagIdToNull() noexcept
Sequence message specifies the sequence number of the next business message both: Recoverable (B3 to ...
StrRef deskId() const noexcept
Identifies the trading desk.
TradeID tradeId() const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setCrossTypeToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = Sequence.
static constexpr StrRef fixType() noexcept
FIX message type.
Execution Report – Forward message is sent with order fills were traded and processed on Matching En...
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
EncodedLength calculateBinarySize() const noexcept
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
UInt64 PosReqID
Unique identifier for the position maintenance request.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
bool semanticVersion(Version &value) const noexcept
Identifies the semantic version of the schema used in this session.
OrderMassActionRequest701 ThisType
This type alias.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
UTC timestamp with nanosecond precision.
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ExecutionReportForward205 ThisType
This type alias.
bool massActionReportId(MassActionReportIDOptional &value) const noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
static constexpr const Char * className()
RetransmitReject14(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setTradingSubAccountToNull()
ThisType & setMassActionReportId(MassActionReportID value) noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
const void * tail() const noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setAccountToNull() noexcept
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...
bool orderQty(QuantityOptional &value) const noexcept
Quantity ordered.
StrRef deskId() const noexcept
Identifies the trading desk.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setAccountToNull() noexcept
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
EncodedLength calculateBinarySize() const noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
const void * tail() const noexcept
Side::Enum side() const noexcept
Side of order.
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
ThisType & setQuoteStatusResponseTo(QuoteStatusResponseTo::Enum value) noexcept
Identifies the type of request that a Quote Status Report is in response to.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price...
The NewOrderCross message submits a Cross on Order Entry gateway, a two-sided order submitted by a si...
ThisType & setPriceToNull() noexcept
NotApplied8(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
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 ...
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
const void * tail() const noexcept
ThisType & setNextSeqNo(SeqNum value) noexcept
The sequence number of the first retransmitted message.
#define ONIXS_B3_BOE_LTWT_EXPORTED
EstablishAck5(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt64 QuoteID
Unique identifier for quote.
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
ThisType & setMaxFloorToNull() noexcept
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & setPriceToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
EncodedLength calculateBinarySize() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
SeqNum nextSeqNo() const noexcept
The next application sequence number to be produced by the client.
NegotiateReject3(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.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
EstablishAck5(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
OrderCancelReplaceRequest104(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
NegotiateResponse2(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
IntegralConstant< UInt32, 0 > NullAccountOptional
Null value for an optional AccountOptional field.
SchemaTraits Schema
Used template schema.
static constexpr StrRef fixType() noexcept
FIX message type.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setOnbehalfFirmToNull() noexcept
Terminate7(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SchemaTraits Schema
Used template schema.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTotNoRelatedSym(TotNoRelatedSym value) noexcept
Number of leg fill notice messages sent with spread summary.
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleModifyOrder.
ThisType & setSecondaryExecIdToNull() noexcept
static constexpr const Char * className()
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 ...
OrderCancelRequest105(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
const void * tail() const noexcept
IntegralConstant< UInt32, 0 > NullRejReasonOptional
Null value for an optional RejReasonOptional field.
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
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 & setExecuteUnderlyingTradeToNull() noexcept
const void * tail() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Side::Enum side() const noexcept
Side of order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Attributes of SBE message schema.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
StrRef deskId() const noexcept
Identifies the trading desk.
ExecutionReportModify201 ThisType
This type alias.
static constexpr StrRef legSecurityExchange() noexcept
Exchange code the leg security belongs to.
ThisType & setExecType(ExecType::Enum value) noexcept
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Quote403(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr const Char * className()
ThisType & setEnteringFirmToNull() noexcept
ThisType & setExecRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum value) noexcept
Used to communicate a reason for a solicited cancel.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setExecutingTraderToNull() noexcept
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
Enum
Indicates who in the contract has control over evoking settlement.
UInt64 QuantityOptional
Optional quantity in order/trade.
Retransmission13 ThisType
This type alias.
NegotiationRejectCode::Enum negotiationRejectCode() const noexcept
Identifies the code of reject negotiation.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Side::Enum side() const noexcept
Side of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Repeating group dimensions.
Enum
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Boolean::Enum contraryInstructionIndicator() const noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted: The exer...
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
RetransmitReject14(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
LegsEntry ThisType
This type alias.
ThisType & setAllocRejCodeToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
SeqNum nextSeqNo() const noexcept
Message type = Sequence.
RetransmitRequest12 ThisType
This type alias.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
UInt32 SeqNum
Sequence number of a given SessionID/SessionVerID.
static constexpr StrRef fixType() noexcept
FIX message type.
Quantity orderQty() const noexcept
Quantity ordered.
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 ...
SchemaTraits Schema
Used template schema.
DaysToSettlement daysToSettlement() const noexcept
Specifies whether a quote is public, i.e.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
Identify whether the order initiator is an aggressor or not in the trade.
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationReport.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
ThisType & setExecRestatementReasonToNull() noexcept
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
SchemaTraits Schema
Used template schema.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setClOrdIdToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setPosMaintResultToNull() noexcept
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 MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Reject.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
bool longQty(QuantityOptional &value) const noexcept
Long Quantity.
ThisType & setOrdTagIdToNull() noexcept
const void * tail() const noexcept
Quantity orderQty() const noexcept
Quantity ordered.
StrRef clientAppName() const noexcept
Application name as informed during certification process.
QuoteRequestReject405 ThisType
This type alias.
QuoteRequestReject405(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Forward.
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
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...
Null values definition for optional Percentage8Optional field.
Enum
Indicates which order should be cancelled due to self-trade prevention.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
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 ...
bool securityStrategyType(StrRef &value) const noexcept
Indicates the type of Strategy created.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
PositionMaintenanceReport message is sent owner of a position (holder) in response to a PositionMaint...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setAccountToNull() noexcept
ThisType & setImpliedEventIdToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
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 ...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
EncodedLength calculateBinarySize() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
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 ...
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Repeating group dimensions.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setCount(MessageCounter value) noexcept
How many messages haven´t been applied?.
ThisType & setLastIncomingSeqNo(SeqNum value) noexcept
Indicates the application sequence number of the last application message received by the server from...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrdTagIdToNull() noexcept
AllocationReport602(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
static constexpr const Char * className()
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
ExecutionReportCancel202(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
BusinessMessageReject206(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
NewOrderSingle102(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool onbehalfFirm(FirmOptional &value) const noexcept
Identifies the broker firm who executes their orders on behalf.
#define ONIXS_B3_BOE_CONST_OR_CONSTEXPR
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setTradingSessionIdToNull() noexcept
NegotiateReject3(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMinQtyToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ExecutionReportTrade203 ThisType
This type alias.
OrderMassActionRequest is sent by the client system to cancel working orders that belongs to a define...
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
ThisType & setClientAppVersion(StrRef value)
Application version as informed during certification process.
ThisType & setExpireDateToNull() noexcept
ExecutionReportCancel202 ThisType
This type alias.
SchemaTraits Schema
Used template schema.
AllocationInstruction message submits a request to allocate (fully or partially) a non-allocated trad...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Boolean::Enum contraryInstructionIndicator() const noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exer...
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 ...
SecurityDefinitionResponse301(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
UInt64 OrderID
Exchange-generated order identifier.
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 & setStopPxToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool enteringFirm(FirmOptional &value) const noexcept
Type of flow from client to server.
ThisType & setLastIncomingSeqNoToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
bool asset(StrRef &value) const noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
ThisType & setCrossId(CrossID value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
SchemaTraits Schema
Used template schema.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr const Char * className()
Entity class name.
DeltaInMillis codTimeoutWindow() const noexcept
Gateway will not trigger CoD if the customer reconnects within the timeout window (milliseconds) whic...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
EncodedLength calculateBinarySize() const noexcept
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setText(StrRef value)
Free ASCII format text string.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
bool orderQty(QuantityOptional &value) const noexcept
Quantity ordered.
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
IntegralConstant< UInt8, 0 > NullTotNoRelatedSym
Null value for an optional TotNoRelatedSym field.
static constexpr const Char * className()
ExecutionReportTrade203(const SbeMessage &message)
Creates an instance over the given SBE message.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Null values definition for optional PriceOptional field.
ThisType & setText(StrRef value)
Free ASCII format text string.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
UInt32 TradeID
The unique identification assigned to the trade entity once it is received or matched by the exchange...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setInvestorIdToNull() noexcept
Price lastPx() const noexcept
Price of last fill.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Enum
Type of message flow from client to server or from server to client.
SchemaTraits Schema
Used template schema.
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setOrdTagIdToNull() noexcept
Firm enteringFirm() const noexcept
Type of flow from client to server.
Establish4 ThisType
This type alias.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
bool asset(StrRef &value) const noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
NotApplied message is sent when B3 detects messages that already been sent (concept of idempotence) o...
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
UInt32 MessageCounter
Counter of related messages.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMaxSweepQtyToNull() noexcept
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Establish4(const SbeMessage &message)
Creates an instance over the given SBE message.
Quantity orderQty() const noexcept
Quantity ordered.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
ThisType & setPriceToNull() noexcept
const void * tail() const noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
MessageCounter count() const noexcept
How many messages haven´t been applied?.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteStatusReport.
ThisType & setTradingSubAccountToNull()
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
RetransmitRequest12(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).
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceReport.
SchemaTraits Schema
Used template schema.
Enum
Indicates cross order purpose.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
UInt64 AllocReportID
Unique identifier for this allocation report message.
ThisType & setRoutingInstructionToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Firm enteringFirm() const noexcept
Type of flow from client to server.
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 ...
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderSingle.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SchemaTraits Schema
Used template schema.
PositionMaintenanceCancelRequest501(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr MessageType::Enum messageType() noexcept
Message type = Negotiate.
static constexpr PosType::Enum posType() noexcept
Used to identify the type of quantity.
ThisType & setClOrdIdToNull() noexcept
PositionMaintenanceReport503 ThisType
This type alias.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
QuoteStatusReport402(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
ThisType & setReceivedTimeToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
SchemaTraits Schema
Used template schema.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
const void * tail() const noexcept
static constexpr const Char * className()
SimpleOrdType::Enum ordType() const noexcept
Order type.
bool quoteRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
ThisType & setTradingSessionSubIdToNull() noexcept
ThisType & setOrdTagIdToNull() noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
Side::Enum side() const noexcept
Side of order.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
OrderCancelRequest105(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr const Char * className()
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr const Char * className()
#define ONIXS_B3_BOE_UNUSED
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
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 ...
ThisType & setOrderQtyToNull() noexcept
Timestamp clearingBusinessDate() const noexcept
The 'Clearing Business Date' referred to by this request.
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
The Quote Request message is used within the context of this Forward transaction in which two parties...
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
IntegralConstant< UInt64, 0ULL > NullMassActionReportIDOptional
Null value for an optional MassActionReportIDOptional field.
ThisType & setProtectionPrice(PriceOptional value) noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
ThisType & setTerminationCode(TerminationCode::Enum value) noexcept
Identifies the code of termination.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setTradeId(TradeIDOptional value) noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
IntegralConstant< UInt64, 0ULL > NullQuoteReqIDOptional
Null value for an optional QuoteReqIDOptional field.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setText(StrRef value)
Free ASCII format text string.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setMultiLegReportingTypeToNull() noexcept
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
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 UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteCancel.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
The EstablishmentAck message is sent when an Establish message is accepted by B3. EstablishmentAck me...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
ThisType & setAsset(StrRef value) noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
Price lastPx() const noexcept
Price of last fill.
bool price(Price8Optional &value) const noexcept
Price per share or contract.
ThisType & setRoutingInstructionToNull() noexcept
bool side(Side::Enum &value) const noexcept
Side of order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setDaysToSettlementToNull() noexcept
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setOrdTagIdToNull() noexcept
ThisType & setEnteringFirmToNull() noexcept
SessionID sessionId() const noexcept
Message type = NegotiateResponse.