94 assert(message.
valid());
285 clientAppNameAccess(),
295 clientAppVersionAccess(),
325 clientAppNameAccess(),
336 clientAppVersionAccess(),
397 setCredentialsToNull();
399 setClientAppNameToNull();
400 setClientAppVersionToNull();
436 bool skipEmptyFields =
false);
440 std::string toString(
441 bool skipEmptyFields =
false)
const;
466 const EncodedLength minimalRequiredLength =
467 minimalBlockLength(version) +
469 getMinimalVariableFieldsSize(version);
472 *
this, length, minimalRequiredLength);
476 void checkVarLenFields()
const
478 variableLengthFields().
479 checkTail<CredentialsEncoding>().
480 checkTail<ClientAppEncoding>().
481 checkTail<ClientAppEncoding>().
482 checkTail<ClientAppEncoding>();
485 void checkCompatibility()
const
487 assert(TemplateId == templateId());
489 checkSchema<Schema>(schemaId(), version());
490 checkLength(bufferSize(), version());
495 struct credentialsAccess
497 CredentialsEncoding& operator()(
const Negotiate1& obj)
const
501 variableLengthFields().
502 head<CredentialsEncoding>();
507 struct clientIPAccess
509 ClientAppEncoding& operator()(
const Negotiate1& obj)
const
513 variableLengthFields().
514 tail<CredentialsEncoding>().
515 head<ClientAppEncoding>();
520 struct clientAppNameAccess
522 ClientAppEncoding& operator()(
const Negotiate1& obj)
const
526 variableLengthFields().
527 tail<CredentialsEncoding>().
528 tail<ClientAppEncoding>().
529 head<ClientAppEncoding>();
534 struct clientAppVersionAccess
536 ClientAppEncoding& operator()(
const Negotiate1& obj)
const
540 variableLengthFields().
541 tail<CredentialsEncoding>().
542 tail<ClientAppEncoding>().
543 tail<ClientAppEncoding>().
544 head<ClientAppEncoding>();
550 ThisType& setCredentialsToNull()
553 setVariableLengthFieldToNull(
562 ThisType& setClientIPToNull()
565 setVariableLengthFieldToNull(clientIPAccess(), *
this);
572 ThisType& setClientAppNameToNull()
575 setVariableLengthFieldToNull(
576 clientAppNameAccess(),
584 ThisType& setClientAppVersionToNull()
587 setVariableLengthFieldToNull(
588 clientAppVersionAccess(),
648 checkCompatibility();
657 assert(message.
valid());
659 checkCompatibility();
912 return "NegotiateResponse2";
928 bool skipEmptyFields =
false);
932 std::string toString(
933 bool skipEmptyFields =
false)
const;
961 const EncodedLength minimalRequiredLength =
962 minimalBlockLength(version) +
964 getMinimalVariableFieldsSize(version);
967 *
this, length, minimalRequiredLength);
970 void checkCompatibility()
const
972 assert(TemplateId == templateId());
975 checkLength(bufferSize(), version());
1032 checkCompatibility();
1041 assert(message.
valid());
1043 checkCompatibility();
1320 return "NegotiateReject3";
1336 bool skipEmptyFields =
false);
1340 std::string toString(
1341 bool skipEmptyFields =
false)
const;
1369 const EncodedLength minimalRequiredLength =
1370 minimalBlockLength(version) +
1372 getMinimalVariableFieldsSize(version);
1375 *
this, length, minimalRequiredLength);
1378 void checkCompatibility()
const
1380 assert(TemplateId == templateId());
1383 checkLength(bufferSize(), version());
1440 checkCompatibility();
1449 assert(message.
valid());
1451 checkCompatibility();
1655 credentialsAccess(),
1663 credentialsAccess(),
1727 setCredentialsToNull();
1745 return "Establish4";
1761 bool skipEmptyFields =
false);
1765 std::string toString(
1766 bool skipEmptyFields =
false)
const;
1791 const EncodedLength minimalRequiredLength =
1792 minimalBlockLength(version) +
1794 getMinimalVariableFieldsSize(version);
1797 *
this, length, minimalRequiredLength);
1801 void checkVarLenFields()
const
1803 variableLengthFields().
1804 checkTail<CredentialsEncoding>();
1807 void checkCompatibility()
const
1809 assert(TemplateId == templateId());
1811 checkSchema<Schema>(schemaId(), version());
1812 checkLength(bufferSize(), version());
1813 checkVarLenFields();
1817 struct credentialsAccess
1819 CredentialsEncoding& operator()(
const Establish4& obj)
const
1823 variableLengthFields().
1824 head<CredentialsEncoding>();
1830 ThisType& setCredentialsToNull()
1833 setVariableLengthFieldToNull(
1834 credentialsAccess(),
1894 checkCompatibility();
1903 assert(message.
valid());
1905 checkCompatibility();
2182 return "EstablishAck5";
2198 bool skipEmptyFields =
false);
2202 std::string toString(
2203 bool skipEmptyFields =
false)
const;
2231 const EncodedLength minimalRequiredLength =
2232 minimalBlockLength(version) +
2234 getMinimalVariableFieldsSize(version);
2237 *
this, length, minimalRequiredLength);
2240 void checkCompatibility()
const
2242 assert(TemplateId == templateId());
2245 checkLength(bufferSize(), version());
2302 checkCompatibility();
2311 assert(message.
valid());
2313 checkCompatibility();
2549 return "EstablishReject6";
2565 bool skipEmptyFields =
false);
2569 std::string toString(
2570 bool skipEmptyFields =
false)
const;
2598 const EncodedLength minimalRequiredLength =
2599 minimalBlockLength(version) +
2601 getMinimalVariableFieldsSize(version);
2604 *
this, length, minimalRequiredLength);
2607 void checkCompatibility()
const
2609 assert(TemplateId == templateId());
2612 checkLength(bufferSize(), version());
2669 checkCompatibility();
2678 assert(message.
valid());
2680 checkCompatibility();
2853 return "Terminate7";
2869 bool skipEmptyFields =
false);
2873 std::string toString(
2874 bool skipEmptyFields =
false)
const;
2902 const EncodedLength minimalRequiredLength =
2903 minimalBlockLength(version) +
2905 getMinimalVariableFieldsSize(version);
2908 *
this, length, minimalRequiredLength);
2911 void checkCompatibility()
const
2913 assert(TemplateId == templateId());
2916 checkLength(bufferSize(), version());
2973 checkCompatibility();
2982 assert(message.
valid());
2984 checkCompatibility();
3125 return "NotApplied8";
3141 bool skipEmptyFields =
false);
3145 std::string toString(
3146 bool skipEmptyFields =
false)
const;
3174 const EncodedLength minimalRequiredLength =
3175 minimalBlockLength(version) +
3177 getMinimalVariableFieldsSize(version);
3180 *
this, length, minimalRequiredLength);
3183 void checkCompatibility()
const
3185 assert(TemplateId == templateId());
3188 checkLength(bufferSize(), version());
3245 checkCompatibility();
3254 assert(message.
valid());
3256 checkCompatibility();
3395 bool skipEmptyFields =
false);
3399 std::string toString(
3400 bool skipEmptyFields =
false)
const;
3428 const EncodedLength minimalRequiredLength =
3429 minimalBlockLength(version) +
3431 getMinimalVariableFieldsSize(version);
3434 *
this, length, minimalRequiredLength);
3437 void checkCompatibility()
const
3439 assert(TemplateId == templateId());
3442 checkLength(bufferSize(), version());
3499 checkCompatibility();
3508 assert(message.
valid());
3510 checkCompatibility();
3697 return "RetransmitRequest12";
3713 bool skipEmptyFields =
false);
3717 std::string toString(
3718 bool skipEmptyFields =
false)
const;
3746 const EncodedLength minimalRequiredLength =
3747 minimalBlockLength(version) +
3749 getMinimalVariableFieldsSize(version);
3752 *
this, length, minimalRequiredLength);
3755 void checkCompatibility()
const
3757 assert(TemplateId == templateId());
3760 checkLength(bufferSize(), version());
3817 checkCompatibility();
3826 assert(message.
valid());
3828 checkCompatibility();
4011 return "Retransmission13";
4027 bool skipEmptyFields =
false);
4031 std::string toString(
4032 bool skipEmptyFields =
false)
const;
4060 const EncodedLength minimalRequiredLength =
4061 minimalBlockLength(version) +
4063 getMinimalVariableFieldsSize(version);
4066 *
this, length, minimalRequiredLength);
4069 void checkCompatibility()
const
4071 assert(TemplateId == templateId());
4074 checkLength(bufferSize(), version());
4131 checkCompatibility();
4140 assert(message.
valid());
4142 checkCompatibility();
4308 return "RetransmitReject14";
4324 bool skipEmptyFields =
false);
4328 std::string toString(
4329 bool skipEmptyFields =
false)
const;
4357 const EncodedLength minimalRequiredLength =
4358 minimalBlockLength(version) +
4360 getMinimalVariableFieldsSize(version);
4363 *
this, length, minimalRequiredLength);
4366 void checkCompatibility()
const
4368 assert(TemplateId == templateId());
4371 checkLength(bufferSize(), version());
4428 checkCompatibility();
4437 assert(message.
valid());
4439 checkCompatibility();
4982 return "SimpleNewOrder100";
4998 bool skipEmptyFields =
false);
5002 std::string toString(
5003 bool skipEmptyFields =
false)
const;
5028 const EncodedLength minimalRequiredLength =
5029 minimalBlockLength(version) +
5031 getMinimalVariableFieldsSize(version);
5034 *
this, length, minimalRequiredLength);
5038 void checkVarLenFields()
const
5040 variableLengthFields().
5041 checkTail<MemoEncoding>();
5044 void checkCompatibility()
const
5046 assert(TemplateId == templateId());
5048 checkSchema<Schema>(schemaId(), version());
5049 checkLength(bufferSize(), version());
5050 checkVarLenFields();
5058 const SimpleNewOrder100& obj)
const
5062 variableLengthFields().
5063 head<MemoEncoding>();
5069 ThisType& setMemoToNull()
5072 setVariableLengthFieldToNull(memoAccess(), *
this);
5131 checkCompatibility();
5140 assert(message.
valid());
5142 checkCompatibility();
5756 return "SimpleModifyOrder101";
5772 bool skipEmptyFields =
false);
5776 std::string toString(
5777 bool skipEmptyFields =
false)
const;
5802 const EncodedLength minimalRequiredLength =
5803 minimalBlockLength(version) +
5805 getMinimalVariableFieldsSize(version);
5808 *
this, length, minimalRequiredLength);
5812 void checkVarLenFields()
const
5814 variableLengthFields().
5815 checkTail<MemoEncoding>();
5818 void checkCompatibility()
const
5820 assert(TemplateId == templateId());
5822 checkSchema<Schema>(schemaId(), version());
5823 checkLength(bufferSize(), version());
5824 checkVarLenFields();
5832 const SimpleModifyOrder101& obj)
const
5836 variableLengthFields().
5837 head<MemoEncoding>();
5843 ThisType& setMemoToNull()
5846 setVariableLengthFieldToNull(memoAccess(), *
this);
5905 checkCompatibility();
5914 assert(message.
valid());
5916 checkCompatibility();
6459 FieldValue fieldValue;
6739 return "NewOrderSingle102";
6755 bool skipEmptyFields =
false);
6759 std::string toString(
6760 bool skipEmptyFields =
false)
const;
6785 const EncodedLength minimalRequiredLength =
6786 minimalBlockLength(version) +
6788 getMinimalVariableFieldsSize(version);
6791 *
this, length, minimalRequiredLength);
6795 void checkVarLenFields()
const
6797 variableLengthFields().
6798 checkTail<DeskIDEncoding>().
6799 checkTail<MemoEncoding>();
6802 void checkCompatibility()
const
6804 assert(TemplateId == templateId());
6806 checkSchema<Schema>(schemaId(), version());
6807 checkLength(bufferSize(), version());
6808 checkVarLenFields();
6816 const NewOrderSingle102& obj)
const
6820 variableLengthFields().
6821 head<DeskIDEncoding>();
6830 const NewOrderSingle102& obj)
const
6834 variableLengthFields().
6835 tail<DeskIDEncoding>().
6836 head<MemoEncoding>();
6842 ThisType& setDeskIdToNull()
6845 setVariableLengthFieldToNull(deskIDAccess(), *
this);
6852 ThisType& setMemoToNull()
6855 setVariableLengthFieldToNull(memoAccess(), *
this);
6914 checkCompatibility();
6923 assert(message.
valid());
6925 checkCompatibility();
7564 FieldValue fieldValue;
7848 return "OrderCancelReplaceRequest104";
7859 "OrderCancelReplaceRequest104");
7865 bool skipEmptyFields =
false);
7869 std::string toString(
7870 bool skipEmptyFields =
false)
const;
7895 const EncodedLength minimalRequiredLength =
7896 minimalBlockLength(version) +
7898 getMinimalVariableFieldsSize(version);
7901 *
this, length, minimalRequiredLength);
7905 void checkVarLenFields()
const
7907 variableLengthFields().
7908 checkTail<DeskIDEncoding>().
7909 checkTail<MemoEncoding>();
7912 void checkCompatibility()
const
7914 assert(TemplateId == templateId());
7916 checkSchema<Schema>(schemaId(), version());
7917 checkLength(bufferSize(), version());
7918 checkVarLenFields();
7926 const OrderCancelReplaceRequest104& obj)
const
7930 variableLengthFields().
7931 head<DeskIDEncoding>();
7940 const OrderCancelReplaceRequest104& obj)
const
7944 variableLengthFields().
7945 tail<DeskIDEncoding>().
7946 head<MemoEncoding>();
7952 ThisType& setDeskIdToNull()
7955 setVariableLengthFieldToNull(deskIDAccess(), *
this);
7962 ThisType& setMemoToNull()
7965 setVariableLengthFieldToNull(memoAccess(), *
this);
8024 checkCompatibility();
8033 assert(message.
valid());
8035 checkCompatibility();
8453 return "OrderCancelRequest105";
8469 bool skipEmptyFields =
false);
8473 std::string toString(
8474 bool skipEmptyFields =
false)
const;
8499 const EncodedLength minimalRequiredLength =
8500 minimalBlockLength(version) +
8502 getMinimalVariableFieldsSize(version);
8505 *
this, length, minimalRequiredLength);
8509 void checkVarLenFields()
const
8511 variableLengthFields().
8512 checkTail<DeskIDEncoding>().
8513 checkTail<MemoEncoding>();
8516 void checkCompatibility()
const
8518 assert(TemplateId == templateId());
8520 checkSchema<Schema>(schemaId(), version());
8521 checkLength(bufferSize(), version());
8522 checkVarLenFields();
8530 const OrderCancelRequest105& obj)
const
8534 variableLengthFields().
8535 head<DeskIDEncoding>();
8544 const OrderCancelRequest105& obj)
const
8548 variableLengthFields().
8549 tail<DeskIDEncoding>().
8550 head<MemoEncoding>();
8556 ThisType& setDeskIdToNull()
8559 setVariableLengthFieldToNull(deskIDAccess(), *
this);
8566 ThisType& setMemoToNull()
8569 setVariableLengthFieldToNull(memoAccess(), *
this);
8647 bool skipEmptyFields =
false);
8653 bool skipEmptyFields =
false)
const;
8821 return "NewOrderCross106.SidesEntry";
8869 checkCompatibility();
8878 assert(message.
valid());
8880 checkCompatibility();
9447 return "NewOrderCross106";
9463 bool skipEmptyFields =
false);
9467 std::string toString(
9468 bool skipEmptyFields =
false)
const;
9493 const EncodedLength minimalRequiredLength =
9494 minimalBlockLength(version) +
9496 getMinimalVariableFieldsSize(version);
9499 *
this, length, minimalRequiredLength);
9503 void checkVarLenFields()
const
9506 checkVariableLengthFields<Sides>().
9507 checkTail<DeskIDEncoding>().
9508 checkTail<MemoEncoding>();
9511 void checkCompatibility()
const
9513 assert(TemplateId == templateId());
9515 checkSchema<Schema>(schemaId(), version());
9516 checkLength(bufferSize(), version());
9517 checkVarLenFields();
9525 const NewOrderCross106& obj)
const
9536 void setSidesToNull()
9539 resetGroup<Sides>(SidesAccess(), *
this);
9547 const NewOrderCross106& obj)
const
9552 variableLengthFields<Sides>().
9553 head<DeskIDEncoding>();
9562 const NewOrderCross106& obj)
const
9567 variableLengthFields<Sides>().
9568 tail<DeskIDEncoding>().
9569 head<MemoEncoding>();
9575 ThisType& setDeskIdToNull()
9578 setVariableLengthFieldToNull(deskIDAccess(), *
this);
9585 ThisType& setMemoToNull()
9588 setVariableLengthFieldToNull(memoAccess(), *
this);
9647 checkCompatibility();
9656 assert(message.
valid());
9658 checkCompatibility();
10127 FieldValue fieldValue;
10729 return "ExecutionReportNew200";
10745 bool skipEmptyFields =
false);
10749 std::string toString(
10750 bool skipEmptyFields =
false)
const;
10775 const EncodedLength minimalRequiredLength =
10776 minimalBlockLength(version) +
10778 getMinimalVariableFieldsSize(version);
10781 *
this, length, minimalRequiredLength);
10785 void checkVarLenFields()
const
10787 variableLengthFields().
10788 checkTail<DeskIDEncoding>().
10789 checkTail<MemoEncoding>();
10792 void checkCompatibility()
const
10794 assert(TemplateId == templateId());
10796 checkSchema<Schema>(schemaId(), version());
10797 checkLength(bufferSize(), version());
10798 checkVarLenFields();
10802 struct deskIDAccess
10806 const ExecutionReportNew200& obj)
const
10810 variableLengthFields().
10811 head<DeskIDEncoding>();
10820 const ExecutionReportNew200& obj)
const
10824 variableLengthFields().
10825 tail<DeskIDEncoding>().
10826 head<MemoEncoding>();
10832 ThisType& setDeskIdToNull()
10835 setVariableLengthFieldToNull(deskIDAccess(), *
this);
10842 ThisType& setMemoToNull()
10845 setVariableLengthFieldToNull(memoAccess(), *
this);
10876 checkLength(length,
version);
10892 checkLength(length,
version);
10904 checkCompatibility();
10913 assert(message.
valid());
10915 checkCompatibility();
11457 FieldValue fieldValue;
11997 return "ExecutionReportModify201";
12008 "ExecutionReportModify201");
12014 bool skipEmptyFields =
false);
12018 std::string toString(
12019 bool skipEmptyFields =
false)
const;
12044 const EncodedLength minimalRequiredLength =
12045 minimalBlockLength(version) +
12047 getMinimalVariableFieldsSize(version);
12050 *
this, length, minimalRequiredLength);
12054 void checkVarLenFields()
const
12056 variableLengthFields().
12057 checkTail<DeskIDEncoding>().
12058 checkTail<MemoEncoding>();
12061 void checkCompatibility()
const
12063 assert(TemplateId == templateId());
12065 checkSchema<Schema>(schemaId(), version());
12066 checkLength(bufferSize(), version());
12067 checkVarLenFields();
12071 struct deskIDAccess
12075 const ExecutionReportModify201& obj)
const
12079 variableLengthFields().
12080 head<DeskIDEncoding>();
12089 const ExecutionReportModify201& obj)
const
12093 variableLengthFields().
12094 tail<DeskIDEncoding>().
12095 head<MemoEncoding>();
12101 ThisType& setDeskIdToNull()
12104 setVariableLengthFieldToNull(deskIDAccess(), *
this);
12111 ThisType& setMemoToNull()
12114 setVariableLengthFieldToNull(memoAccess(), *
this);
12145 checkLength(length,
version);
12161 checkLength(length,
version);
12173 checkCompatibility();
12182 assert(message.
valid());
12184 checkCompatibility();
12702 FieldValue fieldValue;
13160 return "ExecutionReportCancel202";
13171 "ExecutionReportCancel202");
13177 bool skipEmptyFields =
false);
13181 std::string toString(
13182 bool skipEmptyFields =
false)
const;
13207 const EncodedLength minimalRequiredLength =
13208 minimalBlockLength(version) +
13210 getMinimalVariableFieldsSize(version);
13213 *
this, length, minimalRequiredLength);
13217 void checkVarLenFields()
const
13219 variableLengthFields().
13220 checkTail<DeskIDEncoding>().
13221 checkTail<MemoEncoding>();
13224 void checkCompatibility()
const
13226 assert(TemplateId == templateId());
13228 checkSchema<Schema>(schemaId(), version());
13229 checkLength(bufferSize(), version());
13230 checkVarLenFields();
13234 struct deskIDAccess
13238 const ExecutionReportCancel202& obj)
const
13242 variableLengthFields().
13243 head<DeskIDEncoding>();
13252 const ExecutionReportCancel202& obj)
const
13256 variableLengthFields().
13257 tail<DeskIDEncoding>().
13258 head<MemoEncoding>();
13264 ThisType& setDeskIdToNull()
13267 setVariableLengthFieldToNull(deskIDAccess(), *
this);
13274 ThisType& setMemoToNull()
13277 setVariableLengthFieldToNull(memoAccess(), *
this);
13308 checkLength(length,
version);
13324 checkLength(length,
version);
13336 checkCompatibility();
13345 assert(message.
valid());
13347 checkCompatibility();
14470 return "ExecutionReportTrade203";
14481 "ExecutionReportTrade203");
14487 bool skipEmptyFields =
false);
14491 std::string toString(
14492 bool skipEmptyFields =
false)
const;
14517 const EncodedLength minimalRequiredLength =
14518 minimalBlockLength(version) +
14520 getMinimalVariableFieldsSize(version);
14523 *
this, length, minimalRequiredLength);
14527 void checkVarLenFields()
const
14529 variableLengthFields().
14530 checkTail<DeskIDEncoding>().
14531 checkTail<MemoEncoding>();
14534 void checkCompatibility()
const
14536 assert(TemplateId == templateId());
14538 checkSchema<Schema>(schemaId(), version());
14539 checkLength(bufferSize(), version());
14540 checkVarLenFields();
14544 struct deskIDAccess
14548 const ExecutionReportTrade203& obj)
const
14552 variableLengthFields().
14553 head<DeskIDEncoding>();
14562 const ExecutionReportTrade203& obj)
const
14566 variableLengthFields().
14567 tail<DeskIDEncoding>().
14568 head<MemoEncoding>();
14574 ThisType& setDeskIdToNull()
14577 setVariableLengthFieldToNull(deskIDAccess(), *
this);
14584 ThisType& setMemoToNull()
14587 setVariableLengthFieldToNull(memoAccess(), *
this);
14618 checkLength(length,
version);
14634 checkLength(length,
version);
14646 checkCompatibility();
14655 assert(message.
valid());
14657 checkCompatibility();
15059 FieldValue fieldValue;
15619 return "ExecutionReportReject204";
15630 "ExecutionReportReject204");
15636 bool skipEmptyFields =
false);
15640 std::string toString(
15641 bool skipEmptyFields =
false)
const;
15666 const EncodedLength minimalRequiredLength =
15667 minimalBlockLength(version) +
15669 getMinimalVariableFieldsSize(version);
15672 *
this, length, minimalRequiredLength);
15676 void checkVarLenFields()
const
15678 variableLengthFields().
15679 checkTail<DeskIDEncoding>().
15680 checkTail<MemoEncoding>().
15681 checkTail<TextEncoding>();
15684 void checkCompatibility()
const
15686 assert(TemplateId == templateId());
15688 checkSchema<Schema>(schemaId(), version());
15689 checkLength(bufferSize(), version());
15690 checkVarLenFields();
15694 struct deskIDAccess
15698 const ExecutionReportReject204& obj)
const
15702 variableLengthFields().
15703 head<DeskIDEncoding>();
15712 const ExecutionReportReject204& obj)
const
15716 variableLengthFields().
15717 tail<DeskIDEncoding>().
15718 head<MemoEncoding>();
15727 const ExecutionReportReject204& obj)
const
15731 variableLengthFields().
15732 tail<DeskIDEncoding>().
15733 tail<MemoEncoding>().
15734 head<TextEncoding>();
15740 ThisType& setDeskIdToNull()
15743 setVariableLengthFieldToNull(deskIDAccess(), *
this);
15750 ThisType& setMemoToNull()
15753 setVariableLengthFieldToNull(memoAccess(), *
this);
15760 ThisType& setTextToNull()
15763 setVariableLengthFieldToNull(textAccess(), *
this);
15794 checkLength(length,
version);
15810 checkLength(length,
version);
15822 checkCompatibility();
15831 assert(message.
valid());
15833 checkCompatibility();
16733 return "ExecutionReportForward205";
16744 "ExecutionReportForward205");
16750 bool skipEmptyFields =
false);
16754 std::string toString(
16755 bool skipEmptyFields =
false)
const;
16780 const EncodedLength minimalRequiredLength =
16781 minimalBlockLength(version) +
16783 getMinimalVariableFieldsSize(version);
16786 *
this, length, minimalRequiredLength);
16790 void checkVarLenFields()
const
16792 variableLengthFields().
16793 checkTail<DeskIDEncoding>().
16794 checkTail<MemoEncoding>();
16797 void checkCompatibility()
const
16799 assert(TemplateId == templateId());
16801 checkSchema<Schema>(schemaId(), version());
16802 checkLength(bufferSize(), version());
16803 checkVarLenFields();
16807 struct deskIDAccess
16811 const ExecutionReportForward205& obj)
const
16815 variableLengthFields().
16816 head<DeskIDEncoding>();
16825 const ExecutionReportForward205& obj)
const
16829 variableLengthFields().
16830 tail<DeskIDEncoding>().
16831 head<MemoEncoding>();
16837 ThisType& setDeskIdToNull()
16840 setVariableLengthFieldToNull(deskIDAccess(), *
this);
16847 ThisType& setMemoToNull()
16850 setVariableLengthFieldToNull(memoAccess(), *
this);
16881 checkLength(length,
version);
16897 checkLength(length,
version);
16909 checkCompatibility();
16918 assert(message.
valid());
16920 checkCompatibility();
17183 return "BusinessMessageReject206";
17194 "BusinessMessageReject206");
17200 bool skipEmptyFields =
false);
17204 std::string toString(
17205 bool skipEmptyFields =
false)
const;
17230 const EncodedLength minimalRequiredLength =
17231 minimalBlockLength(version) +
17233 getMinimalVariableFieldsSize(version);
17236 *
this, length, minimalRequiredLength);
17240 void checkVarLenFields()
const
17242 variableLengthFields().
17243 checkTail<MemoEncoding>().
17244 checkTail<TextEncoding>();
17247 void checkCompatibility()
const
17249 assert(TemplateId == templateId());
17251 checkSchema<Schema>(schemaId(), version());
17252 checkLength(bufferSize(), version());
17253 checkVarLenFields();
17261 const BusinessMessageReject206& obj)
const
17265 variableLengthFields().
17266 head<MemoEncoding>();
17275 const BusinessMessageReject206& obj)
const
17279 variableLengthFields().
17280 tail<MemoEncoding>().
17281 head<TextEncoding>();
17287 ThisType& setMemoToNull()
17290 setVariableLengthFieldToNull(memoAccess(), *
this);
17297 ThisType& setTextToNull()
17300 setVariableLengthFieldToNull(textAccess(), *
this);
17372 bool skipEmptyFields =
false);
17378 bool skipEmptyFields =
false)
const;
17504 return "SecurityDefinitionRequest300.LegsEntry";
17524 checkLength(length,
version);
17540 checkLength(length,
version);
17552 checkCompatibility();
17561 assert(message.
valid());
17563 checkCompatibility();
17761 UInt8 maxGroupItems = 255)
17794 return "SecurityDefinitionRequest300";
17805 "SecurityDefinitionRequest300");
17811 bool skipEmptyFields =
false);
17815 std::string toString(
17816 bool skipEmptyFields =
false)
const;
17840 const EncodedLength minimalRequiredLength =
17841 minimalBlockLength(version) +
17843 getMinimalVariableFieldsSize(version);
17846 *
this, length, minimalRequiredLength);
17850 void checkVarLenFields()
const
17856 void checkCompatibility()
const
17858 assert(TemplateId == templateId());
17860 checkSchema<Schema>(schemaId(), version());
17861 checkLength(bufferSize(), version());
17862 checkVarLenFields();
17870 const SecurityDefinitionRequest300& obj)
const
17881 void setLegsToNull()
17884 resetGroup<Legs>(LegsAccess(), *
this);
17913 checkLength(length,
version);
17929 checkLength(length,
version);
17941 checkCompatibility();
17950 assert(message.
valid());
17952 checkCompatibility();
18299 return "SecurityDefinitionResponse301";
18310 "SecurityDefinitionResponse301");
18316 bool skipEmptyFields =
false);
18320 std::string toString(
18321 bool skipEmptyFields =
false)
const;
18349 const EncodedLength minimalRequiredLength =
18350 minimalBlockLength(version) +
18352 getMinimalVariableFieldsSize(version);
18355 *
this, length, minimalRequiredLength);
18358 void checkCompatibility()
const
18360 assert(TemplateId == templateId());
18363 checkLength(bufferSize(), version());
18438 bool skipEmptyFields =
false);
18444 bool skipEmptyFields =
false)
const;
18558 return "QuoteRequest401.SidesEntry";
18578 checkLength(length,
version);
18594 checkLength(length,
version);
18606 checkCompatibility();
18615 assert(message.
valid());
18617 checkCompatibility();
19221 return "QuoteRequest401";
19237 bool skipEmptyFields =
false);
19241 std::string toString(
19242 bool skipEmptyFields =
false)
const;
19267 const EncodedLength minimalRequiredLength =
19268 minimalBlockLength(version) +
19270 getMinimalVariableFieldsSize(version);
19273 *
this, length, minimalRequiredLength);
19277 void checkVarLenFields()
const
19280 checkVariableLengthFields<Sides>().
19281 checkTail<DeskIDEncoding>().
19282 checkTail<MemoEncoding>();
19285 void checkCompatibility()
const
19287 assert(TemplateId == templateId());
19289 checkSchema<Schema>(schemaId(), version());
19290 checkLength(bufferSize(), version());
19291 checkVarLenFields();
19299 const QuoteRequest401& obj)
const
19310 void setSidesToNull()
19313 resetGroup<Sides>(SidesAccess(), *
this);
19317 struct deskIDAccess
19321 const QuoteRequest401& obj)
const
19326 variableLengthFields<Sides>().
19327 head<DeskIDEncoding>();
19336 const QuoteRequest401& obj)
const
19341 variableLengthFields<Sides>().
19342 tail<DeskIDEncoding>().
19343 head<MemoEncoding>();
19349 ThisType& setDeskIdToNull()
19352 setVariableLengthFieldToNull(deskIDAccess(), *
this);
19359 ThisType& setMemoToNull()
19362 setVariableLengthFieldToNull(memoAccess(), *
this);
19393 checkLength(length,
version);
19409 checkLength(length,
version);
19421 checkCompatibility();
19430 assert(message.
valid());
19432 checkCompatibility();
20225 return "QuoteStatusReport402";
20241 bool skipEmptyFields =
false);
20245 std::string toString(
20246 bool skipEmptyFields =
false)
const;
20271 const EncodedLength minimalRequiredLength =
20272 minimalBlockLength(version) +
20274 getMinimalVariableFieldsSize(version);
20277 *
this, length, minimalRequiredLength);
20281 void checkVarLenFields()
const
20283 variableLengthFields().
20284 checkTail<DeskIDEncoding>().
20285 checkTail<MemoEncoding>().
20286 checkTail<TextEncoding>();
20289 void checkCompatibility()
const
20291 assert(TemplateId == templateId());
20293 checkSchema<Schema>(schemaId(), version());
20294 checkLength(bufferSize(), version());
20295 checkVarLenFields();
20299 struct deskIDAccess
20303 const QuoteStatusReport402& obj)
const
20307 variableLengthFields().
20308 head<DeskIDEncoding>();
20317 const QuoteStatusReport402& obj)
const
20321 variableLengthFields().
20322 tail<DeskIDEncoding>().
20323 head<MemoEncoding>();
20332 const QuoteStatusReport402& obj)
const
20336 variableLengthFields().
20337 tail<DeskIDEncoding>().
20338 tail<MemoEncoding>().
20339 head<TextEncoding>();
20345 ThisType& setDeskIdToNull()
20348 setVariableLengthFieldToNull(deskIDAccess(), *
this);
20355 ThisType& setMemoToNull()
20358 setVariableLengthFieldToNull(memoAccess(), *
this);
20365 ThisType& setTextToNull()
20368 setVariableLengthFieldToNull(textAccess(), *
this);
20399 checkLength(length,
version);
20415 checkLength(length,
version);
20427 checkCompatibility();
20436 assert(message.
valid());
20438 checkCompatibility();
21039 bool skipEmptyFields =
false);
21043 std::string toString(
21044 bool skipEmptyFields =
false)
const;
21069 const EncodedLength minimalRequiredLength =
21070 minimalBlockLength(version) +
21072 getMinimalVariableFieldsSize(version);
21075 *
this, length, minimalRequiredLength);
21079 void checkVarLenFields()
const
21081 variableLengthFields().
21082 checkTail<DeskIDEncoding>().
21083 checkTail<MemoEncoding>();
21086 void checkCompatibility()
const
21088 assert(TemplateId == templateId());
21090 checkSchema<Schema>(schemaId(), version());
21091 checkLength(bufferSize(), version());
21092 checkVarLenFields();
21096 struct deskIDAccess
21098 DeskIDEncoding& operator()(
const Quote403& obj)
const
21102 variableLengthFields().
21103 head<DeskIDEncoding>();
21110 MemoEncoding& operator()(
const Quote403& obj)
const
21114 variableLengthFields().
21115 tail<DeskIDEncoding>().
21116 head<MemoEncoding>();
21122 ThisType& setDeskIdToNull()
21125 setVariableLengthFieldToNull(deskIDAccess(), *
this);
21132 ThisType& setMemoToNull()
21135 setVariableLengthFieldToNull(memoAccess(), *
this);
21166 checkLength(length,
version);
21182 checkLength(length,
version);
21194 checkCompatibility();
21203 assert(message.
valid());
21205 checkCompatibility();
21593 return "QuoteCancel404";
21609 bool skipEmptyFields =
false);
21613 std::string toString(
21614 bool skipEmptyFields =
false)
const;
21639 const EncodedLength minimalRequiredLength =
21640 minimalBlockLength(version) +
21642 getMinimalVariableFieldsSize(version);
21645 *
this, length, minimalRequiredLength);
21649 void checkVarLenFields()
const
21651 variableLengthFields().
21652 checkTail<DeskIDEncoding>().
21653 checkTail<MemoEncoding>();
21656 void checkCompatibility()
const
21658 assert(TemplateId == templateId());
21660 checkSchema<Schema>(schemaId(), version());
21661 checkLength(bufferSize(), version());
21662 checkVarLenFields();
21666 struct deskIDAccess
21670 const QuoteCancel404& obj)
const
21674 variableLengthFields().
21675 head<DeskIDEncoding>();
21684 const QuoteCancel404& obj)
const
21688 variableLengthFields().
21689 tail<DeskIDEncoding>().
21690 head<MemoEncoding>();
21696 ThisType& setDeskIdToNull()
21699 setVariableLengthFieldToNull(deskIDAccess(), *
this);
21706 ThisType& setMemoToNull()
21709 setVariableLengthFieldToNull(memoAccess(), *
this);
21786 bool skipEmptyFields =
false);
21792 bool skipEmptyFields =
false)
const;
21906 return "QuoteRequestReject405.SidesEntry";
21926 checkLength(length,
version);
21942 checkLength(length,
version);
21954 checkCompatibility();
21963 assert(message.
valid());
21965 checkCompatibility();
22631 return "QuoteRequestReject405";
22647 bool skipEmptyFields =
false);
22651 std::string toString(
22652 bool skipEmptyFields =
false)
const;
22677 const EncodedLength minimalRequiredLength =
22678 minimalBlockLength(version) +
22680 getMinimalVariableFieldsSize(version);
22683 *
this, length, minimalRequiredLength);
22687 void checkVarLenFields()
const
22690 checkVariableLengthFields<Sides>().
22691 checkTail<DeskIDEncoding>().
22692 checkTail<MemoEncoding>().
22693 checkTail<TextEncoding>();
22696 void checkCompatibility()
const
22698 assert(TemplateId == templateId());
22700 checkSchema<Schema>(schemaId(), version());
22701 checkLength(bufferSize(), version());
22702 checkVarLenFields();
22710 const QuoteRequestReject405& obj)
const
22721 void setSidesToNull()
22724 resetGroup<Sides>(SidesAccess(), *
this);
22728 struct deskIDAccess
22732 const QuoteRequestReject405& obj)
const
22737 variableLengthFields<Sides>().
22738 head<DeskIDEncoding>();
22747 const QuoteRequestReject405& obj)
const
22752 variableLengthFields<Sides>().
22753 tail<DeskIDEncoding>().
22754 head<MemoEncoding>();
22763 const QuoteRequestReject405& obj)
const
22768 variableLengthFields<Sides>().
22769 tail<DeskIDEncoding>().
22770 tail<MemoEncoding>().
22771 head<TextEncoding>();
22777 ThisType& setDeskIdToNull()
22780 setVariableLengthFieldToNull(deskIDAccess(), *
this);
22787 ThisType& setMemoToNull()
22790 setVariableLengthFieldToNull(memoAccess(), *
this);
22797 ThisType& setTextToNull()
22800 setVariableLengthFieldToNull(textAccess(), *
this);
22831 checkLength(length,
version);
22847 checkLength(length,
version);
22859 checkCompatibility();
22868 assert(message.
valid());
22870 checkCompatibility();
23165 return "PositionMaintenanceCancelRequest501";
23176 "PositionMaintenanceCancelRequest501");
23182 bool skipEmptyFields =
false);
23186 std::string toString(
23187 bool skipEmptyFields =
false)
const;
23215 const EncodedLength minimalRequiredLength =
23216 minimalBlockLength(version) +
23218 getMinimalVariableFieldsSize(version);
23221 *
this, length, minimalRequiredLength);
23224 void checkCompatibility()
const
23226 assert(TemplateId == templateId());
23229 checkLength(bufferSize(), version());
23258 checkLength(length,
version);
23274 checkLength(length,
version);
23286 checkCompatibility();
23295 assert(message.
valid());
23297 checkCompatibility();
23734 return "PositionMaintenanceRequest502";
23745 "PositionMaintenanceRequest502");
23751 bool skipEmptyFields =
false);
23755 std::string toString(
23756 bool skipEmptyFields =
false)
const;
23781 const EncodedLength minimalRequiredLength =
23782 minimalBlockLength(version) +
23784 getMinimalVariableFieldsSize(version);
23787 *
this, length, minimalRequiredLength);
23791 void checkVarLenFields()
const
23793 variableLengthFields().
23794 checkTail<DeskIDEncoding>().
23795 checkTail<MemoEncoding>();
23798 void checkCompatibility()
const
23800 assert(TemplateId == templateId());
23802 checkSchema<Schema>(schemaId(), version());
23803 checkLength(bufferSize(), version());
23804 checkVarLenFields();
23808 struct deskIDAccess
23812 const PositionMaintenanceRequest502& obj)
const
23816 variableLengthFields().
23817 head<DeskIDEncoding>();
23826 const PositionMaintenanceRequest502& obj)
const
23830 variableLengthFields().
23831 tail<DeskIDEncoding>().
23832 head<MemoEncoding>();
23838 ThisType& setDeskIdToNull()
23841 setVariableLengthFieldToNull(deskIDAccess(), *
this);
23848 ThisType& setMemoToNull()
23851 setVariableLengthFieldToNull(memoAccess(), *
this);
23924 bool skipEmptyFields =
false);
23930 bool skipEmptyFields =
false)
const;
24044 return "PositionMaintenanceReport503.PositionsEntry";
24064 checkLength(length,
version);
24080 checkLength(length,
version);
24092 checkCompatibility();
24101 assert(message.
valid());
24103 checkCompatibility();
24740 setPositionsToNull();
24771 return "PositionMaintenanceReport503";
24782 "PositionMaintenanceReport503");
24788 bool skipEmptyFields =
false);
24792 std::string toString(
24793 bool skipEmptyFields =
false)
const;
24818 const EncodedLength minimalRequiredLength =
24819 minimalBlockLength(version) +
24821 getMinimalVariableFieldsSize(version);
24824 *
this, length, minimalRequiredLength);
24828 void checkVarLenFields()
const
24831 checkVariableLengthFields<Positions>().
24832 checkTail<DeskIDEncoding>().
24833 checkTail<MemoEncoding>().
24834 checkTail<TextEncoding>();
24837 void checkCompatibility()
const
24839 assert(TemplateId == templateId());
24841 checkSchema<Schema>(schemaId(), version());
24842 checkLength(bufferSize(), version());
24843 checkVarLenFields();
24847 struct PositionsAccess
24851 const PositionMaintenanceReport503& obj)
const
24862 void setPositionsToNull()
24865 resetGroup<Positions>(PositionsAccess(), *
this);
24869 struct deskIDAccess
24873 const PositionMaintenanceReport503& obj)
const
24878 variableLengthFields<Positions>().
24879 head<DeskIDEncoding>();
24888 const PositionMaintenanceReport503& obj)
const
24893 variableLengthFields<Positions>().
24894 tail<DeskIDEncoding>().
24895 head<MemoEncoding>();
24904 const PositionMaintenanceReport503& obj)
const
24909 variableLengthFields<Positions>().
24910 tail<DeskIDEncoding>().
24911 tail<MemoEncoding>().
24912 head<TextEncoding>();
24918 ThisType& setDeskIdToNull()
24921 setVariableLengthFieldToNull(deskIDAccess(), *
this);
24928 ThisType& setMemoToNull()
24931 setVariableLengthFieldToNull(memoAccess(), *
this);
24938 ThisType& setTextToNull()
24941 setVariableLengthFieldToNull(textAccess(), *
this);
24972 checkLength(length,
version);
24988 checkLength(length,
version);
25000 checkCompatibility();
25009 assert(message.
valid());
25011 checkCompatibility();
25297 FieldValue fieldValue;
25503 return "AllocationInstruction601";
25514 "AllocationInstruction601");
25520 bool skipEmptyFields =
false);
25524 std::string toString(
25525 bool skipEmptyFields =
false)
const;
25550 const EncodedLength minimalRequiredLength =
25551 minimalBlockLength(version) +
25553 getMinimalVariableFieldsSize(version);
25556 *
this, length, minimalRequiredLength);
25560 void checkVarLenFields()
const
25562 variableLengthFields().
25563 checkTail<DeskIDEncoding>().
25564 checkTail<MemoEncoding>();
25567 void checkCompatibility()
const
25569 assert(TemplateId == templateId());
25571 checkSchema<Schema>(schemaId(), version());
25572 checkLength(bufferSize(), version());
25573 checkVarLenFields();
25577 struct deskIDAccess
25581 const AllocationInstruction601& obj)
const
25585 variableLengthFields().
25586 head<DeskIDEncoding>();
25595 const AllocationInstruction601& obj)
const
25599 variableLengthFields().
25600 tail<DeskIDEncoding>().
25601 head<MemoEncoding>();
25607 ThisType& setDeskIdToNull()
25610 setVariableLengthFieldToNull(deskIDAccess(), *
this);
25617 ThisType& setMemoToNull()
25620 setVariableLengthFieldToNull(memoAccess(), *
this);
25651 checkLength(length,
version);
25667 checkLength(length,
version);
25679 checkCompatibility();
25688 assert(message.
valid());
25690 checkCompatibility();
25968 FieldValue fieldValue;
26159 return "AllocationReport602";
26175 bool skipEmptyFields =
false);
26179 std::string toString(
26180 bool skipEmptyFields =
false)
const;
26208 const EncodedLength minimalRequiredLength =
26209 minimalBlockLength(version) +
26211 getMinimalVariableFieldsSize(version);
26214 *
this, length, minimalRequiredLength);
26217 void checkCompatibility()
const
26219 assert(TemplateId == templateId());
26222 checkLength(bufferSize(), version());
26251 checkLength(length,
version);
26267 checkLength(length,
version);
26279 checkCompatibility();
26288 assert(message.
valid());
26290 checkCompatibility();
26709 return "OrderMassActionRequest701";
26720 "OrderMassActionRequest701");
26726 bool skipEmptyFields =
false);
26730 std::string toString(
26731 bool skipEmptyFields =
false)
const;
26759 const EncodedLength minimalRequiredLength =
26760 minimalBlockLength(version) +
26762 getMinimalVariableFieldsSize(version);
26765 *
this, length, minimalRequiredLength);
26768 void checkCompatibility()
const
26770 assert(TemplateId == templateId());
26773 checkLength(bufferSize(), version());
26802 checkLength(length,
version);
26818 checkLength(length,
version);
26830 checkCompatibility();
26839 assert(message.
valid());
26841 checkCompatibility();
27380 return "OrderMassActionReport702";
27391 "OrderMassActionReport702");
27397 bool skipEmptyFields =
false);
27401 std::string toString(
27402 bool skipEmptyFields =
false)
const;
27427 const EncodedLength minimalRequiredLength =
27428 minimalBlockLength(version) +
27430 getMinimalVariableFieldsSize(version);
27433 *
this, length, minimalRequiredLength);
27437 void checkVarLenFields()
const
27439 variableLengthFields().
27440 checkTail<TextEncoding>();
27443 void checkCompatibility()
const
27445 assert(TemplateId == templateId());
27447 checkSchema<Schema>(schemaId(), version());
27448 checkLength(bufferSize(), version());
27449 checkVarLenFields();
27457 const OrderMassActionReport702& obj)
const
27461 variableLengthFields().
27462 head<TextEncoding>();
27468 ThisType& setTextToNull()
27471 setVariableLengthFieldToNull(textAccess(), *
this);
#define ONIXS_B3_BOE_LTWT_STRUCT
#define ONIXS_B3_BOE_LTWT_EXPORTED
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_END
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_BEGIN
#define ONIXS_B3_BOE_UNUSED
#define ONIXS_B3_BOE_CONSTEXPR
#define ONIXS_B3_BOE_NODISCARD
#define ONIXS_B3_BOE_DEFAULT
#define ONIXS_B3_BOE_CONST_OR_CONSTEXPR
#define ONIXS_B3_BOE_NOTHROW
Value ordinary(MessageSize offset) const noexcept
const Value & accessOrdinary(MessageSize offset) const noexcept
Value decimal(MessageSize offset) const noexcept
Enumeration::Enum enumeration(MessageSize offset) const noexcept
StrRef fixedStr(MessageSize offset) const noexcept
Custodian information is required for going private offer.
UInt16 BlockLength
Root block length.
Unique ID for all matches that occur as a result of a implied event.
Self trade prevention investor identification is composed of the prefix and document.
void setFixedStr(MessageSize offset, StrRef value) noexcept
void setEnumeration(MessageSize offset, typename Enumeration::Enum value) noexcept
void setOrdinary(MessageSize offset, FieldValue value) noexcept
SchemaVersion version() const noexcept
GroupSizeEncoding::BlockLength BlockLength
SBE-encoded repeating group.
const void * binary() const noexcept
MessageTemplateId templateId() const noexcept
SchemaId schemaId() const noexcept
Group getGroup(Callable callable, Owner &owner) const noexcept
MessageSize EncodedLength
Length of the message binary data.
void setupGroup(Group &group, typename Group::Size entryCount, const void *messageTail)
Initializes the group header.
SchemaVersion version() const noexcept
bool valid() const noexcept
static constexpr MessageSize getMaxMessageSize() noexcept
Maximal message size.
BlockLength blockLength() const noexcept
SbeMessage() noexcept
Initializes a blank instance.
void setVariableLengthField(Callable callable, StrRef value, Owner &owner)
Sets the value of the variable length field.
void init(MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
StrRef getVariableLengthField(Callable callable, const Owner &owner) const noexcept
MessageSize calculateBinarySize(const void *tail) const noexcept
void constructGroup(Group &group, typename Group::Size entryCount, const void *messageTail)
Initializes the group header, sets all optional fields to null.
The time point without the time-zone information.
Identifies the version of what the field relates to.
IntegralConstant< UInt64, 0ULL > NullQuantityOptional
Null value for an optional QuantityOptional field.
IntegralConstant< UInt8, 0 > NullUint8EnumEncoding
Null value for an optional Uint8EnumEncoding field.
UInt64 SessionVerIDOptional
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
UInt64 MassActionReportID
IntegralConstant< UInt8, 0 > NullOrdTagID
Null value for an optional OrdTagID field.
IntegralConstant< UInt16, 0 > NullLocalMktDateOptional
Null value for an optional LocalMktDateOptional field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Price8
LocalMktDate timestampToLocalMktDate(const Timestamp ×tamp) noexcept
IntegralConstant< UInt64, 0ULL > NullSessionVerIDOptional
Null value for an optional SessionVerIDOptional field.
IntegralConstant< UInt64, 0ULL > NullClOrdIDOptional
Null value for an optional ClOrdIDOptional field.
IntegralConstant< UInt64, 0ULL > NullSecurityIDOptional
Null value for an optional SecurityIDOptional field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > PriceOffsetOptional
IntegralConstant< UInt32, 0 > NullSeqNumOptional
Null value for an optional SeqNumOptional field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -7 > > RatioQty
IntegralConstant< UInt64, 0ULL > NullQuoteIDOptional
Null value for an optional QuoteIDOptional field.
IntegralConstant< UInt8, 0 > NullTotNoRelatedSym
Null value for an optional TotNoRelatedSym field.
UInt64 SecurityIDOptional
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > Price
IntegralConstant< UInt32, 0 > NullFirmOptional
Null value for an optional FirmOptional field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Percentage8Optional
IntegralConstant< UInt32, 0 > NullTradeIDOptional
Null value for an optional TradeIDOptional field.
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
IntegralConstant< Char, '\x0'> NullChar
Null value for an optional Char field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > PriceOptional
IntegralConstant< UInt64, 0ULL > NullOrderIDOptional
Null value for an optional OrderIDOptional field.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
char Char
Character type alias.
UInt16 LocalMktDateOptional
IntegralConstant< UInt16, 0 > NullUint16EnumEncoding
Null value for an optional Uint16EnumEncoding field.
IntegralConstant< UInt64, 0ULL > NullMassActionReportIDOptional
Null value for an optional MassActionReportIDOptional field.
IntegralConstant< UInt64, 0ULL > NullPosReqIDOptional
Null value for an optional PosReqIDOptional field.
UInt64 BusinessRejectRefID
UInt16 MessageSize
Message length type.
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
UInt16 DaysToSettlementOptional
IntegralConstant< Int32, 0 > NullStrategyIDOptional
Null value for an optional StrategyIDOptional field.
std::basic_string_view< Char > StrRef
void checkVersion(SchemaVersion version)
Checks the compatibility with the provided SBE Schema version.
IntegralConstant< UInt32, 0 > NullRejReasonOptional
Null value for an optional RejReasonOptional field.
IntegralConstant< UInt32, 0 > NullAccountOptional
Null value for an optional AccountOptional field.
void checkSchema(SchemaId id, SchemaVersion version)
Checks the compatibility with the provided SBE Schema version.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Price8Optional
IntegralConstant< UInt64, 0ULL > NullPosMaintRptIDOptional
Null value for an optional PosMaintRptIDOptional field.
IntegralConstant< UInt64, 0ULL > NullExecIDOptional
Null value for an optional ExecIDOptional field.
UInt64 PosMaintRptIDOptional
UInt64 QuoteReqIDOptional
IntegralConstant< UInt64, 0ULL > NullQuoteReqIDOptional
Null value for an optional QuoteReqIDOptional field.
IntegralConstant< UInt32, 0 > NullSessionIDOptional
Null value for an optional SessionIDOptional field.
IntegralConstant< UInt16, 65535 > NullDaysToSettlementOptional
Null value for an optional DaysToSettlementOptional field.
UInt64 MassActionReportIDOptional
IntegralConstant< UInt64, 0ULL > NullBusinessRejectRefID
Null value for an optional BusinessRejectRefID field.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Percentage8
IntegralConstant< UInt64, 0ULL > NullCrossIDOptional
Null value for an optional CrossIDOptional field.
Enum
Type of Account associated with an order.
@ RegularAccount
RegularAccount.
Enum
Indicates how the orders being booked and allocated by an Allocation Instruction.
Enum
Describes the specific type or purpose of an Allocation Report message.
Enum
Identifies status of allocation.
Enum
Identifies allocation transaction type.
Enum
Describes the specific type or purpose of an Allocation message.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setTradeId(TradeID value) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
bool tradeDate(Timestamp &value) const noexcept
ThisType & setIndividualAllocId(AllocID value) noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationInstruction.
AllocType::Enum allocType() const noexcept
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
AllocationInstruction601(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
AllocationInstruction601(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setAllocType(AllocType::Enum value) noexcept
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
static constexpr const Char * className()
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
AllocationInstruction601()=default
Initializes a blank instance.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setTradeDateToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
ThisType & setAllocQty(Quantity value) noexcept
Quantity allocated to specific sub-account.
TradeID tradeId() const noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationInstruction.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setAllocAccount(Account value) noexcept
Sub-account mnemonic.
AllocationInstruction601(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Quantity allocQty() const noexcept
Quantity allocated to specific sub-account.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
static constexpr Side::Enum side() noexcept
Side of order.
Account allocAccount() const noexcept
Sub-account mnemonic.
static constexpr StrRef fixType() noexcept
FIX message type.
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Side of order.
AllocationInstruction601(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
AllocID individualAllocId() const noexcept
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
AllocationInstruction601 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
AllocationReport602(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setAllocReportId(AllocReportID value) noexcept
Unique identifier for this message.
ThisType & setAllocRejCode(RejReasonOptional value) noexcept
Identifies reason for rejection.
bool allocRejCode(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
ThisType & setAllocReportType(AllocReportType::Enum value) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setAllocRejCodeToNull() noexcept
bool tradeDate(Timestamp &value) const noexcept
AllocationReport602(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationReport.
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
AllocationReport602(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
static constexpr const Char * className()
AllocReportType::Enum allocReportType() const noexcept
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
AllocationReport602 ThisType
This type alias.
ThisType & setTradeDateToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
Side::Enum side() const noexcept
Side of order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setAllocStatus(AllocStatus::Enum value) noexcept
Identifies status of allocation.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
AllocationReport602()=default
Initializes a blank instance.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
AllocationReport602(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
AllocStatus::Enum allocStatus() const noexcept
Identifies status of allocation.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationReport.
static constexpr StrRef fixType() noexcept
FIX message type.
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
AllocReportID allocReportId() const noexcept
Unique identifier for this message.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setBusinessRejectRefId(BusinessRejectRefID value) noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
RejReason businessRejectReason() const noexcept
Code to identify the reason of the rejection.
BusinessMessageReject206 ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setRefSeqNum(SeqNum value) noexcept
Message sequence number of rejected message.
const void * tail() const noexcept
MessageType::Enum refMsgType() const noexcept
MsgType of the FIX message being referenced.
static constexpr MessageType::Enum messageType() noexcept
Message type = BusinessMessageReject.
static constexpr const Char * className()
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
SeqNum refSeqNum() const noexcept
Message sequence number of rejected message.
bool businessRejectRefId(BusinessRejectRefID &value) const noexcept
BusinessMessageReject206(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setBusinessRejectReason(RejReason value) noexcept
Code to identify the reason of the rejection.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
BusinessMessageReject206(const SbeMessage &message)
Creates an instance over the given SBE message.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
BusinessMessageReject206(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
StrRef text() const noexcept
Free ASCII format text string.
ThisType & setBusinessRejectRefIdToNull() noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = BusinessMessageReject.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
BusinessMessageReject206(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
EncodedLength calculateBinarySize() const noexcept
ThisType & setRefMsgType(MessageType::Enum value) noexcept
MsgType of the FIX message being referenced.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
BusinessMessageReject206()=default
Initializes a blank instance.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Enum
Valid order type for cross-order operations.
Enum
Indicates if one side or the other of a cross order should be prioritized.
Enum
Type of cross being submitted to a market.
Enum
Indicates cross order purpose.
Enum
Identifies the type of request that this cancel reject is in response to.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
DeltaInMillis keepAliveInterval() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setCodTimeoutWindow(DeltaInMillis value) noexcept
SeqNum nextSeqNo() const noexcept
const void * tail() const noexcept
Establish4(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr MessageType::Enum messageType() noexcept
Message type = Establish.
Establish4 ThisType
This type alias.
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
static constexpr const Char * className()
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
SchemaTraits Schema
Used template schema.
Establish4(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Establish4()=default
Initializes a blank instance.
CancelOnDisconnectType::Enum cancelOnDisconnectType() const noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Establish4(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
SessionID sessionId() const noexcept
Message type = Establish.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNextSeqNo(SeqNum value) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCancelOnDisconnectType(CancelOnDisconnectType::Enum value) noexcept
Establish4(const SbeMessage &message)
Creates an instance over the given SBE message.
UTCTimestampNanos timestamp() const noexcept
SessionVerID sessionVerId() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
DeltaInMillis codTimeoutWindow() const noexcept
ThisType & setSessionId(SessionID value) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setLastIncomingSeqNo(SeqNum value) noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
DeltaInMillis keepAliveInterval() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SeqNum nextSeqNo() const noexcept
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishAck.
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
EstablishAck5(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setSessionVerId(SessionVerID value) noexcept
ThisType & setSemanticVersionToNull()
EstablishAck5(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = EstablishAck.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNextSeqNo(SeqNum value) noexcept
SeqNum lastIncomingSeqNo() const noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSemanticVersion(Version value)
EstablishAck5(void *data, EncodedLength length, NoInit, NoCheck) noexcept
bool semanticVersion(Version &value) const noexcept
EstablishAck5 ThisType
This type alias.
EstablishAck5()=default
Initializes a blank instance.
EstablishAck5(const SbeMessage &message)
Creates an instance over the given SBE message.
SessionVerID sessionVerId() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
EstablishReject6(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
EstablishReject6()=default
Initializes a blank instance.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
EstablishReject6(void *data, EncodedLength length, NoInit, NoCheck) noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishReject.
ThisType & setLastIncomingSeqNo(SeqNumOptional value) noexcept
static constexpr const Char * className()
ThisType & setEstablishmentRejectCode(EstablishRejectCode::Enum value) noexcept
Identifies the code of reject establishment.
SchemaTraits Schema
Used template schema.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
bool lastIncomingSeqNo(SeqNumOptional &value) const noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
EstablishReject6 ThisType
This type alias.
EstablishRejectCode::Enum establishmentRejectCode() const noexcept
Identifies the code of reject establishment.
ThisType & setLastIncomingSeqNoToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
EstablishReject6(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SessionID sessionId() const noexcept
Message type = EstablishReject.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
SessionVerID sessionVerId() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
EstablishReject6(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Identifies the code of reject establishment.
Enum
Used to communicate a reason for a solicited cancel.
Enum
Indicates reason for restatement/cancelation, if available.
Enum
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
Enum
Specifies if a simultaneous trade of the underlying is to be performed.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setMassActionReportIdToNull() noexcept
bool investorId(InvestorID &value) const noexcept
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
const void * tail() const noexcept
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Cancel.
ThisType & setStrategyIdToNull() noexcept
ThisType & setExecRestatementReason(ExecRestatementReason::Enum value) noexcept
Indicates reason for cancelation, if available.
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
ThisType & setInvestorIdToNull() noexcept
ExecID execId() const noexcept
bool massActionReportId(MassActionReportIDOptional &value) const noexcept
ThisType & setMaxFloorToNull() noexcept
bool execRestatementReason(ExecRestatementReason::Enum &value) const noexcept
Indicates reason for cancelation, if available.
bool price(PriceOptional &value) const noexcept
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ExecutionReportCancel202(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setExecId(ExecID value) noexcept
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
OrderID secondaryOrderId() const noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
ThisType & setExpireDate(Timestamp value) noexcept
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
ThisType & setActionRequestedFromSessionId(SessionIDOptional value) noexcept
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ThisType & setInvestorId(InvestorID value) noexcept
ThisType & setMaxFloor(QuantityOptional value) noexcept
ExecutionReportCancel202 ThisType
This type alias.
ThisType & setExpireDateToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setStopPx(PriceOptional value) noexcept
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ExecutionReportCancel202(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Cancel.
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportCancel202(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setExecRestatementReasonToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSecondaryOrderId(OrderID value) noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
OrdType::Enum ordType() const noexcept
Order type.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ClOrdID clOrdId() const noexcept
ThisType & setReceivedTimeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Boolean::Enum workingIndicator() const noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Timestamp tradeDate() const noexcept
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setMassActionReportId(MassActionReportIDOptional value) noexcept
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setActionRequestedFromSessionIdToNull() noexcept
ThisType & setAccountToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ExecutionReportCancel202()=default
Initializes a blank instance.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool actionRequestedFromSessionId(SessionIDOptional &value) const noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
bool stopPx(PriceOptional &value) const noexcept
bool maxFloor(QuantityOptional &value) const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ExecutionReportCancel202(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setTradingSessionSubIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setTradeId(TradeID value) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
ExecutionReportForward205 ThisType
This type alias.
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
bool settlType(SettlType::Enum &value) const noexcept
ThisType & setSettlType(SettlType::Enum value) noexcept
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Forward.
Quantity leavesQty() const noexcept
ThisType & setFixedRate(Percentage8Optional value) noexcept
ExecID execId() const noexcept
bool clOrdId(ClOrdIDOptional &value) const noexcept
ThisType & setLeavesQty(Quantity value) noexcept
bool fixedRate(Percentage8Optional &value) const noexcept
static constexpr const Char * className()
ThisType & setExecRefIdToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
Price lastPx() const noexcept
Price of last fill.
SchemaTraits Schema
Used template schema.
Boolean::Enum aggressorIndicator() const noexcept
ThisType & setExecId(ExecID value) noexcept
ExecutionReportForward205(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
OrderID secondaryOrderId() const noexcept
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
ExecutionReportForward205(void *data, EncodedLength length, NoInit, NoCheck) noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool secondaryExecId(ExecIDOptional &value) const noexcept
ThisType & setSecurityTradingStatusToNull() noexcept
ThisType & setFixedRateToNull() noexcept
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
TradeID tradeId() const noexcept
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ExecutionReportForward205(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool execRefId(ExecIDOptional &value) const noexcept
ThisType & setSecondaryExecIdToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Forward.
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
static constexpr StrRef fixType() noexcept
FIX message type.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
ExecutionReportForward205()=default
Initializes a blank instance.
ThisType & setTradingSessionIdToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSecondaryOrderId(OrderID value) noexcept
Firm contraBroker() const noexcept
Identifies the contra broker firm.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ThisType & setDaysToSettlementToNull() noexcept
ExecutionReportForward205(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Timestamp tradeDate() const noexcept
ThisType & setExecRefId(ExecIDOptional value) noexcept
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setLastPx(Price value) noexcept
Price of last fill.
ThisType & setAccountToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setSettlTypeToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setClOrdIdToNull() noexcept
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setProtectionPriceToNull() noexcept
bool mmProtectionReset(Boolean::Enum &value) const noexcept
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Modify.
ThisType & setStrategyIdToNull() noexcept
Quantity leavesQty() const noexcept
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
ThisType & setInvestorIdToNull() noexcept
ExecID execId() const noexcept
ThisType & setMaxFloorToNull() noexcept
bool execRestatementReason(ExecRestatementReason::Enum &value) const noexcept
Indicates reason for restatement, if available.
ThisType & setLeavesQty(Quantity value) noexcept
bool price(PriceOptional &value) const noexcept
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ThisType & setExecId(ExecID value) noexcept
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
OrderID secondaryOrderId() const noexcept
bool protectionPrice(PriceOptional &value) const noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ExecutionReportModify201(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setTradeDate(Timestamp value) noexcept
ThisType & setExpireDate(Timestamp value) noexcept
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ThisType & setInvestorId(InvestorID value) noexcept
ThisType & setMaxFloor(QuantityOptional value) noexcept
ThisType & setExpireDateToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setStopPx(PriceOptional value) noexcept
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ExecutionReportModify201 ThisType
This type alias.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setExecRestatementReason(ExecRestatementReason::Enum value)
Indicates reason for restatement, if available.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ExecutionReportModify201(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
ThisType & setExecRestatementReasonToNull()
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Modify.
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportModify201(const SbeMessage &message)
Creates an instance over the given SBE message.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSecondaryOrderId(OrderID value) noexcept
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
OrdType::Enum ordType() const noexcept
Order type.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ClOrdID clOrdId() const noexcept
ThisType & setReceivedTimeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Boolean::Enum workingIndicator() const noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setMmProtectionResetToNull() noexcept
Timestamp tradeDate() const noexcept
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ExecutionReportModify201(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setMultiLegReportingTypeToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ExecutionReportModify201()=default
Initializes a blank instance.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
bool stopPx(PriceOptional &value) const noexcept
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
ThisType & setProtectionPrice(PriceOptional value) noexcept
bool maxFloor(QuantityOptional &value) const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setProtectionPriceToNull() noexcept
bool mmProtectionReset(Boolean::Enum &value) const noexcept
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_New.
ThisType & setStrategyIdToNull() noexcept
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
ThisType & setInvestorIdToNull() noexcept
ExecID execId() const noexcept
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
ThisType & setMaxFloorToNull() noexcept
bool price(PriceOptional &value) const noexcept
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ExecutionReportNew200(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setExecId(ExecID value) noexcept
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
OrderID secondaryOrderId() const noexcept
bool protectionPrice(PriceOptional &value) const noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
ExecutionReportNew200(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setExpireDate(Timestamp value) noexcept
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ExecutionReportNew200()=default
Initializes a blank instance.
ThisType & setInvestorId(InvestorID value) noexcept
ThisType & setMaxFloor(QuantityOptional value) noexcept
ThisType & setExpireDateToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setCrossType(CrossType::Enum value) noexcept
ThisType & setStopPx(PriceOptional value) noexcept
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
bool crossType(CrossType::Enum &value) const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
bool crossId(CrossIDOptional &value) const noexcept
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setCrossPrioritizationToNull() noexcept
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_New.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCrossTypeToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ExecutionReportNew200(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setSecondaryOrderId(OrderID value) noexcept
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
OrdType::Enum ordType() const noexcept
Order type.
ClOrdID clOrdId() const noexcept
ThisType & setReceivedTimeToNull() noexcept
ExecutionReportNew200 ThisType
This type alias.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Boolean::Enum workingIndicator() const noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setMmProtectionResetToNull() noexcept
Timestamp tradeDate() const noexcept
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setMultiLegReportingTypeToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ThisType & setCrossIdToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
bool stopPx(PriceOptional &value) const noexcept
ThisType & setCrossId(CrossIDOptional value) noexcept
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
ThisType & setProtectionPrice(PriceOptional value) noexcept
bool maxFloor(QuantityOptional &value) const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ExecutionReportNew200(void *data, EncodedLength length, NoInit, NoCheck) noexcept
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
const void * tail() const noexcept
ExecutionReportReject204(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Reject.
ThisType & setStrategyIdToNull() noexcept
ThisType & setInvestorIdToNull() noexcept
ExecID execId() const noexcept
ThisType & setMaxFloorToNull() noexcept
ExecutionReportReject204(void *data, EncodedLength length, NoInit, NoCheck) noexcept
bool price(PriceOptional &value) const noexcept
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
ExecutionReportReject204(const SbeMessage &message)
Creates an instance over the given SBE message.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr const Char * className()
ThisType & setOrderQty(QuantityOptional value) noexcept
ExecutionReportReject204 ThisType
This type alias.
ThisType & setPriceToNull() noexcept
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
RejReason ordRejReason() const noexcept
ThisType & setExecId(ExecID value) noexcept
CxlRejResponseTo::Enum cxlRejResponseTo() const noexcept
Identifies current status of order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setExpireDate(Timestamp value) noexcept
ThisType & setCrossedIndicatorToNull() noexcept
bool orderQty(QuantityOptional &value) const noexcept
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ThisType & setSecondaryOrderIdToNull() noexcept
ThisType & setInvestorId(InvestorID value) noexcept
ThisType & setMaxFloor(QuantityOptional value) noexcept
bool secondaryOrderId(OrderIDOptional &value) const noexcept
ThisType & setExpireDateToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setSecondaryOrderId(OrderIDOptional value) noexcept
ThisType & setStopPx(PriceOptional value) noexcept
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setCxlRejResponseTo(CxlRejResponseTo::Enum value) noexcept
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
bool crossId(CrossIDOptional &value) const noexcept
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderQtyToNull() noexcept
ExecutionReportReject204()=default
Initializes a blank instance.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
StrRef text() const noexcept
Free ASCII format text string.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Reject.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportReject204(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
static constexpr OrdStatus::Enum ordStatus() noexcept
Identifies current status of order.
OrdType::Enum ordType() const noexcept
Order type.
ThisType & setOrdRejReason(RejReason value) noexcept
ClOrdID clOrdId() const noexcept
ThisType & setReceivedTimeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setCrossIdToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderIdToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
bool stopPx(PriceOptional &value) const noexcept
ThisType & setCrossId(CrossIDOptional value) noexcept
bool maxFloor(QuantityOptional &value) const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setTradingSessionSubIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setTradeId(TradeID value) noexcept
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Trade.
ThisType & setStrategyIdToNull() noexcept
Quantity leavesQty() const noexcept
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
ExecID execId() const noexcept
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
bool clOrdId(ClOrdIDOptional &value) const noexcept
ExecutionReportTrade203(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setLeavesQty(Quantity value) noexcept
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
static constexpr const Char * className()
ThisType & setOrderCategoryToNull() noexcept
ThisType & setExecRefIdToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
Price lastPx() const noexcept
Price of last fill.
SchemaTraits Schema
Used template schema.
Boolean::Enum aggressorIndicator() const noexcept
ThisType & setExecId(ExecID value) noexcept
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
OrderID secondaryOrderId() const noexcept
bool totNoRelatedSym(TotNoRelatedSym &value) const noexcept
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTradeDate(Timestamp value) noexcept
ThisType & setCrossedIndicatorToNull() noexcept
Side::Enum side() const noexcept
Side of order.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool secondaryExecId(ExecIDOptional &value) const noexcept
ThisType & setSecurityTradingStatusToNull() noexcept
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
TradeID tradeId() const noexcept
ThisType & setOrderCategory(OrderCategory::Enum value) noexcept
Reason why a trade occurred.
ExecutionReportTrade203(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setCrossType(CrossType::Enum value) noexcept
ThisType & setTotNoRelatedSymToNull() noexcept
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
bool crossType(CrossType::Enum &value) const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool execRefId(ExecIDOptional &value) const noexcept
ThisType & setSecondaryExecIdToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
bool impliedEventId(ImpliedEventID &value) const noexcept
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
bool crossId(CrossIDOptional &value) const noexcept
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
ThisType & setCrossPrioritizationToNull() noexcept
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
ThisType & setImpliedEventIdToNull()
bool orderCategory(OrderCategory::Enum &value) const noexcept
Reason why a trade occurred.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setTotNoRelatedSym(TotNoRelatedSym value) noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Trade.
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportTrade203 ThisType
This type alias.
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
ThisType & setTradingSessionIdToNull() noexcept
ThisType & setCrossTypeToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ExecType::Enum execType() const noexcept
ThisType & setSecondaryOrderId(OrderID value) noexcept
Firm contraBroker() const noexcept
Identifies the contra broker firm.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ExecutionReportTrade203(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Timestamp tradeDate() const noexcept
ThisType & setExecRefId(ExecIDOptional value) noexcept
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
ExecutionReportTrade203(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setImpliedEventId(ImpliedEventID value)
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ExecutionReportTrade203()=default
Initializes a blank instance.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setLastPx(Price value) noexcept
Price of last fill.
ThisType & setAccountToNull() noexcept
ThisType & setMultiLegReportingTypeToNull() noexcept
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ThisType & setCrossIdToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
ThisType & setExecType(ExecType::Enum value) noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setCrossId(CrossIDOptional value) noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setClOrdIdToNull() noexcept
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Enum
Type of message flow from client to server or from server to client.
@ Recoverable
Recoverable.
Enum
Reason Order Mass Action Request was rejected.
Enum
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
Enum
Specifies the scope of the action. All Day and MOC orders will be cancelled. GTC, GTD and MOA orders ...
Enum
Specifies the type of action requested.
Enum
Defines message type.
@ QuoteCancel
QuoteCancel.
@ ExecutionReportForward
ExecutionReportForward.
@ QuoteRequest
QuoteRequest.
@ RetransmitReject
RetransmitReject.
@ AllocationInstruction
AllocationInstruction.
@ SimpleNewOrder
SimpleNewOrder.
@ NewOrderCross
NewOrderCross.
@ OrderCancelReplaceRequest
OrderCancelReplaceRequest.
@ PositionMaintenanceReport
PositionMaintenanceReport.
@ NegotiateResponse
NegotiateResponse.
@ ExecutionReportReject
ExecutionReportReject.
@ ExecutionReportNew
ExecutionReportNew.
@ PositionMaintenanceCancelRequest
PositionMaintenanceCancelRequest.
@ EstablishReject
EstablishReject.
@ BusinessMessageReject
BusinessMessageReject.
@ ExecutionReportTrade
ExecutionReportTrade.
@ EstablishAck
EstablishAck.
@ OrderMassActionRequest
OrderMassActionRequest.
@ SecurityDefinitionRequest
SecurityDefinitionRequest.
@ OrderMassActionReport
OrderMassActionReport.
@ AllocationReport
AllocationReport.
@ NewOrderSingle
NewOrderSingle.
@ QuoteStatusReport
QuoteStatusReport.
@ Retransmission
Retransmission.
@ NegotiateReject
NegotiateReject.
@ ExecutionReportModify
ExecutionReportModify.
@ RetransmitRequest
RetransmitRequest.
@ OrderCancelRequest
OrderCancelRequest.
@ SimpleModifyOrder
SimpleModifyOrder.
@ PositionMaintenanceRequest
PositionMaintenanceRequest.
@ QuoteRequestReject
QuoteRequestReject.
@ SecurityDefinitionResponse
SecurityDefinitionResponse.
@ ExecutionReportCancel
ExecutionReportCancel.
Enum
Used to indicate what an Execution Report represents.
bool onbehalfFirm(FirmOptional &value) const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
StrRef clientIP() const noexcept
Source IP from client system.
ThisType & setClientAppVersion(StrRef value)
Application version as informed during certification process.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Firm enteringFirm() const noexcept
Identifies the broker firm that will enter orders.
Negotiate1(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = Negotiate.
ThisType & setClientIP(StrRef value)
Source IP from client system.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
static constexpr const Char * className()
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
ThisType & setOnbehalfFirmToNull() noexcept
ThisType & setOnbehalfFirm(FirmOptional value) noexcept
SchemaTraits Schema
Used template schema.
StrRef clientAppName() const noexcept
Application name as informed during certification process.
Negotiate1 ThisType
This type alias.
ThisType & setSessionVerId(SessionVerID value) noexcept
Negotiate1()=default
Initializes a blank instance.
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Negotiate1(void *data, EncodedLength length, NoInit, NoCheck) noexcept
SessionID sessionId() const noexcept
Message type = Negotiate.
Negotiate1(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
Negotiate1(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UTCTimestampNanos timestamp() const noexcept
SessionVerID sessionVerId() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef clientAppVersion() const noexcept
Application version as informed during certification process.
ThisType & setClientAppName(StrRef value)
Application name as informed during certification process.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr FlowType::Enum clientFlow() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
NegotiationRejectCode::Enum negotiationRejectCode() const noexcept
Identifies the code of reject negotiation.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateReject.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setEnteringFirmToNull() noexcept
NegotiateReject3(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setSessionVerId(SessionVerID value) noexcept
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
NegotiateReject3 ThisType
This type alias.
NegotiateReject3(void *data, EncodedLength length, NoInit, NoCheck) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = NegotiateReject.
NegotiateReject3()=default
Initializes a blank instance.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
NegotiateReject3(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCurrentSessionVerIdToNull() noexcept
bool enteringFirm(FirmOptional &value) const noexcept
Identifies the broker firm that will enter orders.
NegotiateReject3(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SessionVerID sessionVerId() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setCurrentSessionVerId(SessionVerIDOptional value) noexcept
ThisType & setNegotiationRejectCode(NegotiationRejectCode::Enum value) noexcept
Identifies the code of reject negotiation.
bool currentSessionVerId(SessionVerIDOptional &value) const noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr FlowType::Enum clientFlow() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Firm enteringFirm() const noexcept
Identifies the broker firm that will enter orders.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateResponse.
NegotiateResponse2(const SbeMessage &message)
Creates an instance over the given SBE message.
NegotiateResponse2()=default
Initializes a blank instance.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
static constexpr const Char * className()
NegotiateResponse2(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SchemaTraits Schema
Used template schema.
static constexpr FlowType::Enum serverFlow() noexcept
NegotiateResponse2 ThisType
This type alias.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setSessionVerId(SessionVerID value) noexcept
ThisType & setSemanticVersionToNull()
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = NegotiateResponse.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSemanticVersion(Version value)
bool semanticVersion(Version &value) const noexcept
NegotiateResponse2(void *data, EncodedLength length, NoInit, NoCheck) noexcept
SessionVerID sessionVerId() const noexcept
NegotiateResponse2(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr FlowType::Enum clientFlow() noexcept
Enum
Identifies the code of reject negotiation.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr const Char * className()
Entity class name.
ThisType & setEnteringFirmToNull() noexcept
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
Side::Enum side() const noexcept
Side of order.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setTradingSubAccountToNull()
ClOrdID clOrdId() const noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool enteringFirm(FirmOptional &value) const noexcept
Identifies the broker firm that will enter orders.
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setAccountToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
SidesEntry ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
Sides sides(Sides::Size length, NoFieldsInit)
NewOrderCross106()=default
Initializes a blank instance.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderCross.
NewOrderCross106(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrdType(CrossOrdType::Enum value)
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
bool price(PriceOptional &value) const noexcept
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setOrdTypeToNull()
NewOrderCross106(const SbeMessage &message)
Creates an instance over the given SBE message.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
void toString(std::string &dest, bool skipEmptyFields=false)
Writes a human-readable presentation into the destination string.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setCrossedIndicatorToNull() noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderCross.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setCrossType(CrossType::Enum value) noexcept
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
NewOrderCross106(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
bool ordType(CrossOrdType::Enum &value) const noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
bool crossType(CrossType::Enum &value) const noexcept
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
ThisType & setExecutingTraderToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
ThisType & setCrossPrioritizationToNull() noexcept
NewOrderCross106 ThisType
This type alias.
bool maxSweepQty(QuantityOptional &value) const noexcept
Maximum sweep quantity.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
ThisType & setPrice(PriceOptional value) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setMaxSweepQty(QuantityOptional value) noexcept
Maximum sweep quantity.
ThisType & setCrossTypeToNull() noexcept
ThisType & setCrossId(CrossID value) noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setMaxSweepQtyToNull() noexcept
Sides sides(Sides::Size length)
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Sides sides() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
NewOrderCross106(void *data, EncodedLength length, NoInit, NoCheck) noexcept
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
CrossID crossId() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setCustodianInfoToNull() noexcept
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
NewOrderSingle102 ThisType
This type alias.
bool expireDate(Timestamp &value) const noexcept
const void * tail() const noexcept
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderSingle.
ThisType & setStrategyIdToNull() noexcept
ThisType & setInvestorIdToNull() noexcept
ThisType & setMaxFloorToNull() noexcept
NewOrderSingle102(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool price(PriceOptional &value) const noexcept
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
ThisType & setRoutingInstructionToNull() noexcept
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
NewOrderSingle102(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setExpireDate(Timestamp value) noexcept
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setInvestorId(InvestorID value) noexcept
ThisType & setMaxFloor(QuantityOptional value) noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderSingle.
ThisType & setExpireDateToNull() noexcept
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
NewOrderSingle102(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setStopPx(PriceOptional value) noexcept
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMinQtyToNull() noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setExecutingTraderToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
OrdType::Enum ordType() const noexcept
Order type.
ClOrdID clOrdId() const noexcept
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setAccountToNull() noexcept
NewOrderSingle102(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
Boolean::Enum mmProtectionReset() const noexcept
bool stopPx(PriceOptional &value) const noexcept
NewOrderSingle102()=default
Initializes a blank instance.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
bool maxFloor(QuantityOptional &value) const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = NotApplied.
NotApplied8(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
NotApplied8(void *data, EncodedLength length, NoInit, NoCheck) noexcept
static constexpr const Char * className()
NotApplied8(const SbeMessage &message)
Creates an instance over the given SBE message.
SchemaTraits Schema
Used template schema.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
SeqNum fromSeqNo() const noexcept
Message type = NotApplied.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
NotApplied8(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setCount(MessageCounter value) noexcept
How many messages haven´t been applied?.
NotApplied8()=default
Initializes a blank instance.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
NotApplied8 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
MessageCounter count() const noexcept
How many messages haven´t been applied?.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Null values definition for optional CustodianInfo field.
Null values definition for optional ImpliedEventID field.
Null values definition for optional InvestorID field.
Null values definition for optional Percentage8Optional field.
Null values definition for optional Price8Optional field.
Null values definition for optional PriceOffsetOptional field.
Null values definition for optional PriceOptional field.
Null values definition for optional UTCTimestampNanosOptional field.
Null values definition for optional Version field.
Enum
Identifies current status of order.
ThisType & setCustodianInfoToNull() noexcept
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool expireDate(Timestamp &value) const noexcept
const void * tail() const noexcept
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
OrderCancelReplaceRequest104(const SbeMessage &message)
Creates an instance over the given SBE message.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelReplaceRequest.
ThisType & setStrategyIdToNull() noexcept
ThisType & setInvestorIdToNull() noexcept
ThisType & setMaxFloorToNull() noexcept
bool price(PriceOptional &value) const noexcept
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
ThisType & setRoutingInstructionToNull() noexcept
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setExpireDate(Timestamp value) noexcept
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
ThisType & setInvestorId(InvestorID value) noexcept
ThisType & setMaxFloor(QuantityOptional value) noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelReplaceRequest.
ThisType & setExpireDateToNull() noexcept
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setStopPx(PriceOptional value) noexcept
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMinQtyToNull() noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setStopPxToNull() noexcept
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
OrderCancelReplaceRequest104 ThisType
This type alias.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setExecutingTraderToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
ThisType & setAccountTypeToNull() noexcept
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
OrderCancelReplaceRequest104()=default
Initializes a blank instance.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit, NoCheck) noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
OrdType::Enum ordType() const noexcept
Order type.
ClOrdID clOrdId() const noexcept
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setTimeInForceToNull() noexcept
ThisType & setAccountToNull() noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderIdToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
Boolean::Enum mmProtectionReset() const noexcept
bool stopPx(PriceOptional &value) const noexcept
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
bool maxFloor(QuantityOptional &value) const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelRequest.
OrderCancelRequest105()=default
Initializes a blank instance.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum value) noexcept
Used to communicate a reason for a solicited cancel.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
OrderCancelRequest105(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Side::Enum side() const noexcept
Side of order.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be cancelled.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelRequest.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
OrderCancelRequest105(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
OrderCancelRequest105(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setExecutingTraderToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
OrderCancelRequest105 ThisType
This type alias.
ThisType & setExecRestatementReasonToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ClOrdID clOrdId() const noexcept
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
bool execRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum &value) const noexcept
Used to communicate a reason for a solicited cancel.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderIdToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be cancelled.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderCancelRequest105(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Enum
Defines the type of interest behind a trade i.e. why a trade occurred.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
OrderMassActionReport702 ThisType
This type alias.
ThisType & setMassActionReportId(MassActionReportID value) noexcept
bool investorId(InvestorID &value) const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
const void * tail() const noexcept
ThisType & setMassActionRejectReasonToNull() noexcept
OrderMassActionReport702(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionReport.
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
ThisType & setInvestorIdToNull() noexcept
static constexpr const Char * className()
ThisType & setMassActionResponse(MassActionResponse::Enum value) noexcept
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ThisType & setSideToNull() noexcept
OrderMassActionReport702()=default
Initializes a blank instance.
OrderMassActionReport702(void *data, EncodedLength length, NoInit, NoCheck) noexcept
MassActionResponse::Enum massActionResponse() const noexcept
ThisType & setAsset(StrRef value) noexcept
ThisType & setAssetToNull() noexcept
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
MassActionReportID massActionReportId() const noexcept
ThisType & setInvestorId(InvestorID value) noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setMassActionScopeToNull() noexcept
bool asset(StrRef &value) const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
OrderMassActionReport702(const SbeMessage &message)
Creates an instance over the given SBE message.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool massActionRejectReason(MassActionRejectReason::Enum &value) const noexcept
Reason Order Mass Action Request was rejected.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
StrRef text() const noexcept
Free ASCII format text string.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionReport.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setSecurityIdToNull() noexcept
ClOrdID clOrdId() const noexcept
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
bool side(Side::Enum &value) const noexcept
Side of order.
OrderMassActionReport702(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMassActionRejectReason(MassActionRejectReason::Enum value) noexcept
Reason Order Mass Action Request was rejected.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionRequest.
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
ThisType & setInvestorIdToNull() noexcept
OrderMassActionRequest701(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ThisType & setSideToNull() noexcept
OrderMassActionRequest701(const SbeMessage &message)
Creates an instance over the given SBE message.
OrderMassActionRequest701()=default
Initializes a blank instance.
ThisType & setAsset(StrRef value) noexcept
ThisType & setAssetToNull() noexcept
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
ThisType & setInvestorId(InvestorID value) noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionRequest.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setMassActionScopeToNull() noexcept
OrderMassActionRequest701(void *data, EncodedLength length, NoInit, NoCheck) noexcept
bool asset(StrRef &value) const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setSecurityIdToNull() noexcept
ClOrdID clOrdId() const noexcept
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
OrderMassActionRequest701 ThisType
This type alias.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
bool side(Side::Enum &value) const noexcept
Side of order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
OrderMassActionRequest701(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Enum
Maintenance Action to be performed.
Enum
Status of Position Maintenance Request.
Enum
Identifies the type of position transaction.
Enum
Used to identify the type of quantity.
@ OptionExerciseQty
OptionExerciseQty.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
ThisType & setPosMaintRptRefIdToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceCancelRequest.
PositionMaintenanceCancelRequest501()=default
Initializes a blank instance.
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit, NoCheck) noexcept
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
bool posMaintRptRefId(PosMaintRptIDOptional &value) const noexcept
PositionMaintenanceCancelRequest501(const SbeMessage &message)
Creates an instance over the given SBE message.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceCancelRequest.
ThisType & setPosMaintRptRefId(PosMaintRptIDOptional value) noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
PositionMaintenanceCancelRequest501 ThisType
This type alias.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigPosReqRefIdToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
PositionsEntry ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setPosType(PosType::Enum value) noexcept
Used to identify the type of quantity.
PositionsEntry(void *data, EncodedLength length, SchemaVersion version)
ThisType & setLongQty(QuantityOptional value) noexcept
Long Quantity.
static constexpr const Char * className()
Entity class name.
ThisType & setShortQtyToNull() noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
bool shortQty(QuantityOptional &value) const noexcept
Short Quantity.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool longQty(QuantityOptional &value) const noexcept
Long Quantity.
ThisType & setLongQtyToNull() noexcept
ThisType & setShortQty(QuantityOptional value) noexcept
Short Quantity.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
PosType::Enum posType() const noexcept
Used to identify the type of quantity.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTradeIdToNull() noexcept
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
PositionMaintenanceReport503 ThisType
This type alias.
const void * tail() const noexcept
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceReport.
ThisType & setPosMaintRptId(PosMaintRptID value) noexcept
Unique identifier for this position report.
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
ThisType & setPosReqIdToNull() noexcept
Positions positions(Positions::Size length)
static constexpr const Char * className()
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setPosMaintResult(RejReasonOptional value) noexcept
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
bool posMaintResult(RejReasonOptional &value) const noexcept
void toString(std::string &dest, bool skipEmptyFields=false)
Writes a human-readable presentation into the destination string.
ThisType & setThresholdAmountToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
PositionMaintenanceReport503(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Timestamp clearingBusinessDate() const noexcept
Positions positions() noexcept
Boolean::Enum contraryInstructionIndicator() const noexcept
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTradeId(TradeIDOptional value) noexcept
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setClearingBusinessDate(Timestamp value) noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Positions positions() const noexcept
ThisType & setAccountTypeToNull() noexcept
StrRef text() const noexcept
Free ASCII format text string.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceReport.
bool tradeId(TradeIDOptional &value) const noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setPosMaintResultToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
bool posReqId(PosReqIDOptional &value) const noexcept
Unique identifier for the position maintenance request.
PosMaintAction::Enum posMaintAction() const noexcept
Maintenance Action to be performed.
Positions positions(Positions::Size length, NoFieldsInit)
ThisType & setPosMaintStatus(PosMaintStatus::Enum value) noexcept
Status of Position Maintenance Request.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPosMaintAction(PosMaintAction::Enum value) noexcept
Maintenance Action to be performed.
PositionMaintenanceReport503(const SbeMessage &message)
Creates an instance over the given SBE message.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
SbeGroup< PositionsEntry, GroupSizeEncoding, MessageSize > Positions
Repeating group containing PositionsEntry entries.
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setOrigPosReqRefIdToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
PosMaintRptID posMaintRptId() const noexcept
Unique identifier for this position report.
PosMaintStatus::Enum posMaintStatus() const noexcept
Status of Position Maintenance Request.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
PositionMaintenanceReport503()=default
Initializes a blank instance.
ThisType & setPosReqId(PosReqIDOptional value) noexcept
Unique identifier for the position maintenance request.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit, NoCheck) noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
PositionMaintenanceRequest502(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceRequest.
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setThresholdAmountToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Timestamp clearingBusinessDate() const noexcept
Boolean::Enum contraryInstructionIndicator() const noexcept
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceRequest.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
PositionMaintenanceRequest502()=default
Initializes a blank instance.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Quantity longQty() const noexcept
Used to identify the type of quantity.
ThisType & setClearingBusinessDate(Timestamp value) noexcept
PositionMaintenanceRequest502(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr PosType::Enum posType() noexcept
Used to identify the type of quantity.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
ThisType & setAccountToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
PositionMaintenanceRequest502 ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setLongQty(Quantity value) noexcept
Long quantity.
Quote403(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Quote403()=default
Initializes a blank instance.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
ThisType & setSettlType(SettlType::Enum value) noexcept
static constexpr Boolean::Enum privateQuote() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = TermoQuote.
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = TermoQuote.
Quote403(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
static constexpr const Char * className()
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
ThisType & setPriceToNull() noexcept
bool price(Price8Optional &value) const noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Quote403(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SettlType::Enum settlType() const noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setFixedRate(Percentage8 value) noexcept
Interest rate of the forward trade.
Side::Enum side() const noexcept
Side of order.
ThisType & setExecuteUnderlyingTradeToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Quote403(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
QuoteID quoteId() const noexcept
Unique identifier for quote.
DaysToSettlement daysToSettlement() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Quote403 ThisType
This type alias.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Percentage8 fixedRate() const noexcept
Interest rate of the forward trade.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setPrice(Price8Optional value) noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
static constexpr QuoteCancelType::Enum quoteCancelType() noexcept
Identifies the type of quote cancel.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
QuoteCancel404(void *data, EncodedLength length, NoInit, NoCheck) noexcept
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
static constexpr Boolean::Enum privateQuote() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteCancel.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteCancel.
static constexpr const Char * className()
ThisType & setQuoteReqIdToNull() noexcept
SchemaTraits Schema
Used template schema.
QuoteCancel404()=default
Initializes a blank instance.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
QuoteCancel404(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setQuoteReqId(QuoteReqIDOptional value) noexcept
Unique identifier for quote request.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool account(AccountOptional &value) const noexcept
Identifies the type of quote cancel.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool quoteReqId(QuoteReqIDOptional &value) const noexcept
Unique identifier for quote request.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
QuoteCancel404(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setAccountToNull() noexcept
QuoteCancel404 ThisType
This type alias.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
QuoteCancel404(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setQuoteIdToNull() noexcept
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Enum
Identifies the type of quote cancel.
@ CancelForQuoteId
CancelForQuoteId.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr const Char * className()
Entity class name.
Side::Enum side() const noexcept
Side of order.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setTradingSubAccountToNull()
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setAccountToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
SidesEntry ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTradeIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
Price8 price() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setSettlType(SettlType::Enum value) noexcept
static constexpr Boolean::Enum privateQuote() noexcept
Sides sides(Sides::Size length, NoFieldsInit)
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequest.
QuoteRequest401()=default
Initializes a blank instance.
ThisType & setPrice(Price8 value) noexcept
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequest.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
static constexpr const Char * className()
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
void toString(std::string &dest, bool skipEmptyFields=false)
Writes a human-readable presentation into the destination string.
SettlType::Enum settlType() const noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setFixedRate(Percentage8 value) noexcept
QuoteRequest401(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setExecuteUnderlyingTradeToNull() noexcept
ThisType & setContraBroker(Firm value) noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
QuoteRequest401 ThisType
This type alias.
ThisType & setTradeId(TradeIDOptional value) noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
QuoteRequest401(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool tradeId(TradeIDOptional &value) const noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
QuoteRequest401(void *data, EncodedLength length, NoInit, NoCheck) noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
Sides sides(Sides::Size length)
Firm contraBroker() const noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Sides sides() const noexcept
DaysToSettlement daysToSettlement() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Percentage8 fixedRate() const noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
QuoteRequest401(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setQuoteIdToNull() noexcept
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
static constexpr const Char * className()
Entity class name.
Side::Enum side() const noexcept
Side of order.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setTradingSubAccountToNull()
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setAccountToNull() noexcept
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
SidesEntry ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTradeIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
bool settlType(SettlType::Enum &value) const noexcept
ThisType & setSettlType(SettlType::Enum value) noexcept
static constexpr Boolean::Enum privateQuote() noexcept
Sides sides(Sides::Size length, NoFieldsInit)
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequestReject.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequestReject.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
static constexpr const Char * className()
ThisType & setOrderQty(QuantityOptional value) noexcept
Quantity ordered.
ThisType & setPriceToNull() noexcept
bool price(Price8Optional &value) const noexcept
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
ThisType & setQuoteRequestRejectReasonToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
void toString(std::string &dest, bool skipEmptyFields=false)
Writes a human-readable presentation into the destination string.
QuoteRequestReject405()=default
Initializes a blank instance.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
QuoteRequestReject405(const SbeMessage &message)
Creates an instance over the given SBE message.
bool orderQty(QuantityOptional &value) const noexcept
Quantity ordered.
ThisType & setFixedRateToNull() noexcept
QuoteRequestReject405(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setContraBroker(Firm value) noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool quoteRequestRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
ThisType & setTradeId(TradeIDOptional value) noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setQuoteRequestRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderQtyToNull() noexcept
StrRef text() const noexcept
Free ASCII format text string.
bool tradeId(TradeIDOptional &value) const noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
Sides sides(Sides::Size length)
Firm contraBroker() const noexcept
QuoteRequestReject405(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Sides sides() const noexcept
ThisType & setDaysToSettlementToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setPrice(Price8Optional value) noexcept
ThisType & setSettlTypeToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
QuoteRequestReject405 ThisType
This type alias.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
ThisType & setQuoteIdToNull() noexcept
QuoteRequestReject405(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
ThisType & setTradeIdToNull() noexcept
QuoteStatus::Enum quoteStatus() const noexcept
Identifies the status of the quote acknowledgement.
QuoteStatusReport402 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setQuoteRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
bool settlType(SettlType::Enum &value) const noexcept
ThisType & setSettlType(SettlType::Enum value) noexcept
static constexpr Boolean::Enum privateQuote() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteStatusReport.
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
QuoteStatusReport402(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteStatusReport.
ThisType & setQuoteStatusResponseTo(QuoteStatusResponseTo::Enum value) noexcept
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
bool quoteStatusResponseTo(QuoteStatusResponseTo::Enum &value) const noexcept
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
static constexpr const Char * className()
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
ThisType & setPriceToNull() noexcept
bool price(Price8Optional &value) const noexcept
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setText(StrRef value)
Free ASCII format text string.
SchemaTraits Schema
Used template schema.
ThisType & setSideToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setFixedRateToNull() noexcept
ThisType & setExecuteUnderlyingTradeToNull() noexcept
ThisType & setContraBroker(Firm value) noexcept
ThisType & setQuoteStatus(QuoteStatus::Enum value) noexcept
Identifies the status of the quote acknowledgement.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTradeId(TradeIDOptional value) noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
QuoteStatusReport402(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
ThisType & setQuoteRejectReasonToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
QuoteStatusReport402()=default
Initializes a blank instance.
StrRef text() const noexcept
Free ASCII format text string.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
bool tradeId(TradeIDOptional &value) const noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
Firm contraBroker() const noexcept
ThisType & setTradingSubAccountToNull()
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setDaysToSettlementToNull() noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
QuoteID quoteId() const noexcept
Unique identifier for quote.
QuoteStatusReport402(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setQuoteStatusResponseToToNull() noexcept
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
ThisType & setAccountToNull() noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setPrice(Price8Optional value) noexcept
QuoteStatusReport402(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
bool side(Side::Enum &value) const noexcept
Side of order.
ThisType & setSettlTypeToNull() noexcept
bool quoteRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Enum
Identifies the type of request that a Quote Status Report is in response to.
Enum
Identifies the status of the quote acknowledgement.
Retransmission13(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SeqNum nextSeqNo() const noexcept
The sequence number of the first retransmitted message.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = Retransmission.
Retransmission13 ThisType
This type alias.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = Retransmission.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNextSeqNo(SeqNum value) noexcept
The sequence number of the first retransmitted message.
Retransmission13(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr StrRef fixType() noexcept
FIX message type.
Retransmission13()=default
Initializes a blank instance.
ThisType & setCount(MessageCounter value) noexcept
Number of messages to be retransmitted.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Retransmission13(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Retransmission13(const SbeMessage &message)
Creates an instance over the given SBE message.
EncodedLength calculateBinarySize() const noexcept
MessageCounter count() const noexcept
Number of messages to be retransmitted.
ThisType & setSessionId(SessionID value) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitReject.
RetransmitRejectCode::Enum retransmitRejectCode() const noexcept
Identifies the code of reject retransmission.
RetransmitReject14(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
RetransmitReject14 ThisType
This type alias.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
RetransmitReject14(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
RetransmitReject14(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
RetransmitReject14(void *data, EncodedLength length, NoInit, NoCheck) noexcept
SessionID sessionId() const noexcept
Message type = RetransmitReject.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setRetransmitRejectCode(RetransmitRejectCode::Enum value) noexcept
Identifies the code of reject retransmission.
static constexpr StrRef fixType() noexcept
FIX message type.
RetransmitReject14()=default
Initializes a blank instance.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionId(SessionID value) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Identifies the code of reject retransmission.
RetransmitRequest12 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitRequest.
static constexpr const Char * className()
RetransmitRequest12(void *data, EncodedLength length, NoInit, NoCheck) noexcept
SchemaTraits Schema
Used template schema.
RetransmitRequest12()=default
Initializes a blank instance.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
SeqNum fromSeqNo() const noexcept
The first applied sequence number.
RetransmitRequest12(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
RetransmitRequest12(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
SessionID sessionId() const noexcept
Message type = RetransmitRequest.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
RetransmitRequest12(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setCount(MessageCounter value) noexcept
UTCTimestampNanos timestamp() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
MessageCounter count() const noexcept
ThisType & setSessionId(SessionID value) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Indicates additional order instruction.
Attributes of SBE message schema.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
RatioQty legRatioQty() const noexcept
StrRef legSymbol() const noexcept
ThisType & setLegSideToNull() noexcept
static constexpr const Char * className()
Entity class name.
ThisType & setLegSymbol(StrRef value) noexcept
bool legSide(Side::Enum &value) const noexcept
ThisType & setLegSide(Side::Enum value) noexcept
LegsEntry ThisType
This type alias.
ThisType & setLegRatioQty(RatioQty value) noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr StrRef legSecurityExchange() noexcept
Exchange code the leg security belongs to.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SecurityDefinitionRequest300()=default
Initializes a blank instance.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit, NoCheck) noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionRequest.
SbeGroup< LegsEntry, GroupSizeEncoding, MessageSize > Legs
Repeating group containing LegsEntry entries.
Legs legs(Legs::Size length)
static constexpr const Char * className()
Legs legs(Legs::Size length, NoFieldsInit)
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
void toString(std::string &dest, bool skipEmptyFields=false)
Writes a human-readable presentation into the destination string.
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
SecurityDefinitionRequest300 ThisType
This type alias.
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionRequest.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
SecurityDefinitionRequest300(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SecurityDefinitionRequest300(const SbeMessage &message)
Creates an instance over the given SBE message.
EncodedLength calculateBinarySize() const noexcept
Legs legs() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionResponse.
ThisType & setSymbol(StrRef value) noexcept
ThisType & setSecurityStrategyType(StrRef value) noexcept
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setSecurityResponseId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition message.
SecurityDefinitionResponse301(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
ThisType & setSecurityResponseType(SecurityResponseType::Enum value) noexcept
Type of Security Definition message response.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setSecurityStrategyTypeToNull() noexcept
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
SecurityDefinitionResponse301(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
SecurityDefinitionResponse301 ThisType
This type alias.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionResponse.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
SecurityReqRespID securityResponseId() const noexcept
Unique ID of a Security Definition message.
ThisType & setSecurityIdToNull() noexcept
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SecurityDefinitionResponse301()=default
Initializes a blank instance.
bool securityStrategyType(StrRef &value) const noexcept
SecurityResponseType::Enum securityResponseType() const noexcept
Type of Security Definition message response.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
StrRef symbol() const noexcept
Enum
Identifies the class of the SecurityID.
@ ExchangeSymbol
ExchangeSymbol.
Enum
Type of Security Definition message response.
Enum
Identifier for the instrument status.
Enum
Indicates which order should be cancelled due to self-trade prevention.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Sequence9(const SbeMessage &message)
Creates an instance over the given SBE message.
SeqNum nextSeqNo() const noexcept
Message type = Sequence.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = Sequence.
static constexpr const Char * className()
Sequence9()=default
Initializes a blank instance.
SchemaTraits Schema
Used template schema.
Sequence9(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNextSeqNo(SeqNum value) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Sequence9 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
Sequence9(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Sequence9(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Indicates who in the contract has control over evoking settlement.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
SimpleModifyOrder101 ThisType
This type alias.
SimpleModifyOrder101(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleModifyOrder.
ThisType & setInvestorIdToNull() noexcept
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
bool price(PriceOptional &value) const noexcept
ThisType & setRoutingInstructionToNull() noexcept
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
static constexpr AccountType::Enum accountType() noexcept
Type of account associated with an order.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
ThisType & setInvestorId(InvestorID value) noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleModifyOrder.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
SimpleModifyOrder101(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SimpleOrdType::Enum ordType() const noexcept
Order type.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SimpleModifyOrder101(void *data, EncodedLength length, NoInit, NoCheck) noexcept
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
SimpleModifyOrder101()=default
Initializes a blank instance.
ClOrdID clOrdId() const noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SimpleModifyOrder101(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Type of account associated with an order.
ThisType & setAccountToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderIdToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
Boolean::Enum mmProtectionReset() const noexcept
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setOrdTagIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool investorId(InvestorID &value) const noexcept
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
SimpleNewOrder100(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleNewOrder.
ThisType & setInvestorIdToNull() noexcept
SimpleNewOrder100(void *data, EncodedLength length, NoInit, NoCheck) noexcept
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
bool price(PriceOptional &value) const noexcept
ThisType & setRoutingInstructionToNull() noexcept
static constexpr const Char * className()
ThisType & setPriceToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
SimpleNewOrder100(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SimpleNewOrder100(const SbeMessage &message)
Creates an instance over the given SBE message.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Side::Enum side() const noexcept
Side of order.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setInvestorId(InvestorID value) noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleNewOrder.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SimpleOrdType::Enum ordType() const noexcept
Order type.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
SimpleNewOrder100 ThisType
This type alias.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setPrice(PriceOptional value) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
SimpleNewOrder100()=default
Initializes a blank instance.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ClOrdID clOrdId() const noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setClOrdId(ClOrdID value) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & setAccountToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EncodedLength calculateBinarySize() const noexcept
Boolean::Enum mmProtectionReset() const noexcept
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Valid order type for simple orders.
Enum
Specifies how long the order remains in effect.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = Terminate.
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
ThisType & setSessionVerId(SessionVerID value) noexcept
Terminate7(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Terminate7(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = Terminate.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
Terminate7(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Terminate7(const SbeMessage &message)
Creates an instance over the given SBE message.
Terminate7 ThisType
This type alias.
SessionVerID sessionVerId() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Terminate7()=default
Initializes a blank instance.
EncodedLength calculateBinarySize() const noexcept
ThisType & setTerminationCode(TerminationCode::Enum value) noexcept
Identifies the code of termination.
ThisType & setSessionId(SessionID value) noexcept
TerminationCode::Enum terminationCode() const noexcept
Identifies the code of termination.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Identifies the code of termination.
Enum
Specifies how long the order remains in effect.
Enum
Identifier for Trading Session.
Enum
Identifier for the instrument group phase.