OnixS C++ B3 BOE Binary Order Entry 1.3.0
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Messages.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23#include <cassert>
24#include <stdexcept>
25
26#include <OnixS/B3/BOE/ABI.h>
29
31
36{
39
42
44 enum { TemplateId = 1 };
45
48
51 void* data,
52 EncodedLength length,
54 : SbeMessage(data, length, version)
55 {
57 checkLength(length, version);
59 reset();
60 }
61
77
80 void* data,
81 EncodedLength length,
82 NoInit)
83 : SbeMessage(data, length)
84 {
85 checkCompatibility();
86 }
87
89 explicit
91 const SbeMessage& message)
92 : SbeMessage(message)
93 {
94 assert(message.valid());
95
96 checkCompatibility();
97 }
98
102 void* data,
103 EncodedLength length,
104 NoInit,
105 NoCheck)
107 : SbeMessage(data, length, NoCheck())
108 {
109 assert(schemaId() == Schema::Id);
110 assert(version() >= Schema::MinimalVersion);
111 assert(TemplateId == templateId());
112 }
113
122
124
130 {
132
133 return ordinary<SessionID>(offset);
134 }
135
140 {
142
143 setOrdinary(offset, value);
144 return *this;
145 }
146
160
168 {
170
171 setOrdinary(offset, value);
172 return *this;
173 }
174
185
190 {
192
193 setOrdinary(offset, value);
194 return *this;
195 }
196
206
209
214 {
216
217 return ordinary<Firm>(offset);
218 }
219
223 {
225
226 setOrdinary(offset, value);
227 return *this;
228 }
229
233 bool onbehalfFirm(FirmOptional& value) const
235 {
237
238 return ordinary(value, offset, NullFirmOptional());
239 }
240
245 {
247
248 setOrdinary(offset, value);
249 return *this;
250 }
251
254 {
256
257 setOrdinary(offset, NullFirmOptional());
258 return *this;
259 }
260
265 {
267 credentialsAccess(),
268 *this);
269 }
270
275 {
276 return getVariableLengthField(clientIPAccess(), *this);
277 }
278
283 {
285 clientAppNameAccess(),
286 *this);
287 }
288
293 {
295 clientAppVersionAccess(),
296 *this);
297 }
298
301 {
303 credentialsAccess(),
304 value,
305 *this);
306
307 return *this;
308 }
309
312 {
314 clientIPAccess(),
315 value,
316 *this);
317
318 return *this;
319 }
320
323 {
325 clientAppNameAccess(),
326 value,
327 *this);
328
329 return *this;
330 }
331
334 {
336 clientAppVersionAccess(),
337 value,
338 *this);
339
340 return *this;
341 }
342
346 static
347 BlockLength
351 {
352 return
353 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
354 28;
355 }
356
362 {
363 return
364 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
366 }
367
372 static
381
386 static UInt64 getMaxMessageSize(UInt8)
388 {
389 return
391 }
392
396 {
397 setCredentialsToNull();
398 setClientIPToNull();
399 setClientAppNameToNull();
400 setClientAppVersionToNull();
401 return *this;
402 }
403
407 {
409
411 return *this;
412 }
413
418 static const Char* className()
419 {
420 return "Negotiate1";
421 }
422
429 {
430 return constructStrRef("Negotiate1");
431 }
432
435 std::string toString() const;
436
439 const void* tail() const
441 {
442 return
443 toOpaquePtr(
444 (clientAppVersion().end()));
445 }
446
455
456private:
457 void checkLength(
458 EncodedLength length, SchemaVersion version) const
459 {
460 const EncodedLength minimalRequiredLength =
461 minimalBlockLength(version) +
463 getMinimalVariableFieldsSize(version);
464
465 checkBinaryLength(
466 *this, length, minimalRequiredLength);
467 }
468
470 void checkVarLenFields() const
471 {
472 variableLengthFields().
473 checkTail<CredentialsEncoding>().
474 checkTail<ClientAppEncoding>().
475 checkTail<ClientAppEncoding>().
476 checkTail<ClientAppEncoding>();
477 }
478
479 void checkCompatibility() const
480 {
481 assert(TemplateId == templateId());
482
483 checkSchema<Schema>(schemaId(), version());
484 checkLength(bufferSize(), version());
485 checkVarLenFields();
486 }
487
489 struct credentialsAccess
490 {
491 CredentialsEncoding& operator()(const Negotiate1& obj) const
493 {
494 return obj.
495 variableLengthFields().
496 head<CredentialsEncoding>();
497 }
498 };
499
501 struct clientIPAccess
502 {
503 ClientAppEncoding& operator()(const Negotiate1& obj) const
505 {
506 return obj.
507 variableLengthFields().
508 tail<CredentialsEncoding>().
509 head<ClientAppEncoding>();
510 }
511 };
512
514 struct clientAppNameAccess
515 {
516 ClientAppEncoding& operator()(const Negotiate1& obj) const
518 {
519 return obj.
520 variableLengthFields().
521 tail<CredentialsEncoding>().
522 tail<ClientAppEncoding>().
523 head<ClientAppEncoding>();
524 }
525 };
526
528 struct clientAppVersionAccess
529 {
530 ClientAppEncoding& operator()(const Negotiate1& obj) const
532 {
533 return obj.
534 variableLengthFields().
535 tail<CredentialsEncoding>().
536 tail<ClientAppEncoding>().
537 tail<ClientAppEncoding>().
538 head<ClientAppEncoding>();
539 }
540 };
541
544 ThisType& setCredentialsToNull()
546 {
547 setVariableLengthFieldToNull(
548 credentialsAccess(),
549 *this);
550
551 return *this;
552 }
553
556 ThisType& setClientIPToNull()
558 {
559 setVariableLengthFieldToNull(clientIPAccess(), *this);
560
561 return *this;
562 }
563
566 ThisType& setClientAppNameToNull()
568 {
569 setVariableLengthFieldToNull(
570 clientAppNameAccess(),
571 *this);
572
573 return *this;
574 }
575
578 ThisType& setClientAppVersionToNull()
580 {
581 setVariableLengthFieldToNull(
582 clientAppVersionAccess(),
583 *this);
584
585 return *this;
586 }
587};
588
593{
596
599
601 enum { TemplateId = 2 };
602
605
608 void* data,
609 EncodedLength length,
611 : SbeMessage(data, length, version)
612 {
614 checkLength(length, version);
616 reset();
617 }
618
634
637 void* data,
638 EncodedLength length,
639 NoInit)
640 : SbeMessage(data, length)
641 {
642 checkCompatibility();
643 }
644
646 explicit
648 const SbeMessage& message)
649 : SbeMessage(message)
650 {
651 assert(message.valid());
652
653 checkCompatibility();
654 }
655
659 void* data,
660 EncodedLength length,
661 NoInit,
662 NoCheck)
664 : SbeMessage(data, length, NoCheck())
665 {
666 assert(schemaId() == Schema::Id);
667 assert(version() >= Schema::MinimalVersion);
668 assert(TemplateId == templateId());
669 }
670
679
681
687 {
689
690 return ordinary<SessionID>(offset);
691 }
692
697 {
699
700 setOrdinary(offset, value);
701 return *this;
702 }
703
717
725 {
727
728 setOrdinary(offset, value);
729 return *this;
730 }
731
741
745 {
747
748 setOrdinary(offset, value);
749 return *this;
750 }
751
761
764
774
777
782 {
784
785 return ordinary<Firm>(offset);
786 }
787
791 {
793
794 setOrdinary(offset, value);
795 return *this;
796 }
797
801 bool semanticVersion(Version& value) const
803 {
806
807 return ordinary(value, offset, NullVersion(), since);
808 }
809
813 {
816
817 setOrdinary(offset, value, since);
818 return *this;
819 }
820
822 {
825
826 setOrdinary(offset, NullVersion(), since);
827 return *this;
828 }
829
835 {
836 return
837 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
838 (version >= 4)
839 ? 28
840 : 24;
841 }
842
848 {
849 return
850 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
852 }
853
858 static
862 {
863 return
864 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
865 0;
866 }
867
872 static UInt64 getMaxMessageSize(UInt8)
874 {
875 return
876 static_cast<UInt64>(MessageHeaderBuilder::Size) +
878 }
879
883 {
884 return *this;
885 }
886
890 {
891 if (version() >= 4)
892 {
894 }
895
897 return *this;
898 }
899
904 static const Char* className()
905 {
906 return "NegotiateResponse2";
907 }
908
915 {
916 return constructStrRef("NegotiateResponse2");
917 }
918
921 std::string toString() const;
922
925 const void* tail() const
927 {
928 return
929 toOpaquePtr(
930 advanceByBytes(
931 binary(),
932 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
934 }
935
944
945private:
946 void checkLength(
947 EncodedLength length, SchemaVersion version) const
948 {
949 const EncodedLength minimalRequiredLength =
950 minimalBlockLength(version) +
952 getMinimalVariableFieldsSize(version);
953
954 checkBinaryLength(
955 *this, length, minimalRequiredLength);
956 }
957
958 void checkCompatibility() const
959 {
960 assert(TemplateId == templateId());
961
962 checkSchema<Schema>(schemaId(), version());
963 checkLength(bufferSize(), version());
964 }
965};
966
971{
974
977
979 enum { TemplateId = 3 };
980
983
986 void* data,
987 EncodedLength length,
989 : SbeMessage(data, length, version)
990 {
992 checkLength(length, version);
994 reset();
995 }
996
1001 void* data,
1002 EncodedLength length,
1005 : SbeMessage(data, length, version)
1006 {
1008 checkLength(length, version);
1011 }
1012
1015 void* data,
1016 EncodedLength length,
1017 NoInit)
1018 : SbeMessage(data, length)
1019 {
1020 checkCompatibility();
1021 }
1022
1024 explicit
1026 const SbeMessage& message)
1027 : SbeMessage(message)
1028 {
1029 assert(message.valid());
1030
1031 checkCompatibility();
1032 }
1033
1037 void* data,
1038 EncodedLength length,
1039 NoInit,
1040 NoCheck)
1042 : SbeMessage(data, length, NoCheck())
1043 {
1044 assert(schemaId() == Schema::Id);
1045 assert(version() >= Schema::MinimalVersion);
1046 assert(TemplateId == templateId());
1047 }
1048
1057
1059
1065 {
1067
1068 return ordinary<SessionID>(offset);
1069 }
1070
1075 {
1077
1078 setOrdinary(offset, value);
1079 return *this;
1080 }
1081
1090 {
1092
1093 return ordinary<SessionVerID>(offset);
1094 }
1095
1103 {
1105
1106 setOrdinary(offset, value);
1107 return *this;
1108 }
1109
1119
1123 {
1125
1126 setOrdinary(offset, value);
1127 return *this;
1128 }
1129
1136 {
1137 return FlowType::Idempotent;
1138 }
1139
1142
1145 bool enteringFirm(FirmOptional& value) const
1147 {
1149
1150 return ordinary(value, offset, NullFirmOptional());
1151 }
1152
1156 {
1158
1159 setOrdinary(offset, value);
1160 return *this;
1161 }
1162
1165 {
1167
1168 setOrdinary(offset, NullFirmOptional());
1169 return *this;
1170 }
1171
1182
1184 ThisType&
1194
1198 bool
1200 SessionVerIDOptional& value) const
1202 {
1204
1205 return ordinary(value, offset, NullSessionVerIDOptional());
1206 }
1207
1210 ThisType&
1214 {
1216
1217 setOrdinary(offset, value);
1218 return *this;
1219 }
1220
1229
1233 static
1234 BlockLength
1238 {
1239 return
1240 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1241 36;
1242 }
1243
1247 static
1248 BlockLength
1257
1262 static
1266 {
1267 return
1268 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1269 0;
1270 }
1271
1276 static UInt64 getMaxMessageSize(UInt8)
1278 {
1279 return
1280 static_cast<UInt64>(MessageHeaderBuilder::Size) +
1282 }
1283
1287 {
1288 return *this;
1289 }
1290
1294 {
1297
1299 return *this;
1300 }
1301
1306 static const Char* className()
1307 {
1308 return "NegotiateReject3";
1309 }
1310
1317 {
1318 return constructStrRef("NegotiateReject3");
1319 }
1320
1323 std::string toString() const;
1324
1327 const void* tail() const
1329 {
1330 return
1331 toOpaquePtr(
1332 advanceByBytes(
1333 binary(),
1334 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
1336 }
1337
1346
1347private:
1348 void checkLength(
1349 EncodedLength length, SchemaVersion version) const
1350 {
1351 const EncodedLength minimalRequiredLength =
1352 minimalBlockLength(version) +
1354 getMinimalVariableFieldsSize(version);
1355
1356 checkBinaryLength(
1357 *this, length, minimalRequiredLength);
1358 }
1359
1360 void checkCompatibility() const
1361 {
1362 assert(TemplateId == templateId());
1363
1364 checkSchema<Schema>(schemaId(), version());
1365 checkLength(bufferSize(), version());
1366 }
1367};
1368
1372: SbeMessage
1373{
1376
1379
1381 enum { TemplateId = 4 };
1382
1385
1388 void* data,
1389 EncodedLength length,
1391 : SbeMessage(data, length, version)
1392 {
1394 checkLength(length, version);
1396 reset();
1397 }
1398
1403 void* data,
1404 EncodedLength length,
1407 : SbeMessage(data, length, version)
1408 {
1410 checkLength(length, version);
1413 }
1414
1417 void* data,
1418 EncodedLength length,
1419 NoInit)
1420 : SbeMessage(data, length)
1421 {
1422 checkCompatibility();
1423 }
1424
1426 explicit
1428 const SbeMessage& message)
1429 : SbeMessage(message)
1430 {
1431 assert(message.valid());
1432
1433 checkCompatibility();
1434 }
1435
1439 void* data,
1440 EncodedLength length,
1441 NoInit,
1442 NoCheck)
1444 : SbeMessage(data, length, NoCheck())
1445 {
1446 assert(schemaId() == Schema::Id);
1447 assert(version() >= Schema::MinimalVersion);
1448 assert(TemplateId == templateId());
1449 }
1450
1459
1461
1467 {
1469
1470 return ordinary<SessionID>(offset);
1471 }
1472
1477 {
1479
1480 setOrdinary(offset, value);
1481 return *this;
1482 }
1483
1492 {
1494
1495 return ordinary<SessionVerID>(offset);
1496 }
1497
1505 {
1507
1508 setOrdinary(offset, value);
1509 return *this;
1510 }
1511
1522
1527 {
1529
1530 setOrdinary(offset, value);
1531 return *this;
1532 }
1533
1545
1551 {
1553
1554 setOrdinary(offset, value);
1555 return *this;
1556 }
1557
1563 {
1565
1566 return ordinary<SeqNum>(offset);
1567 }
1568
1573 {
1575
1576 setOrdinary(offset, value);
1577 return *this;
1578 }
1579
1591
1594 ThisType&
1604
1617
1624 {
1626
1627 setOrdinary(offset, value);
1628 return *this;
1629 }
1630
1635 {
1637 credentialsAccess(),
1638 *this);
1639 }
1640
1643 {
1645 credentialsAccess(),
1646 value,
1647 *this);
1648
1649 return *this;
1650 }
1651
1655 static
1656 BlockLength
1660 {
1661 return
1662 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1663 42;
1664 }
1665
1669 static
1670 BlockLength
1679
1684 static
1688 {
1689 return
1690 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1692 }
1693
1698 static UInt64 getMaxMessageSize(UInt8)
1700 {
1701 return
1703 }
1704
1708 {
1709 setCredentialsToNull();
1710 return *this;
1711 }
1712
1716 {
1718 return *this;
1719 }
1720
1725 static const Char* className()
1726 {
1727 return "Establish4";
1728 }
1729
1736 {
1737 return constructStrRef("Establish4");
1738 }
1739
1742 std::string toString() const;
1743
1746 const void* tail() const
1748 {
1749 return
1750 toOpaquePtr(
1751 (credentials().end()));
1752 }
1753
1762
1763private:
1764 void checkLength(
1765 EncodedLength length, SchemaVersion version) const
1766 {
1767 const EncodedLength minimalRequiredLength =
1768 minimalBlockLength(version) +
1770 getMinimalVariableFieldsSize(version);
1771
1772 checkBinaryLength(
1773 *this, length, minimalRequiredLength);
1774 }
1775
1777 void checkVarLenFields() const
1778 {
1779 variableLengthFields().
1780 checkTail<CredentialsEncoding>();
1781 }
1782
1783 void checkCompatibility() const
1784 {
1785 assert(TemplateId == templateId());
1786
1787 checkSchema<Schema>(schemaId(), version());
1788 checkLength(bufferSize(), version());
1789 checkVarLenFields();
1790 }
1791
1793 struct credentialsAccess
1794 {
1795 CredentialsEncoding& operator()(const Establish4& obj) const
1797 {
1798 return obj.
1799 variableLengthFields().
1800 head<CredentialsEncoding>();
1801 }
1802 };
1803
1806 ThisType& setCredentialsToNull()
1808 {
1809 setVariableLengthFieldToNull(
1810 credentialsAccess(),
1811 *this);
1812
1813 return *this;
1814 }
1815};
1816
1820: SbeMessage
1821{
1824
1827
1829 enum { TemplateId = 5 };
1830
1833
1836 void* data,
1837 EncodedLength length,
1839 : SbeMessage(data, length, version)
1840 {
1842 checkLength(length, version);
1844 reset();
1845 }
1846
1851 void* data,
1852 EncodedLength length,
1855 : SbeMessage(data, length, version)
1856 {
1858 checkLength(length, version);
1861 }
1862
1865 void* data,
1866 EncodedLength length,
1867 NoInit)
1868 : SbeMessage(data, length)
1869 {
1870 checkCompatibility();
1871 }
1872
1874 explicit
1876 const SbeMessage& message)
1877 : SbeMessage(message)
1878 {
1879 assert(message.valid());
1880
1881 checkCompatibility();
1882 }
1883
1887 void* data,
1888 EncodedLength length,
1889 NoInit,
1890 NoCheck)
1892 : SbeMessage(data, length, NoCheck())
1893 {
1894 assert(schemaId() == Schema::Id);
1895 assert(version() >= Schema::MinimalVersion);
1896 assert(TemplateId == templateId());
1897 }
1898
1907
1909
1915 {
1917
1918 return ordinary<SessionID>(offset);
1919 }
1920
1925 {
1927
1928 setOrdinary(offset, value);
1929 return *this;
1930 }
1931
1940 {
1942
1943 return ordinary<SessionVerID>(offset);
1944 }
1945
1953 {
1955
1956 setOrdinary(offset, value);
1957 return *this;
1958 }
1959
1969
1973 {
1975
1976 setOrdinary(offset, value);
1977 return *this;
1978 }
1979
1990
1995 {
1997
1998 setOrdinary(offset, value);
1999 return *this;
2000 }
2001
2007 {
2009
2010 return ordinary<SeqNum>(offset);
2011 }
2012
2017 {
2019
2020 setOrdinary(offset, value);
2021 return *this;
2022 }
2023
2031 {
2033
2034 return ordinary<SeqNum>(offset);
2035 }
2036
2043 {
2045
2046 setOrdinary(offset, value);
2047 return *this;
2048 }
2049
2053 static
2054 BlockLength
2058 {
2059 return
2060 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2061 36;
2062 }
2063
2069 {
2070 return
2071 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2073 }
2074
2079 static
2083 {
2084 return
2085 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2086 0;
2087 }
2088
2093 static UInt64 getMaxMessageSize(UInt8)
2095 {
2096 return
2097 static_cast<UInt64>(MessageHeaderBuilder::Size) +
2099 }
2100
2104 {
2105 return *this;
2106 }
2107
2111 {
2113 return *this;
2114 }
2115
2120 static const Char* className()
2121 {
2122 return "EstablishAck5";
2123 }
2124
2131 {
2132 return constructStrRef("EstablishAck5");
2133 }
2134
2137 std::string toString() const;
2138
2141 const void* tail() const
2143 {
2144 return
2145 toOpaquePtr(
2146 advanceByBytes(
2147 binary(),
2148 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2150 }
2151
2160
2161private:
2162 void checkLength(
2163 EncodedLength length, SchemaVersion version) const
2164 {
2165 const EncodedLength minimalRequiredLength =
2166 minimalBlockLength(version) +
2168 getMinimalVariableFieldsSize(version);
2169
2170 checkBinaryLength(
2171 *this, length, minimalRequiredLength);
2172 }
2173
2174 void checkCompatibility() const
2175 {
2176 assert(TemplateId == templateId());
2177
2178 checkSchema<Schema>(schemaId(), version());
2179 checkLength(bufferSize(), version());
2180 }
2181};
2182
2186: SbeMessage
2187{
2190
2193
2195 enum { TemplateId = 6 };
2196
2199
2202 void* data,
2203 EncodedLength length,
2205 : SbeMessage(data, length, version)
2206 {
2208 checkLength(length, version);
2210 reset();
2211 }
2212
2217 void* data,
2218 EncodedLength length,
2221 : SbeMessage(data, length, version)
2222 {
2224 checkLength(length, version);
2227 }
2228
2231 void* data,
2232 EncodedLength length,
2233 NoInit)
2234 : SbeMessage(data, length)
2235 {
2236 checkCompatibility();
2237 }
2238
2240 explicit
2242 const SbeMessage& message)
2243 : SbeMessage(message)
2244 {
2245 assert(message.valid());
2246
2247 checkCompatibility();
2248 }
2249
2253 void* data,
2254 EncodedLength length,
2255 NoInit,
2256 NoCheck)
2258 : SbeMessage(data, length, NoCheck())
2259 {
2260 assert(schemaId() == Schema::Id);
2261 assert(version() >= Schema::MinimalVersion);
2262 assert(TemplateId == templateId());
2263 }
2264
2273
2275
2281 {
2283
2284 return ordinary<SessionID>(offset);
2285 }
2286
2291 {
2293
2294 setOrdinary(offset, value);
2295 return *this;
2296 }
2297
2306 {
2308
2309 return ordinary<SessionVerID>(offset);
2310 }
2311
2319 {
2321
2322 setOrdinary(offset, value);
2323 return *this;
2324 }
2325
2335
2339 {
2341
2342 setOrdinary(offset, value);
2343 return *this;
2344 }
2345
2356
2358 ThisType&
2362 {
2364
2366 return *this;
2367 }
2368
2377 {
2379
2380 return ordinary(value, offset, NullSeqNumOptional());
2381 }
2382
2390 {
2392
2393 setOrdinary(offset, value);
2394 return *this;
2395 }
2396
2399 {
2401
2403 return *this;
2404 }
2405
2409 static
2410 BlockLength
2414 {
2415 return
2416 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2417 26;
2418 }
2419
2423 static
2424 BlockLength
2433
2438 static
2442 {
2443 return
2444 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2445 0;
2446 }
2447
2452 static UInt64 getMaxMessageSize(UInt8)
2454 {
2455 return
2456 static_cast<UInt64>(MessageHeaderBuilder::Size) +
2458 }
2459
2463 {
2464 return *this;
2465 }
2466
2470 {
2472
2474 return *this;
2475 }
2476
2481 static const Char* className()
2482 {
2483 return "EstablishReject6";
2484 }
2485
2492 {
2493 return constructStrRef("EstablishReject6");
2494 }
2495
2498 std::string toString() const;
2499
2502 const void* tail() const
2504 {
2505 return
2506 toOpaquePtr(
2507 advanceByBytes(
2508 binary(),
2509 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2511 }
2512
2521
2522private:
2523 void checkLength(
2524 EncodedLength length, SchemaVersion version) const
2525 {
2526 const EncodedLength minimalRequiredLength =
2527 minimalBlockLength(version) +
2529 getMinimalVariableFieldsSize(version);
2530
2531 checkBinaryLength(
2532 *this, length, minimalRequiredLength);
2533 }
2534
2535 void checkCompatibility() const
2536 {
2537 assert(TemplateId == templateId());
2538
2539 checkSchema<Schema>(schemaId(), version());
2540 checkLength(bufferSize(), version());
2541 }
2542};
2543
2547: SbeMessage
2548{
2551
2554
2556 enum { TemplateId = 7 };
2557
2560
2563 void* data,
2564 EncodedLength length,
2566 : SbeMessage(data, length, version)
2567 {
2569 checkLength(length, version);
2571 reset();
2572 }
2573
2578 void* data,
2579 EncodedLength length,
2582 : SbeMessage(data, length, version)
2583 {
2585 checkLength(length, version);
2588 }
2589
2592 void* data,
2593 EncodedLength length,
2594 NoInit)
2595 : SbeMessage(data, length)
2596 {
2597 checkCompatibility();
2598 }
2599
2601 explicit
2603 const SbeMessage& message)
2604 : SbeMessage(message)
2605 {
2606 assert(message.valid());
2607
2608 checkCompatibility();
2609 }
2610
2614 void* data,
2615 EncodedLength length,
2616 NoInit,
2617 NoCheck)
2619 : SbeMessage(data, length, NoCheck())
2620 {
2621 assert(schemaId() == Schema::Id);
2622 assert(version() >= Schema::MinimalVersion);
2623 assert(TemplateId == templateId());
2624 }
2625
2634
2636
2642 {
2644
2645 return ordinary<SessionID>(offset);
2646 }
2647
2652 {
2654
2655 setOrdinary(offset, value);
2656 return *this;
2657 }
2658
2667 {
2669
2670 return ordinary<SessionVerID>(offset);
2671 }
2672
2680 {
2682
2683 setOrdinary(offset, value);
2684 return *this;
2685 }
2686
2696
2698 ThisType&
2702 {
2704
2705 setEnumeration<TerminationCode>(offset, value);
2706 return *this;
2707 }
2708
2712 static
2713 BlockLength
2717 {
2718 return
2719 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2720 13;
2721 }
2722
2728 {
2729 return
2730 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2732 }
2733
2738 static
2742 {
2743 return
2744 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2745 0;
2746 }
2747
2752 static UInt64 getMaxMessageSize(UInt8)
2754 {
2755 return
2756 static_cast<UInt64>(MessageHeaderBuilder::Size) +
2758 }
2759
2763 {
2764 return *this;
2765 }
2766
2770 {
2772 return *this;
2773 }
2774
2779 static const Char* className()
2780 {
2781 return "Terminate7";
2782 }
2783
2790 {
2791 return constructStrRef("Terminate7");
2792 }
2793
2796 std::string toString() const;
2797
2800 const void* tail() const
2802 {
2803 return
2804 toOpaquePtr(
2805 advanceByBytes(
2806 binary(),
2807 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2809 }
2810
2819
2820private:
2821 void checkLength(
2822 EncodedLength length, SchemaVersion version) const
2823 {
2824 const EncodedLength minimalRequiredLength =
2825 minimalBlockLength(version) +
2827 getMinimalVariableFieldsSize(version);
2828
2829 checkBinaryLength(
2830 *this, length, minimalRequiredLength);
2831 }
2832
2833 void checkCompatibility() const
2834 {
2835 assert(TemplateId == templateId());
2836
2837 checkSchema<Schema>(schemaId(), version());
2838 checkLength(bufferSize(), version());
2839 }
2840};
2841
2845: SbeMessage
2846{
2849
2852
2854 enum { TemplateId = 8 };
2855
2858
2861 void* data,
2862 EncodedLength length,
2864 : SbeMessage(data, length, version)
2865 {
2867 checkLength(length, version);
2869 reset();
2870 }
2871
2876 void* data,
2877 EncodedLength length,
2880 : SbeMessage(data, length, version)
2881 {
2883 checkLength(length, version);
2886 }
2887
2890 void* data,
2891 EncodedLength length,
2892 NoInit)
2893 : SbeMessage(data, length)
2894 {
2895 checkCompatibility();
2896 }
2897
2899 explicit
2901 const SbeMessage& message)
2902 : SbeMessage(message)
2903 {
2904 assert(message.valid());
2905
2906 checkCompatibility();
2907 }
2908
2912 void* data,
2913 EncodedLength length,
2914 NoInit,
2915 NoCheck)
2917 : SbeMessage(data, length, NoCheck())
2918 {
2919 assert(schemaId() == Schema::Id);
2920 assert(version() >= Schema::MinimalVersion);
2921 assert(TemplateId == templateId());
2922 }
2923
2932
2934
2939 {
2941
2942 return ordinary<SeqNum>(offset);
2943 }
2944
2948 {
2950
2951 setOrdinary(offset, value);
2952 return *this;
2953 }
2954
2959 {
2961
2962 return ordinary<MessageCounter>(offset);
2963 }
2964
2968 {
2970
2971 setOrdinary(offset, value);
2972 return *this;
2973 }
2974
2978 static
2979 BlockLength
2983 {
2984 return
2985 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2986 8;
2987 }
2988
2994 {
2995 return
2996 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2998 }
2999
3004 static
3008 {
3009 return
3010 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3011 0;
3012 }
3013
3018 static UInt64 getMaxMessageSize(UInt8)
3020 {
3021 return
3022 static_cast<UInt64>(MessageHeaderBuilder::Size) +
3024 }
3025
3029 {
3030 return *this;
3031 }
3032
3036 {
3038 return *this;
3039 }
3040
3045 static const Char* className()
3046 {
3047 return "NotApplied8";
3048 }
3049
3056 {
3057 return constructStrRef("NotApplied8");
3058 }
3059
3062 std::string toString() const;
3063
3066 const void* tail() const
3068 {
3069 return
3070 toOpaquePtr(
3071 advanceByBytes(
3072 binary(),
3073 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3075 }
3076
3085
3086private:
3087 void checkLength(
3088 EncodedLength length, SchemaVersion version) const
3089 {
3090 const EncodedLength minimalRequiredLength =
3091 minimalBlockLength(version) +
3093 getMinimalVariableFieldsSize(version);
3094
3095 checkBinaryLength(
3096 *this, length, minimalRequiredLength);
3097 }
3098
3099 void checkCompatibility() const
3100 {
3101 assert(TemplateId == templateId());
3102
3103 checkSchema<Schema>(schemaId(), version());
3104 checkLength(bufferSize(), version());
3105 }
3106};
3107
3111: SbeMessage
3112{
3115
3118
3120 enum { TemplateId = 9 };
3121
3124
3127 void* data,
3128 EncodedLength length,
3130 : SbeMessage(data, length, version)
3131 {
3133 checkLength(length, version);
3135 reset();
3136 }
3137
3142 void* data,
3143 EncodedLength length,
3146 : SbeMessage(data, length, version)
3147 {
3149 checkLength(length, version);
3152 }
3153
3156 void* data,
3157 EncodedLength length,
3158 NoInit)
3159 : SbeMessage(data, length)
3160 {
3161 checkCompatibility();
3162 }
3163
3165 explicit
3167 const SbeMessage& message)
3168 : SbeMessage(message)
3169 {
3170 assert(message.valid());
3171
3172 checkCompatibility();
3173 }
3174
3178 void* data,
3179 EncodedLength length,
3180 NoInit,
3181 NoCheck)
3183 : SbeMessage(data, length, NoCheck())
3184 {
3185 assert(schemaId() == Schema::Id);
3186 assert(version() >= Schema::MinimalVersion);
3187 assert(TemplateId == templateId());
3188 }
3189
3198
3200
3206 {
3208
3209 return ordinary<SeqNum>(offset);
3210 }
3211
3216 {
3218
3219 setOrdinary(offset, value);
3220 return *this;
3221 }
3222
3226 static
3227 BlockLength
3231 {
3232 return
3233 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3234 4;
3235 }
3236
3242 {
3243 return
3244 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3246 }
3247
3252 static
3256 {
3257 return
3258 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3259 0;
3260 }
3261
3266 static UInt64 getMaxMessageSize(UInt8)
3268 {
3269 return
3270 static_cast<UInt64>(MessageHeaderBuilder::Size) +
3272 }
3273
3277 {
3278 return *this;
3279 }
3280
3284 {
3286 return *this;
3287 }
3288
3293 static const Char* className()
3294 {
3295 return "Sequence9";
3296 }
3297
3304 {
3305 return constructStrRef("Sequence9");
3306 }
3307
3310 std::string toString() const;
3311
3314 const void* tail() const
3316 {
3317 return
3318 toOpaquePtr(
3319 advanceByBytes(
3320 binary(),
3321 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3323 }
3324
3333
3334private:
3335 void checkLength(
3336 EncodedLength length, SchemaVersion version) const
3337 {
3338 const EncodedLength minimalRequiredLength =
3339 minimalBlockLength(version) +
3341 getMinimalVariableFieldsSize(version);
3342
3343 checkBinaryLength(
3344 *this, length, minimalRequiredLength);
3345 }
3346
3347 void checkCompatibility() const
3348 {
3349 assert(TemplateId == templateId());
3350
3351 checkSchema<Schema>(schemaId(), version());
3352 checkLength(bufferSize(), version());
3353 }
3354};
3355
3359: SbeMessage
3360{
3363
3366
3368 enum { TemplateId = 12 };
3369
3372
3375 void* data,
3376 EncodedLength length,
3378 : SbeMessage(data, length, version)
3379 {
3381 checkLength(length, version);
3383 reset();
3384 }
3385
3390 void* data,
3391 EncodedLength length,
3394 : SbeMessage(data, length, version)
3395 {
3397 checkLength(length, version);
3400 }
3401
3404 void* data,
3405 EncodedLength length,
3406 NoInit)
3407 : SbeMessage(data, length)
3408 {
3409 checkCompatibility();
3410 }
3411
3413 explicit
3415 const SbeMessage& message)
3416 : SbeMessage(message)
3417 {
3418 assert(message.valid());
3419
3420 checkCompatibility();
3421 }
3422
3426 void* data,
3427 EncodedLength length,
3428 NoInit,
3429 NoCheck)
3431 : SbeMessage(data, length, NoCheck())
3432 {
3433 assert(schemaId() == Schema::Id);
3434 assert(version() >= Schema::MinimalVersion);
3435 assert(TemplateId == templateId());
3436 }
3437
3446
3448
3454 {
3456
3457 return ordinary<SessionID>(offset);
3458 }
3459
3464 {
3466
3467 setOrdinary(offset, value);
3468 return *this;
3469 }
3470
3481
3486 {
3488
3489 setOrdinary(offset, value);
3490 return *this;
3491 }
3492
3497 {
3499
3500 return ordinary<SeqNum>(offset);
3501 }
3502
3506 {
3508
3509 setOrdinary(offset, value);
3510 return *this;
3511 }
3512
3518 {
3520
3521 return ordinary<MessageCounter>(offset);
3522 }
3523
3528 {
3530
3531 setOrdinary(offset, value);
3532 return *this;
3533 }
3534
3538 static
3539 BlockLength
3543 {
3544 return
3545 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3546 20;
3547 }
3548
3554 {
3555 return
3556 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3558 }
3559
3564 static
3568 {
3569 return
3570 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3571 0;
3572 }
3573
3578 static UInt64 getMaxMessageSize(UInt8)
3580 {
3581 return
3582 static_cast<UInt64>(MessageHeaderBuilder::Size) +
3584 }
3585
3589 {
3590 return *this;
3591 }
3592
3596 {
3598 return *this;
3599 }
3600
3605 static const Char* className()
3606 {
3607 return "RetransmitRequest12";
3608 }
3609
3616 {
3617 return constructStrRef("RetransmitRequest12");
3618 }
3619
3622 std::string toString() const;
3623
3626 const void* tail() const
3628 {
3629 return
3630 toOpaquePtr(
3631 advanceByBytes(
3632 binary(),
3633 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3635 }
3636
3645
3646private:
3647 void checkLength(
3648 EncodedLength length, SchemaVersion version) const
3649 {
3650 const EncodedLength minimalRequiredLength =
3651 minimalBlockLength(version) +
3653 getMinimalVariableFieldsSize(version);
3654
3655 checkBinaryLength(
3656 *this, length, minimalRequiredLength);
3657 }
3658
3659 void checkCompatibility() const
3660 {
3661 assert(TemplateId == templateId());
3662
3663 checkSchema<Schema>(schemaId(), version());
3664 checkLength(bufferSize(), version());
3665 }
3666};
3667
3671: SbeMessage
3672{
3675
3678
3680 enum { TemplateId = 13 };
3681
3684
3687 void* data,
3688 EncodedLength length,
3690 : SbeMessage(data, length, version)
3691 {
3693 checkLength(length, version);
3695 reset();
3696 }
3697
3702 void* data,
3703 EncodedLength length,
3706 : SbeMessage(data, length, version)
3707 {
3709 checkLength(length, version);
3712 }
3713
3716 void* data,
3717 EncodedLength length,
3718 NoInit)
3719 : SbeMessage(data, length)
3720 {
3721 checkCompatibility();
3722 }
3723
3725 explicit
3727 const SbeMessage& message)
3728 : SbeMessage(message)
3729 {
3730 assert(message.valid());
3731
3732 checkCompatibility();
3733 }
3734
3738 void* data,
3739 EncodedLength length,
3740 NoInit,
3741 NoCheck)
3743 : SbeMessage(data, length, NoCheck())
3744 {
3745 assert(schemaId() == Schema::Id);
3746 assert(version() >= Schema::MinimalVersion);
3747 assert(TemplateId == templateId());
3748 }
3749
3758
3760
3766 {
3768
3769 return ordinary<SessionID>(offset);
3770 }
3771
3776 {
3778
3779 setOrdinary(offset, value);
3780 return *this;
3781 }
3782
3792
3796 {
3798
3799 setOrdinary(offset, value);
3800 return *this;
3801 }
3802
3807 {
3809
3810 return ordinary<SeqNum>(offset);
3811 }
3812
3816 {
3818
3819 setOrdinary(offset, value);
3820 return *this;
3821 }
3822
3827 {
3829
3830 return ordinary<MessageCounter>(offset);
3831 }
3832
3836 {
3838
3839 setOrdinary(offset, value);
3840 return *this;
3841 }
3842
3846 static
3847 BlockLength
3851 {
3852 return
3853 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3854 20;
3855 }
3856
3862 {
3863 return
3864 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3866 }
3867
3872 static
3876 {
3877 return
3878 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3879 0;
3880 }
3881
3886 static UInt64 getMaxMessageSize(UInt8)
3888 {
3889 return
3890 static_cast<UInt64>(MessageHeaderBuilder::Size) +
3892 }
3893
3897 {
3898 return *this;
3899 }
3900
3904 {
3906 return *this;
3907 }
3908
3913 static const Char* className()
3914 {
3915 return "Retransmission13";
3916 }
3917
3924 {
3925 return constructStrRef("Retransmission13");
3926 }
3927
3930 std::string toString() const;
3931
3934 const void* tail() const
3936 {
3937 return
3938 toOpaquePtr(
3939 advanceByBytes(
3940 binary(),
3941 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3943 }
3944
3953
3954private:
3955 void checkLength(
3956 EncodedLength length, SchemaVersion version) const
3957 {
3958 const EncodedLength minimalRequiredLength =
3959 minimalBlockLength(version) +
3961 getMinimalVariableFieldsSize(version);
3962
3963 checkBinaryLength(
3964 *this, length, minimalRequiredLength);
3965 }
3966
3967 void checkCompatibility() const
3968 {
3969 assert(TemplateId == templateId());
3970
3971 checkSchema<Schema>(schemaId(), version());
3972 checkLength(bufferSize(), version());
3973 }
3974};
3975
3979: SbeMessage
3980{
3983
3986
3988 enum { TemplateId = 14 };
3989
3992
3995 void* data,
3996 EncodedLength length,
3998 : SbeMessage(data, length, version)
3999 {
4001 checkLength(length, version);
4003 reset();
4004 }
4005
4010 void* data,
4011 EncodedLength length,
4014 : SbeMessage(data, length, version)
4015 {
4017 checkLength(length, version);
4020 }
4021
4024 void* data,
4025 EncodedLength length,
4026 NoInit)
4027 : SbeMessage(data, length)
4028 {
4029 checkCompatibility();
4030 }
4031
4033 explicit
4035 const SbeMessage& message)
4036 : SbeMessage(message)
4037 {
4038 assert(message.valid());
4039
4040 checkCompatibility();
4041 }
4042
4046 void* data,
4047 EncodedLength length,
4048 NoInit,
4049 NoCheck)
4051 : SbeMessage(data, length, NoCheck())
4052 {
4053 assert(schemaId() == Schema::Id);
4054 assert(version() >= Schema::MinimalVersion);
4055 assert(TemplateId == templateId());
4056 }
4057
4066
4068
4074 {
4076
4077 return ordinary<SessionID>(offset);
4078 }
4079
4084 {
4086
4087 setOrdinary(offset, value);
4088 return *this;
4089 }
4090
4100
4104 {
4106
4107 setOrdinary(offset, value);
4108 return *this;
4109 }
4110
4121
4123 ThisType&
4127 {
4129
4131 return *this;
4132 }
4133
4137 static
4138 BlockLength
4142 {
4143 return
4144 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4145 13;
4146 }
4147
4153 {
4154 return
4155 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4157 }
4158
4163 static
4167 {
4168 return
4169 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4170 0;
4171 }
4172
4177 static UInt64 getMaxMessageSize(UInt8)
4179 {
4180 return
4181 static_cast<UInt64>(MessageHeaderBuilder::Size) +
4183 }
4184
4188 {
4189 return *this;
4190 }
4191
4195 {
4197 return *this;
4198 }
4199
4204 static const Char* className()
4205 {
4206 return "RetransmitReject14";
4207 }
4208
4215 {
4216 return constructStrRef("RetransmitReject14");
4217 }
4218
4221 std::string toString() const;
4222
4225 const void* tail() const
4227 {
4228 return
4229 toOpaquePtr(
4230 advanceByBytes(
4231 binary(),
4232 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
4234 }
4235
4244
4245private:
4246 void checkLength(
4247 EncodedLength length, SchemaVersion version) const
4248 {
4249 const EncodedLength minimalRequiredLength =
4250 minimalBlockLength(version) +
4252 getMinimalVariableFieldsSize(version);
4253
4254 checkBinaryLength(
4255 *this, length, minimalRequiredLength);
4256 }
4257
4258 void checkCompatibility() const
4259 {
4260 assert(TemplateId == templateId());
4261
4262 checkSchema<Schema>(schemaId(), version());
4263 checkLength(bufferSize(), version());
4264 }
4265};
4266
4270: SbeMessage
4271{
4274
4277
4279 enum { TemplateId = 100 };
4280
4283
4286 void* data,
4287 EncodedLength length,
4289 : SbeMessage(data, length, version)
4290 {
4292 checkLength(length, version);
4294 reset();
4295 }
4296
4301 void* data,
4302 EncodedLength length,
4305 : SbeMessage(data, length, version)
4306 {
4308 checkLength(length, version);
4311 }
4312
4315 void* data,
4316 EncodedLength length,
4317 NoInit)
4318 : SbeMessage(data, length)
4319 {
4320 checkCompatibility();
4321 }
4322
4324 explicit
4326 const SbeMessage& message)
4327 : SbeMessage(message)
4328 {
4329 assert(message.valid());
4330
4331 checkCompatibility();
4332 }
4333
4337 void* data,
4338 EncodedLength length,
4339 NoInit,
4340 NoCheck)
4342 : SbeMessage(data, length, NoCheck())
4343 {
4344 assert(schemaId() == Schema::Id);
4345 assert(version() >= Schema::MinimalVersion);
4346 assert(TemplateId == templateId());
4347 }
4348
4357
4359
4370
4378
4381 bool ordTagId(OrdTagID& value) const
4383 {
4385
4386 return ordinary(value, offset, NullOrdTagID());
4387 }
4388
4392 {
4394
4395 setOrdinary(offset, value);
4396 return *this;
4397 }
4398
4401 {
4403
4404 setOrdinary(offset, NullOrdTagID());
4405 return *this;
4406 }
4407
4416 {
4418
4419 return enumeration<Boolean>(offset);
4420 }
4421
4429 {
4431
4432 setEnumeration<Boolean>(offset, value);
4433 return *this;
4434 }
4435
4441 {
4443
4444 return ordinary<ClOrdID>(offset);
4445 }
4446
4451 {
4453
4454 setOrdinary(offset, value);
4455 return *this;
4456 }
4457
4460 bool account(AccountOptional& value) const
4462 {
4464
4465 return ordinary(value, offset, NullAccountOptional());
4466 }
4467
4471 {
4473
4474 setOrdinary(offset, value);
4475 return *this;
4476 }
4477
4480 {
4482
4484 return *this;
4485 }
4486
4491 {
4494
4495 return fixedStr<length>(offset);
4496 }
4497
4501 {
4504
4505 setFixedStr<length>(offset, value);
4506 return *this;
4507 }
4508
4513 {
4516
4517 return fixedStr<length>(offset);
4518 }
4519
4523 {
4526
4527 setFixedStr<length>(offset, value);
4528 return *this;
4529 }
4530
4542
4545 ThisType&
4555
4560 {
4562
4563 return ordinary<SecurityID>(offset);
4564 }
4565
4569 {
4571
4572 setOrdinary(offset, value);
4573 return *this;
4574 }
4575
4584
4586
4593 {
4594 return constructStrRef("BVMF");
4595 }
4596
4601 {
4603
4604 return enumeration<Side>(offset);
4605 }
4606
4610 {
4612
4613 setEnumeration<Side>(offset, value);
4614 return *this;
4615 }
4616
4626
4628 ThisType&
4630 SimpleOrdType::Enum value)
4632 {
4634
4635 setEnumeration<SimpleOrdType>(offset, value);
4636 return *this;
4637 }
4638
4648
4650 ThisType&
4654 {
4656
4657 setEnumeration<SimpleTimeInForce>(offset, value);
4658 return *this;
4659 }
4660
4663 bool
4672
4674 ThisType&
4678 {
4680
4682 return *this;
4683 }
4684
4693
4698 {
4700
4701 return ordinary<Quantity>(offset);
4702 }
4703
4707 {
4709
4710 setOrdinary(offset, value);
4711 return *this;
4712 }
4713
4717 bool price(PriceOptional& value) const
4719 {
4721
4722 return decimal(value, offset, NullPriceOptional());
4723 }
4724
4729 {
4731
4732 setOrdinary(offset, value);
4733 return *this;
4734 }
4735
4738 {
4740
4741 setOrdinary(offset, NullPriceOptional());
4742 return *this;
4743 }
4744
4748 bool investorId(InvestorID& value) const
4750 {
4752
4753 return ordinary(value, offset, NullInvestorID());
4754 }
4755
4760 {
4762
4763 setOrdinary(offset, value);
4764 return *this;
4765 }
4766
4769 {
4771
4772 setOrdinary(offset, NullInvestorID());
4773 return *this;
4774 }
4775
4778 StrRef memo() const
4780 {
4781 return getVariableLengthField(memoAccess(), *this);
4782 }
4783
4786 {
4788 memoAccess(),
4789 value,
4790 *this);
4791
4792 return *this;
4793 }
4794
4798 static
4799 BlockLength
4803 {
4804 return
4805 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4806 84;
4807 }
4808
4814 {
4815 return
4816 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4818 }
4819
4824 static
4828 {
4829 return
4830 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4831 static_cast<MessageSize>(MemoEncoding::Size);
4832 }
4833
4838 static UInt64 getMaxMessageSize(UInt8)
4840 {
4841 return
4843 }
4844
4848 {
4849 setMemoToNull();
4850 return *this;
4851 }
4852
4856 {
4862
4864 return *this;
4865 }
4866
4871 static const Char* className()
4872 {
4873 return "SimpleNewOrder100";
4874 }
4875
4882 {
4883 return constructStrRef("SimpleNewOrder100");
4884 }
4885
4888 std::string toString() const;
4889
4892 const void* tail() const
4894 {
4895 return
4896 toOpaquePtr(
4897 (memo().end()));
4898 }
4899
4908
4909private:
4910 void checkLength(
4911 EncodedLength length, SchemaVersion version) const
4912 {
4913 const EncodedLength minimalRequiredLength =
4914 minimalBlockLength(version) +
4916 getMinimalVariableFieldsSize(version);
4917
4918 checkBinaryLength(
4919 *this, length, minimalRequiredLength);
4920 }
4921
4923 void checkVarLenFields() const
4924 {
4925 variableLengthFields().
4926 checkTail<MemoEncoding>();
4927 }
4928
4929 void checkCompatibility() const
4930 {
4931 assert(TemplateId == templateId());
4932
4933 checkSchema<Schema>(schemaId(), version());
4934 checkLength(bufferSize(), version());
4935 checkVarLenFields();
4936 }
4937
4939 struct memoAccess
4940 {
4941 MemoEncoding&
4942 operator()(
4943 const SimpleNewOrder100& obj) const
4945 {
4946 return obj.
4947 variableLengthFields().
4948 head<MemoEncoding>();
4949 }
4950 };
4951
4954 ThisType& setMemoToNull()
4956 {
4957 setVariableLengthFieldToNull(memoAccess(), *this);
4958
4959 return *this;
4960 }
4961};
4962
4966: SbeMessage
4967{
4970
4973
4975 enum { TemplateId = 101 };
4976
4979
4982 void* data,
4983 EncodedLength length,
4985 : SbeMessage(data, length, version)
4986 {
4988 checkLength(length, version);
4990 reset();
4991 }
4992
4997 void* data,
4998 EncodedLength length,
5001 : SbeMessage(data, length, version)
5002 {
5004 checkLength(length, version);
5007 }
5008
5011 void* data,
5012 EncodedLength length,
5013 NoInit)
5014 : SbeMessage(data, length)
5015 {
5016 checkCompatibility();
5017 }
5018
5020 explicit
5022 const SbeMessage& message)
5023 : SbeMessage(message)
5024 {
5025 assert(message.valid());
5026
5027 checkCompatibility();
5028 }
5029
5033 void* data,
5034 EncodedLength length,
5035 NoInit,
5036 NoCheck)
5038 : SbeMessage(data, length, NoCheck())
5039 {
5040 assert(schemaId() == Schema::Id);
5041 assert(version() >= Schema::MinimalVersion);
5042 assert(TemplateId == templateId());
5043 }
5044
5053
5055
5066
5074
5077 bool ordTagId(OrdTagID& value) const
5079 {
5081
5082 return ordinary(value, offset, NullOrdTagID());
5083 }
5084
5088 {
5090
5091 setOrdinary(offset, value);
5092 return *this;
5093 }
5094
5097 {
5099
5100 setOrdinary(offset, NullOrdTagID());
5101 return *this;
5102 }
5103
5112 {
5114
5115 return enumeration<Boolean>(offset);
5116 }
5117
5125 {
5127
5128 setEnumeration<Boolean>(offset, value);
5129 return *this;
5130 }
5131
5137 {
5139
5140 return ordinary<ClOrdID>(offset);
5141 }
5142
5147 {
5149
5150 setOrdinary(offset, value);
5151 return *this;
5152 }
5153
5156 bool account(AccountOptional& value) const
5158 {
5160
5161 return ordinary(value, offset, NullAccountOptional());
5162 }
5163
5167 {
5169
5170 setOrdinary(offset, value);
5171 return *this;
5172 }
5173
5176 {
5178
5180 return *this;
5181 }
5182
5187 {
5190
5191 return fixedStr<length>(offset);
5192 }
5193
5197 {
5200
5201 setFixedStr<length>(offset, value);
5202 return *this;
5203 }
5204
5209 {
5212
5213 return fixedStr<length>(offset);
5214 }
5215
5219 {
5222
5223 setFixedStr<length>(offset, value);
5224 return *this;
5225 }
5226
5238
5241 ThisType&
5251
5256 {
5258
5259 return ordinary<SecurityID>(offset);
5260 }
5261
5265 {
5267
5268 setOrdinary(offset, value);
5269 return *this;
5270 }
5271
5280
5282
5289 {
5290 return constructStrRef("BVMF");
5291 }
5292
5297 {
5299
5300 return enumeration<Side>(offset);
5301 }
5302
5306 {
5308
5309 setEnumeration<Side>(offset, value);
5310 return *this;
5311 }
5312
5322
5324 ThisType&
5326 SimpleOrdType::Enum value)
5328 {
5330
5331 setEnumeration<SimpleOrdType>(offset, value);
5332 return *this;
5333 }
5334
5344
5346 ThisType&
5350 {
5352
5353 setEnumeration<SimpleTimeInForce>(offset, value);
5354 return *this;
5355 }
5356
5359 bool
5368
5370 ThisType&
5374 {
5376
5378 return *this;
5379 }
5380
5389
5394 {
5396
5397 return ordinary<Quantity>(offset);
5398 }
5399
5403 {
5405
5406 setOrdinary(offset, value);
5407 return *this;
5408 }
5409
5413 bool price(PriceOptional& value) const
5415 {
5417
5418 return decimal(value, offset, NullPriceOptional());
5419 }
5420
5425 {
5427
5428 setOrdinary(offset, value);
5429 return *this;
5430 }
5431
5434 {
5436
5437 setOrdinary(offset, NullPriceOptional());
5438 return *this;
5439 }
5440
5443 bool orderId(OrderIDOptional& value) const
5445 {
5447
5448 return ordinary(value, offset, NullOrderIDOptional());
5449 }
5450
5454 {
5456
5457 setOrdinary(offset, value);
5458 return *this;
5459 }
5460
5463 {
5465
5467 return *this;
5468 }
5469
5472 bool origClOrdId(ClOrdIDOptional& value) const
5474 {
5476
5477 return ordinary(value, offset, NullClOrdIDOptional());
5478 }
5479
5483 {
5485
5486 setOrdinary(offset, value);
5487 return *this;
5488 }
5489
5492 {
5494
5496 return *this;
5497 }
5498
5502 bool investorId(InvestorID& value) const
5504 {
5506
5507 return ordinary(value, offset, NullInvestorID());
5508 }
5509
5514 {
5516
5517 setOrdinary(offset, value);
5518 return *this;
5519 }
5520
5523 {
5525
5526 setOrdinary(offset, NullInvestorID());
5527 return *this;
5528 }
5529
5538
5540
5543 StrRef memo() const
5545 {
5546 return getVariableLengthField(memoAccess(), *this);
5547 }
5548
5551 {
5553 memoAccess(),
5554 value,
5555 *this);
5556
5557 return *this;
5558 }
5559
5563 static
5564 BlockLength
5568 {
5569 return
5570 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5571 100;
5572 }
5573
5579 {
5580 return
5581 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5583 }
5584
5589 static
5593 {
5594 return
5595 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5596 static_cast<MessageSize>(MemoEncoding::Size);
5597 }
5598
5603 static UInt64 getMaxMessageSize(UInt8)
5605 {
5606 return
5608 }
5609
5613 {
5614 setMemoToNull();
5615 return *this;
5616 }
5617
5633
5638 static const Char* className()
5639 {
5640 return "SimpleModifyOrder101";
5641 }
5642
5649 {
5650 return constructStrRef("SimpleModifyOrder101");
5651 }
5652
5655 std::string toString() const;
5656
5659 const void* tail() const
5661 {
5662 return
5663 toOpaquePtr(
5664 (memo().end()));
5665 }
5666
5675
5676private:
5677 void checkLength(
5678 EncodedLength length, SchemaVersion version) const
5679 {
5680 const EncodedLength minimalRequiredLength =
5681 minimalBlockLength(version) +
5683 getMinimalVariableFieldsSize(version);
5684
5685 checkBinaryLength(
5686 *this, length, minimalRequiredLength);
5687 }
5688
5690 void checkVarLenFields() const
5691 {
5692 variableLengthFields().
5693 checkTail<MemoEncoding>();
5694 }
5695
5696 void checkCompatibility() const
5697 {
5698 assert(TemplateId == templateId());
5699
5700 checkSchema<Schema>(schemaId(), version());
5701 checkLength(bufferSize(), version());
5702 checkVarLenFields();
5703 }
5704
5706 struct memoAccess
5707 {
5708 MemoEncoding&
5709 operator()(
5710 const SimpleModifyOrder101& obj) const
5712 {
5713 return obj.
5714 variableLengthFields().
5715 head<MemoEncoding>();
5716 }
5717 };
5718
5721 ThisType& setMemoToNull()
5723 {
5724 setVariableLengthFieldToNull(memoAccess(), *this);
5725
5726 return *this;
5727 }
5728};
5729
5733: SbeMessage
5734{
5737
5740
5742 enum { TemplateId = 102 };
5743
5746
5749 void* data,
5750 EncodedLength length,
5752 : SbeMessage(data, length, version)
5753 {
5755 checkLength(length, version);
5757 reset();
5758 }
5759
5764 void* data,
5765 EncodedLength length,
5768 : SbeMessage(data, length, version)
5769 {
5771 checkLength(length, version);
5774 }
5775
5778 void* data,
5779 EncodedLength length,
5780 NoInit)
5781 : SbeMessage(data, length)
5782 {
5783 checkCompatibility();
5784 }
5785
5787 explicit
5789 const SbeMessage& message)
5790 : SbeMessage(message)
5791 {
5792 assert(message.valid());
5793
5794 checkCompatibility();
5795 }
5796
5800 void* data,
5801 EncodedLength length,
5802 NoInit,
5803 NoCheck)
5805 : SbeMessage(data, length, NoCheck())
5806 {
5807 assert(schemaId() == Schema::Id);
5808 assert(version() >= Schema::MinimalVersion);
5809 assert(TemplateId == templateId());
5810 }
5811
5820
5822
5833
5841
5844 bool ordTagId(OrdTagID& value) const
5846 {
5848
5849 return ordinary(value, offset, NullOrdTagID());
5850 }
5851
5855 {
5857
5858 setOrdinary(offset, value);
5859 return *this;
5860 }
5861
5864 {
5866
5867 setOrdinary(offset, NullOrdTagID());
5868 return *this;
5869 }
5870
5879 {
5881
5882 return enumeration<Boolean>(offset);
5883 }
5884
5892 {
5894
5895 setEnumeration<Boolean>(offset, value);
5896 return *this;
5897 }
5898
5904 {
5906
5907 return ordinary<ClOrdID>(offset);
5908 }
5909
5914 {
5916
5917 setOrdinary(offset, value);
5918 return *this;
5919 }
5920
5923 bool account(AccountOptional& value) const
5925 {
5927
5928 return ordinary(value, offset, NullAccountOptional());
5929 }
5930
5934 {
5936
5937 setOrdinary(offset, value);
5938 return *this;
5939 }
5940
5943 {
5945
5947 return *this;
5948 }
5949
5954 {
5957
5958 return fixedStr<length>(offset);
5959 }
5960
5964 {
5967
5968 setFixedStr<length>(offset, value);
5969 return *this;
5970 }
5971
5976 {
5979
5980 return fixedStr<length>(offset);
5981 }
5982
5986 {
5989
5990 setFixedStr<length>(offset, value);
5991 return *this;
5992 }
5993
6005
6008 ThisType&
6018
6023 {
6025
6026 return ordinary<SecurityID>(offset);
6027 }
6028
6032 {
6034
6035 setOrdinary(offset, value);
6036 return *this;
6037 }
6038
6047
6049
6056 {
6057 return constructStrRef("BVMF");
6058 }
6059
6064 {
6066
6067 return enumeration<Side>(offset);
6068 }
6069
6073 {
6075
6076 setEnumeration<Side>(offset, value);
6077 return *this;
6078 }
6079
6084 {
6086
6087 return enumeration<OrdType>(offset);
6088 }
6089
6093 {
6095
6096 setEnumeration<OrdType>(offset, value);
6097 return *this;
6098 }
6099
6109
6113 {
6115
6116 setEnumeration<TimeInForce>(offset, value);
6117 return *this;
6118 }
6119
6122 bool
6131
6133 ThisType&
6137 {
6139
6141 return *this;
6142 }
6143
6152
6157 {
6159
6160 return ordinary<Quantity>(offset);
6161 }
6162
6166 {
6168
6169 setOrdinary(offset, value);
6170 return *this;
6171 }
6172
6176 bool price(PriceOptional& value) const
6178 {
6180
6181 return decimal(value, offset, NullPriceOptional());
6182 }
6183
6188 {
6190
6191 setOrdinary(offset, value);
6192 return *this;
6193 }
6194
6197 {
6199
6200 setOrdinary(offset, NullPriceOptional());
6201 return *this;
6202 }
6203
6207 bool stopPx(PriceOptional& value) const
6209 {
6211
6212 return decimal(value, offset, NullPriceOptional());
6213 }
6214
6219 {
6221
6222 setOrdinary(offset, value);
6223 return *this;
6224 }
6225
6228 {
6230
6231 setOrdinary(offset, NullPriceOptional());
6232 return *this;
6233 }
6234
6237 bool minQty(QuantityOptional& value) const
6239 {
6241
6242 return ordinary(value, offset, NullQuantityOptional());
6243 }
6244
6248 {
6250
6251 setOrdinary(offset, value);
6252 return *this;
6253 }
6254
6257 {
6259
6261 return *this;
6262 }
6263
6267 bool maxFloor(QuantityOptional& value) const
6269 {
6271
6272 return ordinary(value, offset, NullQuantityOptional());
6273 }
6274
6279 {
6281
6282 setOrdinary(offset, value);
6283 return *this;
6284 }
6285
6288 {
6290
6292 return *this;
6293 }
6294
6297 bool executingTrader(StrRef& value) const
6299 {
6302
6303 return fixedStr<length>(value, offset);
6304 }
6305
6309 {
6312
6313 setFixedStr<length>(offset, value);
6314 return *this;
6315 }
6316
6326
6330 bool expireDate(Timestamp& value) const
6332 {
6333 typedef LocalMktDateOptional FieldValue;
6334
6336
6337 FieldValue fieldValue;
6338
6339 if (ordinary(fieldValue, offset, NullLocalMktDateOptional()))
6340 {
6341 value = localMktDateToTimestamp(fieldValue);
6342 return true;
6343 }
6344 return false;
6345 }
6346
6351 {
6353
6354 setOrdinary(offset, timestampToLocalMktDate(value));
6355 return *this;
6356 }
6357
6360 {
6362
6364 return *this;
6365 }
6366
6369 bool custodianInfo(CustodianInfo& value) const
6371 {
6373
6374 return ordinary(value, offset, NullCustodianInfo());
6375 }
6376
6380 {
6382
6383 setOrdinary(offset, value);
6384 return *this;
6385 }
6386
6389 {
6391
6392 setOrdinary(offset, NullCustodianInfo());
6393 return *this;
6394 }
6395
6399 bool investorId(InvestorID& value) const
6401 {
6403
6404 return ordinary(value, offset, NullInvestorID());
6405 }
6406
6411 {
6413
6414 setOrdinary(offset, value);
6415 return *this;
6416 }
6417
6420 {
6422
6423 setOrdinary(offset, NullInvestorID());
6424 return *this;
6425 }
6426
6429 bool
6431 StrategyIDOptional& value) const
6433 {
6435
6436 return ordinary(value, offset, NullStrategyIDOptional());
6437 }
6438
6442 {
6444
6445 setOrdinary(offset, value);
6446 return *this;
6447 }
6448
6451 {
6453
6455 return *this;
6456 }
6457
6462 {
6465
6466 return ordinary(value, offset, NullAccountOptional(), since);
6467 }
6468
6471 {
6474
6475 setOrdinary(offset, value, since);
6476 return *this;
6477 }
6478
6480 {
6483
6484 setOrdinary(offset, NullAccountOptional(), since);
6485 return *this;
6486 }
6487
6492 {
6493 return getVariableLengthField(deskIDAccess(), *this);
6494 }
6495
6498 StrRef memo() const
6500 {
6501 return getVariableLengthField(memoAccess(), *this);
6502 }
6503
6506 {
6508 deskIDAccess(),
6509 value,
6510 *this);
6511
6512 return *this;
6513 }
6514
6517 {
6519 memoAccess(),
6520 value,
6521 *this);
6522
6523 return *this;
6524 }
6525
6531 {
6532 return
6533 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6534 (version >= 5)
6535 ? 135
6536 : 131;
6537 }
6538
6544 {
6545 return
6546 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6548 }
6549
6554 static
6558 {
6559 return
6560 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6561 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
6562 }
6563
6568 static UInt64 getMaxMessageSize(UInt8)
6570 {
6571 return
6573 }
6574
6578 {
6579 setDeskIdToNull();
6580 setMemoToNull();
6581 return *this;
6582 }
6583
6587 {
6600
6601 if (version() >= 5)
6602 {
6604 }
6605
6607 return *this;
6608 }
6609
6614 static const Char* className()
6615 {
6616 return "NewOrderSingle102";
6617 }
6618
6625 {
6626 return constructStrRef("NewOrderSingle102");
6627 }
6628
6631 std::string toString() const;
6632
6635 const void* tail() const
6637 {
6638 return
6639 toOpaquePtr(
6640 (memo().end()));
6641 }
6642
6651
6652private:
6653 void checkLength(
6654 EncodedLength length, SchemaVersion version) const
6655 {
6656 const EncodedLength minimalRequiredLength =
6657 minimalBlockLength(version) +
6659 getMinimalVariableFieldsSize(version);
6660
6661 checkBinaryLength(
6662 *this, length, minimalRequiredLength);
6663 }
6664
6666 void checkVarLenFields() const
6667 {
6668 variableLengthFields().
6669 checkTail<DeskIDEncoding>().
6670 checkTail<MemoEncoding>();
6671 }
6672
6673 void checkCompatibility() const
6674 {
6675 assert(TemplateId == templateId());
6676
6677 checkSchema<Schema>(schemaId(), version());
6678 checkLength(bufferSize(), version());
6679 checkVarLenFields();
6680 }
6681
6683 struct deskIDAccess
6684 {
6685 DeskIDEncoding&
6686 operator()(
6687 const NewOrderSingle102& obj) const
6689 {
6690 return obj.
6691 variableLengthFields().
6692 head<DeskIDEncoding>();
6693 }
6694 };
6695
6697 struct memoAccess
6698 {
6699 MemoEncoding&
6700 operator()(
6701 const NewOrderSingle102& obj) const
6703 {
6704 return obj.
6705 variableLengthFields().
6706 tail<DeskIDEncoding>().
6707 head<MemoEncoding>();
6708 }
6709 };
6710
6713 ThisType& setDeskIdToNull()
6715 {
6716 setVariableLengthFieldToNull(deskIDAccess(), *this);
6717
6718 return *this;
6719 }
6720
6723 ThisType& setMemoToNull()
6725 {
6726 setVariableLengthFieldToNull(memoAccess(), *this);
6727
6728 return *this;
6729 }
6730};
6731
6735: SbeMessage
6736{
6739
6742
6744 enum { TemplateId = 104 };
6745
6748
6751 void* data,
6752 EncodedLength length,
6754 : SbeMessage(data, length, version)
6755 {
6757 checkLength(length, version);
6759 reset();
6760 }
6761
6766 void* data,
6767 EncodedLength length,
6770 : SbeMessage(data, length, version)
6771 {
6773 checkLength(length, version);
6776 }
6777
6780 void* data,
6781 EncodedLength length,
6782 NoInit)
6783 : SbeMessage(data, length)
6784 {
6785 checkCompatibility();
6786 }
6787
6789 explicit
6791 const SbeMessage& message)
6792 : SbeMessage(message)
6793 {
6794 assert(message.valid());
6795
6796 checkCompatibility();
6797 }
6798
6802 void* data,
6803 EncodedLength length,
6804 NoInit,
6805 NoCheck)
6807 : SbeMessage(data, length, NoCheck())
6808 {
6809 assert(schemaId() == Schema::Id);
6810 assert(version() >= Schema::MinimalVersion);
6811 assert(TemplateId == templateId());
6812 }
6813
6822
6824
6835
6843
6846 bool ordTagId(OrdTagID& value) const
6848 {
6850
6851 return ordinary(value, offset, NullOrdTagID());
6852 }
6853
6857 {
6859
6860 setOrdinary(offset, value);
6861 return *this;
6862 }
6863
6866 {
6868
6869 setOrdinary(offset, NullOrdTagID());
6870 return *this;
6871 }
6872
6881 {
6883
6884 return enumeration<Boolean>(offset);
6885 }
6886
6894 {
6896
6897 setEnumeration<Boolean>(offset, value);
6898 return *this;
6899 }
6900
6906 {
6908
6909 return ordinary<ClOrdID>(offset);
6910 }
6911
6916 {
6918
6919 setOrdinary(offset, value);
6920 return *this;
6921 }
6922
6925 bool account(AccountOptional& value) const
6927 {
6929
6930 return ordinary(value, offset, NullAccountOptional());
6931 }
6932
6936 {
6938
6939 setOrdinary(offset, value);
6940 return *this;
6941 }
6942
6945 {
6947
6949 return *this;
6950 }
6951
6956 {
6959
6960 return fixedStr<length>(offset);
6961 }
6962
6966 {
6969
6970 setFixedStr<length>(offset, value);
6971 return *this;
6972 }
6973
6978 {
6981
6982 return fixedStr<length>(offset);
6983 }
6984
6988 {
6991
6992 setFixedStr<length>(offset, value);
6993 return *this;
6994 }
6995
7007
7010 ThisType&
7020
7025 {
7027
7028 return ordinary<SecurityID>(offset);
7029 }
7030
7034 {
7036
7037 setOrdinary(offset, value);
7038 return *this;
7039 }
7040
7049
7051
7058 {
7059 return constructStrRef("BVMF");
7060 }
7061
7066 {
7068
7069 return enumeration<Side>(offset);
7070 }
7071
7075 {
7077
7078 setEnumeration<Side>(offset, value);
7079 return *this;
7080 }
7081
7086 {
7088
7089 return enumeration<OrdType>(offset);
7090 }
7091
7095 {
7097
7098 setEnumeration<OrdType>(offset, value);
7099 return *this;
7100 }
7101
7106 {
7108
7109 return enumeration<TimeInForce>(value, offset, NullChar());
7110 }
7111
7115 {
7117
7118 setEnumeration<TimeInForce>(offset, value);
7119 return *this;
7120 }
7121
7124 {
7126
7127 setOrdinary(offset, NullChar());
7128 return *this;
7129 }
7130
7133 bool
7142
7144 ThisType&
7148 {
7150
7152 return *this;
7153 }
7154
7163
7168 {
7170
7171 return ordinary<Quantity>(offset);
7172 }
7173
7177 {
7179
7180 setOrdinary(offset, value);
7181 return *this;
7182 }
7183
7187 bool price(PriceOptional& value) const
7189 {
7191
7192 return decimal(value, offset, NullPriceOptional());
7193 }
7194
7199 {
7201
7202 setOrdinary(offset, value);
7203 return *this;
7204 }
7205
7208 {
7210
7211 setOrdinary(offset, NullPriceOptional());
7212 return *this;
7213 }
7214
7217 bool orderId(OrderIDOptional& value) const
7219 {
7221
7222 return ordinary(value, offset, NullOrderIDOptional());
7223 }
7224
7228 {
7230
7231 setOrdinary(offset, value);
7232 return *this;
7233 }
7234
7237 {
7239
7241 return *this;
7242 }
7243
7246 bool origClOrdId(ClOrdIDOptional& value) const
7248 {
7250
7251 return ordinary(value, offset, NullClOrdIDOptional());
7252 }
7253
7257 {
7259
7260 setOrdinary(offset, value);
7261 return *this;
7262 }
7263
7266 {
7268
7270 return *this;
7271 }
7272
7276 bool stopPx(PriceOptional& value) const
7278 {
7280
7281 return decimal(value, offset, NullPriceOptional());
7282 }
7283
7288 {
7290
7291 setOrdinary(offset, value);
7292 return *this;
7293 }
7294
7297 {
7299
7300 setOrdinary(offset, NullPriceOptional());
7301 return *this;
7302 }
7303
7306 bool minQty(QuantityOptional& value) const
7308 {
7310
7311 return ordinary(value, offset, NullQuantityOptional());
7312 }
7313
7317 {
7319
7320 setOrdinary(offset, value);
7321 return *this;
7322 }
7323
7326 {
7328
7330 return *this;
7331 }
7332
7336 bool maxFloor(QuantityOptional& value) const
7338 {
7340
7341 return ordinary(value, offset, NullQuantityOptional());
7342 }
7343
7348 {
7350
7351 setOrdinary(offset, value);
7352 return *this;
7353 }
7354
7357 {
7359
7361 return *this;
7362 }
7363
7366 bool executingTrader(StrRef& value) const
7368 {
7371
7372 return fixedStr<length>(value, offset);
7373 }
7374
7378 {
7381
7382 setFixedStr<length>(offset, value);
7383 return *this;
7384 }
7385
7395
7400 {
7402
7403 return enumeration<AccountType>(value, offset, NullUint8EnumEncoding());
7404 }
7405
7409 {
7411
7412 setEnumeration<AccountType>(offset, value);
7413 return *this;
7414 }
7415
7418 {
7420
7422 return *this;
7423 }
7424
7428 bool expireDate(Timestamp& value) const
7430 {
7431 typedef LocalMktDateOptional FieldValue;
7432
7434
7435 FieldValue fieldValue;
7436
7437 if (ordinary(fieldValue, offset, NullLocalMktDateOptional()))
7438 {
7439 value = localMktDateToTimestamp(fieldValue);
7440 return true;
7441 }
7442 return false;
7443 }
7444
7449 {
7451
7452 setOrdinary(offset, timestampToLocalMktDate(value));
7453 return *this;
7454 }
7455
7458 {
7460
7462 return *this;
7463 }
7464
7467 bool custodianInfo(CustodianInfo& value) const
7469 {
7471
7472 return ordinary(value, offset, NullCustodianInfo());
7473 }
7474
7478 {
7480
7481 setOrdinary(offset, value);
7482 return *this;
7483 }
7484
7487 {
7489
7490 setOrdinary(offset, NullCustodianInfo());
7491 return *this;
7492 }
7493
7497 bool investorId(InvestorID& value) const
7499 {
7501
7502 return ordinary(value, offset, NullInvestorID());
7503 }
7504
7509 {
7511
7512 setOrdinary(offset, value);
7513 return *this;
7514 }
7515
7518 {
7520
7521 setOrdinary(offset, NullInvestorID());
7522 return *this;
7523 }
7524
7527 bool
7529 StrategyIDOptional& value) const
7531 {
7533
7534 return ordinary(value, offset, NullStrategyIDOptional());
7535 }
7536
7540 {
7542
7543 setOrdinary(offset, value);
7544 return *this;
7545 }
7546
7549 {
7551
7553 return *this;
7554 }
7555
7560 {
7563
7564 return ordinary(value, offset, NullAccountOptional(), since);
7565 }
7566
7569 {
7572
7573 setOrdinary(offset, value, since);
7574 return *this;
7575 }
7576
7578 {
7581
7582 setOrdinary(offset, NullAccountOptional(), since);
7583 return *this;
7584 }
7585
7590 {
7591 return getVariableLengthField(deskIDAccess(), *this);
7592 }
7593
7596 StrRef memo() const
7598 {
7599 return getVariableLengthField(memoAccess(), *this);
7600 }
7601
7604 {
7606 deskIDAccess(),
7607 value,
7608 *this);
7609
7610 return *this;
7611 }
7612
7615 {
7617 memoAccess(),
7618 value,
7619 *this);
7620
7621 return *this;
7622 }
7623
7629 {
7630 return
7631 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7632 (version >= 5)
7633 ? 152
7634 : 148;
7635 }
7636
7642 {
7643 return
7644 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7646 }
7647
7652 static
7656 {
7657 return
7658 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7659 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
7660 }
7661
7666 static UInt64 getMaxMessageSize(UInt8)
7668 {
7669 return
7671 }
7672
7676 {
7677 setDeskIdToNull();
7678 setMemoToNull();
7679 return *this;
7680 }
7681
7711
7716 static const Char* className()
7717 {
7718 return "OrderCancelReplaceRequest104";
7719 }
7720
7727 {
7728 return constructStrRef(
7729 "OrderCancelReplaceRequest104");
7730 }
7731
7734 std::string toString() const;
7735
7738 const void* tail() const
7740 {
7741 return
7742 toOpaquePtr(
7743 (memo().end()));
7744 }
7745
7754
7755private:
7756 void checkLength(
7757 EncodedLength length, SchemaVersion version) const
7758 {
7759 const EncodedLength minimalRequiredLength =
7760 minimalBlockLength(version) +
7762 getMinimalVariableFieldsSize(version);
7763
7764 checkBinaryLength(
7765 *this, length, minimalRequiredLength);
7766 }
7767
7769 void checkVarLenFields() const
7770 {
7771 variableLengthFields().
7772 checkTail<DeskIDEncoding>().
7773 checkTail<MemoEncoding>();
7774 }
7775
7776 void checkCompatibility() const
7777 {
7778 assert(TemplateId == templateId());
7779
7780 checkSchema<Schema>(schemaId(), version());
7781 checkLength(bufferSize(), version());
7782 checkVarLenFields();
7783 }
7784
7786 struct deskIDAccess
7787 {
7788 DeskIDEncoding&
7789 operator()(
7790 const OrderCancelReplaceRequest104& obj) const
7792 {
7793 return obj.
7794 variableLengthFields().
7795 head<DeskIDEncoding>();
7796 }
7797 };
7798
7800 struct memoAccess
7801 {
7802 MemoEncoding&
7803 operator()(
7804 const OrderCancelReplaceRequest104& obj) const
7806 {
7807 return obj.
7808 variableLengthFields().
7809 tail<DeskIDEncoding>().
7810 head<MemoEncoding>();
7811 }
7812 };
7813
7816 ThisType& setDeskIdToNull()
7818 {
7819 setVariableLengthFieldToNull(deskIDAccess(), *this);
7820
7821 return *this;
7822 }
7823
7826 ThisType& setMemoToNull()
7828 {
7829 setVariableLengthFieldToNull(memoAccess(), *this);
7830
7831 return *this;
7832 }
7833};
7834
7838: SbeMessage
7839{
7842
7845
7847 enum { TemplateId = 105 };
7848
7851
7854 void* data,
7855 EncodedLength length,
7857 : SbeMessage(data, length, version)
7858 {
7860 checkLength(length, version);
7862 reset();
7863 }
7864
7869 void* data,
7870 EncodedLength length,
7873 : SbeMessage(data, length, version)
7874 {
7876 checkLength(length, version);
7879 }
7880
7883 void* data,
7884 EncodedLength length,
7885 NoInit)
7886 : SbeMessage(data, length)
7887 {
7888 checkCompatibility();
7889 }
7890
7892 explicit
7894 const SbeMessage& message)
7895 : SbeMessage(message)
7896 {
7897 assert(message.valid());
7898
7899 checkCompatibility();
7900 }
7901
7905 void* data,
7906 EncodedLength length,
7907 NoInit,
7908 NoCheck)
7910 : SbeMessage(data, length, NoCheck())
7911 {
7912 assert(schemaId() == Schema::Id);
7913 assert(version() >= Schema::MinimalVersion);
7914 assert(TemplateId == templateId());
7915 }
7916
7925
7927
7938
7946
7952 {
7954
7955 return ordinary<ClOrdID>(offset);
7956 }
7957
7962 {
7964
7965 setOrdinary(offset, value);
7966 return *this;
7967 }
7968
7973 {
7975
7976 return ordinary<SecurityID>(offset);
7977 }
7978
7982 {
7984
7985 setOrdinary(offset, value);
7986 return *this;
7987 }
7988
7997
7999
8006 {
8007 return constructStrRef("BVMF");
8008 }
8009
8012 bool orderId(OrderIDOptional& value) const
8014 {
8016
8017 return ordinary(value, offset, NullOrderIDOptional());
8018 }
8019
8023 {
8025
8026 setOrdinary(offset, value);
8027 return *this;
8028 }
8029
8032 {
8034
8036 return *this;
8037 }
8038
8041 bool origClOrdId(ClOrdIDOptional& value) const
8043 {
8045
8046 return ordinary(value, offset, NullClOrdIDOptional());
8047 }
8048
8052 {
8054
8055 setOrdinary(offset, value);
8056 return *this;
8057 }
8058
8061 {
8063
8065 return *this;
8066 }
8067
8072 {
8074
8075 return enumeration<Side>(offset);
8076 }
8077
8081 {
8083
8084 setEnumeration<Side>(offset, value);
8085 return *this;
8086 }
8087
8090 bool
8099
8101 ThisType&
8111
8120
8125 {
8128
8129 return fixedStr<length>(offset);
8130 }
8131
8135 {
8138
8139 setFixedStr<length>(offset, value);
8140 return *this;
8141 }
8142
8147 {
8150
8151 return fixedStr<length>(offset);
8152 }
8153
8157 {
8160
8161 setFixedStr<length>(offset, value);
8162 return *this;
8163 }
8164
8167 bool executingTrader(StrRef& value) const
8169 {
8172
8173 return fixedStr<length>(value, offset);
8174 }
8175
8179 {
8182
8183 setFixedStr<length>(offset, value);
8184 return *this;
8185 }
8186
8196
8201 {
8202 return getVariableLengthField(deskIDAccess(), *this);
8203 }
8204
8207 StrRef memo() const
8209 {
8210 return getVariableLengthField(memoAccess(), *this);
8211 }
8212
8215 {
8217 deskIDAccess(),
8218 value,
8219 *this);
8220
8221 return *this;
8222 }
8223
8226 {
8228 memoAccess(),
8229 value,
8230 *this);
8231
8232 return *this;
8233 }
8234
8238 static
8239 BlockLength
8243 {
8244 return
8245 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8246 76;
8247 }
8248
8252 static
8253 BlockLength
8262
8267 static
8271 {
8272 return
8273 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8274 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
8275 }
8276
8281 static UInt64 getMaxMessageSize(UInt8)
8283 {
8284 return
8286 }
8287
8291 {
8292 setDeskIdToNull();
8293 setMemoToNull();
8294 return *this;
8295 }
8296
8309
8314 static const Char* className()
8315 {
8316 return "OrderCancelRequest105";
8317 }
8318
8325 {
8326 return constructStrRef("OrderCancelRequest105");
8327 }
8328
8331 std::string toString() const;
8332
8335 const void* tail() const
8337 {
8338 return
8339 toOpaquePtr(
8340 (memo().end()));
8341 }
8342
8351
8352private:
8353 void checkLength(
8354 EncodedLength length, SchemaVersion version) const
8355 {
8356 const EncodedLength minimalRequiredLength =
8357 minimalBlockLength(version) +
8359 getMinimalVariableFieldsSize(version);
8360
8361 checkBinaryLength(
8362 *this, length, minimalRequiredLength);
8363 }
8364
8366 void checkVarLenFields() const
8367 {
8368 variableLengthFields().
8369 checkTail<DeskIDEncoding>().
8370 checkTail<MemoEncoding>();
8371 }
8372
8373 void checkCompatibility() const
8374 {
8375 assert(TemplateId == templateId());
8376
8377 checkSchema<Schema>(schemaId(), version());
8378 checkLength(bufferSize(), version());
8379 checkVarLenFields();
8380 }
8381
8383 struct deskIDAccess
8384 {
8385 DeskIDEncoding&
8386 operator()(
8387 const OrderCancelRequest105& obj) const
8389 {
8390 return obj.
8391 variableLengthFields().
8392 head<DeskIDEncoding>();
8393 }
8394 };
8395
8397 struct memoAccess
8398 {
8399 MemoEncoding&
8400 operator()(
8401 const OrderCancelRequest105& obj) const
8403 {
8404 return obj.
8405 variableLengthFields().
8406 tail<DeskIDEncoding>().
8407 head<MemoEncoding>();
8408 }
8409 };
8410
8413 ThisType& setDeskIdToNull()
8415 {
8416 setVariableLengthFieldToNull(deskIDAccess(), *this);
8417
8418 return *this;
8419 }
8420
8423 ThisType& setMemoToNull()
8425 {
8426 setVariableLengthFieldToNull(memoAccess(), *this);
8427
8428 return *this;
8429 }
8430};
8431
8435: SbeMessage
8436{
8439
8442
8444 enum { TemplateId = 106 };
8445
8450 <
8452 >
8453 {
8455 typedef
8457 <
8459 >
8461
8464
8468 void* data,
8469 EncodedLength length,
8471 : Base(data, numericCast<Base::BlockLength>(length), version)
8472 {
8474 assert(length >= minimalBlockLength(version));
8475 }
8476
8480 {
8481 return *this;
8482 }
8483
8487 {
8490
8491 if (version() >= 5)
8492 {
8494 }
8495
8497 return *this;
8498 }
8499
8504 {
8506
8507 return enumeration<Side>(offset);
8508 }
8509
8513 {
8515
8516 setEnumeration<Side>(offset, value);
8517 return *this;
8518 }
8519
8522 bool account(AccountOptional& value) const
8524 {
8526
8527 return ordinary(value, offset, NullAccountOptional());
8528 }
8529
8533 {
8535
8536 setOrdinary(offset, value);
8537 return *this;
8538 }
8539
8542 {
8544
8546 return *this;
8547 }
8548
8551 bool enteringFirm(FirmOptional& value) const
8553 {
8555
8556 return ordinary(value, offset, NullFirmOptional());
8557 }
8558
8562 {
8564
8565 setOrdinary(offset, value);
8566 return *this;
8567 }
8568
8571 {
8573
8574 setOrdinary(offset, NullFirmOptional());
8575 return *this;
8576 }
8577
8583 {
8585
8586 return ordinary<ClOrdID>(offset);
8587 }
8588
8593 {
8595
8596 setOrdinary(offset, value);
8597 return *this;
8598 }
8599
8604 {
8607
8608 return ordinary(value, offset, NullAccountOptional(), since);
8609 }
8610
8613 {
8616
8617 setOrdinary(offset, value, since);
8618 return *this;
8619 }
8620
8622 {
8625
8626 setOrdinary(offset, NullAccountOptional(), since);
8627 return *this;
8628 }
8629
8634 static
8644
8651 {
8652 return
8653 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8654 (version >= 5)
8655 ? 22
8656 : 18;
8657 }
8658
8663 static const Char* className()
8664 {
8665 return "NewOrderCross106.SidesEntry";
8666 }
8667 };
8668
8670 typedef
8673
8676
8679 void* data,
8680 EncodedLength length,
8682 : SbeMessage(data, length, version)
8683 {
8685 checkLength(length, version);
8687 reset();
8688 }
8689
8694 void* data,
8695 EncodedLength length,
8698 : SbeMessage(data, length, version)
8699 {
8701 checkLength(length, version);
8704 }
8705
8708 void* data,
8709 EncodedLength length,
8710 NoInit)
8711 : SbeMessage(data, length)
8712 {
8713 checkCompatibility();
8714 }
8715
8717 explicit
8719 const SbeMessage& message)
8720 : SbeMessage(message)
8721 {
8722 assert(message.valid());
8723
8724 checkCompatibility();
8725 }
8726
8730 void* data,
8731 EncodedLength length,
8732 NoInit,
8733 NoCheck)
8735 : SbeMessage(data, length, NoCheck())
8736 {
8737 assert(schemaId() == Schema::Id);
8738 assert(version() >= Schema::MinimalVersion);
8739 assert(TemplateId == templateId());
8740 }
8741
8750
8752
8763
8771
8777 {
8779
8780 return ordinary<CrossID>(offset);
8781 }
8782
8787 {
8789
8790 setOrdinary(offset, value);
8791 return *this;
8792 }
8793
8798 {
8801
8802 return fixedStr<length>(offset);
8803 }
8804
8808 {
8811
8812 setFixedStr<length>(offset, value);
8813 return *this;
8814 }
8815
8820 {
8823
8824 return fixedStr<length>(offset);
8825 }
8826
8830 {
8833
8834 setFixedStr<length>(offset, value);
8835 return *this;
8836 }
8837
8840 bool executingTrader(StrRef& value) const
8842 {
8845
8846 return fixedStr<length>(value, offset);
8847 }
8848
8852 {
8855
8856 setFixedStr<length>(offset, value);
8857 return *this;
8858 }
8859
8869
8874 {
8876
8877 return ordinary<SecurityID>(offset);
8878 }
8879
8883 {
8885
8886 setOrdinary(offset, value);
8887 return *this;
8888 }
8889
8898
8900
8907 {
8908 return constructStrRef("BVMF");
8909 }
8910
8915 {
8917
8918 return ordinary<Quantity>(offset);
8919 }
8920
8924 {
8926
8927 setOrdinary(offset, value);
8928 return *this;
8929 }
8930
8934 Price price() const
8936 {
8938
8939 return decimal<Price>(offset);
8940 }
8941
8946 {
8948
8949 setOrdinary(offset, value);
8950 return *this;
8951 }
8952
8955 bool
8964
8966 ThisType&
8970 {
8972
8973 setEnumeration<CrossedIndicator>(offset, value);
8974 return *this;
8975 }
8976
8979 {
8981
8983 return *this;
8984 }
8985
8989 bool crossType(CrossType::Enum& value) const
8991 {
8993
8994 return enumeration<CrossType>(value, offset, NullUint8EnumEncoding());
8995 }
8996
9001 {
9003
9004 setEnumeration<CrossType>(offset, value);
9005 return *this;
9006 }
9007
9010 {
9012
9014 return *this;
9015 }
9016
9020 bool
9029
9032 ThisType&
9036 {
9038
9040 return *this;
9041 }
9042
9045 {
9047
9048 setOrdinary(offset, NullUInt8());
9049 return *this;
9050 }
9051
9056 {
9058
9059 return ordinary(value, offset, NullQuantityOptional());
9060 }
9061
9065 {
9067
9068 setOrdinary(offset, value);
9069 return *this;
9070 }
9071
9074 {
9076
9078 return *this;
9079 }
9080
9083 Sides sides() const
9085 {
9086 return getGroup<Sides>(SidesAccess(), *this);
9087 }
9088
9093 {
9094 return getGroup<Sides>(SidesAccess(), *this);
9095 }
9096
9101 {
9102 return constructGroup<Sides>(
9103 SidesAccess(),
9104 length,
9105 *this);
9106 }
9107
9110 Sides
9112 Sides::Size length,
9114 {
9115 return setupGroup<Sides>(
9116 SidesAccess(),
9117 length,
9118 *this);
9119 }
9120
9125 {
9126 return getVariableLengthField(deskIDAccess(), *this);
9127 }
9128
9131 StrRef memo() const
9133 {
9134 return getVariableLengthField(memoAccess(), *this);
9135 }
9136
9139 {
9141 deskIDAccess(),
9142 value,
9143 *this);
9144
9145 return *this;
9146 }
9147
9150 {
9152 memoAccess(),
9153 value,
9154 *this);
9155
9156 return *this;
9157 }
9158
9162 static
9163 BlockLength
9167 {
9168 return
9169 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
9170 84;
9171 }
9172
9176 static
9177 BlockLength
9186
9191 static
9195 {
9196 return
9197 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
9198 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) + static_cast<MessageSize>(Sides::EmptySize);
9199 }
9200
9205 static UInt64 getMaxMessageSize(UInt8)
9207 {
9208 return
9210 }
9211
9215 {
9216 setSidesToNull();
9217 setDeskIdToNull();
9218 setMemoToNull();
9219 return *this;
9220 }
9221
9235
9240 static const Char* className()
9241 {
9242 return "NewOrderCross106";
9243 }
9244
9251 {
9252 return constructStrRef("NewOrderCross106");
9253 }
9254
9257 std::string toString() const;
9258
9261 const void* tail() const
9263 {
9264 return
9265 toOpaquePtr(
9266 (memo().end()));
9267 }
9268
9277
9278private:
9279 void checkLength(
9280 EncodedLength length, SchemaVersion version) const
9281 {
9282 const EncodedLength minimalRequiredLength =
9283 minimalBlockLength(version) +
9285 getMinimalVariableFieldsSize(version);
9286
9287 checkBinaryLength(
9288 *this, length, minimalRequiredLength);
9289 }
9290
9292 void checkVarLenFields() const
9293 {
9294 groups().
9295 checkVariableLengthFields<Sides>().
9296 checkTail<DeskIDEncoding>().
9297 checkTail<MemoEncoding>();
9298 }
9299
9300 void checkCompatibility() const
9301 {
9302 assert(TemplateId == templateId());
9303
9304 checkSchema<Schema>(schemaId(), version());
9305 checkLength(bufferSize(), version());
9306 checkVarLenFields();
9307 }
9308
9310 struct SidesAccess
9311 {
9312 Sides
9313 operator()(
9314 const NewOrderCross106& obj) const
9316 {
9317 return obj.
9318 groups().
9319 head<Sides>();
9320 }
9321 };
9322
9325 void setSidesToNull()
9327 {
9328 resetGroup<Sides>(SidesAccess(), *this);
9329 }
9330
9332 struct deskIDAccess
9333 {
9334 DeskIDEncoding&
9335 operator()(
9336 const NewOrderCross106& obj) const
9338 {
9339 return obj.
9340 groups().
9341 variableLengthFields<Sides>().
9342 head<DeskIDEncoding>();
9343 }
9344 };
9345
9347 struct memoAccess
9348 {
9349 MemoEncoding&
9350 operator()(
9351 const NewOrderCross106& obj) const
9353 {
9354 return obj.
9355 groups().
9356 variableLengthFields<Sides>().
9357 tail<DeskIDEncoding>().
9358 head<MemoEncoding>();
9359 }
9360 };
9361
9364 ThisType& setDeskIdToNull()
9366 {
9367 setVariableLengthFieldToNull(deskIDAccess(), *this);
9368
9369 return *this;
9370 }
9371
9374 ThisType& setMemoToNull()
9376 {
9377 setVariableLengthFieldToNull(memoAccess(), *this);
9378
9379 return *this;
9380 }
9381};
9382
9386: SbeMessage
9387{
9390
9393
9395 enum { TemplateId = 200 };
9396
9399
9402 void* data,
9403 EncodedLength length,
9405 : SbeMessage(data, length, version)
9406 {
9408 checkLength(length, version);
9410 reset();
9411 }
9412
9417 void* data,
9418 EncodedLength length,
9421 : SbeMessage(data, length, version)
9422 {
9424 checkLength(length, version);
9427 }
9428
9431 void* data,
9432 EncodedLength length,
9433 NoInit)
9434 : SbeMessage(data, length)
9435 {
9436 checkCompatibility();
9437 }
9438
9440 explicit
9442 const SbeMessage& message)
9443 : SbeMessage(message)
9444 {
9445 assert(message.valid());
9446
9447 checkCompatibility();
9448 }
9449
9453 void* data,
9454 EncodedLength length,
9455 NoInit,
9456 NoCheck)
9458 : SbeMessage(data, length, NoCheck())
9459 {
9460 assert(schemaId() == Schema::Id);
9461 assert(version() >= Schema::MinimalVersion);
9462 assert(TemplateId == templateId());
9463 }
9464
9473
9475
9486
9494
9499 {
9501
9502 return enumeration<Side>(offset);
9503 }
9504
9508 {
9510
9511 setEnumeration<Side>(offset, value);
9512 return *this;
9513 }
9514
9519 {
9521
9522 return enumeration<OrdStatus>(offset);
9523 }
9524
9528 {
9530
9531 setEnumeration<OrdStatus>(offset, value);
9532 return *this;
9533 }
9534
9540 {
9542
9543 return ordinary<ClOrdID>(offset);
9544 }
9545
9550 {
9552
9553 setOrdinary(offset, value);
9554 return *this;
9555 }
9556
9563 {
9565
9566 return ordinary<OrderID>(offset);
9567 }
9568
9574 {
9576
9577 setOrdinary(offset, value);
9578 return *this;
9579 }
9580
9585 {
9587
9588 return ordinary<SecurityID>(offset);
9589 }
9590
9594 {
9596
9597 setOrdinary(offset, value);
9598 return *this;
9599 }
9600
9609
9611
9618 {
9619 return constructStrRef("BVMF");
9620 }
9621
9626 {
9628
9629 return ordinary<OrderID>(offset);
9630 }
9631
9635 {
9637
9638 setOrdinary(offset, value);
9639 return *this;
9640 }
9641
9644 bool account(AccountOptional& value) const
9646 {
9648
9649 return ordinary(value, offset, NullAccountOptional());
9650 }
9651
9655 {
9657
9658 setOrdinary(offset, value);
9659 return *this;
9660 }
9661
9664 {
9666
9668 return *this;
9669 }
9670
9676 {
9678
9679 return ordinary<ExecID>(offset);
9680 }
9681
9686 {
9688
9689 setOrdinary(offset, value);
9690 return *this;
9691 }
9692
9702
9706 {
9708
9709 setOrdinary(offset, value);
9710 return *this;
9711 }
9712
9717 bool
9726
9730 ThisType&
9734 {
9736
9737 setOrdinary(offset, value);
9738 return *this;
9739 }
9740
9749
9757 {
9759
9760 return decimal(value, offset, NullPriceOptional());
9761 }
9762
9769 {
9771
9772 setOrdinary(offset, value);
9773 return *this;
9774 }
9775
9778 {
9780
9781 setOrdinary(offset, NullPriceOptional());
9782 return *this;
9783 }
9784
9795
9800 {
9802
9803 setOrdinary(offset, timestampToLocalMktDate(value));
9804 return *this;
9805 }
9806
9813 {
9815
9816 return enumeration<Boolean>(offset);
9817 }
9818
9824 {
9826
9827 setEnumeration<Boolean>(offset, value);
9828 return *this;
9829 }
9830
9834 bool
9843
9846 ThisType&
9856
9859 {
9861
9862 setOrdinary(offset, NullChar());
9863 return *this;
9864 }
9865
9870 {
9872
9873 return enumeration<OrdType>(offset);
9874 }
9875
9879 {
9881
9882 setEnumeration<OrdType>(offset, value);
9883 return *this;
9884 }
9885
9895
9899 {
9901
9902 setEnumeration<TimeInForce>(offset, value);
9903 return *this;
9904 }
9905
9909 bool expireDate(Timestamp& value) const
9911 {
9912 typedef LocalMktDateOptional FieldValue;
9913
9915
9916 FieldValue fieldValue;
9917
9918 if (ordinary(fieldValue, offset, NullLocalMktDateOptional()))
9919 {
9920 value = localMktDateToTimestamp(fieldValue);
9921 return true;
9922 }
9923 return false;
9924 }
9925
9930 {
9932
9933 setOrdinary(offset, timestampToLocalMktDate(value));
9934 return *this;
9935 }
9936
9939 {
9941
9943 return *this;
9944 }
9945
9950 {
9952
9953 return ordinary<Quantity>(offset);
9954 }
9955
9959 {
9961
9962 setOrdinary(offset, value);
9963 return *this;
9964 }
9965
9969 bool price(PriceOptional& value) const
9971 {
9973
9974 return decimal(value, offset, NullPriceOptional());
9975 }
9976
9981 {
9983
9984 setOrdinary(offset, value);
9985 return *this;
9986 }
9987
9990 {
9992
9993 setOrdinary(offset, NullPriceOptional());
9994 return *this;
9995 }
9996
10000 bool stopPx(PriceOptional& value) const
10002 {
10004
10005 return decimal(value, offset, NullPriceOptional());
10006 }
10007
10012 {
10014
10015 setOrdinary(offset, value);
10016 return *this;
10017 }
10018
10021 {
10023
10024 setOrdinary(offset, NullPriceOptional());
10025 return *this;
10026 }
10027
10030 bool minQty(QuantityOptional& value) const
10032 {
10034
10035 return ordinary(value, offset, NullQuantityOptional());
10036 }
10037
10041 {
10043
10044 setOrdinary(offset, value);
10045 return *this;
10046 }
10047
10050 {
10052
10054 return *this;
10055 }
10056
10060 bool maxFloor(QuantityOptional& value) const
10062 {
10064
10065 return ordinary(value, offset, NullQuantityOptional());
10066 }
10067
10072 {
10074
10075 setOrdinary(offset, value);
10076 return *this;
10077 }
10078
10081 {
10083
10085 return *this;
10086 }
10087
10091 bool crossId(CrossIDOptional& value) const
10093 {
10095
10096 return ordinary(value, offset, NullCrossIDOptional());
10097 }
10098
10103 {
10105
10106 setOrdinary(offset, value);
10107 return *this;
10108 }
10109
10112 {
10114
10116 return *this;
10117 }
10118
10121 bool
10123 UTCTimestampNanosOptional& value) const
10125 {
10127
10128 return ordinary(value, offset, NullUTCTimestampNanosOptional());
10129 }
10130
10132 ThisType&
10136 {
10138
10139 setOrdinary(offset, value);
10140 return *this;
10141 }
10142
10145 {
10147
10149 return *this;
10150 }
10151
10154 bool ordTagId(OrdTagID& value) const
10156 {
10158
10159 return ordinary(value, offset, NullOrdTagID());
10160 }
10161
10165 {
10167
10168 setOrdinary(offset, value);
10169 return *this;
10170 }
10171
10174 {
10176
10177 setOrdinary(offset, NullOrdTagID());
10178 return *this;
10179 }
10180
10184 bool investorId(InvestorID& value) const
10186 {
10188
10189 return ordinary(value, offset, NullInvestorID());
10190 }
10191
10196 {
10198
10199 setOrdinary(offset, value);
10200 return *this;
10201 }
10202
10205 {
10207
10208 setOrdinary(offset, NullInvestorID());
10209 return *this;
10210 }
10211
10215 bool crossType(CrossType::Enum& value) const
10217 {
10219
10220 return enumeration<CrossType>(value, offset, NullUint8EnumEncoding());
10221 }
10222
10227 {
10229
10230 setEnumeration<CrossType>(offset, value);
10231 return *this;
10232 }
10233
10236 {
10238
10240 return *this;
10241 }
10242
10247 bool
10249 CrossPrioritization::Enum& value) const
10251 {
10253
10254 return enumeration<CrossPrioritization>(value, offset, NullUInt8());
10255 }
10256
10260 ThisType&
10264 {
10266
10268 return *this;
10269 }
10270
10273 {
10275
10276 setOrdinary(offset, NullUInt8());
10277 return *this;
10278 }
10279
10288 {
10290
10291 return enumeration<Boolean>(value, offset, NullUInt8());
10292 }
10293
10301 {
10303
10304 setEnumeration<Boolean>(offset, value);
10305 return *this;
10306 }
10307
10310 {
10312
10313 setOrdinary(offset, NullUInt8());
10314 return *this;
10315 }
10316
10319 bool
10321 StrategyIDOptional& value) const
10323 {
10325
10326 return ordinary(value, offset, NullStrategyIDOptional());
10327 }
10328
10332 {
10334
10335 setOrdinary(offset, value);
10336 return *this;
10337 }
10338
10341 {
10343
10345 return *this;
10346 }
10347
10352 {
10355
10356 return ordinary(value, offset, NullAccountOptional(), since);
10357 }
10358
10361 {
10364
10365 setOrdinary(offset, value, since);
10366 return *this;
10367 }
10368
10370 {
10373
10374 setOrdinary(offset, NullAccountOptional(), since);
10375 return *this;
10376 }
10377
10382 {
10383 return getVariableLengthField(deskIDAccess(), *this);
10384 }
10385
10388 StrRef memo() const
10390 {
10391 return getVariableLengthField(memoAccess(), *this);
10392 }
10393
10396 {
10398 deskIDAccess(),
10399 value,
10400 *this);
10401
10402 return *this;
10403 }
10404
10407 {
10409 memoAccess(),
10410 value,
10411 *this);
10412
10413 return *this;
10414 }
10415
10421 {
10422 return
10423 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10424 (version >= 5)
10425 ? 176
10426 : (version >= 3)
10427 ? 172
10428 : 152;
10429 }
10430
10434 static
10435 BlockLength
10439 {
10440 return
10441 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10443 }
10444
10449 static
10453 {
10454 return
10455 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10456 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
10457 }
10458
10463 static UInt64 getMaxMessageSize(UInt8)
10465 {
10466 return
10468 }
10469
10473 {
10474 setDeskIdToNull();
10475 setMemoToNull();
10476 return *this;
10477 }
10478
10509
10514 static const Char* className()
10515 {
10516 return "ExecutionReportNew200";
10517 }
10518
10525 {
10526 return constructStrRef("ExecutionReportNew200");
10527 }
10528
10531 std::string toString() const;
10532
10535 const void* tail() const
10537 {
10538 return
10539 toOpaquePtr(
10540 (memo().end()));
10541 }
10542
10551
10552private:
10553 void checkLength(
10554 EncodedLength length, SchemaVersion version) const
10555 {
10556 const EncodedLength minimalRequiredLength =
10557 minimalBlockLength(version) +
10559 getMinimalVariableFieldsSize(version);
10560
10561 checkBinaryLength(
10562 *this, length, minimalRequiredLength);
10563 }
10564
10566 void checkVarLenFields() const
10567 {
10568 variableLengthFields().
10569 checkTail<DeskIDEncoding>().
10570 checkTail<MemoEncoding>();
10571 }
10572
10573 void checkCompatibility() const
10574 {
10575 assert(TemplateId == templateId());
10576
10577 checkSchema<Schema>(schemaId(), version());
10578 checkLength(bufferSize(), version());
10579 checkVarLenFields();
10580 }
10581
10583 struct deskIDAccess
10584 {
10585 DeskIDEncoding&
10586 operator()(
10587 const ExecutionReportNew200& obj) const
10589 {
10590 return obj.
10591 variableLengthFields().
10592 head<DeskIDEncoding>();
10593 }
10594 };
10595
10597 struct memoAccess
10598 {
10599 MemoEncoding&
10600 operator()(
10601 const ExecutionReportNew200& obj) const
10603 {
10604 return obj.
10605 variableLengthFields().
10606 tail<DeskIDEncoding>().
10607 head<MemoEncoding>();
10608 }
10609 };
10610
10613 ThisType& setDeskIdToNull()
10615 {
10616 setVariableLengthFieldToNull(deskIDAccess(), *this);
10617
10618 return *this;
10619 }
10620
10623 ThisType& setMemoToNull()
10625 {
10626 setVariableLengthFieldToNull(memoAccess(), *this);
10627
10628 return *this;
10629 }
10630};
10631
10635: SbeMessage
10636{
10639
10642
10644 enum { TemplateId = 201 };
10645
10648
10651 void* data,
10652 EncodedLength length,
10654 : SbeMessage(data, length, version)
10655 {
10657 checkLength(length, version);
10659 reset();
10660 }
10661
10666 void* data,
10667 EncodedLength length,
10670 : SbeMessage(data, length, version)
10671 {
10673 checkLength(length, version);
10676 }
10677
10680 void* data,
10681 EncodedLength length,
10682 NoInit)
10683 : SbeMessage(data, length)
10684 {
10685 checkCompatibility();
10686 }
10687
10689 explicit
10691 const SbeMessage& message)
10692 : SbeMessage(message)
10693 {
10694 assert(message.valid());
10695
10696 checkCompatibility();
10697 }
10698
10702 void* data,
10703 EncodedLength length,
10704 NoInit,
10705 NoCheck)
10707 : SbeMessage(data, length, NoCheck())
10708 {
10709 assert(schemaId() == Schema::Id);
10710 assert(version() >= Schema::MinimalVersion);
10711 assert(TemplateId == templateId());
10712 }
10713
10722
10724
10730 {
10732
10734 }
10735
10743
10748 {
10750
10751 return enumeration<Side>(offset);
10752 }
10753
10757 {
10759
10760 setEnumeration<Side>(offset, value);
10761 return *this;
10762 }
10763
10768 {
10770
10771 return enumeration<OrdStatus>(offset);
10772 }
10773
10777 {
10779
10780 setEnumeration<OrdStatus>(offset, value);
10781 return *this;
10782 }
10783
10789 {
10791
10792 return ordinary<ClOrdID>(offset);
10793 }
10794
10799 {
10801
10802 setOrdinary(offset, value);
10803 return *this;
10804 }
10805
10812 {
10814
10815 return ordinary<OrderID>(offset);
10816 }
10817
10823 {
10825
10826 setOrdinary(offset, value);
10827 return *this;
10828 }
10829
10834 {
10836
10837 return ordinary<SecurityID>(offset);
10838 }
10839
10843 {
10845
10846 setOrdinary(offset, value);
10847 return *this;
10848 }
10849
10858
10860
10867 {
10868 return constructStrRef("BVMF");
10869 }
10870
10876 {
10878
10879 return ordinary<Quantity>(offset);
10880 }
10881
10886 {
10888
10889 setOrdinary(offset, value);
10890 return *this;
10891 }
10892
10895 bool account(AccountOptional& value) const
10897 {
10899
10900 return ordinary(value, offset, NullAccountOptional());
10901 }
10902
10906 {
10908
10909 setOrdinary(offset, value);
10910 return *this;
10911 }
10912
10915 {
10917
10919 return *this;
10920 }
10921
10927 {
10929
10930 return ordinary<ExecID>(offset);
10931 }
10932
10937 {
10939
10940 setOrdinary(offset, value);
10941 return *this;
10942 }
10943
10948 {
10950
10951 return ordinary<UTCTimestampNanos>(offset);
10952 }
10953
10957 {
10959
10960 setOrdinary(offset, value);
10961 return *this;
10962 }
10963
10968 {
10970
10971 return ordinary<Quantity>(offset);
10972 }
10973
10977 {
10979
10980 setOrdinary(offset, value);
10981 return *this;
10982 }
10983
10988 bool
10990 UTCTimestampNanosOptional& value) const
10992 {
10994
10995 return ordinary(value, offset, NullUTCTimestampNanosOptional());
10996 }
10997
11001 ThisType&
11005 {
11007
11008 setOrdinary(offset, value);
11009 return *this;
11010 }
11011
11020
11025 {
11027
11028 return ordinary<OrderID>(offset);
11029 }
11030
11034 {
11036
11037 setOrdinary(offset, value);
11038 return *this;
11039 }
11040
11044 bool origClOrdId(ClOrdIDOptional& value) const
11046 {
11048
11049 return ordinary(value, offset, NullClOrdIDOptional());
11050 }
11051
11056 {
11058
11059 setOrdinary(offset, value);
11060 return *this;
11061 }
11062
11065 {
11067
11069 return *this;
11070 }
11071
11079 {
11081
11082 return decimal(value, offset, NullPriceOptional());
11083 }
11084
11091 {
11093
11094 setOrdinary(offset, value);
11095 return *this;
11096 }
11097
11100 {
11102
11103 setOrdinary(offset, NullPriceOptional());
11104 return *this;
11105 }
11106
11112 {
11114
11116 }
11117
11122 {
11124
11125 setOrdinary(offset, timestampToLocalMktDate(value));
11126 return *this;
11127 }
11128
11135 {
11137
11138 return enumeration<Boolean>(offset);
11139 }
11140
11146 {
11148
11149 setEnumeration<Boolean>(offset, value);
11150 return *this;
11151 }
11152
11156 bool
11158 MultiLegReportingType::Enum& value) const
11160 {
11162
11163 return enumeration<MultiLegReportingType>(value, offset, NullChar());
11164 }
11165
11168 ThisType&
11172 {
11174
11176 return *this;
11177 }
11178
11181 {
11183
11184 setOrdinary(offset, NullChar());
11185 return *this;
11186 }
11187
11192 {
11194
11195 return enumeration<OrdType>(offset);
11196 }
11197
11201 {
11203
11204 setEnumeration<OrdType>(offset, value);
11205 return *this;
11206 }
11207
11212 {
11214
11215 return enumeration<TimeInForce>(offset);
11216 }
11217
11221 {
11223
11224 setEnumeration<TimeInForce>(offset, value);
11225 return *this;
11226 }
11227
11231 bool expireDate(Timestamp& value) const
11233 {
11234 typedef LocalMktDateOptional FieldValue;
11235
11237
11238 FieldValue fieldValue;
11239
11240 if (ordinary(fieldValue, offset, NullLocalMktDateOptional()))
11241 {
11242 value = localMktDateToTimestamp(fieldValue);
11243 return true;
11244 }
11245 return false;
11246 }
11247
11252 {
11254
11255 setOrdinary(offset, timestampToLocalMktDate(value));
11256 return *this;
11257 }
11258
11261 {
11263
11265 return *this;
11266 }
11267
11272 {
11274
11275 return ordinary<Quantity>(offset);
11276 }
11277
11281 {
11283
11284 setOrdinary(offset, value);
11285 return *this;
11286 }
11287
11291 bool price(PriceOptional& value) const
11293 {
11295
11296 return decimal(value, offset, NullPriceOptional());
11297 }
11298
11303 {
11305
11306 setOrdinary(offset, value);
11307 return *this;
11308 }
11309
11312 {
11314
11315 setOrdinary(offset, NullPriceOptional());
11316 return *this;
11317 }
11318
11322 bool stopPx(PriceOptional& value) const
11324 {
11326
11327 return decimal(value, offset, NullPriceOptional());
11328 }
11329
11334 {
11336
11337 setOrdinary(offset, value);
11338 return *this;
11339 }
11340
11343 {
11345
11346 setOrdinary(offset, NullPriceOptional());
11347 return *this;
11348 }
11349
11352 bool minQty(QuantityOptional& value) const
11354 {
11356
11357 return ordinary(value, offset, NullQuantityOptional());
11358 }
11359
11363 {
11365
11366 setOrdinary(offset, value);
11367 return *this;
11368 }
11369
11372 {
11374
11376 return *this;
11377 }
11378
11382 bool maxFloor(QuantityOptional& value) const
11384 {
11386
11387 return ordinary(value, offset, NullQuantityOptional());
11388 }
11389
11394 {
11396
11397 setOrdinary(offset, value);
11398 return *this;
11399 }
11400
11403 {
11405
11407 return *this;
11408 }
11409
11412 bool
11414 UTCTimestampNanosOptional& value) const
11416 {
11418
11419 return ordinary(value, offset, NullUTCTimestampNanosOptional());
11420 }
11421
11423 ThisType&
11427 {
11429
11430 setOrdinary(offset, value);
11431 return *this;
11432 }
11433
11436 {
11438
11440 return *this;
11441 }
11442
11445 bool ordTagId(OrdTagID& value) const
11447 {
11449
11450 return ordinary(value, offset, NullOrdTagID());
11451 }
11452
11456 {
11458
11459 setOrdinary(offset, value);
11460 return *this;
11461 }
11462
11465 {
11467
11468 setOrdinary(offset, NullOrdTagID());
11469 return *this;
11470 }
11471
11475 bool investorId(InvestorID& value) const
11477 {
11479
11480 return ordinary(value, offset, NullInvestorID());
11481 }
11482
11487 {
11489
11490 setOrdinary(offset, value);
11491 return *this;
11492 }
11493
11496 {
11498
11499 setOrdinary(offset, NullInvestorID());
11500 return *this;
11501 }
11502
11511 {
11513
11514 return enumeration<Boolean>(value, offset, NullUInt8());
11515 }
11516
11524 {
11526
11527 setEnumeration<Boolean>(offset, value);
11528 return *this;
11529 }
11530
11533 {
11535
11536 setOrdinary(offset, NullUInt8());
11537 return *this;
11538 }
11539
11542 bool
11544 StrategyIDOptional& value) const
11546 {
11548
11549 return ordinary(value, offset, NullStrategyIDOptional());
11550 }
11551
11555 {
11557
11558 setOrdinary(offset, value);
11559 return *this;
11560 }
11561
11564 {
11566
11568 return *this;
11569 }
11570
11575 {
11578
11579 return ordinary(value, offset, NullAccountOptional(), since);
11580 }
11581
11584 {
11587
11588 setOrdinary(offset, value, since);
11589 return *this;
11590 }
11591
11593 {
11596
11597 setOrdinary(offset, NullAccountOptional(), since);
11598 return *this;
11599 }
11600
11605 {
11606 return getVariableLengthField(deskIDAccess(), *this);
11607 }
11608
11611 StrRef memo() const
11613 {
11614 return getVariableLengthField(memoAccess(), *this);
11615 }
11616
11619 {
11621 deskIDAccess(),
11622 value,
11623 *this);
11624
11625 return *this;
11626 }
11627
11630 {
11632 memoAccess(),
11633 value,
11634 *this);
11635
11636 return *this;
11637 }
11638
11644 {
11645 return
11646 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11647 (version >= 5)
11648 ? 190
11649 : (version >= 3)
11650 ? 186
11651 : 168;
11652 }
11653
11657 static
11658 BlockLength
11662 {
11663 return
11664 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11666 }
11667
11672 static
11676 {
11677 return
11678 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11679 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
11680 }
11681
11686 static UInt64 getMaxMessageSize(UInt8)
11688 {
11689 return
11691 }
11692
11696 {
11697 setDeskIdToNull();
11698 setMemoToNull();
11699 return *this;
11700 }
11701
11705 {
11721
11722 if (version() >= 5)
11723 {
11725 }
11726
11728 return *this;
11729 }
11730
11735 static const Char* className()
11736 {
11737 return "ExecutionReportModify201";
11738 }
11739
11746 {
11747 return constructStrRef(
11748 "ExecutionReportModify201");
11749 }
11750
11753 std::string toString() const;
11754
11757 const void* tail() const
11759 {
11760 return
11761 toOpaquePtr(
11762 (memo().end()));
11763 }
11764
11773
11774private:
11775 void checkLength(
11776 EncodedLength length, SchemaVersion version) const
11777 {
11778 const EncodedLength minimalRequiredLength =
11779 minimalBlockLength(version) +
11781 getMinimalVariableFieldsSize(version);
11782
11783 checkBinaryLength(
11784 *this, length, minimalRequiredLength);
11785 }
11786
11788 void checkVarLenFields() const
11789 {
11790 variableLengthFields().
11791 checkTail<DeskIDEncoding>().
11792 checkTail<MemoEncoding>();
11793 }
11794
11795 void checkCompatibility() const
11796 {
11797 assert(TemplateId == templateId());
11798
11799 checkSchema<Schema>(schemaId(), version());
11800 checkLength(bufferSize(), version());
11801 checkVarLenFields();
11802 }
11803
11805 struct deskIDAccess
11806 {
11807 DeskIDEncoding&
11808 operator()(
11809 const ExecutionReportModify201& obj) const
11811 {
11812 return obj.
11813 variableLengthFields().
11814 head<DeskIDEncoding>();
11815 }
11816 };
11817
11819 struct memoAccess
11820 {
11821 MemoEncoding&
11822 operator()(
11823 const ExecutionReportModify201& obj) const
11825 {
11826 return obj.
11827 variableLengthFields().
11828 tail<DeskIDEncoding>().
11829 head<MemoEncoding>();
11830 }
11831 };
11832
11835 ThisType& setDeskIdToNull()
11837 {
11838 setVariableLengthFieldToNull(deskIDAccess(), *this);
11839
11840 return *this;
11841 }
11842
11845 ThisType& setMemoToNull()
11847 {
11848 setVariableLengthFieldToNull(memoAccess(), *this);
11849
11850 return *this;
11851 }
11852};
11853
11857: SbeMessage
11858{
11861
11864
11866 enum { TemplateId = 202 };
11867
11870
11873 void* data,
11874 EncodedLength length,
11876 : SbeMessage(data, length, version)
11877 {
11879 checkLength(length, version);
11881 reset();
11882 }
11883
11888 void* data,
11889 EncodedLength length,
11892 : SbeMessage(data, length, version)
11893 {
11895 checkLength(length, version);
11898 }
11899
11902 void* data,
11903 EncodedLength length,
11904 NoInit)
11905 : SbeMessage(data, length)
11906 {
11907 checkCompatibility();
11908 }
11909
11911 explicit
11913 const SbeMessage& message)
11914 : SbeMessage(message)
11915 {
11916 assert(message.valid());
11917
11918 checkCompatibility();
11919 }
11920
11924 void* data,
11925 EncodedLength length,
11926 NoInit,
11927 NoCheck)
11929 : SbeMessage(data, length, NoCheck())
11930 {
11931 assert(schemaId() == Schema::Id);
11932 assert(version() >= Schema::MinimalVersion);
11933 assert(TemplateId == templateId());
11934 }
11935
11944
11946
11952 {
11954
11956 }
11957
11965
11970 {
11972
11973 return enumeration<Side>(offset);
11974 }
11975
11979 {
11981
11982 setEnumeration<Side>(offset, value);
11983 return *this;
11984 }
11985
11990 {
11992
11993 return enumeration<OrdStatus>(offset);
11994 }
11995
11999 {
12001
12002 setEnumeration<OrdStatus>(offset, value);
12003 return *this;
12004 }
12005
12011 {
12013
12014 return ordinary<ClOrdID>(offset);
12015 }
12016
12021 {
12023
12024 setOrdinary(offset, value);
12025 return *this;
12026 }
12027
12034 {
12036
12037 return ordinary<OrderID>(offset);
12038 }
12039
12045 {
12047
12048 setOrdinary(offset, value);
12049 return *this;
12050 }
12051
12056 {
12058
12059 return ordinary<SecurityID>(offset);
12060 }
12061
12065 {
12067
12068 setOrdinary(offset, value);
12069 return *this;
12070 }
12071
12080
12082
12089 {
12090 return constructStrRef("BVMF");
12091 }
12092
12097 {
12099
12100 return ordinary<Quantity>(offset);
12101 }
12102
12106 {
12108
12109 setOrdinary(offset, value);
12110 return *this;
12111 }
12112
12115 bool account(AccountOptional& value) const
12117 {
12119
12120 return ordinary(value, offset, NullAccountOptional());
12121 }
12122
12126 {
12128
12129 setOrdinary(offset, value);
12130 return *this;
12131 }
12132
12135 {
12137
12139 return *this;
12140 }
12141
12147 {
12149
12150 return ordinary<ExecID>(offset);
12151 }
12152
12157 {
12159
12160 setOrdinary(offset, value);
12161 return *this;
12162 }
12163
12168 {
12170
12171 return ordinary<UTCTimestampNanos>(offset);
12172 }
12173
12177 {
12179
12180 setOrdinary(offset, value);
12181 return *this;
12182 }
12183
12188 bool
12190 UTCTimestampNanosOptional& value) const
12192 {
12194
12195 return ordinary(value, offset, NullUTCTimestampNanosOptional());
12196 }
12197
12201 ThisType&
12205 {
12207
12208 setOrdinary(offset, value);
12209 return *this;
12210 }
12211
12220
12225 {
12227
12228 return ordinary<OrderID>(offset);
12229 }
12230
12234 {
12236
12237 setOrdinary(offset, value);
12238 return *this;
12239 }
12240
12244 bool origClOrdId(ClOrdIDOptional& value) const
12246 {
12248
12249 return ordinary(value, offset, NullClOrdIDOptional());
12250 }
12251
12256 {
12258
12259 setOrdinary(offset, value);
12260 return *this;
12261 }
12262
12265 {
12267
12269 return *this;
12270 }
12271
12277 {
12279
12281 }
12282
12287 {
12289
12290 setOrdinary(offset, timestampToLocalMktDate(value));
12291 return *this;
12292 }
12293
12300 {
12302
12303 return enumeration<Boolean>(offset);
12304 }
12305
12311 {
12313
12314 setEnumeration<Boolean>(offset, value);
12315 return *this;
12316 }
12317
12320 bool
12329
12331 ThisType&
12335 {
12337
12339 return *this;
12340 }
12341
12344 {
12346
12348 return *this;
12349 }
12350
12354 bool
12356 MassActionReportIDOptional& value) const
12358 {
12360
12361 return ordinary(value, offset, NullMassActionReportIDOptional());
12362 }
12363
12366 ThisType&
12370 {
12372
12373 setOrdinary(offset, value);
12374 return *this;
12375 }
12376
12379 {
12381
12383 return *this;
12384 }
12385
12390 {
12392
12393 return enumeration<OrdType>(offset);
12394 }
12395
12399 {
12401
12402 setEnumeration<OrdType>(offset, value);
12403 return *this;
12404 }
12405
12410 {
12412
12413 return enumeration<TimeInForce>(offset);
12414 }
12415
12419 {
12421
12422 setEnumeration<TimeInForce>(offset, value);
12423 return *this;
12424 }
12425
12429 bool expireDate(Timestamp& value) const
12431 {
12432 typedef LocalMktDateOptional FieldValue;
12433
12435
12436 FieldValue fieldValue;
12437
12438 if (ordinary(fieldValue, offset, NullLocalMktDateOptional()))
12439 {
12440 value = localMktDateToTimestamp(fieldValue);
12441 return true;
12442 }
12443 return false;
12444 }
12445
12450 {
12452
12453 setOrdinary(offset, timestampToLocalMktDate(value));
12454 return *this;
12455 }
12456
12459 {
12461
12463 return *this;
12464 }
12465
12470 {
12472
12473 return ordinary<Quantity>(offset);
12474 }
12475
12479 {
12481
12482 setOrdinary(offset, value);
12483 return *this;
12484 }
12485
12489 bool price(PriceOptional& value) const
12491 {
12493
12494 return decimal(value, offset, NullPriceOptional());
12495 }
12496
12501 {
12503
12504 setOrdinary(offset, value);
12505 return *this;
12506 }
12507
12510 {
12512
12513 setOrdinary(offset, NullPriceOptional());
12514 return *this;
12515 }
12516
12520 bool stopPx(PriceOptional& value) const
12522 {
12524
12525 return decimal(value, offset, NullPriceOptional());
12526 }
12527
12532 {
12534
12535 setOrdinary(offset, value);
12536 return *this;
12537 }
12538
12541 {
12543
12544 setOrdinary(offset, NullPriceOptional());
12545 return *this;
12546 }
12547
12550 bool minQty(QuantityOptional& value) const
12552 {
12554
12555 return ordinary(value, offset, NullQuantityOptional());
12556 }
12557
12561 {
12563
12564 setOrdinary(offset, value);
12565 return *this;
12566 }
12567
12570 {
12572
12574 return *this;
12575 }
12576
12580 bool maxFloor(QuantityOptional& value) const
12582 {
12584
12585 return ordinary(value, offset, NullQuantityOptional());
12586 }
12587
12592 {
12594
12595 setOrdinary(offset, value);
12596 return *this;
12597 }
12598
12601 {
12603
12605 return *this;
12606 }
12607
12610 bool
12612 UTCTimestampNanosOptional& value) const
12614 {
12616
12617 return ordinary(value, offset, NullUTCTimestampNanosOptional());
12618 }
12619
12621 ThisType&
12625 {
12627
12628 setOrdinary(offset, value);
12629 return *this;
12630 }
12631
12634 {
12636
12638 return *this;
12639 }
12640
12643 bool ordTagId(OrdTagID& value) const
12645 {
12647
12648 return ordinary(value, offset, NullOrdTagID());
12649 }
12650
12654 {
12656
12657 setOrdinary(offset, value);
12658 return *this;
12659 }
12660
12663 {
12665
12666 setOrdinary(offset, NullOrdTagID());
12667 return *this;
12668 }
12669
12673 bool investorId(InvestorID& value) const
12675 {
12677
12678 return ordinary(value, offset, NullInvestorID());
12679 }
12680
12685 {
12687
12688 setOrdinary(offset, value);
12689 return *this;
12690 }
12691
12694 {
12696
12697 setOrdinary(offset, NullInvestorID());
12698 return *this;
12699 }
12700
12703 bool
12705 StrategyIDOptional& value) const
12707 {
12709
12710 return ordinary(value, offset, NullStrategyIDOptional());
12711 }
12712
12716 {
12718
12719 setOrdinary(offset, value);
12720 return *this;
12721 }
12722
12725 {
12727
12729 return *this;
12730 }
12731
12737 {
12739
12740 return ordinary(value, offset, NullSessionIDOptional());
12741 }
12742
12747 {
12749
12750 setOrdinary(offset, value);
12751 return *this;
12752 }
12753
12756 {
12758
12760 return *this;
12761 }
12762
12767 {
12768 return getVariableLengthField(deskIDAccess(), *this);
12769 }
12770
12773 StrRef memo() const
12775 {
12776 return getVariableLengthField(memoAccess(), *this);
12777 }
12778
12781 {
12783 deskIDAccess(),
12784 value,
12785 *this);
12786
12787 return *this;
12788 }
12789
12792 {
12794 memoAccess(),
12795 value,
12796 *this);
12797
12798 return *this;
12799 }
12800
12806 {
12807 return
12808 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12809 (version >= 3)
12810 ? 184
12811 : 164;
12812 }
12813
12817 static
12818 BlockLength
12822 {
12823 return
12824 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12826 }
12827
12832 static
12836 {
12837 return
12838 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12839 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
12840 }
12841
12846 static UInt64 getMaxMessageSize(UInt8)
12848 {
12849 return
12851 }
12852
12856 {
12857 setDeskIdToNull();
12858 setMemoToNull();
12859 return *this;
12860 }
12861
12885
12890 static const Char* className()
12891 {
12892 return "ExecutionReportCancel202";
12893 }
12894
12901 {
12902 return constructStrRef(
12903 "ExecutionReportCancel202");
12904 }
12905
12908 std::string toString() const;
12909
12912 const void* tail() const
12914 {
12915 return
12916 toOpaquePtr(
12917 (memo().end()));
12918 }
12919
12928
12929private:
12930 void checkLength(
12931 EncodedLength length, SchemaVersion version) const
12932 {
12933 const EncodedLength minimalRequiredLength =
12934 minimalBlockLength(version) +
12936 getMinimalVariableFieldsSize(version);
12937
12938 checkBinaryLength(
12939 *this, length, minimalRequiredLength);
12940 }
12941
12943 void checkVarLenFields() const
12944 {
12945 variableLengthFields().
12946 checkTail<DeskIDEncoding>().
12947 checkTail<MemoEncoding>();
12948 }
12949
12950 void checkCompatibility() const
12951 {
12952 assert(TemplateId == templateId());
12953
12954 checkSchema<Schema>(schemaId(), version());
12955 checkLength(bufferSize(), version());
12956 checkVarLenFields();
12957 }
12958
12960 struct deskIDAccess
12961 {
12962 DeskIDEncoding&
12963 operator()(
12964 const ExecutionReportCancel202& obj) const
12966 {
12967 return obj.
12968 variableLengthFields().
12969 head<DeskIDEncoding>();
12970 }
12971 };
12972
12974 struct memoAccess
12975 {
12976 MemoEncoding&
12977 operator()(
12978 const ExecutionReportCancel202& obj) const
12980 {
12981 return obj.
12982 variableLengthFields().
12983 tail<DeskIDEncoding>().
12984 head<MemoEncoding>();
12985 }
12986 };
12987
12990 ThisType& setDeskIdToNull()
12992 {
12993 setVariableLengthFieldToNull(deskIDAccess(), *this);
12994
12995 return *this;
12996 }
12997
13000 ThisType& setMemoToNull()
13002 {
13003 setVariableLengthFieldToNull(memoAccess(), *this);
13004
13005 return *this;
13006 }
13007};
13008
13012: SbeMessage
13013{
13016
13019
13021 enum { TemplateId = 203 };
13022
13025
13028 void* data,
13029 EncodedLength length,
13031 : SbeMessage(data, length, version)
13032 {
13034 checkLength(length, version);
13036 reset();
13037 }
13038
13043 void* data,
13044 EncodedLength length,
13047 : SbeMessage(data, length, version)
13048 {
13050 checkLength(length, version);
13053 }
13054
13057 void* data,
13058 EncodedLength length,
13059 NoInit)
13060 : SbeMessage(data, length)
13061 {
13062 checkCompatibility();
13063 }
13064
13066 explicit
13068 const SbeMessage& message)
13069 : SbeMessage(message)
13070 {
13071 assert(message.valid());
13072
13073 checkCompatibility();
13074 }
13075
13079 void* data,
13080 EncodedLength length,
13081 NoInit,
13082 NoCheck)
13084 : SbeMessage(data, length, NoCheck())
13085 {
13086 assert(schemaId() == Schema::Id);
13087 assert(version() >= Schema::MinimalVersion);
13088 assert(TemplateId == templateId());
13089 }
13090
13099
13101
13107 {
13109
13111 }
13112
13120
13125 {
13127
13128 return enumeration<Side>(offset);
13129 }
13130
13134 {
13136
13137 setEnumeration<Side>(offset, value);
13138 return *this;
13139 }
13140
13145 {
13147
13148 return enumeration<OrdStatus>(offset);
13149 }
13150
13154 {
13156
13157 setEnumeration<OrdStatus>(offset, value);
13158 return *this;
13159 }
13160
13164 bool clOrdId(ClOrdIDOptional& value) const
13166 {
13168
13169 return ordinary(value, offset, NullClOrdIDOptional());
13170 }
13171
13176 {
13178
13179 setOrdinary(offset, value);
13180 return *this;
13181 }
13182
13185 {
13187
13189 return *this;
13190 }
13191
13198 {
13200
13201 return ordinary<OrderID>(offset);
13202 }
13203
13209 {
13211
13212 setOrdinary(offset, value);
13213 return *this;
13214 }
13215
13220 {
13222
13223 return ordinary<SecurityID>(offset);
13224 }
13225
13229 {
13231
13232 setOrdinary(offset, value);
13233 return *this;
13234 }
13235
13244
13246
13253 {
13254 return constructStrRef("BVMF");
13255 }
13256
13259 bool account(AccountOptional& value) const
13261 {
13263
13264 return ordinary(value, offset, NullAccountOptional());
13265 }
13266
13270 {
13272
13273 setOrdinary(offset, value);
13274 return *this;
13275 }
13276
13279 {
13281
13283 return *this;
13284 }
13285
13290 {
13292
13293 return ordinary<Quantity>(offset);
13294 }
13295
13299 {
13301
13302 setOrdinary(offset, value);
13303 return *this;
13304 }
13305
13310 {
13312
13313 return decimal<Price>(offset);
13314 }
13315
13319 {
13321
13322 setOrdinary(offset, value);
13323 return *this;
13324 }
13325
13331 {
13333
13334 return ordinary<ExecID>(offset);
13335 }
13336
13341 {
13343
13344 setOrdinary(offset, value);
13345 return *this;
13346 }
13347
13352 {
13354
13355 return ordinary<UTCTimestampNanos>(offset);
13356 }
13357
13361 {
13363
13364 setOrdinary(offset, value);
13365 return *this;
13366 }
13367
13373 {
13375
13376 return ordinary<Quantity>(offset);
13377 }
13378
13383 {
13385
13386 setOrdinary(offset, value);
13387 return *this;
13388 }
13389
13394 {
13396
13397 return ordinary<Quantity>(offset);
13398 }
13399
13403 {
13405
13406 setOrdinary(offset, value);
13407 return *this;
13408 }
13409
13415 {
13417
13418 return enumeration<Boolean>(offset);
13419 }
13420
13425 {
13427
13428 setEnumeration<Boolean>(offset, value);
13429 return *this;
13430 }
13431
13438 {
13440
13441 return enumeration<ExecType>(offset);
13442 }
13443
13449 {
13451
13452 setEnumeration<ExecType>(offset, value);
13453 return *this;
13454 }
13455
13458 bool
13460 OrderCategory::Enum& value) const
13462 {
13464
13465 return enumeration<OrderCategory>(value, offset, NullChar());
13466 }
13467
13469 ThisType&
13471 OrderCategory::Enum value)
13473 {
13475
13476 setEnumeration<OrderCategory>(offset, value);
13477 return *this;
13478 }
13479
13482 {
13484
13485 setOrdinary(offset, NullChar());
13486 return *this;
13487 }
13488
13492 bool
13494 MultiLegReportingType::Enum& value) const
13496 {
13498
13499 return enumeration<MultiLegReportingType>(value, offset, NullChar());
13500 }
13501
13504 ThisType&
13508 {
13510
13512 return *this;
13513 }
13514
13517 {
13519
13520 setOrdinary(offset, NullChar());
13521 return *this;
13522 }
13523
13529 {
13531
13532 return ordinary<TradeID>(offset);
13533 }
13534
13539 {
13541
13542 setOrdinary(offset, value);
13543 return *this;
13544 }
13545
13550 {
13552
13553 return ordinary<Firm>(offset);
13554 }
13555
13559 {
13561
13562 setOrdinary(offset, value);
13563 return *this;
13564 }
13565
13570 {
13572
13573 return ordinary<OrderID>(offset);
13574 }
13575
13579 {
13581
13582 setOrdinary(offset, value);
13583 return *this;
13584 }
13585
13591 {
13593
13595 }
13596
13601 {
13603
13604 setOrdinary(offset, timestampToLocalMktDate(value));
13605 return *this;
13606 }
13607
13613 {
13615
13616 return ordinary(value, offset, NullTotNoRelatedSym());
13617 }
13618
13623 {
13625
13626 setOrdinary(offset, value);
13627 return *this;
13628 }
13629
13632 {
13634
13636 return *this;
13637 }
13638
13647 {
13649
13650 return ordinary(value, offset, NullExecIDOptional());
13651 }
13652
13660 {
13662
13663 setOrdinary(offset, value);
13664 return *this;
13665 }
13666
13669 {
13671
13673 return *this;
13674 }
13675
13679 bool execRefId(ExecIDOptional& value) const
13681 {
13683
13684 return ordinary(value, offset, NullExecIDOptional());
13685 }
13686
13691 {
13693
13694 setOrdinary(offset, value);
13695 return *this;
13696 }
13697
13700 {
13702
13704 return *this;
13705 }
13706
13710 bool crossId(CrossIDOptional& value) const
13712 {
13714
13715 return ordinary(value, offset, NullCrossIDOptional());
13716 }
13717
13722 {
13724
13725 setOrdinary(offset, value);
13726 return *this;
13727 }
13728
13731 {
13733
13735 return *this;
13736 }
13737
13740 bool
13742 CrossedIndicator::Enum& value) const
13744 {
13746
13748 }
13749
13751 ThisType&
13755 {
13757
13758 setEnumeration<CrossedIndicator>(offset, value);
13759 return *this;
13760 }
13761
13764 {
13766
13768 return *this;
13769 }
13770
13775 {
13777
13778 return ordinary<Quantity>(offset);
13779 }
13780
13784 {
13786
13787 setOrdinary(offset, value);
13788 return *this;
13789 }
13790
13793 bool
13795 TradingSessionID::Enum& value) const
13797 {
13799
13801 }
13802
13804 ThisType&
13808 {
13810
13811 setEnumeration<TradingSessionID>(offset, value);
13812 return *this;
13813 }
13814
13817 {
13819
13821 return *this;
13822 }
13823
13826 bool
13828 TradingSessionSubID::Enum& value) const
13830 {
13832
13834 }
13835
13837 ThisType&
13841 {
13843
13845 return *this;
13846 }
13847
13850 {
13852
13854 return *this;
13855 }
13856
13859 bool
13868
13870 ThisType&
13874 {
13876
13878 return *this;
13879 }
13880
13883 {
13885
13887 return *this;
13888 }
13889
13893 bool crossType(CrossType::Enum& value) const
13895 {
13897
13898 return enumeration<CrossType>(value, offset, NullUint8EnumEncoding());
13899 }
13900
13905 {
13907
13908 setEnumeration<CrossType>(offset, value);
13909 return *this;
13910 }
13911
13914 {
13916
13918 return *this;
13919 }
13920
13925 bool
13927 CrossPrioritization::Enum& value) const
13929 {
13931
13932 return enumeration<CrossPrioritization>(value, offset, NullUInt8());
13933 }
13934
13938 ThisType&
13942 {
13944
13946 return *this;
13947 }
13948
13951 {
13953
13954 setOrdinary(offset, NullUInt8());
13955 return *this;
13956 }
13957
13960 bool
13962 StrategyIDOptional& value) const
13964 {
13966
13967 return ordinary(value, offset, NullStrategyIDOptional());
13968 }
13969
13973 {
13975
13976 setOrdinary(offset, value);
13977 return *this;
13978 }
13979
13982 {
13984
13986 return *this;
13987 }
13988
13994 {
13997
13998 return ordinary(value, offset, NullImpliedEventID(), since);
13999 }
14000
14004 {
14007
14008 setOrdinary(offset, value, since);
14009 return *this;
14010 }
14011
14013 {
14016
14017 setOrdinary(offset, NullImpliedEventID(), since);
14018 return *this;
14019 }
14020
14025 {
14028
14029 return ordinary(value, offset, NullAccountOptional(), since);
14030 }
14031
14034 {
14037
14038 setOrdinary(offset, value, since);
14039 return *this;
14040 }
14041
14043 {
14046
14047 setOrdinary(offset, NullAccountOptional(), since);
14048 return *this;
14049 }
14050
14055 {
14056 return getVariableLengthField(deskIDAccess(), *this);
14057 }
14058
14061 StrRef memo() const
14063 {
14064 return getVariableLengthField(memoAccess(), *this);
14065 }
14066
14069 {
14071 deskIDAccess(),
14072 value,
14073 *this);
14074
14075 return *this;
14076 }
14077
14080 {
14082 memoAccess(),
14083 value,
14084 *this);
14085
14086 return *this;
14087 }
14088
14094 {
14095 return
14096 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14097 (version >= 5)
14098 ? 174
14099 : (version >= 4)
14100 ? 170
14101 : (version >= 3)
14102 ? 164
14103 : 159;
14104 }
14105
14109 static
14110 BlockLength
14114 {
14115 return
14116 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14118 }
14119
14124 static
14128 {
14129 return
14130 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14131 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
14132 }
14133
14138 static UInt64 getMaxMessageSize(UInt8)
14140 {
14141 return
14143 }
14144
14148 {
14149 setDeskIdToNull();
14150 setMemoToNull();
14151 return *this;
14152 }
14153
14157 {
14173
14174 if (version() >= 4)
14175 {
14177 }
14178
14179 if (version() >= 5)
14180 {
14182 }
14183
14185 return *this;
14186 }
14187
14192 static const Char* className()
14193 {
14194 return "ExecutionReportTrade203";
14195 }
14196
14203 {
14204 return constructStrRef(
14205 "ExecutionReportTrade203");
14206 }
14207
14210 std::string toString() const;
14211
14214 const void* tail() const
14216 {
14217 return
14218 toOpaquePtr(
14219 (memo().end()));
14220 }
14221
14230
14231private:
14232 void checkLength(
14233 EncodedLength length, SchemaVersion version) const
14234 {
14235 const EncodedLength minimalRequiredLength =
14236 minimalBlockLength(version) +
14238 getMinimalVariableFieldsSize(version);
14239
14240 checkBinaryLength(
14241 *this, length, minimalRequiredLength);
14242 }
14243
14245 void checkVarLenFields() const
14246 {
14247 variableLengthFields().
14248 checkTail<DeskIDEncoding>().
14249 checkTail<MemoEncoding>();
14250 }
14251
14252 void checkCompatibility() const
14253 {
14254 assert(TemplateId == templateId());
14255
14256 checkSchema<Schema>(schemaId(), version());
14257 checkLength(bufferSize(), version());
14258 checkVarLenFields();
14259 }
14260
14262 struct deskIDAccess
14263 {
14264 DeskIDEncoding&
14265 operator()(
14266 const ExecutionReportTrade203& obj) const
14268 {
14269 return obj.
14270 variableLengthFields().
14271 head<DeskIDEncoding>();
14272 }
14273 };
14274
14276 struct memoAccess
14277 {
14278 MemoEncoding&
14279 operator()(
14280 const ExecutionReportTrade203& obj) const
14282 {
14283 return obj.
14284 variableLengthFields().
14285 tail<DeskIDEncoding>().
14286 head<MemoEncoding>();
14287 }
14288 };
14289
14292 ThisType& setDeskIdToNull()
14294 {
14295 setVariableLengthFieldToNull(deskIDAccess(), *this);
14296
14297 return *this;
14298 }
14299
14302 ThisType& setMemoToNull()
14304 {
14305 setVariableLengthFieldToNull(memoAccess(), *this);
14306
14307 return *this;
14308 }
14309};
14310
14314: SbeMessage
14315{
14318
14321
14323 enum { TemplateId = 204 };
14324
14327
14330 void* data,
14331 EncodedLength length,
14333 : SbeMessage(data, length, version)
14334 {
14336 checkLength(length, version);
14338 reset();
14339 }
14340
14345 void* data,
14346 EncodedLength length,
14349 : SbeMessage(data, length, version)
14350 {
14352 checkLength(length, version);
14355 }
14356
14359 void* data,
14360 EncodedLength length,
14361 NoInit)
14362 : SbeMessage(data, length)
14363 {
14364 checkCompatibility();
14365 }
14366
14368 explicit
14370 const SbeMessage& message)
14371 : SbeMessage(message)
14372 {
14373 assert(message.valid());
14374
14375 checkCompatibility();
14376 }
14377
14381 void* data,
14382 EncodedLength length,
14383 NoInit,
14384 NoCheck)
14386 : SbeMessage(data, length, NoCheck())
14387 {
14388 assert(schemaId() == Schema::Id);
14389 assert(version() >= Schema::MinimalVersion);
14390 assert(TemplateId == templateId());
14391 }
14392
14401
14403
14409 {
14411
14413 }
14414
14422
14427 {
14429
14430 return enumeration<Side>(offset);
14431 }
14432
14436 {
14438
14439 setEnumeration<Side>(offset, value);
14440 return *this;
14441 }
14442
14448 {
14449 return OrdStatus::Rejected;
14450 }
14451
14453
14464
14467 ThisType&
14471 {
14473
14474 setEnumeration<CxlRejResponseTo>(offset, value);
14475 return *this;
14476 }
14477
14483 {
14485
14486 return ordinary<ClOrdID>(offset);
14487 }
14488
14493 {
14495
14496 setOrdinary(offset, value);
14497 return *this;
14498 }
14499
14506 {
14508
14509 return ordinary(value, offset, NullOrderIDOptional());
14510 }
14511
14517 {
14519
14520 setOrdinary(offset, value);
14521 return *this;
14522 }
14523
14526 {
14528
14530 return *this;
14531 }
14532
14537 {
14539
14540 return ordinary<SecurityID>(offset);
14541 }
14542
14546 {
14548
14549 setOrdinary(offset, value);
14550 return *this;
14551 }
14552
14561
14563
14570 {
14571 return constructStrRef("BVMF");
14572 }
14573
14579 {
14581
14582 return ordinary<RejReason>(offset);
14583 }
14584
14589 {
14591
14592 setOrdinary(offset, value);
14593 return *this;
14594 }
14595
14600 {
14602
14603 return ordinary<UTCTimestampNanos>(offset);
14604 }
14605
14609 {
14611
14612 setOrdinary(offset, value);
14613 return *this;
14614 }
14615
14621 {
14623
14624 return ordinary<ExecID>(offset);
14625 }
14626
14631 {
14633
14634 setOrdinary(offset, value);
14635 return *this;
14636 }
14637
14640 bool orderId(OrderIDOptional& value) const
14642 {
14644
14645 return ordinary(value, offset, NullOrderIDOptional());
14646 }
14647
14651 {
14653
14654 setOrdinary(offset, value);
14655 return *this;
14656 }
14657
14660 {
14662
14664 return *this;
14665 }
14666
14670 bool origClOrdId(ClOrdIDOptional& value) const
14672 {
14674
14675 return ordinary(value, offset, NullClOrdIDOptional());
14676 }
14677
14682 {
14684
14685 setOrdinary(offset, value);
14686 return *this;
14687 }
14688
14691 {
14693
14695 return *this;
14696 }
14697
14700 bool account(AccountOptional& value) const
14702 {
14704
14705 return ordinary(value, offset, NullAccountOptional());
14706 }
14707
14711 {
14713
14714 setOrdinary(offset, value);
14715 return *this;
14716 }
14717
14720 {
14722
14724 return *this;
14725 }
14726
14731 {
14733
14734 return enumeration<OrdType>(offset);
14735 }
14736
14740 {
14742
14743 setEnumeration<OrdType>(offset, value);
14744 return *this;
14745 }
14746
14751 {
14753
14754 return enumeration<TimeInForce>(offset);
14755 }
14756
14760 {
14762
14763 setEnumeration<TimeInForce>(offset, value);
14764 return *this;
14765 }
14766
14770 bool expireDate(Timestamp& value) const
14772 {
14773 typedef LocalMktDateOptional FieldValue;
14774
14776
14777 FieldValue fieldValue;
14778
14779 if (ordinary(fieldValue, offset, NullLocalMktDateOptional()))
14780 {
14781 value = localMktDateToTimestamp(fieldValue);
14782 return true;
14783 }
14784 return false;
14785 }
14786
14791 {
14793
14794 setOrdinary(offset, timestampToLocalMktDate(value));
14795 return *this;
14796 }
14797
14800 {
14802
14804 return *this;
14805 }
14806
14810 bool orderQty(QuantityOptional& value) const
14812 {
14814
14815 return ordinary(value, offset, NullQuantityOptional());
14816 }
14817
14822 {
14824
14825 setOrdinary(offset, value);
14826 return *this;
14827 }
14828
14831 {
14833
14835 return *this;
14836 }
14837
14841 bool price(PriceOptional& value) const
14843 {
14845
14846 return decimal(value, offset, NullPriceOptional());
14847 }
14848
14853 {
14855
14856 setOrdinary(offset, value);
14857 return *this;
14858 }
14859
14862 {
14864
14865 setOrdinary(offset, NullPriceOptional());
14866 return *this;
14867 }
14868
14872 bool stopPx(PriceOptional& value) const
14874 {
14876
14877 return decimal(value, offset, NullPriceOptional());
14878 }
14879
14884 {
14886
14887 setOrdinary(offset, value);
14888 return *this;
14889 }
14890
14893 {
14895
14896 setOrdinary(offset, NullPriceOptional());
14897 return *this;
14898 }
14899
14902 bool minQty(QuantityOptional& value) const
14904 {
14906
14907 return ordinary(value, offset, NullQuantityOptional());
14908 }
14909
14913 {
14915
14916 setOrdinary(offset, value);
14917 return *this;
14918 }
14919
14922 {
14924
14926 return *this;
14927 }
14928
14932 bool maxFloor(QuantityOptional& value) const
14934 {
14936
14937 return ordinary(value, offset, NullQuantityOptional());
14938 }
14939
14944 {
14946
14947 setOrdinary(offset, value);
14948 return *this;
14949 }
14950
14953 {
14955
14957 return *this;
14958 }
14959
14963 bool crossId(CrossIDOptional& value) const
14965 {
14967
14968 return ordinary(value, offset, NullCrossIDOptional());
14969 }
14970
14975 {
14977
14978 setOrdinary(offset, value);
14979 return *this;
14980 }
14981
14984 {
14986
14988 return *this;
14989 }
14990
14993 bool
14995 CrossedIndicator::Enum& value) const
14997 {
14999
15001 }
15002
15004 ThisType&
15008 {
15010
15011 setEnumeration<CrossedIndicator>(offset, value);
15012 return *this;
15013 }
15014
15017 {
15019
15021 return *this;
15022 }
15023
15026 bool
15028 UTCTimestampNanosOptional& value) const
15030 {
15032
15033 return ordinary(value, offset, NullUTCTimestampNanosOptional());
15034 }
15035
15037 ThisType&
15041 {
15043
15044 setOrdinary(offset, value);
15045 return *this;
15046 }
15047
15050 {
15052
15054 return *this;
15055 }
15056
15059 bool ordTagId(OrdTagID& value) const
15061 {
15063
15064 return ordinary(value, offset, NullOrdTagID());
15065 }
15066
15070 {
15072
15073 setOrdinary(offset, value);
15074 return *this;
15075 }
15076
15079 {
15081
15082 setOrdinary(offset, NullOrdTagID());
15083 return *this;
15084 }
15085
15089 bool investorId(InvestorID& value) const
15091 {
15093
15094 return ordinary(value, offset, NullInvestorID());
15095 }
15096
15101 {
15103
15104 setOrdinary(offset, value);
15105 return *this;
15106 }
15107
15110 {
15112
15113 setOrdinary(offset, NullInvestorID());
15114 return *this;
15115 }
15116
15119 bool
15121 StrategyIDOptional& value) const
15123 {
15125
15126 return ordinary(value, offset, NullStrategyIDOptional());
15127 }
15128
15132 {
15134
15135 setOrdinary(offset, value);
15136 return *this;
15137 }
15138
15141 {
15143
15145 return *this;
15146 }
15147
15152 {
15155
15156 return ordinary(value, offset, NullAccountOptional(), since);
15157 }
15158
15161 {
15164
15165 setOrdinary(offset, value, since);
15166 return *this;
15167 }
15168
15170 {
15173
15174 setOrdinary(offset, NullAccountOptional(), since);
15175 return *this;
15176 }
15177
15182 {
15183 return getVariableLengthField(deskIDAccess(), *this);
15184 }
15185
15188 StrRef memo() const
15190 {
15191 return getVariableLengthField(memoAccess(), *this);
15192 }
15193
15196 StrRef text() const
15198 {
15199 return getVariableLengthField(textAccess(), *this);
15200 }
15201
15204 {
15206 deskIDAccess(),
15207 value,
15208 *this);
15209
15210 return *this;
15211 }
15212
15215 {
15217 memoAccess(),
15218 value,
15219 *this);
15220
15221 return *this;
15222 }
15223
15226 {
15228 textAccess(),
15229 value,
15230 *this);
15231
15232 return *this;
15233 }
15234
15240 {
15241 return
15242 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
15243 (version >= 5)
15244 ? 166
15245 : (version >= 3)
15246 ? 162
15247 : 146;
15248 }
15249
15253 static
15254 BlockLength
15258 {
15259 return
15260 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
15262 }
15263
15268 static
15272 {
15273 return
15274 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
15276 }
15277
15282 static UInt64 getMaxMessageSize(UInt8)
15284 {
15285 return
15287 }
15288
15292 {
15293 setDeskIdToNull();
15294 setMemoToNull();
15295 setTextToNull();
15296 return *this;
15297 }
15298
15302 {
15319
15320 if (version() >= 5)
15321 {
15323 }
15324
15326 return *this;
15327 }
15328
15333 static const Char* className()
15334 {
15335 return "ExecutionReportReject204";
15336 }
15337
15344 {
15345 return constructStrRef(
15346 "ExecutionReportReject204");
15347 }
15348
15351 std::string toString() const;
15352
15355 const void* tail() const
15357 {
15358 return
15359 toOpaquePtr(
15360 (text().end()));
15361 }
15362
15371
15372private:
15373 void checkLength(
15374 EncodedLength length, SchemaVersion version) const
15375 {
15376 const EncodedLength minimalRequiredLength =
15377 minimalBlockLength(version) +
15379 getMinimalVariableFieldsSize(version);
15380
15381 checkBinaryLength(
15382 *this, length, minimalRequiredLength);
15383 }
15384
15386 void checkVarLenFields() const
15387 {
15388 variableLengthFields().
15389 checkTail<DeskIDEncoding>().
15390 checkTail<MemoEncoding>().
15391 checkTail<TextEncoding>();
15392 }
15393
15394 void checkCompatibility() const
15395 {
15396 assert(TemplateId == templateId());
15397
15398 checkSchema<Schema>(schemaId(), version());
15399 checkLength(bufferSize(), version());
15400 checkVarLenFields();
15401 }
15402
15404 struct deskIDAccess
15405 {
15406 DeskIDEncoding&
15407 operator()(
15408 const ExecutionReportReject204& obj) const
15410 {
15411 return obj.
15412 variableLengthFields().
15413 head<DeskIDEncoding>();
15414 }
15415 };
15416
15418 struct memoAccess
15419 {
15420 MemoEncoding&
15421 operator()(
15422 const ExecutionReportReject204& obj) const
15424 {
15425 return obj.
15426 variableLengthFields().
15427 tail<DeskIDEncoding>().
15428 head<MemoEncoding>();
15429 }
15430 };
15431
15433 struct textAccess
15434 {
15435 TextEncoding&
15436 operator()(
15437 const ExecutionReportReject204& obj) const
15439 {
15440 return obj.
15441 variableLengthFields().
15442 tail<DeskIDEncoding>().
15443 tail<MemoEncoding>().
15444 head<TextEncoding>();
15445 }
15446 };
15447
15450 ThisType& setDeskIdToNull()
15452 {
15453 setVariableLengthFieldToNull(deskIDAccess(), *this);
15454
15455 return *this;
15456 }
15457
15460 ThisType& setMemoToNull()
15462 {
15463 setVariableLengthFieldToNull(memoAccess(), *this);
15464
15465 return *this;
15466 }
15467
15470 ThisType& setTextToNull()
15472 {
15473 setVariableLengthFieldToNull(textAccess(), *this);
15474
15475 return *this;
15476 }
15477};
15478
15482: SbeMessage
15483{
15486
15489
15491 enum { TemplateId = 205 };
15492
15495
15498 void* data,
15499 EncodedLength length,
15501 : SbeMessage(data, length, version)
15502 {
15504 checkLength(length, version);
15506 reset();
15507 }
15508
15513 void* data,
15514 EncodedLength length,
15517 : SbeMessage(data, length, version)
15518 {
15520 checkLength(length, version);
15523 }
15524
15527 void* data,
15528 EncodedLength length,
15529 NoInit)
15530 : SbeMessage(data, length)
15531 {
15532 checkCompatibility();
15533 }
15534
15536 explicit
15538 const SbeMessage& message)
15539 : SbeMessage(message)
15540 {
15541 assert(message.valid());
15542
15543 checkCompatibility();
15544 }
15545
15549 void* data,
15550 EncodedLength length,
15551 NoInit,
15552 NoCheck)
15554 : SbeMessage(data, length, NoCheck())
15555 {
15556 assert(schemaId() == Schema::Id);
15557 assert(version() >= Schema::MinimalVersion);
15558 assert(TemplateId == templateId());
15559 }
15560
15569
15571
15577 {
15579
15581 }
15582
15590
15595 {
15597
15598 return enumeration<Side>(offset);
15599 }
15600
15604 {
15606
15607 setEnumeration<Side>(offset, value);
15608 return *this;
15609 }
15610
15615 {
15617
15618 return enumeration<OrdStatus>(offset);
15619 }
15620
15624 {
15626
15627 setEnumeration<OrdStatus>(offset, value);
15628 return *this;
15629 }
15630
15634 bool clOrdId(ClOrdIDOptional& value) const
15636 {
15638
15639 return ordinary(value, offset, NullClOrdIDOptional());
15640 }
15641
15646 {
15648
15649 setOrdinary(offset, value);
15650 return *this;
15651 }
15652
15655 {
15657
15659 return *this;
15660 }
15661
15668 {
15670
15671 return ordinary<OrderID>(offset);
15672 }
15673
15679 {
15681
15682 setOrdinary(offset, value);
15683 return *this;
15684 }
15685
15690 {
15692
15693 return ordinary<SecurityID>(offset);
15694 }
15695
15699 {
15701
15702 setOrdinary(offset, value);
15703 return *this;
15704 }
15705
15714
15716
15723 {
15724 return constructStrRef("BVMF");
15725 }
15726
15729 bool account(AccountOptional& value) const
15731 {
15733
15734 return ordinary(value, offset, NullAccountOptional());
15735 }
15736
15740 {
15742
15743 setOrdinary(offset, value);
15744 return *this;
15745 }
15746
15749 {
15751
15753 return *this;
15754 }
15755
15760 {
15762
15763 return ordinary<Quantity>(offset);
15764 }
15765
15769 {
15771
15772 setOrdinary(offset, value);
15773 return *this;
15774 }
15775
15780 {
15782
15783 return decimal<Price>(offset);
15784 }
15785
15789 {
15791
15792 setOrdinary(offset, value);
15793 return *this;
15794 }
15795
15801 {
15803
15804 return ordinary<ExecID>(offset);
15805 }
15806
15811 {
15813
15814 setOrdinary(offset, value);
15815 return *this;
15816 }
15817
15822 {
15824
15825 return ordinary<UTCTimestampNanos>(offset);
15826 }
15827
15831 {
15833
15834 setOrdinary(offset, value);
15835 return *this;
15836 }
15837
15843 {
15845
15846 return ordinary<Quantity>(offset);
15847 }
15848
15853 {
15855
15856 setOrdinary(offset, value);
15857 return *this;
15858 }
15859
15864 {
15866
15867 return ordinary<Quantity>(offset);
15868 }
15869
15873 {
15875
15876 setOrdinary(offset, value);
15877 return *this;
15878 }
15879
15885 {
15887
15888 return ordinary<TradeID>(offset);
15889 }
15890
15895 {
15897
15898 setOrdinary(offset, value);
15899 return *this;
15900 }
15901
15906 {
15908
15909 return ordinary<Firm>(offset);
15910 }
15911
15915 {
15917
15918 setOrdinary(offset, value);
15919 return *this;
15920 }
15921
15926 {
15928
15929 return ordinary<OrderID>(offset);
15930 }
15931
15935 {
15937
15938 setOrdinary(offset, value);
15939 return *this;
15940 }
15941
15947 {
15949
15950 return enumeration<Boolean>(offset);
15951 }
15952
15957 {
15959
15960 setEnumeration<Boolean>(offset, value);
15961 return *this;
15962 }
15963
15967 bool settlType(SettlType::Enum& value) const
15969 {
15971
15972 return enumeration<SettlType>(value, offset, NullChar());
15973 }
15974
15979 {
15981
15982 setEnumeration<SettlType>(offset, value);
15983 return *this;
15984 }
15985
15988 {
15990
15991 setOrdinary(offset, NullChar());
15992 return *this;
15993 }
15994
16000 {
16002
16004 }
16005
16010 {
16012
16013 setOrdinary(offset, timestampToLocalMktDate(value));
16014 return *this;
16015 }
16016
16021 bool
16023 DaysToSettlementOptional& value) const
16025 {
16027
16028 return ordinary(value, offset, NullDaysToSettlementOptional());
16029 }
16030
16034 ThisType&
16038 {
16040
16041 setOrdinary(offset, value);
16042 return *this;
16043 }
16044
16047 {
16049
16051 return *this;
16052 }
16053
16062 {
16064
16065 return ordinary(value, offset, NullExecIDOptional());
16066 }
16067
16075 {
16077
16078 setOrdinary(offset, value);
16079 return *this;
16080 }
16081
16084 {
16086
16088 return *this;
16089 }
16090
16094 bool execRefId(ExecIDOptional& value) const
16096 {
16098
16099 return ordinary(value, offset, NullExecIDOptional());
16100 }
16101
16106 {
16108
16109 setOrdinary(offset, value);
16110 return *this;
16111 }
16112
16115 {
16117
16119 return *this;
16120 }
16121
16128 bool
16130 Percentage8Optional& value) const
16132 {
16134
16135 return decimal(value, offset, NullPercentage8Optional());
16136 }
16137
16143 ThisType&
16145 Percentage8Optional value)
16147 {
16149
16150 setOrdinary(offset, value);
16151 return *this;
16152 }
16153
16156 {
16158
16160 return *this;
16161 }
16162
16167 {
16169
16170 return ordinary<Quantity>(offset);
16171 }
16172
16176 {
16178
16179 setOrdinary(offset, value);
16180 return *this;
16181 }
16182
16185 bool
16187 TradingSessionID::Enum& value) const
16189 {
16191
16193 }
16194
16196 ThisType&
16200 {
16202
16203 setEnumeration<TradingSessionID>(offset, value);
16204 return *this;
16205 }
16206
16209 {
16211
16213 return *this;
16214 }
16215
16218 bool
16220 TradingSessionSubID::Enum& value) const
16222 {
16224
16226 }
16227
16229 ThisType&
16233 {
16235
16237 return *this;
16238 }
16239
16242 {
16244
16246 return *this;
16247 }
16248
16251 bool
16260
16262 ThisType&
16266 {
16268
16270 return *this;
16271 }
16272
16275 {
16277
16279 return *this;
16280 }
16281
16286 {
16289
16290 return ordinary(value, offset, NullAccountOptional(), since);
16291 }
16292
16295 {
16298
16299 setOrdinary(offset, value, since);
16300 return *this;
16301 }
16302
16304 {
16307
16308 setOrdinary(offset, NullAccountOptional(), since);
16309 return *this;
16310 }
16311
16316 {
16317 return getVariableLengthField(deskIDAccess(), *this);
16318 }
16319
16322 StrRef memo() const
16324 {
16325 return getVariableLengthField(memoAccess(), *this);
16326 }
16327
16330 {
16332 deskIDAccess(),
16333 value,
16334 *this);
16335
16336 return *this;
16337 }
16338
16341 {
16343 memoAccess(),
16344 value,
16345 *this);
16346
16347 return *this;
16348 }
16349
16355 {
16356 return
16357 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16358 (version >= 5)
16359 ? 159
16360 : 155;
16361 }
16362
16366 static
16367 BlockLength
16371 {
16372 return
16373 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16375 }
16376
16381 static
16385 {
16386 return
16387 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16388 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
16389 }
16390
16395 static UInt64 getMaxMessageSize(UInt8)
16397 {
16398 return
16400 }
16401
16405 {
16406 setDeskIdToNull();
16407 setMemoToNull();
16408 return *this;
16409 }
16410
16414 {
16425
16426 if (version() >= 5)
16427 {
16429 }
16430
16432 return *this;
16433 }
16434
16439 static const Char* className()
16440 {
16441 return "ExecutionReportForward205";
16442 }
16443
16450 {
16451 return constructStrRef(
16452 "ExecutionReportForward205");
16453 }
16454
16457 std::string toString() const;
16458
16461 const void* tail() const
16463 {
16464 return
16465 toOpaquePtr(
16466 (memo().end()));
16467 }
16468
16477
16478private:
16479 void checkLength(
16480 EncodedLength length, SchemaVersion version) const
16481 {
16482 const EncodedLength minimalRequiredLength =
16483 minimalBlockLength(version) +
16485 getMinimalVariableFieldsSize(version);
16486
16487 checkBinaryLength(
16488 *this, length, minimalRequiredLength);
16489 }
16490
16492 void checkVarLenFields() const
16493 {
16494 variableLengthFields().
16495 checkTail<DeskIDEncoding>().
16496 checkTail<MemoEncoding>();
16497 }
16498
16499 void checkCompatibility() const
16500 {
16501 assert(TemplateId == templateId());
16502
16503 checkSchema<Schema>(schemaId(), version());
16504 checkLength(bufferSize(), version());
16505 checkVarLenFields();
16506 }
16507
16509 struct deskIDAccess
16510 {
16511 DeskIDEncoding&
16512 operator()(
16513 const ExecutionReportForward205& obj) const
16515 {
16516 return obj.
16517 variableLengthFields().
16518 head<DeskIDEncoding>();
16519 }
16520 };
16521
16523 struct memoAccess
16524 {
16525 MemoEncoding&
16526 operator()(
16527 const ExecutionReportForward205& obj) const
16529 {
16530 return obj.
16531 variableLengthFields().
16532 tail<DeskIDEncoding>().
16533 head<MemoEncoding>();
16534 }
16535 };
16536
16539 ThisType& setDeskIdToNull()
16541 {
16542 setVariableLengthFieldToNull(deskIDAccess(), *this);
16543
16544 return *this;
16545 }
16546
16549 ThisType& setMemoToNull()
16551 {
16552 setVariableLengthFieldToNull(memoAccess(), *this);
16553
16554 return *this;
16555 }
16556};
16557
16561: SbeMessage
16562{
16565
16568
16570 enum { TemplateId = 206 };
16571
16574
16577 void* data,
16578 EncodedLength length,
16580 : SbeMessage(data, length, version)
16581 {
16583 checkLength(length, version);
16585 reset();
16586 }
16587
16592 void* data,
16593 EncodedLength length,
16596 : SbeMessage(data, length, version)
16597 {
16599 checkLength(length, version);
16602 }
16603
16606 void* data,
16607 EncodedLength length,
16608 NoInit)
16609 : SbeMessage(data, length)
16610 {
16611 checkCompatibility();
16612 }
16613
16615 explicit
16617 const SbeMessage& message)
16618 : SbeMessage(message)
16619 {
16620 assert(message.valid());
16621
16622 checkCompatibility();
16623 }
16624
16628 void* data,
16629 EncodedLength length,
16630 NoInit,
16631 NoCheck)
16633 : SbeMessage(data, length, NoCheck())
16634 {
16635 assert(schemaId() == Schema::Id);
16636 assert(version() >= Schema::MinimalVersion);
16637 assert(TemplateId == templateId());
16638 }
16639
16648
16650
16656 {
16658
16660 }
16661
16669
16674 {
16676
16677 return enumeration<MessageType>(offset);
16678 }
16679
16683 {
16685
16686 setEnumeration<MessageType>(offset, value);
16687 return *this;
16688 }
16689
16694 {
16696
16697 return ordinary<SeqNum>(offset);
16698 }
16699
16703 {
16705
16706 setOrdinary(offset, value);
16707 return *this;
16708 }
16709
16714 bool
16716 BusinessRejectRefID& value) const
16718 {
16720
16721 return ordinary(value, offset, NullBusinessRejectRefID());
16722 }
16723
16727 ThisType&
16729 BusinessRejectRefID value)
16731 {
16733
16734 setOrdinary(offset, value);
16735 return *this;
16736 }
16737
16740 {
16742
16744 return *this;
16745 }
16746
16751 {
16753
16754 return ordinary<RejReason>(offset);
16755 }
16756
16760 {
16762
16763 setOrdinary(offset, value);
16764 return *this;
16765 }
16766
16769 StrRef memo() const
16771 {
16772 return getVariableLengthField(memoAccess(), *this);
16773 }
16774
16777 StrRef text() const
16779 {
16780 return getVariableLengthField(textAccess(), *this);
16781 }
16782
16785 {
16787 memoAccess(),
16788 value,
16789 *this);
16790
16791 return *this;
16792 }
16793
16796 {
16798 textAccess(),
16799 value,
16800 *this);
16801
16802 return *this;
16803 }
16804
16808 static
16809 BlockLength
16813 {
16814 return
16815 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16816 36;
16817 }
16818
16822 static
16823 BlockLength
16827 {
16828 return
16829 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16831 }
16832
16837 static
16841 {
16842 return
16843 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16844 static_cast<MessageSize>(MemoEncoding::Size) + static_cast<MessageSize>(TextEncoding::Size);
16845 }
16846
16851 static UInt64 getMaxMessageSize(UInt8)
16853 {
16854 return
16856 }
16857
16861 {
16862 setMemoToNull();
16863 setTextToNull();
16864 return *this;
16865 }
16866
16870 {
16872
16874 return *this;
16875 }
16876
16881 static const Char* className()
16882 {
16883 return "BusinessMessageReject206";
16884 }
16885
16892 {
16893 return constructStrRef(
16894 "BusinessMessageReject206");
16895 }
16896
16899 std::string toString() const;
16900
16903 const void* tail() const
16905 {
16906 return
16907 toOpaquePtr(
16908 (text().end()));
16909 }
16910
16919
16920private:
16921 void checkLength(
16922 EncodedLength length, SchemaVersion version) const
16923 {
16924 const EncodedLength minimalRequiredLength =
16925 minimalBlockLength(version) +
16927 getMinimalVariableFieldsSize(version);
16928
16929 checkBinaryLength(
16930 *this, length, minimalRequiredLength);
16931 }
16932
16934 void checkVarLenFields() const
16935 {
16936 variableLengthFields().
16937 checkTail<MemoEncoding>().
16938 checkTail<TextEncoding>();
16939 }
16940
16941 void checkCompatibility() const
16942 {
16943 assert(TemplateId == templateId());
16944
16945 checkSchema<Schema>(schemaId(), version());
16946 checkLength(bufferSize(), version());
16947 checkVarLenFields();
16948 }
16949
16951 struct memoAccess
16952 {
16953 MemoEncoding&
16954 operator()(
16955 const BusinessMessageReject206& obj) const
16957 {
16958 return obj.
16959 variableLengthFields().
16960 head<MemoEncoding>();
16961 }
16962 };
16963
16965 struct textAccess
16966 {
16967 TextEncoding&
16968 operator()(
16969 const BusinessMessageReject206& obj) const
16971 {
16972 return obj.
16973 variableLengthFields().
16974 tail<MemoEncoding>().
16975 head<TextEncoding>();
16976 }
16977 };
16978
16981 ThisType& setMemoToNull()
16983 {
16984 setVariableLengthFieldToNull(memoAccess(), *this);
16985
16986 return *this;
16987 }
16988
16991 ThisType& setTextToNull()
16993 {
16994 setVariableLengthFieldToNull(textAccess(), *this);
16995
16996 return *this;
16997 }
16998};
16999
17003: SbeMessage
17004{
17007
17010
17012 enum { TemplateId = 300 };
17013
17018 <
17020 >
17021 {
17023 typedef
17025 <
17027 >
17029
17032
17036 void* data,
17037 EncodedLength length,
17039 : Base(data, numericCast<Base::BlockLength>(length), version)
17040 {
17042 assert(length >= minimalBlockLength(version));
17043 }
17044
17048 {
17049 return *this;
17050 }
17051
17055 {
17057
17059 return *this;
17060 }
17061
17067 {
17070
17071 return fixedStr<length>(offset);
17072 }
17073
17078 {
17081
17082 setFixedStr<length>(offset, value);
17083 return *this;
17084 }
17085
17092 {
17093 return constructStrRef("BVMF");
17094 }
17095
17101 {
17103
17104 return decimal<RatioQty>(offset);
17105 }
17106
17111 {
17113
17114 setOrdinary(offset, value);
17115 return *this;
17116 }
17117
17121 bool legSide(Side::Enum& value) const
17123 {
17125
17126 return enumeration<Side>(value, offset, NullChar());
17127 }
17128
17133 {
17135
17136 setEnumeration<Side>(offset, value);
17137 return *this;
17138 }
17139
17142 {
17144
17145 setOrdinary(offset, NullChar());
17146 return *this;
17147 }
17148
17153 static
17158 {
17159 return
17160 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17161 30;
17162 }
17163
17168 static
17173 {
17174 return
17175 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17176 29;
17177 }
17178
17183 static const Char* className()
17184 {
17185 return "SecurityDefinitionRequest300.LegsEntry";
17186 }
17187 };
17188
17190 typedef
17193
17196
17199 void* data,
17200 EncodedLength length,
17202 : SbeMessage(data, length, version)
17203 {
17205 checkLength(length, version);
17207 reset();
17208 }
17209
17214 void* data,
17215 EncodedLength length,
17218 : SbeMessage(data, length, version)
17219 {
17221 checkLength(length, version);
17224 }
17225
17228 void* data,
17229 EncodedLength length,
17230 NoInit)
17231 : SbeMessage(data, length)
17232 {
17233 checkCompatibility();
17234 }
17235
17237 explicit
17239 const SbeMessage& message)
17240 : SbeMessage(message)
17241 {
17242 assert(message.valid());
17243
17244 checkCompatibility();
17245 }
17246
17250 void* data,
17251 EncodedLength length,
17252 NoInit,
17253 NoCheck)
17255 : SbeMessage(data, length, NoCheck())
17256 {
17257 assert(schemaId() == Schema::Id);
17258 assert(version() >= Schema::MinimalVersion);
17259 assert(TemplateId == templateId());
17260 }
17261
17270
17272
17278 {
17280
17282 }
17283
17291
17296 {
17298
17299 return ordinary<SecurityReqRespID>(offset);
17300 }
17301
17305 {
17307
17308 setOrdinary(offset, value);
17309 return *this;
17310 }
17311
17316 {
17319
17320 return fixedStr<length>(offset);
17321 }
17322
17326 {
17329
17330 setFixedStr<length>(offset, value);
17331 return *this;
17332 }
17333
17338 {
17341
17342 return fixedStr<length>(offset);
17343 }
17344
17348 {
17351
17352 setFixedStr<length>(offset, value);
17353 return *this;
17354 }
17355
17358 Legs legs() const
17360 {
17361 return getGroup<Legs>(LegsAccess(), *this);
17362 }
17363
17368 {
17369 return getGroup<Legs>(LegsAccess(), *this);
17370 }
17371
17376 {
17377 return constructGroup<Legs>(
17378 LegsAccess(),
17379 length,
17380 *this);
17381 }
17382
17385 Legs
17387 Legs::Size length,
17389 {
17390 return setupGroup<Legs>(
17391 LegsAccess(),
17392 length,
17393 *this);
17394 }
17395
17399 static
17400 BlockLength
17404 {
17405 return
17406 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17407 41;
17408 }
17409
17415 {
17416 return
17417 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17419 }
17420
17425 static
17429 {
17430 return
17431 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17432 static_cast<MessageSize>(Legs::EmptySize);
17433 }
17434
17439 static
17440 UInt64
17442 UInt8 maxGroupItems = 255)
17444 {
17445 return
17446 static_cast<UInt64>(MessageHeaderBuilder::Size) +
17448 (GroupSizeEncoding::Size + LegsEntry::blockLength(Schema::Version) * static_cast<UInt64>(maxGroupItems));
17449 }
17450
17454 {
17455 setLegsToNull();
17456 return *this;
17457 }
17458
17462 {
17464 return *this;
17465 }
17466
17471 static const Char* className()
17472 {
17473 return "SecurityDefinitionRequest300";
17474 }
17475
17482 {
17483 return constructStrRef(
17484 "SecurityDefinitionRequest300");
17485 }
17486
17489 std::string toString() const;
17490
17493 const void* tail() const
17495 {
17496 return
17497 legs().tail();
17498 }
17499
17508
17509private:
17510 void checkLength(
17511 EncodedLength length, SchemaVersion version) const
17512 {
17513 const EncodedLength minimalRequiredLength =
17514 minimalBlockLength(version) +
17516 getMinimalVariableFieldsSize(version);
17517
17518 checkBinaryLength(
17519 *this, length, minimalRequiredLength);
17520 }
17521
17523 void checkVarLenFields() const
17524 {
17525 groups().
17526 checkTail<Legs>();
17527 }
17528
17529 void checkCompatibility() const
17530 {
17531 assert(TemplateId == templateId());
17532
17533 checkSchema<Schema>(schemaId(), version());
17534 checkLength(bufferSize(), version());
17535 checkVarLenFields();
17536 }
17537
17539 struct LegsAccess
17540 {
17541 Legs
17542 operator()(
17543 const SecurityDefinitionRequest300& obj) const
17545 {
17546 return obj.
17547 groups().
17548 head<Legs>();
17549 }
17550 };
17551
17554 void setLegsToNull()
17556 {
17557 resetGroup<Legs>(LegsAccess(), *this);
17558 }
17559};
17560
17564: SbeMessage
17565{
17568
17571
17573 enum { TemplateId = 301 };
17574
17577
17580 void* data,
17581 EncodedLength length,
17583 : SbeMessage(data, length, version)
17584 {
17586 checkLength(length, version);
17588 reset();
17589 }
17590
17595 void* data,
17596 EncodedLength length,
17599 : SbeMessage(data, length, version)
17600 {
17602 checkLength(length, version);
17605 }
17606
17609 void* data,
17610 EncodedLength length,
17611 NoInit)
17612 : SbeMessage(data, length)
17613 {
17614 checkCompatibility();
17615 }
17616
17618 explicit
17620 const SbeMessage& message)
17621 : SbeMessage(message)
17622 {
17623 assert(message.valid());
17624
17625 checkCompatibility();
17626 }
17627
17631 void* data,
17632 EncodedLength length,
17633 NoInit,
17634 NoCheck)
17636 : SbeMessage(data, length, NoCheck())
17637 {
17638 assert(schemaId() == Schema::Id);
17639 assert(version() >= Schema::MinimalVersion);
17640 assert(TemplateId == templateId());
17641 }
17642
17651
17653
17659 {
17661
17663 }
17664
17672
17677 {
17679
17680 return ordinary<SecurityReqRespID>(offset);
17681 }
17682
17686 {
17688
17689 setOrdinary(offset, value);
17690 return *this;
17691 }
17692
17695 bool
17697 SecurityIDOptional& value) const
17699 {
17701
17702 return ordinary(value, offset, NullSecurityIDOptional());
17703 }
17704
17708 {
17710
17711 setOrdinary(offset, value);
17712 return *this;
17713 }
17714
17717 {
17719
17721 return *this;
17722 }
17723
17732
17734
17741 {
17742 return constructStrRef("BVMF");
17743 }
17744
17750 {
17752
17753 return enumeration<SecurityResponseType>(offset);
17754 }
17755
17757 ThisType&
17761 {
17763
17765 return *this;
17766 }
17767
17771 bool securityStrategyType(StrRef& value) const
17773 {
17776
17777 return fixedStr<length>(value, offset);
17778 }
17779
17784 {
17787
17788 setFixedStr<length>(offset, value);
17789 return *this;
17790 }
17791
17794 {
17797
17798 setFixedStr<length>(offset, StrRef());
17799 return *this;
17800 }
17801
17808 {
17811
17812 return fixedStr<length>(offset);
17813 }
17814
17820 {
17823
17824 setFixedStr<length>(offset, value);
17825 return *this;
17826 }
17827
17837
17841 {
17843
17844 setOrdinary(offset, value);
17845 return *this;
17846 }
17847
17852 {
17855
17856 return fixedStr<length>(offset);
17857 }
17858
17862 {
17865
17866 setFixedStr<length>(offset, value);
17867 return *this;
17868 }
17869
17874 {
17877
17878 return fixedStr<length>(offset);
17879 }
17880
17884 {
17887
17888 setFixedStr<length>(offset, value);
17889 return *this;
17890 }
17891
17895 static
17896 BlockLength
17900 {
17901 return
17902 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17903 83;
17904 }
17905
17909 static
17910 BlockLength
17914 {
17915 return
17916 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17918 }
17919
17924 static
17928 {
17929 return
17930 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17931 0;
17932 }
17933
17938 static UInt64 getMaxMessageSize(UInt8)
17940 {
17941 return
17942 static_cast<UInt64>(MessageHeaderBuilder::Size) +
17944 }
17945
17949 {
17950 return *this;
17951 }
17952
17956 {
17959
17961 return *this;
17962 }
17963
17968 static const Char* className()
17969 {
17970 return "SecurityDefinitionResponse301";
17971 }
17972
17979 {
17980 return constructStrRef(
17981 "SecurityDefinitionResponse301");
17982 }
17983
17986 std::string toString() const;
17987
17990 const void* tail() const
17992 {
17993 return
17994 toOpaquePtr(
17995 advanceByBytes(
17996 binary(),
17997 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
17999 }
18000
18009
18010private:
18011 void checkLength(
18012 EncodedLength length, SchemaVersion version) const
18013 {
18014 const EncodedLength minimalRequiredLength =
18015 minimalBlockLength(version) +
18017 getMinimalVariableFieldsSize(version);
18018
18019 checkBinaryLength(
18020 *this, length, minimalRequiredLength);
18021 }
18022
18023 void checkCompatibility() const
18024 {
18025 assert(TemplateId == templateId());
18026
18027 checkSchema<Schema>(schemaId(), version());
18028 checkLength(bufferSize(), version());
18029 }
18030};
18031
18035: SbeMessage
18036{
18039
18042
18044 enum { TemplateId = 401 };
18045
18050 <
18052 >
18053 {
18055 typedef
18057 <
18059 >
18061
18064
18068 void* data,
18069 EncodedLength length,
18071 : Base(data, numericCast<Base::BlockLength>(length), version)
18072 {
18074 assert(length >= minimalBlockLength(version));
18075 }
18076
18080 {
18081 return *this;
18082 }
18083
18087 {
18089
18090 if (version() >= 5)
18091 {
18093 }
18094
18096 return *this;
18097 }
18098
18103 {
18105
18106 return enumeration<Side>(offset);
18107 }
18108
18112 {
18114
18115 setEnumeration<Side>(offset, value);
18116 return *this;
18117 }
18118
18121 bool account(AccountOptional& value) const
18123 {
18125
18126 return ordinary(value, offset, NullAccountOptional());
18127 }
18128
18132 {
18134
18135 setOrdinary(offset, value);
18136 return *this;
18137 }
18138
18141 {
18143
18145 return *this;
18146 }
18147
18152 {
18155
18156 return ordinary(value, offset, NullAccountOptional(), since);
18157 }
18158
18161 {
18164
18165 setOrdinary(offset, value, since);
18166 return *this;
18167 }
18168
18170 {
18173
18174 setOrdinary(offset, NullAccountOptional(), since);
18175 return *this;
18176 }
18177
18184 {
18185 return
18186 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18188 }
18189
18196 {
18197 return
18198 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18199 (version >= 5)
18200 ? 9
18201 : 5;
18202 }
18203
18208 static const Char* className()
18209 {
18210 return "QuoteRequest401.SidesEntry";
18211 }
18212 };
18213
18215 typedef
18218
18221
18224 void* data,
18225 EncodedLength length,
18227 : SbeMessage(data, length, version)
18228 {
18230 checkLength(length, version);
18232 reset();
18233 }
18234
18239 void* data,
18240 EncodedLength length,
18243 : SbeMessage(data, length, version)
18244 {
18246 checkLength(length, version);
18249 }
18250
18253 void* data,
18254 EncodedLength length,
18255 NoInit)
18256 : SbeMessage(data, length)
18257 {
18258 checkCompatibility();
18259 }
18260
18262 explicit
18264 const SbeMessage& message)
18265 : SbeMessage(message)
18266 {
18267 assert(message.valid());
18268
18269 checkCompatibility();
18270 }
18271
18275 void* data,
18276 EncodedLength length,
18277 NoInit,
18278 NoCheck)
18280 : SbeMessage(data, length, NoCheck())
18281 {
18282 assert(schemaId() == Schema::Id);
18283 assert(version() >= Schema::MinimalVersion);
18284 assert(TemplateId == templateId());
18285 }
18286
18295
18297
18303 {
18305
18307 }
18308
18317
18322 {
18324
18325 return ordinary<SecurityID>(offset);
18326 }
18327
18331 {
18333
18334 setOrdinary(offset, value);
18335 return *this;
18336 }
18337
18346
18348
18355 {
18356 return constructStrRef("BVMF");
18357 }
18358
18363 {
18365
18366 return ordinary<QuoteReqID>(offset);
18367 }
18368
18372 {
18374
18375 setOrdinary(offset, value);
18376 return *this;
18377 }
18378
18381 bool quoteId(QuoteIDOptional& value) const
18383 {
18385
18386 return ordinary(value, offset, NullQuoteIDOptional());
18387 }
18388
18392 {
18394
18395 setOrdinary(offset, value);
18396 return *this;
18397 }
18398
18401 {
18403
18405 return *this;
18406 }
18407
18411 bool tradeId(TradeIDOptional& value) const
18413 {
18415
18416 return ordinary(value, offset, NullTradeIDOptional());
18417 }
18418
18423 {
18425
18426 setOrdinary(offset, value);
18427 return *this;
18428 }
18429
18432 {
18434
18436 return *this;
18437 }
18438
18444 {
18446
18447 return ordinary<Firm>(offset);
18448 }
18449
18454 {
18456
18457 setOrdinary(offset, value);
18458 return *this;
18459 }
18460
18465 {
18467
18468 return ordinary<UTCTimestampNanos>(offset);
18469 }
18470
18474 {
18476
18477 setOrdinary(offset, value);
18478 return *this;
18479 }
18480
18486 {
18488
18489 return decimal<Price8>(offset);
18490 }
18491
18496 {
18498
18499 setOrdinary(offset, value);
18500 return *this;
18501 }
18502
18508 {
18510
18511 return enumeration<SettlType>(offset);
18512 }
18513
18518 {
18520
18521 setEnumeration<SettlType>(offset, value);
18522 return *this;
18523 }
18524
18529 bool
18531 ExecuteUnderlyingTrade::Enum& value) const
18533 {
18535
18536 return enumeration<ExecuteUnderlyingTrade>(value, offset, NullChar());
18537 }
18538
18542 ThisType&
18546 {
18548
18550 return *this;
18551 }
18552
18555 {
18557
18558 setOrdinary(offset, NullChar());
18559 return *this;
18560 }
18561
18566 {
18568
18569 return ordinary<Quantity>(offset);
18570 }
18571
18575 {
18577
18578 setOrdinary(offset, value);
18579 return *this;
18580 }
18581
18586 {
18589
18590 return fixedStr<length>(offset);
18591 }
18592
18596 {
18599
18600 setFixedStr<length>(offset, value);
18601 return *this;
18602 }
18603
18608 {
18611
18612 return fixedStr<length>(offset);
18613 }
18614
18618 {
18621
18622 setFixedStr<length>(offset, value);
18623 return *this;
18624 }
18625
18630 {
18633
18634 return fixedStr<length>(offset);
18635 }
18636
18640 {
18643
18644 setFixedStr<length>(offset, value);
18645 return *this;
18646 }
18647
18656 {
18658
18659 return decimal<Percentage8>(offset);
18660 }
18661
18669 {
18671
18672 setOrdinary(offset, value);
18673 return *this;
18674 }
18675
18683 {
18684 return Boolean::TrueValue;
18685 }
18686
18690
18697 {
18699
18700 return ordinary<DaysToSettlement>(offset);
18701 }
18702
18708 {
18710
18711 setOrdinary(offset, value);
18712 return *this;
18713 }
18714
18717 Sides sides() const
18719 {
18720 return getGroup<Sides>(SidesAccess(), *this);
18721 }
18722
18727 {
18728 return getGroup<Sides>(SidesAccess(), *this);
18729 }
18730
18735 {
18736 return constructGroup<Sides>(
18737 SidesAccess(),
18738 length,
18739 *this);
18740 }
18741
18744 Sides
18746 Sides::Size length,
18748 {
18749 return setupGroup<Sides>(
18750 SidesAccess(),
18751 length,
18752 *this);
18753 }
18754
18759 {
18760 return getVariableLengthField(deskIDAccess(), *this);
18761 }
18762
18765 StrRef memo() const
18767 {
18768 return getVariableLengthField(memoAccess(), *this);
18769 }
18770
18773 {
18775 deskIDAccess(),
18776 value,
18777 *this);
18778
18779 return *this;
18780 }
18781
18784 {
18786 memoAccess(),
18787 value,
18788 *this);
18789
18790 return *this;
18791 }
18792
18796 static
18797 BlockLength
18801 {
18802 return
18803 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18804 108;
18805 }
18806
18812 {
18813 return
18814 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18816 }
18817
18822 static
18826 {
18827 return
18828 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18829 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) + static_cast<MessageSize>(Sides::EmptySize);
18830 }
18831
18836 static UInt64 getMaxMessageSize(UInt8)
18838 {
18839 return
18841 }
18842
18846 {
18847 setSidesToNull();
18848 setDeskIdToNull();
18849 setMemoToNull();
18850 return *this;
18851 }
18852
18856 {
18860
18862 return *this;
18863 }
18864
18869 static const Char* className()
18870 {
18871 return "QuoteRequest401";
18872 }
18873
18880 {
18881 return constructStrRef("QuoteRequest401");
18882 }
18883
18886 std::string toString() const;
18887
18890 const void* tail() const
18892 {
18893 return
18894 toOpaquePtr(
18895 (memo().end()));
18896 }
18897
18906
18907private:
18908 void checkLength(
18909 EncodedLength length, SchemaVersion version) const
18910 {
18911 const EncodedLength minimalRequiredLength =
18912 minimalBlockLength(version) +
18914 getMinimalVariableFieldsSize(version);
18915
18916 checkBinaryLength(
18917 *this, length, minimalRequiredLength);
18918 }
18919
18921 void checkVarLenFields() const
18922 {
18923 groups().
18924 checkVariableLengthFields<Sides>().
18925 checkTail<DeskIDEncoding>().
18926 checkTail<MemoEncoding>();
18927 }
18928
18929 void checkCompatibility() const
18930 {
18931 assert(TemplateId == templateId());
18932
18933 checkSchema<Schema>(schemaId(), version());
18934 checkLength(bufferSize(), version());
18935 checkVarLenFields();
18936 }
18937
18939 struct SidesAccess
18940 {
18941 Sides
18942 operator()(
18943 const QuoteRequest401& obj) const
18945 {
18946 return obj.
18947 groups().
18948 head<Sides>();
18949 }
18950 };
18951
18954 void setSidesToNull()
18956 {
18957 resetGroup<Sides>(SidesAccess(), *this);
18958 }
18959
18961 struct deskIDAccess
18962 {
18963 DeskIDEncoding&
18964 operator()(
18965 const QuoteRequest401& obj) const
18967 {
18968 return obj.
18969 groups().
18970 variableLengthFields<Sides>().
18971 head<DeskIDEncoding>();
18972 }
18973 };
18974
18976 struct memoAccess
18977 {
18978 MemoEncoding&
18979 operator()(
18980 const QuoteRequest401& obj) const
18982 {
18983 return obj.
18984 groups().
18985 variableLengthFields<Sides>().
18986 tail<DeskIDEncoding>().
18987 head<MemoEncoding>();
18988 }
18989 };
18990
18993 ThisType& setDeskIdToNull()
18995 {
18996 setVariableLengthFieldToNull(deskIDAccess(), *this);
18997
18998 return *this;
18999 }
19000
19003 ThisType& setMemoToNull()
19005 {
19006 setVariableLengthFieldToNull(memoAccess(), *this);
19007
19008 return *this;
19009 }
19010};
19011
19015: SbeMessage
19016{
19019
19022
19024 enum { TemplateId = 402 };
19025
19028
19031 void* data,
19032 EncodedLength length,
19034 : SbeMessage(data, length, version)
19035 {
19037 checkLength(length, version);
19039 reset();
19040 }
19041
19046 void* data,
19047 EncodedLength length,
19050 : SbeMessage(data, length, version)
19051 {
19053 checkLength(length, version);
19056 }
19057
19060 void* data,
19061 EncodedLength length,
19062 NoInit)
19063 : SbeMessage(data, length)
19064 {
19065 checkCompatibility();
19066 }
19067
19069 explicit
19071 const SbeMessage& message)
19072 : SbeMessage(message)
19073 {
19074 assert(message.valid());
19075
19076 checkCompatibility();
19077 }
19078
19082 void* data,
19083 EncodedLength length,
19084 NoInit,
19085 NoCheck)
19087 : SbeMessage(data, length, NoCheck())
19088 {
19089 assert(schemaId() == Schema::Id);
19090 assert(version() >= Schema::MinimalVersion);
19091 assert(TemplateId == templateId());
19092 }
19093
19102
19104
19110 {
19112
19114 }
19115
19124
19129 {
19131
19132 return ordinary(value, offset, NullRejReasonOptional());
19133 }
19134
19138 {
19140
19141 setOrdinary(offset, value);
19142 return *this;
19143 }
19144
19147 {
19149
19151 return *this;
19152 }
19153
19158 {
19160
19161 return ordinary<SecurityID>(offset);
19162 }
19163
19167 {
19169
19170 setOrdinary(offset, value);
19171 return *this;
19172 }
19173
19182
19184
19191 {
19192 return constructStrRef("BVMF");
19193 }
19194
19199 {
19201
19202 return ordinary<QuoteReqID>(offset);
19203 }
19204
19208 {
19210
19211 setOrdinary(offset, value);
19212 return *this;
19213 }
19214
19219 {
19221
19222 return ordinary<QuoteID>(offset);
19223 }
19224
19228 {
19230
19231 setOrdinary(offset, value);
19232 return *this;
19233 }
19234
19238 bool tradeId(TradeIDOptional& value) const
19240 {
19242
19243 return ordinary(value, offset, NullTradeIDOptional());
19244 }
19245
19250 {
19252
19253 setOrdinary(offset, value);
19254 return *this;
19255 }
19256
19259 {
19261
19263 return *this;
19264 }
19265
19271 {
19273
19274 return ordinary<Firm>(offset);
19275 }
19276
19281 {
19283
19284 setOrdinary(offset, value);
19285 return *this;
19286 }
19287
19292 {
19294
19295 return ordinary<UTCTimestampNanos>(offset);
19296 }
19297
19301 {
19303
19304 setOrdinary(offset, value);
19305 return *this;
19306 }
19307
19312 {
19314
19315 return enumeration<QuoteStatus>(offset);
19316 }
19317
19321 {
19323
19324 setEnumeration<QuoteStatus>(offset, value);
19325 return *this;
19326 }
19327
19331 bool
19333 QuoteStatusResponseTo::Enum& value) const
19335 {
19337
19338 return enumeration<QuoteStatusResponseTo>(value, offset, NullChar());
19339 }
19340
19343 ThisType&
19347 {
19349
19351 return *this;
19352 }
19353
19356 {
19358
19359 setOrdinary(offset, NullChar());
19360 return *this;
19361 }
19362
19365 bool account(AccountOptional& value) const
19367 {
19369
19370 return ordinary(value, offset, NullAccountOptional());
19371 }
19372
19376 {
19378
19379 setOrdinary(offset, value);
19380 return *this;
19381 }
19382
19385 {
19387
19389 return *this;
19390 }
19391
19394 bool side(Side::Enum& value) const
19396 {
19398
19399 return enumeration<Side>(value, offset, NullChar());
19400 }
19401
19405 {
19407
19408 setEnumeration<Side>(offset, value);
19409 return *this;
19410 }
19411
19414 {
19416
19417 setOrdinary(offset, NullChar());
19418 return *this;
19419 }
19420
19424 bool settlType(SettlType::Enum& value) const
19426 {
19428
19429 return enumeration<SettlType>(value, offset, NullChar());
19430 }
19431
19436 {
19438
19439 setEnumeration<SettlType>(offset, value);
19440 return *this;
19441 }
19442
19445 {
19447
19448 setOrdinary(offset, NullChar());
19449 return *this;
19450 }
19451
19455 bool price(Price8Optional& value) const
19457 {
19459
19460 return decimal(value, offset, NullPrice8Optional());
19461 }
19462
19467 {
19469
19470 setOrdinary(offset, value);
19471 return *this;
19472 }
19473
19476 {
19478
19480 return *this;
19481 }
19482
19487 {
19489
19490 return ordinary<Quantity>(offset);
19491 }
19492
19496 {
19498
19499 setOrdinary(offset, value);
19500 return *this;
19501 }
19502
19507 {
19510
19511 return fixedStr<length>(offset);
19512 }
19513
19517 {
19520
19521 setFixedStr<length>(offset, value);
19522 return *this;
19523 }
19524
19529 {
19532
19533 return fixedStr<length>(offset);
19534 }
19535
19539 {
19542
19543 setFixedStr<length>(offset, value);
19544 return *this;
19545 }
19546
19551 {
19554
19555 return fixedStr<length>(offset);
19556 }
19557
19561 {
19564
19565 setFixedStr<length>(offset, value);
19566 return *this;
19567 }
19568
19571 bool
19573 Percentage8Optional& value) const
19575 {
19577
19578 return decimal(value, offset, NullPercentage8Optional());
19579 }
19580
19582 ThisType&
19584 Percentage8Optional value)
19586 {
19588
19589 setOrdinary(offset, value);
19590 return *this;
19591 }
19592
19595 {
19597
19599 return *this;
19600 }
19601
19606 bool
19608 ExecuteUnderlyingTrade::Enum& value) const
19610 {
19612
19613 return enumeration<ExecuteUnderlyingTrade>(value, offset, NullChar());
19614 }
19615
19619 ThisType&
19623 {
19625
19627 return *this;
19628 }
19629
19632 {
19634
19635 setOrdinary(offset, NullChar());
19636 return *this;
19637 }
19638
19646 {
19647 return Boolean::TrueValue;
19648 }
19649
19653
19658 bool
19660 DaysToSettlementOptional& value) const
19662 {
19664
19665 return ordinary(value, offset, NullDaysToSettlementOptional());
19666 }
19667
19671 ThisType&
19675 {
19677
19678 setOrdinary(offset, value);
19679 return *this;
19680 }
19681
19684 {
19686
19688 return *this;
19689 }
19690
19695 {
19698
19699 return ordinary(value, offset, NullAccountOptional(), since);
19700 }
19701
19704 {
19707
19708 setOrdinary(offset, value, since);
19709 return *this;
19710 }
19711
19713 {
19716
19717 setOrdinary(offset, NullAccountOptional(), since);
19718 return *this;
19719 }
19720
19725 {
19726 return getVariableLengthField(deskIDAccess(), *this);
19727 }
19728
19731 StrRef memo() const
19733 {
19734 return getVariableLengthField(memoAccess(), *this);
19735 }
19736
19739 StrRef text() const
19741 {
19742 return getVariableLengthField(textAccess(), *this);
19743 }
19744
19747 {
19749 deskIDAccess(),
19750 value,
19751 *this);
19752
19753 return *this;
19754 }
19755
19758 {
19760 memoAccess(),
19761 value,
19762 *this);
19763
19764 return *this;
19765 }
19766
19769 {
19771 textAccess(),
19772 value,
19773 *this);
19774
19775 return *this;
19776 }
19777
19783 {
19784 return
19785 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19786 (version >= 5)
19787 ? 123
19788 : 119;
19789 }
19790
19796 {
19797 return
19798 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19800 }
19801
19806 static
19810 {
19811 return
19812 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19814 }
19815
19820 static UInt64 getMaxMessageSize(UInt8)
19822 {
19823 return
19825 }
19826
19830 {
19831 setDeskIdToNull();
19832 setMemoToNull();
19833 setTextToNull();
19834 return *this;
19835 }
19836
19840 {
19845 setSideToNull();
19851
19852 if (version() >= 5)
19853 {
19855 }
19856
19858 return *this;
19859 }
19860
19865 static const Char* className()
19866 {
19867 return "QuoteStatusReport402";
19868 }
19869
19876 {
19877 return constructStrRef("QuoteStatusReport402");
19878 }
19879
19882 std::string toString() const;
19883
19886 const void* tail() const
19888 {
19889 return
19890 toOpaquePtr(
19891 (text().end()));
19892 }
19893
19902
19903private:
19904 void checkLength(
19905 EncodedLength length, SchemaVersion version) const
19906 {
19907 const EncodedLength minimalRequiredLength =
19908 minimalBlockLength(version) +
19910 getMinimalVariableFieldsSize(version);
19911
19912 checkBinaryLength(
19913 *this, length, minimalRequiredLength);
19914 }
19915
19917 void checkVarLenFields() const
19918 {
19919 variableLengthFields().
19920 checkTail<DeskIDEncoding>().
19921 checkTail<MemoEncoding>().
19922 checkTail<TextEncoding>();
19923 }
19924
19925 void checkCompatibility() const
19926 {
19927 assert(TemplateId == templateId());
19928
19929 checkSchema<Schema>(schemaId(), version());
19930 checkLength(bufferSize(), version());
19931 checkVarLenFields();
19932 }
19933
19935 struct deskIDAccess
19936 {
19937 DeskIDEncoding&
19938 operator()(
19939 const QuoteStatusReport402& obj) const
19941 {
19942 return obj.
19943 variableLengthFields().
19944 head<DeskIDEncoding>();
19945 }
19946 };
19947
19949 struct memoAccess
19950 {
19951 MemoEncoding&
19952 operator()(
19953 const QuoteStatusReport402& obj) const
19955 {
19956 return obj.
19957 variableLengthFields().
19958 tail<DeskIDEncoding>().
19959 head<MemoEncoding>();
19960 }
19961 };
19962
19964 struct textAccess
19965 {
19966 TextEncoding&
19967 operator()(
19968 const QuoteStatusReport402& obj) const
19970 {
19971 return obj.
19972 variableLengthFields().
19973 tail<DeskIDEncoding>().
19974 tail<MemoEncoding>().
19975 head<TextEncoding>();
19976 }
19977 };
19978
19981 ThisType& setDeskIdToNull()
19983 {
19984 setVariableLengthFieldToNull(deskIDAccess(), *this);
19985
19986 return *this;
19987 }
19988
19991 ThisType& setMemoToNull()
19993 {
19994 setVariableLengthFieldToNull(memoAccess(), *this);
19995
19996 return *this;
19997 }
19998
20001 ThisType& setTextToNull()
20003 {
20004 setVariableLengthFieldToNull(textAccess(), *this);
20005
20006 return *this;
20007 }
20008};
20009
20013: SbeMessage
20014{
20017
20020
20022 enum { TemplateId = 403 };
20023
20026
20029 void* data,
20030 EncodedLength length,
20032 : SbeMessage(data, length, version)
20033 {
20035 checkLength(length, version);
20037 reset();
20038 }
20039
20044 void* data,
20045 EncodedLength length,
20048 : SbeMessage(data, length, version)
20049 {
20051 checkLength(length, version);
20054 }
20055
20058 void* data,
20059 EncodedLength length,
20060 NoInit)
20061 : SbeMessage(data, length)
20062 {
20063 checkCompatibility();
20064 }
20065
20067 explicit
20069 const SbeMessage& message)
20070 : SbeMessage(message)
20071 {
20072 assert(message.valid());
20073
20074 checkCompatibility();
20075 }
20076
20080 void* data,
20081 EncodedLength length,
20082 NoInit,
20083 NoCheck)
20085 : SbeMessage(data, length, NoCheck())
20086 {
20087 assert(schemaId() == Schema::Id);
20088 assert(version() >= Schema::MinimalVersion);
20089 assert(TemplateId == templateId());
20090 }
20091
20097 {
20098 return MessageType::Quote;
20099 }
20100
20102
20108 {
20110
20112 }
20113
20122
20127 {
20129
20130 return ordinary<SecurityID>(offset);
20131 }
20132
20136 {
20138
20139 setOrdinary(offset, value);
20140 return *this;
20141 }
20142
20151
20153
20160 {
20161 return constructStrRef("BVMF");
20162 }
20163
20168 {
20170
20171 return ordinary<QuoteReqID>(offset);
20172 }
20173
20177 {
20179
20180 setOrdinary(offset, value);
20181 return *this;
20182 }
20183
20188 {
20190
20191 return ordinary<QuoteID>(offset);
20192 }
20193
20197 {
20199
20200 setOrdinary(offset, value);
20201 return *this;
20202 }
20203
20208 {
20210
20211 return ordinary<UTCTimestampNanos>(offset);
20212 }
20213
20217 {
20219
20220 setOrdinary(offset, value);
20221 return *this;
20222 }
20223
20227 bool price(Price8Optional& value) const
20229 {
20231
20232 return decimal(value, offset, NullPrice8Optional());
20233 }
20234
20239 {
20241
20242 setOrdinary(offset, value);
20243 return *this;
20244 }
20245
20248 {
20250
20252 return *this;
20253 }
20254
20259 {
20261
20262 return ordinary<Quantity>(offset);
20263 }
20264
20268 {
20270
20271 setOrdinary(offset, value);
20272 return *this;
20273 }
20274
20279 {
20281
20282 return enumeration<Side>(offset);
20283 }
20284
20288 {
20290
20291 setEnumeration<Side>(offset, value);
20292 return *this;
20293 }
20294
20300 {
20302
20303 return enumeration<SettlType>(offset);
20304 }
20305
20310 {
20312
20313 setEnumeration<SettlType>(offset, value);
20314 return *this;
20315 }
20316
20319 bool account(AccountOptional& value) const
20321 {
20323
20324 return ordinary(value, offset, NullAccountOptional());
20325 }
20326
20330 {
20332
20333 setOrdinary(offset, value);
20334 return *this;
20335 }
20336
20339 {
20341
20343 return *this;
20344 }
20345
20350 {
20353
20354 return fixedStr<length>(offset);
20355 }
20356
20360 {
20363
20364 setFixedStr<length>(offset, value);
20365 return *this;
20366 }
20367
20372 {
20375
20376 return fixedStr<length>(offset);
20377 }
20378
20382 {
20385
20386 setFixedStr<length>(offset, value);
20387 return *this;
20388 }
20389
20394 {
20397
20398 return fixedStr<length>(offset);
20399 }
20400
20404 {
20407
20408 setFixedStr<length>(offset, value);
20409 return *this;
20410 }
20411
20416 {
20418
20419 return decimal<Percentage8>(offset);
20420 }
20421
20425 {
20427
20428 setOrdinary(offset, value);
20429 return *this;
20430 }
20431
20436 bool
20438 ExecuteUnderlyingTrade::Enum& value) const
20440 {
20442
20443 return enumeration<ExecuteUnderlyingTrade>(value, offset, NullChar());
20444 }
20445
20449 ThisType&
20453 {
20455
20457 return *this;
20458 }
20459
20462 {
20464
20465 setOrdinary(offset, NullChar());
20466 return *this;
20467 }
20468
20476 {
20477 return Boolean::TrueValue;
20478 }
20479
20483
20490 {
20492
20493 return ordinary<DaysToSettlement>(offset);
20494 }
20495
20501 {
20503
20504 setOrdinary(offset, value);
20505 return *this;
20506 }
20507
20512 {
20515
20516 return ordinary(value, offset, NullAccountOptional(), since);
20517 }
20518
20521 {
20524
20525 setOrdinary(offset, value, since);
20526 return *this;
20527 }
20528
20530 {
20533
20534 setOrdinary(offset, NullAccountOptional(), since);
20535 return *this;
20536 }
20537
20542 {
20543 return getVariableLengthField(deskIDAccess(), *this);
20544 }
20545
20548 StrRef memo() const
20550 {
20551 return getVariableLengthField(memoAccess(), *this);
20552 }
20553
20556 {
20558 deskIDAccess(),
20559 value,
20560 *this);
20561
20562 return *this;
20563 }
20564
20567 {
20569 memoAccess(),
20570 value,
20571 *this);
20572
20573 return *this;
20574 }
20575
20581 {
20582 return
20583 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20584 (version >= 5)
20585 ? 109
20586 : 105;
20587 }
20588
20594 {
20595 return
20596 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20598 }
20599
20604 static
20608 {
20609 return
20610 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20611 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
20612 }
20613
20618 static UInt64 getMaxMessageSize(UInt8)
20620 {
20621 return
20623 }
20624
20628 {
20629 setDeskIdToNull();
20630 setMemoToNull();
20631 return *this;
20632 }
20633
20637 {
20641
20642 if (version() >= 5)
20643 {
20645 }
20646
20648 return *this;
20649 }
20650
20655 static const Char* className()
20656 {
20657 return "Quote403";
20658 }
20659
20666 {
20667 return constructStrRef("Quote403");
20668 }
20669
20672 std::string toString() const;
20673
20676 const void* tail() const
20678 {
20679 return
20680 toOpaquePtr(
20681 (memo().end()));
20682 }
20683
20692
20693private:
20694 void checkLength(
20695 EncodedLength length, SchemaVersion version) const
20696 {
20697 const EncodedLength minimalRequiredLength =
20698 minimalBlockLength(version) +
20700 getMinimalVariableFieldsSize(version);
20701
20702 checkBinaryLength(
20703 *this, length, minimalRequiredLength);
20704 }
20705
20707 void checkVarLenFields() const
20708 {
20709 variableLengthFields().
20710 checkTail<DeskIDEncoding>().
20711 checkTail<MemoEncoding>();
20712 }
20713
20714 void checkCompatibility() const
20715 {
20716 assert(TemplateId == templateId());
20717
20718 checkSchema<Schema>(schemaId(), version());
20719 checkLength(bufferSize(), version());
20720 checkVarLenFields();
20721 }
20722
20724 struct deskIDAccess
20725 {
20726 DeskIDEncoding& operator()(const Quote403& obj) const
20728 {
20729 return obj.
20730 variableLengthFields().
20731 head<DeskIDEncoding>();
20732 }
20733 };
20734
20736 struct memoAccess
20737 {
20738 MemoEncoding& operator()(const Quote403& obj) const
20740 {
20741 return obj.
20742 variableLengthFields().
20743 tail<DeskIDEncoding>().
20744 head<MemoEncoding>();
20745 }
20746 };
20747
20750 ThisType& setDeskIdToNull()
20752 {
20753 setVariableLengthFieldToNull(deskIDAccess(), *this);
20754
20755 return *this;
20756 }
20757
20760 ThisType& setMemoToNull()
20762 {
20763 setVariableLengthFieldToNull(memoAccess(), *this);
20764
20765 return *this;
20766 }
20767};
20768
20772: SbeMessage
20773{
20776
20779
20781 enum { TemplateId = 404 };
20782
20785
20788 void* data,
20789 EncodedLength length,
20791 : SbeMessage(data, length, version)
20792 {
20794 checkLength(length, version);
20796 reset();
20797 }
20798
20803 void* data,
20804 EncodedLength length,
20807 : SbeMessage(data, length, version)
20808 {
20810 checkLength(length, version);
20813 }
20814
20817 void* data,
20818 EncodedLength length,
20819 NoInit)
20820 : SbeMessage(data, length)
20821 {
20822 checkCompatibility();
20823 }
20824
20826 explicit
20828 const SbeMessage& message)
20829 : SbeMessage(message)
20830 {
20831 assert(message.valid());
20832
20833 checkCompatibility();
20834 }
20835
20839 void* data,
20840 EncodedLength length,
20841 NoInit,
20842 NoCheck)
20844 : SbeMessage(data, length, NoCheck())
20845 {
20846 assert(schemaId() == Schema::Id);
20847 assert(version() >= Schema::MinimalVersion);
20848 assert(TemplateId == templateId());
20849 }
20850
20859
20861
20867 {
20869
20871 }
20872
20881
20886 {
20888
20889 return ordinary<SecurityID>(offset);
20890 }
20891
20895 {
20897
20898 setOrdinary(offset, value);
20899 return *this;
20900 }
20901
20910
20912
20919 {
20920 return constructStrRef("BVMF");
20921 }
20922
20925 bool
20927 QuoteReqIDOptional& value) const
20929 {
20931
20932 return ordinary(value, offset, NullQuoteReqIDOptional());
20933 }
20934
20938 {
20940
20941 setOrdinary(offset, value);
20942 return *this;
20943 }
20944
20947 {
20949
20951 return *this;
20952 }
20953
20956 bool quoteId(QuoteIDOptional& value) const
20958 {
20960
20961 return ordinary(value, offset, NullQuoteIDOptional());
20962 }
20963
20967 {
20969
20970 setOrdinary(offset, value);
20971 return *this;
20972 }
20973
20976 {
20978
20980 return *this;
20981 }
20982
20991
20993
20996 bool account(AccountOptional& value) const
20998 {
21000
21001 return ordinary(value, offset, NullAccountOptional());
21002 }
21003
21007 {
21009
21010 setOrdinary(offset, value);
21011 return *this;
21012 }
21013
21016 {
21018
21020 return *this;
21021 }
21022
21027 {
21030
21031 return fixedStr<length>(offset);
21032 }
21033
21037 {
21040
21041 setFixedStr<length>(offset, value);
21042 return *this;
21043 }
21044
21049 {
21052
21053 return fixedStr<length>(offset);
21054 }
21055
21059 {
21062
21063 setFixedStr<length>(offset, value);
21064 return *this;
21065 }
21066
21071 {
21074
21075 return fixedStr<length>(offset);
21076 }
21077
21081 {
21084
21085 setFixedStr<length>(offset, value);
21086 return *this;
21087 }
21088
21096 {
21097 return Boolean::TrueValue;
21098 }
21099
21103
21108 {
21109 return getVariableLengthField(deskIDAccess(), *this);
21110 }
21111
21114 StrRef memo() const
21116 {
21117 return getVariableLengthField(memoAccess(), *this);
21118 }
21119
21122 {
21124 deskIDAccess(),
21125 value,
21126 *this);
21127
21128 return *this;
21129 }
21130
21133 {
21135 memoAccess(),
21136 value,
21137 *this);
21138
21139 return *this;
21140 }
21141
21145 static
21146 BlockLength
21150 {
21151 return
21152 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21153 68;
21154 }
21155
21161 {
21162 return
21163 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21165 }
21166
21171 static
21175 {
21176 return
21177 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21178 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
21179 }
21180
21185 static UInt64 getMaxMessageSize(UInt8)
21187 {
21188 return
21190 }
21191
21195 {
21196 setDeskIdToNull();
21197 setMemoToNull();
21198 return *this;
21199 }
21200
21204 {
21208
21210 return *this;
21211 }
21212
21217 static const Char* className()
21218 {
21219 return "QuoteCancel404";
21220 }
21221
21228 {
21229 return constructStrRef("QuoteCancel404");
21230 }
21231
21234 std::string toString() const;
21235
21238 const void* tail() const
21240 {
21241 return
21242 toOpaquePtr(
21243 (memo().end()));
21244 }
21245
21254
21255private:
21256 void checkLength(
21257 EncodedLength length, SchemaVersion version) const
21258 {
21259 const EncodedLength minimalRequiredLength =
21260 minimalBlockLength(version) +
21262 getMinimalVariableFieldsSize(version);
21263
21264 checkBinaryLength(
21265 *this, length, minimalRequiredLength);
21266 }
21267
21269 void checkVarLenFields() const
21270 {
21271 variableLengthFields().
21272 checkTail<DeskIDEncoding>().
21273 checkTail<MemoEncoding>();
21274 }
21275
21276 void checkCompatibility() const
21277 {
21278 assert(TemplateId == templateId());
21279
21280 checkSchema<Schema>(schemaId(), version());
21281 checkLength(bufferSize(), version());
21282 checkVarLenFields();
21283 }
21284
21286 struct deskIDAccess
21287 {
21288 DeskIDEncoding&
21289 operator()(
21290 const QuoteCancel404& obj) const
21292 {
21293 return obj.
21294 variableLengthFields().
21295 head<DeskIDEncoding>();
21296 }
21297 };
21298
21300 struct memoAccess
21301 {
21302 MemoEncoding&
21303 operator()(
21304 const QuoteCancel404& obj) const
21306 {
21307 return obj.
21308 variableLengthFields().
21309 tail<DeskIDEncoding>().
21310 head<MemoEncoding>();
21311 }
21312 };
21313
21316 ThisType& setDeskIdToNull()
21318 {
21319 setVariableLengthFieldToNull(deskIDAccess(), *this);
21320
21321 return *this;
21322 }
21323
21326 ThisType& setMemoToNull()
21328 {
21329 setVariableLengthFieldToNull(memoAccess(), *this);
21330
21331 return *this;
21332 }
21333};
21334
21338: SbeMessage
21339{
21342
21345
21347 enum { TemplateId = 405 };
21348
21353 <
21355 >
21356 {
21358 typedef
21360 <
21362 >
21364
21367
21371 void* data,
21372 EncodedLength length,
21374 : Base(data, numericCast<Base::BlockLength>(length), version)
21375 {
21377 assert(length >= minimalBlockLength(version));
21378 }
21379
21383 {
21384 return *this;
21385 }
21386
21390 {
21392
21393 if (version() >= 5)
21394 {
21396 }
21397
21399 return *this;
21400 }
21401
21406 {
21408
21409 return enumeration<Side>(offset);
21410 }
21411
21415 {
21417
21418 setEnumeration<Side>(offset, value);
21419 return *this;
21420 }
21421
21424 bool account(AccountOptional& value) const
21426 {
21428
21429 return ordinary(value, offset, NullAccountOptional());
21430 }
21431
21435 {
21437
21438 setOrdinary(offset, value);
21439 return *this;
21440 }
21441
21444 {
21446
21448 return *this;
21449 }
21450
21455 {
21458
21459 return ordinary(value, offset, NullAccountOptional(), since);
21460 }
21461
21464 {
21467
21468 setOrdinary(offset, value, since);
21469 return *this;
21470 }
21471
21473 {
21476
21477 setOrdinary(offset, NullAccountOptional(), since);
21478 return *this;
21479 }
21480
21487 {
21488 return
21489 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21491 }
21492
21499 {
21500 return
21501 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21502 (version >= 5)
21503 ? 9
21504 : 5;
21505 }
21506
21511 static const Char* className()
21512 {
21513 return "QuoteRequestReject405.SidesEntry";
21514 }
21515 };
21516
21518 typedef
21521
21524
21527 void* data,
21528 EncodedLength length,
21530 : SbeMessage(data, length, version)
21531 {
21533 checkLength(length, version);
21535 reset();
21536 }
21537
21542 void* data,
21543 EncodedLength length,
21546 : SbeMessage(data, length, version)
21547 {
21549 checkLength(length, version);
21552 }
21553
21556 void* data,
21557 EncodedLength length,
21558 NoInit)
21559 : SbeMessage(data, length)
21560 {
21561 checkCompatibility();
21562 }
21563
21565 explicit
21567 const SbeMessage& message)
21568 : SbeMessage(message)
21569 {
21570 assert(message.valid());
21571
21572 checkCompatibility();
21573 }
21574
21578 void* data,
21579 EncodedLength length,
21580 NoInit,
21581 NoCheck)
21583 : SbeMessage(data, length, NoCheck())
21584 {
21585 assert(schemaId() == Schema::Id);
21586 assert(version() >= Schema::MinimalVersion);
21587 assert(TemplateId == templateId());
21588 }
21589
21598
21600
21606 {
21608
21610 }
21611
21620
21625 {
21627
21628 return ordinary(value, offset, NullRejReasonOptional());
21629 }
21630
21634 {
21636
21637 setOrdinary(offset, value);
21638 return *this;
21639 }
21640
21643 {
21645
21647 return *this;
21648 }
21649
21654 {
21656
21657 return ordinary<SecurityID>(offset);
21658 }
21659
21663 {
21665
21666 setOrdinary(offset, value);
21667 return *this;
21668 }
21669
21678
21680
21687 {
21688 return constructStrRef("BVMF");
21689 }
21690
21695 {
21697
21698 return ordinary<QuoteReqID>(offset);
21699 }
21700
21704 {
21706
21707 setOrdinary(offset, value);
21708 return *this;
21709 }
21710
21713 bool quoteId(QuoteIDOptional& value) const
21715 {
21717
21718 return ordinary(value, offset, NullQuoteIDOptional());
21719 }
21720
21724 {
21726
21727 setOrdinary(offset, value);
21728 return *this;
21729 }
21730
21733 {
21735
21737 return *this;
21738 }
21739
21743 bool tradeId(TradeIDOptional& value) const
21745 {
21747
21748 return ordinary(value, offset, NullTradeIDOptional());
21749 }
21750
21755 {
21757
21758 setOrdinary(offset, value);
21759 return *this;
21760 }
21761
21764 {
21766
21768 return *this;
21769 }
21770
21776 {
21778
21779 return ordinary<Firm>(offset);
21780 }
21781
21786 {
21788
21789 setOrdinary(offset, value);
21790 return *this;
21791 }
21792
21797 {
21799
21800 return ordinary<UTCTimestampNanos>(offset);
21801 }
21802
21806 {
21808
21809 setOrdinary(offset, value);
21810 return *this;
21811 }
21812
21817 {
21820
21821 return fixedStr<length>(offset);
21822 }
21823
21827 {
21830
21831 setFixedStr<length>(offset, value);
21832 return *this;
21833 }
21834
21838 bool settlType(SettlType::Enum& value) const
21840 {
21842
21843 return enumeration<SettlType>(value, offset, NullChar());
21844 }
21845
21850 {
21852
21853 setEnumeration<SettlType>(offset, value);
21854 return *this;
21855 }
21856
21859 {
21861
21862 setOrdinary(offset, NullChar());
21863 return *this;
21864 }
21865
21869 bool price(Price8Optional& value) const
21871 {
21873
21874 return decimal(value, offset, NullPrice8Optional());
21875 }
21876
21881 {
21883
21884 setOrdinary(offset, value);
21885 return *this;
21886 }
21887
21890 {
21892
21894 return *this;
21895 }
21896
21899 bool orderQty(QuantityOptional& value) const
21901 {
21903
21904 return ordinary(value, offset, NullQuantityOptional());
21905 }
21906
21910 {
21912
21913 setOrdinary(offset, value);
21914 return *this;
21915 }
21916
21919 {
21921
21923 return *this;
21924 }
21925
21930 {
21933
21934 return fixedStr<length>(offset);
21935 }
21936
21940 {
21943
21944 setFixedStr<length>(offset, value);
21945 return *this;
21946 }
21947
21952 {
21955
21956 return fixedStr<length>(offset);
21957 }
21958
21962 {
21965
21966 setFixedStr<length>(offset, value);
21967 return *this;
21968 }
21969
21972 bool
21974 Percentage8Optional& value) const
21976 {
21978
21979 return decimal(value, offset, NullPercentage8Optional());
21980 }
21981
21983 ThisType&
21985 Percentage8Optional value)
21987 {
21989
21990 setOrdinary(offset, value);
21991 return *this;
21992 }
21993
21996 {
21998
22000 return *this;
22001 }
22002
22010 {
22011 return Boolean::TrueValue;
22012 }
22013
22017
22022 bool
22024 DaysToSettlementOptional& value) const
22026 {
22028
22029 return ordinary(value, offset, NullDaysToSettlementOptional());
22030 }
22031
22035 ThisType&
22039 {
22041
22042 setOrdinary(offset, value);
22043 return *this;
22044 }
22045
22048 {
22050
22052 return *this;
22053 }
22054
22057 Sides sides() const
22059 {
22060 return getGroup<Sides>(SidesAccess(), *this);
22061 }
22062
22067 {
22068 return getGroup<Sides>(SidesAccess(), *this);
22069 }
22070
22075 {
22076 return constructGroup<Sides>(
22077 SidesAccess(),
22078 length,
22079 *this);
22080 }
22081
22084 Sides
22086 Sides::Size length,
22088 {
22089 return setupGroup<Sides>(
22090 SidesAccess(),
22091 length,
22092 *this);
22093 }
22094
22099 {
22100 return getVariableLengthField(deskIDAccess(), *this);
22101 }
22102
22105 StrRef memo() const
22107 {
22108 return getVariableLengthField(memoAccess(), *this);
22109 }
22110
22113 StrRef text() const
22115 {
22116 return getVariableLengthField(textAccess(), *this);
22117 }
22118
22121 {
22123 deskIDAccess(),
22124 value,
22125 *this);
22126
22127 return *this;
22128 }
22129
22132 {
22134 memoAccess(),
22135 value,
22136 *this);
22137
22138 return *this;
22139 }
22140
22143 {
22145 textAccess(),
22146 value,
22147 *this);
22148
22149 return *this;
22150 }
22151
22155 static
22156 BlockLength
22160 {
22161 return
22162 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22163 111;
22164 }
22165
22171 {
22172 return
22173 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22175 }
22176
22181 static
22185 {
22186 return
22187 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22189 }
22190
22195 static UInt64 getMaxMessageSize(UInt8)
22197 {
22198 return
22200 }
22201
22205 {
22206 setSidesToNull();
22207 setDeskIdToNull();
22208 setMemoToNull();
22209 setTextToNull();
22210 return *this;
22211 }
22212
22216 {
22225
22227 return *this;
22228 }
22229
22234 static const Char* className()
22235 {
22236 return "QuoteRequestReject405";
22237 }
22238
22245 {
22246 return constructStrRef("QuoteRequestReject405");
22247 }
22248
22251 std::string toString() const;
22252
22255 const void* tail() const
22257 {
22258 return
22259 toOpaquePtr(
22260 (text().end()));
22261 }
22262
22271
22272private:
22273 void checkLength(
22274 EncodedLength length, SchemaVersion version) const
22275 {
22276 const EncodedLength minimalRequiredLength =
22277 minimalBlockLength(version) +
22279 getMinimalVariableFieldsSize(version);
22280
22281 checkBinaryLength(
22282 *this, length, minimalRequiredLength);
22283 }
22284
22286 void checkVarLenFields() const
22287 {
22288 groups().
22289 checkVariableLengthFields<Sides>().
22290 checkTail<DeskIDEncoding>().
22291 checkTail<MemoEncoding>().
22292 checkTail<TextEncoding>();
22293 }
22294
22295 void checkCompatibility() const
22296 {
22297 assert(TemplateId == templateId());
22298
22299 checkSchema<Schema>(schemaId(), version());
22300 checkLength(bufferSize(), version());
22301 checkVarLenFields();
22302 }
22303
22305 struct SidesAccess
22306 {
22307 Sides
22308 operator()(
22309 const QuoteRequestReject405& obj) const
22311 {
22312 return obj.
22313 groups().
22314 head<Sides>();
22315 }
22316 };
22317
22320 void setSidesToNull()
22322 {
22323 resetGroup<Sides>(SidesAccess(), *this);
22324 }
22325
22327 struct deskIDAccess
22328 {
22329 DeskIDEncoding&
22330 operator()(
22331 const QuoteRequestReject405& obj) const
22333 {
22334 return obj.
22335 groups().
22336 variableLengthFields<Sides>().
22337 head<DeskIDEncoding>();
22338 }
22339 };
22340
22342 struct memoAccess
22343 {
22344 MemoEncoding&
22345 operator()(
22346 const QuoteRequestReject405& obj) const
22348 {
22349 return obj.
22350 groups().
22351 variableLengthFields<Sides>().
22352 tail<DeskIDEncoding>().
22353 head<MemoEncoding>();
22354 }
22355 };
22356
22358 struct textAccess
22359 {
22360 TextEncoding&
22361 operator()(
22362 const QuoteRequestReject405& obj) const
22364 {
22365 return obj.
22366 groups().
22367 variableLengthFields<Sides>().
22368 tail<DeskIDEncoding>().
22369 tail<MemoEncoding>().
22370 head<TextEncoding>();
22371 }
22372 };
22373
22376 ThisType& setDeskIdToNull()
22378 {
22379 setVariableLengthFieldToNull(deskIDAccess(), *this);
22380
22381 return *this;
22382 }
22383
22386 ThisType& setMemoToNull()
22388 {
22389 setVariableLengthFieldToNull(memoAccess(), *this);
22390
22391 return *this;
22392 }
22393
22396 ThisType& setTextToNull()
22398 {
22399 setVariableLengthFieldToNull(textAccess(), *this);
22400
22401 return *this;
22402 }
22403};
22404
22408: SbeMessage
22409{
22412
22415
22417 enum { TemplateId = 501 };
22418
22421
22424 void* data,
22425 EncodedLength length,
22427 : SbeMessage(data, length, version)
22428 {
22430 checkLength(length, version);
22432 reset();
22433 }
22434
22439 void* data,
22440 EncodedLength length,
22443 : SbeMessage(data, length, version)
22444 {
22446 checkLength(length, version);
22449 }
22450
22453 void* data,
22454 EncodedLength length,
22455 NoInit)
22456 : SbeMessage(data, length)
22457 {
22458 checkCompatibility();
22459 }
22460
22462 explicit
22464 const SbeMessage& message)
22465 : SbeMessage(message)
22466 {
22467 assert(message.valid());
22468
22469 checkCompatibility();
22470 }
22471
22475 void* data,
22476 EncodedLength length,
22477 NoInit,
22478 NoCheck)
22480 : SbeMessage(data, length, NoCheck())
22481 {
22482 assert(schemaId() == Schema::Id);
22483 assert(version() >= Schema::MinimalVersion);
22484 assert(TemplateId == templateId());
22485 }
22486
22495
22497
22503 {
22505
22507 }
22508
22516
22521 {
22523
22524 return ordinary<PosReqID>(offset);
22525 }
22526
22530 {
22532
22533 setOrdinary(offset, value);
22534 return *this;
22535 }
22536
22541 {
22543
22544 return ordinary<SecurityID>(offset);
22545 }
22546
22550 {
22552
22553 setOrdinary(offset, value);
22554 return *this;
22555 }
22556
22565
22567
22574 {
22575 return constructStrRef("BVMF");
22576 }
22577
22583 {
22585
22586 return ordinary(value, offset, NullPosReqIDOptional());
22587 }
22588
22593 {
22595
22596 setOrdinary(offset, value);
22597 return *this;
22598 }
22599
22602 {
22604
22606 return *this;
22607 }
22608
22612 bool
22614 PosMaintRptIDOptional& value) const
22616 {
22618
22619 return ordinary(value, offset, NullPosMaintRptIDOptional());
22620 }
22621
22624 ThisType&
22628 {
22630
22631 setOrdinary(offset, value);
22632 return *this;
22633 }
22634
22637 {
22639
22641 return *this;
22642 }
22643
22648 {
22651
22652 return fixedStr<length>(offset);
22653 }
22654
22658 {
22661
22662 setFixedStr<length>(offset, value);
22663 return *this;
22664 }
22665
22670 {
22673
22674 return fixedStr<length>(offset);
22675 }
22676
22680 {
22683
22684 setFixedStr<length>(offset, value);
22685 return *this;
22686 }
22687
22691 static
22692 BlockLength
22696 {
22697 return
22698 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22699 65;
22700 }
22701
22707 {
22708 return
22709 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22711 }
22712
22717 static
22721 {
22722 return
22723 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22724 0;
22725 }
22726
22731 static UInt64 getMaxMessageSize(UInt8)
22733 {
22734 return
22735 static_cast<UInt64>(MessageHeaderBuilder::Size) +
22737 }
22738
22742 {
22743 return *this;
22744 }
22745
22749 {
22752
22754 return *this;
22755 }
22756
22761 static const Char* className()
22762 {
22763 return "PositionMaintenanceCancelRequest501";
22764 }
22765
22772 {
22773 return constructStrRef(
22774 "PositionMaintenanceCancelRequest501");
22775 }
22776
22779 std::string toString() const;
22780
22783 const void* tail() const
22785 {
22786 return
22787 toOpaquePtr(
22788 advanceByBytes(
22789 binary(),
22790 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
22792 }
22793
22802
22803private:
22804 void checkLength(
22805 EncodedLength length, SchemaVersion version) const
22806 {
22807 const EncodedLength minimalRequiredLength =
22808 minimalBlockLength(version) +
22810 getMinimalVariableFieldsSize(version);
22811
22812 checkBinaryLength(
22813 *this, length, minimalRequiredLength);
22814 }
22815
22816 void checkCompatibility() const
22817 {
22818 assert(TemplateId == templateId());
22819
22820 checkSchema<Schema>(schemaId(), version());
22821 checkLength(bufferSize(), version());
22822 }
22823};
22824
22828: SbeMessage
22829{
22832
22835
22837 enum { TemplateId = 502 };
22838
22841
22844 void* data,
22845 EncodedLength length,
22847 : SbeMessage(data, length, version)
22848 {
22850 checkLength(length, version);
22852 reset();
22853 }
22854
22859 void* data,
22860 EncodedLength length,
22863 : SbeMessage(data, length, version)
22864 {
22866 checkLength(length, version);
22869 }
22870
22873 void* data,
22874 EncodedLength length,
22875 NoInit)
22876 : SbeMessage(data, length)
22877 {
22878 checkCompatibility();
22879 }
22880
22882 explicit
22884 const SbeMessage& message)
22885 : SbeMessage(message)
22886 {
22887 assert(message.valid());
22888
22889 checkCompatibility();
22890 }
22891
22895 void* data,
22896 EncodedLength length,
22897 NoInit,
22898 NoCheck)
22900 : SbeMessage(data, length, NoCheck())
22901 {
22902 assert(schemaId() == Schema::Id);
22903 assert(version() >= Schema::MinimalVersion);
22904 assert(TemplateId == templateId());
22905 }
22906
22915
22917
22923 {
22925
22927 }
22928
22936
22941 {
22943
22944 return ordinary<PosReqID>(offset);
22945 }
22946
22950 {
22952
22953 setOrdinary(offset, value);
22954 return *this;
22955 }
22956
22961 {
22963
22964 return ordinary<SecurityID>(offset);
22965 }
22966
22970 {
22972
22973 setOrdinary(offset, value);
22974 return *this;
22975 }
22976
22985
22987
22994 {
22995 return constructStrRef("BVMF");
22996 }
22997
23001 bool
23003 PriceOffsetOptional& value) const
23005 {
23007
23008 return decimal(value, offset, NullPriceOffsetOptional());
23009 }
23010
23013 ThisType&
23015 PriceOffsetOptional value)
23017 {
23019
23020 setOrdinary(offset, value);
23021 return *this;
23022 }
23023
23026 {
23028
23030 return *this;
23031 }
23032
23035 bool account(AccountOptional& value) const
23037 {
23039
23040 return ordinary(value, offset, NullAccountOptional());
23041 }
23042
23046 {
23048
23049 setOrdinary(offset, value);
23050 return *this;
23051 }
23052
23055 {
23057
23059 return *this;
23060 }
23061
23066 {
23069
23070 return fixedStr<length>(offset);
23071 }
23072
23076 {
23079
23080 setFixedStr<length>(offset, value);
23081 return *this;
23082 }
23083
23088 {
23090
23091 return enumeration<PosTransType>(offset);
23092 }
23093
23097 {
23099
23100 setEnumeration<PosTransType>(offset, value);
23101 return *this;
23102 }
23103
23114
23119 {
23121
23122 setOrdinary(offset, timestampToLocalMktDate(value));
23123 return *this;
23124 }
23125
23141
23151 {
23153
23154 setEnumeration<Boolean>(offset, value);
23155 return *this;
23156 }
23157
23162 {
23165
23166 return fixedStr<length>(offset);
23167 }
23168
23172 {
23175
23176 setFixedStr<length>(offset, value);
23177 return *this;
23178 }
23179
23185 {
23187 }
23188
23190
23195 {
23197
23198 return ordinary<Quantity>(offset);
23199 }
23200
23204 {
23206
23207 setOrdinary(offset, value);
23208 return *this;
23209 }
23210
23215 {
23216 return getVariableLengthField(deskIDAccess(), *this);
23217 }
23218
23221 StrRef memo() const
23223 {
23224 return getVariableLengthField(memoAccess(), *this);
23225 }
23226
23229 {
23231 deskIDAccess(),
23232 value,
23233 *this);
23234
23235 return *this;
23236 }
23237
23240 {
23242 memoAccess(),
23243 value,
23244 *this);
23245
23246 return *this;
23247 }
23248
23252 static
23253 BlockLength
23257 {
23258 return
23259 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23260 73;
23261 }
23262
23268 {
23269 return
23270 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23272 }
23273
23278 static
23282 {
23283 return
23284 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23285 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
23286 }
23287
23292 static UInt64 getMaxMessageSize(UInt8)
23294 {
23295 return
23297 }
23298
23302 {
23303 setDeskIdToNull();
23304 setMemoToNull();
23305 return *this;
23306 }
23307
23311 {
23314
23316 return *this;
23317 }
23318
23323 static const Char* className()
23324 {
23325 return "PositionMaintenanceRequest502";
23326 }
23327
23334 {
23335 return constructStrRef(
23336 "PositionMaintenanceRequest502");
23337 }
23338
23341 std::string toString() const;
23342
23345 const void* tail() const
23347 {
23348 return
23349 toOpaquePtr(
23350 (memo().end()));
23351 }
23352
23361
23362private:
23363 void checkLength(
23364 EncodedLength length, SchemaVersion version) const
23365 {
23366 const EncodedLength minimalRequiredLength =
23367 minimalBlockLength(version) +
23369 getMinimalVariableFieldsSize(version);
23370
23371 checkBinaryLength(
23372 *this, length, minimalRequiredLength);
23373 }
23374
23376 void checkVarLenFields() const
23377 {
23378 variableLengthFields().
23379 checkTail<DeskIDEncoding>().
23380 checkTail<MemoEncoding>();
23381 }
23382
23383 void checkCompatibility() const
23384 {
23385 assert(TemplateId == templateId());
23386
23387 checkSchema<Schema>(schemaId(), version());
23388 checkLength(bufferSize(), version());
23389 checkVarLenFields();
23390 }
23391
23393 struct deskIDAccess
23394 {
23395 DeskIDEncoding&
23396 operator()(
23397 const PositionMaintenanceRequest502& obj) const
23399 {
23400 return obj.
23401 variableLengthFields().
23402 head<DeskIDEncoding>();
23403 }
23404 };
23405
23407 struct memoAccess
23408 {
23409 MemoEncoding&
23410 operator()(
23411 const PositionMaintenanceRequest502& obj) const
23413 {
23414 return obj.
23415 variableLengthFields().
23416 tail<DeskIDEncoding>().
23417 head<MemoEncoding>();
23418 }
23419 };
23420
23423 ThisType& setDeskIdToNull()
23425 {
23426 setVariableLengthFieldToNull(deskIDAccess(), *this);
23427
23428 return *this;
23429 }
23430
23433 ThisType& setMemoToNull()
23435 {
23436 setVariableLengthFieldToNull(memoAccess(), *this);
23437
23438 return *this;
23439 }
23440};
23441
23445: SbeMessage
23446{
23449
23452
23454 enum { TemplateId = 503 };
23455
23460 <
23462 >
23463 {
23465 typedef
23467 <
23469 >
23471
23474
23478 void* data,
23479 EncodedLength length,
23481 : Base(data, numericCast<Base::BlockLength>(length), version)
23482 {
23484 assert(length >= minimalBlockLength(version));
23485 }
23486
23490 {
23491 return *this;
23492 }
23493
23497 {
23500
23502 return *this;
23503 }
23504
23509 {
23511
23512 return enumeration<PosType>(offset);
23513 }
23514
23518 {
23520
23521 setEnumeration<PosType>(offset, value);
23522 return *this;
23523 }
23524
23527 bool longQty(QuantityOptional& value) const
23529 {
23531
23532 return ordinary(value, offset, NullQuantityOptional());
23533 }
23534
23538 {
23540
23541 setOrdinary(offset, value);
23542 return *this;
23543 }
23544
23547 {
23549
23551 return *this;
23552 }
23553
23556 bool shortQty(QuantityOptional& value) const
23558 {
23560
23561 return ordinary(value, offset, NullQuantityOptional());
23562 }
23563
23567 {
23569
23570 setOrdinary(offset, value);
23571 return *this;
23572 }
23573
23576 {
23578
23580 return *this;
23581 }
23582
23589 {
23590 return
23591 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23593 }
23594
23599 static
23604 {
23605 return
23606 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23607 17;
23608 }
23609
23614 static const Char* className()
23615 {
23616 return "PositionMaintenanceReport503.PositionsEntry";
23617 }
23618 };
23619
23621 typedef
23624
23627
23630 void* data,
23631 EncodedLength length,
23633 : SbeMessage(data, length, version)
23634 {
23636 checkLength(length, version);
23638 reset();
23639 }
23640
23645 void* data,
23646 EncodedLength length,
23649 : SbeMessage(data, length, version)
23650 {
23652 checkLength(length, version);
23655 }
23656
23659 void* data,
23660 EncodedLength length,
23661 NoInit)
23662 : SbeMessage(data, length)
23663 {
23664 checkCompatibility();
23665 }
23666
23668 explicit
23670 const SbeMessage& message)
23671 : SbeMessage(message)
23672 {
23673 assert(message.valid());
23674
23675 checkCompatibility();
23676 }
23677
23681 void* data,
23682 EncodedLength length,
23683 NoInit,
23684 NoCheck)
23686 : SbeMessage(data, length, NoCheck())
23687 {
23688 assert(schemaId() == Schema::Id);
23689 assert(version() >= Schema::MinimalVersion);
23690 assert(TemplateId == templateId());
23691 }
23692
23701
23703
23709 {
23711
23713 }
23714
23722
23725 bool posReqId(PosReqIDOptional& value) const
23727 {
23729
23730 return ordinary(value, offset, NullPosReqIDOptional());
23731 }
23732
23736 {
23738
23739 setOrdinary(offset, value);
23740 return *this;
23741 }
23742
23745 {
23747
23749 return *this;
23750 }
23751
23756 {
23758
23759 return ordinary<SecurityID>(offset);
23760 }
23761
23765 {
23767
23768 setOrdinary(offset, value);
23769 return *this;
23770 }
23771
23780
23782
23789 {
23790 return constructStrRef("BVMF");
23791 }
23792
23797 {
23799
23800 return ordinary<PosMaintRptID>(offset);
23801 }
23802
23806 {
23808
23809 setOrdinary(offset, value);
23810 return *this;
23811 }
23812
23817 {
23819
23820 return enumeration<PosTransType>(offset);
23821 }
23822
23826 {
23828
23829 setEnumeration<PosTransType>(offset, value);
23830 return *this;
23831 }
23832
23842
23844 ThisType&
23848 {
23850
23851 setEnumeration<PosMaintAction>(offset, value);
23852 return *this;
23853 }
23854
23864
23866 ThisType&
23870 {
23872
23873 setEnumeration<PosMaintStatus>(offset, value);
23874 return *this;
23875 }
23876
23881 bool tradeId(TradeIDOptional& value) const
23883 {
23885
23886 return ordinary(value, offset, NullTradeIDOptional());
23887 }
23888
23894 {
23896
23897 setOrdinary(offset, value);
23898 return *this;
23899 }
23900
23903 {
23905
23907 return *this;
23908 }
23909
23915 {
23917
23918 return ordinary(value, offset, NullPosReqIDOptional());
23919 }
23920
23925 {
23927
23928 setOrdinary(offset, value);
23929 return *this;
23930 }
23931
23934 {
23936
23938 return *this;
23939 }
23940
23945 {
23947
23948 return enumeration<AccountType>(value, offset, NullUint8EnumEncoding());
23949 }
23950
23954 {
23956
23957 setEnumeration<AccountType>(offset, value);
23958 return *this;
23959 }
23960
23963 {
23965
23967 return *this;
23968 }
23969
23980
23985 {
23987
23988 setOrdinary(offset, timestampToLocalMktDate(value));
23989 return *this;
23990 }
23991
23995 bool
23997 PriceOffsetOptional& value) const
23999 {
24001
24002 return decimal(value, offset, NullPriceOffsetOptional());
24003 }
24004
24007 ThisType&
24009 PriceOffsetOptional value)
24011 {
24013
24014 setOrdinary(offset, value);
24015 return *this;
24016 }
24017
24020 {
24022
24024 return *this;
24025 }
24026
24031 {
24033
24034 return ordinary<UTCTimestampNanos>(offset);
24035 }
24036
24040 {
24042
24043 setOrdinary(offset, value);
24044 return *this;
24045 }
24046
24049 bool account(AccountOptional& value) const
24051 {
24053
24054 return ordinary(value, offset, NullAccountOptional());
24055 }
24056
24060 {
24062
24063 setOrdinary(offset, value);
24064 return *this;
24065 }
24066
24069 {
24071
24073 return *this;
24074 }
24075
24080 {
24083
24084 return fixedStr<length>(offset);
24085 }
24086
24090 {
24093
24094 setFixedStr<length>(offset, value);
24095 return *this;
24096 }
24097
24103 {
24105
24106 return ordinary(value, offset, NullRejReasonOptional());
24107 }
24108
24113 {
24115
24116 setOrdinary(offset, value);
24117 return *this;
24118 }
24119
24122 {
24124
24126 return *this;
24127 }
24128
24144
24154 {
24156
24157 setEnumeration<Boolean>(offset, value);
24158 return *this;
24159 }
24160
24165 {
24166 return getGroup<Positions>(PositionsAccess(), *this);
24167 }
24168
24173 {
24174 return getGroup<Positions>(PositionsAccess(), *this);
24175 }
24176
24181 {
24183 PositionsAccess(),
24184 length,
24185 *this);
24186 }
24187
24190 Positions
24192 Positions::Size length,
24194 {
24195 return setupGroup<Positions>(
24196 PositionsAccess(),
24197 length,
24198 *this);
24199 }
24200
24205 {
24206 return getVariableLengthField(deskIDAccess(), *this);
24207 }
24208
24211 StrRef memo() const
24213 {
24214 return getVariableLengthField(memoAccess(), *this);
24215 }
24216
24219 StrRef text() const
24221 {
24222 return getVariableLengthField(textAccess(), *this);
24223 }
24224
24227 {
24229 deskIDAccess(),
24230 value,
24231 *this);
24232
24233 return *this;
24234 }
24235
24238 {
24240 memoAccess(),
24241 value,
24242 *this);
24243
24244 return *this;
24245 }
24246
24249 {
24251 textAccess(),
24252 value,
24253 *this);
24254
24255 return *this;
24256 }
24257
24261 static
24262 BlockLength
24266 {
24267 return
24268 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24269 95;
24270 }
24271
24277 {
24278 return
24279 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24281 }
24282
24287 static
24291 {
24292 return
24293 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24295 }
24296
24301 static UInt64 getMaxMessageSize(UInt8)
24303 {
24304 return
24306 }
24307
24311 {
24312 setPositionsToNull();
24313 setDeskIdToNull();
24314 setMemoToNull();
24315 setTextToNull();
24316 return *this;
24317 }
24318
24322 {
24330
24332 return *this;
24333 }
24334
24339 static const Char* className()
24340 {
24341 return "PositionMaintenanceReport503";
24342 }
24343
24350 {
24351 return constructStrRef(
24352 "PositionMaintenanceReport503");
24353 }
24354
24357 std::string toString() const;
24358
24361 const void* tail() const
24363 {
24364 return
24365 toOpaquePtr(
24366 (text().end()));
24367 }
24368
24377
24378private:
24379 void checkLength(
24380 EncodedLength length, SchemaVersion version) const
24381 {
24382 const EncodedLength minimalRequiredLength =
24383 minimalBlockLength(version) +
24385 getMinimalVariableFieldsSize(version);
24386
24387 checkBinaryLength(
24388 *this, length, minimalRequiredLength);
24389 }
24390
24392 void checkVarLenFields() const
24393 {
24394 groups().
24395 checkVariableLengthFields<Positions>().
24396 checkTail<DeskIDEncoding>().
24397 checkTail<MemoEncoding>().
24398 checkTail<TextEncoding>();
24399 }
24400
24401 void checkCompatibility() const
24402 {
24403 assert(TemplateId == templateId());
24404
24405 checkSchema<Schema>(schemaId(), version());
24406 checkLength(bufferSize(), version());
24407 checkVarLenFields();
24408 }
24409
24411 struct PositionsAccess
24412 {
24413 Positions
24414 operator()(
24415 const PositionMaintenanceReport503& obj) const
24417 {
24418 return obj.
24419 groups().
24420 head<Positions>();
24421 }
24422 };
24423
24426 void setPositionsToNull()
24428 {
24429 resetGroup<Positions>(PositionsAccess(), *this);
24430 }
24431
24433 struct deskIDAccess
24434 {
24435 DeskIDEncoding&
24436 operator()(
24437 const PositionMaintenanceReport503& obj) const
24439 {
24440 return obj.
24441 groups().
24442 variableLengthFields<Positions>().
24443 head<DeskIDEncoding>();
24444 }
24445 };
24446
24448 struct memoAccess
24449 {
24450 MemoEncoding&
24451 operator()(
24452 const PositionMaintenanceReport503& obj) const
24454 {
24455 return obj.
24456 groups().
24457 variableLengthFields<Positions>().
24458 tail<DeskIDEncoding>().
24459 head<MemoEncoding>();
24460 }
24461 };
24462
24464 struct textAccess
24465 {
24466 TextEncoding&
24467 operator()(
24468 const PositionMaintenanceReport503& obj) const
24470 {
24471 return obj.
24472 groups().
24473 variableLengthFields<Positions>().
24474 tail<DeskIDEncoding>().
24475 tail<MemoEncoding>().
24476 head<TextEncoding>();
24477 }
24478 };
24479
24482 ThisType& setDeskIdToNull()
24484 {
24485 setVariableLengthFieldToNull(deskIDAccess(), *this);
24486
24487 return *this;
24488 }
24489
24492 ThisType& setMemoToNull()
24494 {
24495 setVariableLengthFieldToNull(memoAccess(), *this);
24496
24497 return *this;
24498 }
24499
24502 ThisType& setTextToNull()
24504 {
24505 setVariableLengthFieldToNull(textAccess(), *this);
24506
24507 return *this;
24508 }
24509};
24510
24514: SbeMessage
24515{
24518
24521
24523 enum { TemplateId = 601 };
24524
24527
24530 void* data,
24531 EncodedLength length,
24533 : SbeMessage(data, length, version)
24534 {
24536 checkLength(length, version);
24538 reset();
24539 }
24540
24545 void* data,
24546 EncodedLength length,
24549 : SbeMessage(data, length, version)
24550 {
24552 checkLength(length, version);
24555 }
24556
24559 void* data,
24560 EncodedLength length,
24561 NoInit)
24562 : SbeMessage(data, length)
24563 {
24564 checkCompatibility();
24565 }
24566
24568 explicit
24570 const SbeMessage& message)
24571 : SbeMessage(message)
24572 {
24573 assert(message.valid());
24574
24575 checkCompatibility();
24576 }
24577
24581 void* data,
24582 EncodedLength length,
24583 NoInit,
24584 NoCheck)
24586 : SbeMessage(data, length, NoCheck())
24587 {
24588 assert(schemaId() == Schema::Id);
24589 assert(version() >= Schema::MinimalVersion);
24590 assert(TemplateId == templateId());
24591 }
24592
24601
24603
24609 {
24611
24613 }
24614
24622
24627 {
24629
24630 return ordinary<AllocID>(offset);
24631 }
24632
24636 {
24638
24639 setOrdinary(offset, value);
24640 return *this;
24641 }
24642
24647 {
24649
24650 return ordinary<SecurityID>(offset);
24651 }
24652
24656 {
24658
24659 setOrdinary(offset, value);
24660 return *this;
24661 }
24662
24671
24673
24680 {
24681 return constructStrRef("BVMF");
24682 }
24683
24693
24695 ThisType&
24699 {
24701
24702 setEnumeration<AllocTransType>(offset, value);
24703 return *this;
24704 }
24705
24711 {
24713
24714 return enumeration<AllocType>(offset);
24715 }
24716
24721 {
24723
24724 setEnumeration<AllocType>(offset, value);
24725 return *this;
24726 }
24727
24738
24741 ThisType&
24745 {
24747
24748 setEnumeration<AllocNoOrdersType>(offset, value);
24749 return *this;
24750 }
24751
24756 {
24758
24759 return ordinary<Quantity>(offset);
24760 }
24761
24765 {
24767
24768 setOrdinary(offset, value);
24769 return *this;
24770 }
24771
24777 {
24778 return Side::Buy;
24779 }
24780
24782
24787 {
24790
24791 return fixedStr<length>(offset);
24792 }
24793
24797 {
24800
24801 setFixedStr<length>(offset, value);
24802 return *this;
24803 }
24804
24809 {
24812
24813 return fixedStr<length>(offset);
24814 }
24815
24819 {
24822
24823 setFixedStr<length>(offset, value);
24824 return *this;
24825 }
24826
24833 {
24835
24836 return ordinary<TradeID>(offset);
24837 }
24838
24844 {
24846
24847 setOrdinary(offset, value);
24848 return *this;
24849 }
24850
24854 bool tradeDate(Timestamp& value) const
24856 {
24857 typedef LocalMktDateOptional FieldValue;
24858
24860
24861 FieldValue fieldValue;
24862
24863 if (ordinary(fieldValue, offset, NullLocalMktDateOptional()))
24864 {
24865 value = localMktDateToTimestamp(fieldValue);
24866 return true;
24867 }
24868 return false;
24869 }
24870
24875 {
24877
24878 setOrdinary(offset, timestampToLocalMktDate(value));
24879 return *this;
24880 }
24881
24884 {
24886
24888 return *this;
24889 }
24890
24896 {
24898
24899 return ordinary<AllocID>(offset);
24900 }
24901
24906 {
24908
24909 setOrdinary(offset, value);
24910 return *this;
24911 }
24912
24917 {
24919
24920 return ordinary<Account>(offset);
24921 }
24922
24926 {
24928
24929 setOrdinary(offset, value);
24930 return *this;
24931 }
24932
24937 {
24939
24940 return ordinary<Quantity>(offset);
24941 }
24942
24946 {
24948
24949 setOrdinary(offset, value);
24950 return *this;
24951 }
24952
24957 {
24958 return getVariableLengthField(deskIDAccess(), *this);
24959 }
24960
24963 StrRef memo() const
24965 {
24966 return getVariableLengthField(memoAccess(), *this);
24967 }
24968
24971 {
24973 deskIDAccess(),
24974 value,
24975 *this);
24976
24977 return *this;
24978 }
24979
24982 {
24984 memoAccess(),
24985 value,
24986 *this);
24987
24988 return *this;
24989 }
24990
24994 static
24995 BlockLength
24999 {
25000 return
25001 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25002 86;
25003 }
25004
25010 {
25011 return
25012 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25014 }
25015
25020 static
25024 {
25025 return
25026 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25027 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
25028 }
25029
25034 static UInt64 getMaxMessageSize(UInt8)
25036 {
25037 return
25039 }
25040
25044 {
25045 setDeskIdToNull();
25046 setMemoToNull();
25047 return *this;
25048 }
25049
25053 {
25055
25057 return *this;
25058 }
25059
25064 static const Char* className()
25065 {
25066 return "AllocationInstruction601";
25067 }
25068
25075 {
25076 return constructStrRef(
25077 "AllocationInstruction601");
25078 }
25079
25082 std::string toString() const;
25083
25086 const void* tail() const
25088 {
25089 return
25090 toOpaquePtr(
25091 (memo().end()));
25092 }
25093
25102
25103private:
25104 void checkLength(
25105 EncodedLength length, SchemaVersion version) const
25106 {
25107 const EncodedLength minimalRequiredLength =
25108 minimalBlockLength(version) +
25110 getMinimalVariableFieldsSize(version);
25111
25112 checkBinaryLength(
25113 *this, length, minimalRequiredLength);
25114 }
25115
25117 void checkVarLenFields() const
25118 {
25119 variableLengthFields().
25120 checkTail<DeskIDEncoding>().
25121 checkTail<MemoEncoding>();
25122 }
25123
25124 void checkCompatibility() const
25125 {
25126 assert(TemplateId == templateId());
25127
25128 checkSchema<Schema>(schemaId(), version());
25129 checkLength(bufferSize(), version());
25130 checkVarLenFields();
25131 }
25132
25134 struct deskIDAccess
25135 {
25136 DeskIDEncoding&
25137 operator()(
25138 const AllocationInstruction601& obj) const
25140 {
25141 return obj.
25142 variableLengthFields().
25143 head<DeskIDEncoding>();
25144 }
25145 };
25146
25148 struct memoAccess
25149 {
25150 MemoEncoding&
25151 operator()(
25152 const AllocationInstruction601& obj) const
25154 {
25155 return obj.
25156 variableLengthFields().
25157 tail<DeskIDEncoding>().
25158 head<MemoEncoding>();
25159 }
25160 };
25161
25164 ThisType& setDeskIdToNull()
25166 {
25167 setVariableLengthFieldToNull(deskIDAccess(), *this);
25168
25169 return *this;
25170 }
25171
25174 ThisType& setMemoToNull()
25176 {
25177 setVariableLengthFieldToNull(memoAccess(), *this);
25178
25179 return *this;
25180 }
25181};
25182
25186: SbeMessage
25187{
25190
25193
25195 enum { TemplateId = 602 };
25196
25199
25202 void* data,
25203 EncodedLength length,
25205 : SbeMessage(data, length, version)
25206 {
25208 checkLength(length, version);
25210 reset();
25211 }
25212
25217 void* data,
25218 EncodedLength length,
25221 : SbeMessage(data, length, version)
25222 {
25224 checkLength(length, version);
25227 }
25228
25231 void* data,
25232 EncodedLength length,
25233 NoInit)
25234 : SbeMessage(data, length)
25235 {
25236 checkCompatibility();
25237 }
25238
25240 explicit
25242 const SbeMessage& message)
25243 : SbeMessage(message)
25244 {
25245 assert(message.valid());
25246
25247 checkCompatibility();
25248 }
25249
25253 void* data,
25254 EncodedLength length,
25255 NoInit,
25256 NoCheck)
25258 : SbeMessage(data, length, NoCheck())
25259 {
25260 assert(schemaId() == Schema::Id);
25261 assert(version() >= Schema::MinimalVersion);
25262 assert(TemplateId == templateId());
25263 }
25264
25273
25275
25281 {
25283
25285 }
25286
25294
25299 {
25301
25302 return ordinary<AllocID>(offset);
25303 }
25304
25308 {
25310
25311 setOrdinary(offset, value);
25312 return *this;
25313 }
25314
25319 {
25321
25322 return ordinary<SecurityID>(offset);
25323 }
25324
25328 {
25330
25331 setOrdinary(offset, value);
25332 return *this;
25333 }
25334
25343
25345
25352 {
25353 return constructStrRef("BVMF");
25354 }
25355
25360 {
25362
25363 return ordinary<AllocReportID>(offset);
25364 }
25365
25369 {
25371
25372 setOrdinary(offset, value);
25373 return *this;
25374 }
25375
25385
25387 ThisType&
25391 {
25393
25394 setEnumeration<AllocTransType>(offset, value);
25395 return *this;
25396 }
25397
25408
25411 ThisType&
25415 {
25417
25418 setEnumeration<AllocReportType>(offset, value);
25419 return *this;
25420 }
25421
25432
25435 ThisType&
25439 {
25441
25442 setEnumeration<AllocNoOrdersType>(offset, value);
25443 return *this;
25444 }
25445
25450 {
25452
25453 return ordinary(value, offset, NullRejReasonOptional());
25454 }
25455
25459 {
25461
25462 setOrdinary(offset, value);
25463 return *this;
25464 }
25465
25468 {
25470
25472 return *this;
25473 }
25474
25479 {
25481
25482 return ordinary<Quantity>(offset);
25483 }
25484
25488 {
25490
25491 setOrdinary(offset, value);
25492 return *this;
25493 }
25494
25499 {
25501
25502 return enumeration<AllocStatus>(offset);
25503 }
25504
25508 {
25510
25511 setEnumeration<AllocStatus>(offset, value);
25512 return *this;
25513 }
25514
25518 bool tradeDate(Timestamp& value) const
25520 {
25521 typedef LocalMktDateOptional FieldValue;
25522
25524
25525 FieldValue fieldValue;
25526
25527 if (ordinary(fieldValue, offset, NullLocalMktDateOptional()))
25528 {
25529 value = localMktDateToTimestamp(fieldValue);
25530 return true;
25531 }
25532 return false;
25533 }
25534
25539 {
25541
25542 setOrdinary(offset, timestampToLocalMktDate(value));
25543 return *this;
25544 }
25545
25548 {
25550
25552 return *this;
25553 }
25554
25559 {
25561
25562 return ordinary<UTCTimestampNanos>(offset);
25563 }
25564
25568 {
25570
25571 setOrdinary(offset, value);
25572 return *this;
25573 }
25574
25579 {
25581
25582 return enumeration<Side>(offset);
25583 }
25584
25588 {
25590
25591 setEnumeration<Side>(offset, value);
25592 return *this;
25593 }
25594
25599 {
25602
25603 return fixedStr<length>(offset);
25604 }
25605
25609 {
25612
25613 setFixedStr<length>(offset, value);
25614 return *this;
25615 }
25616
25621 {
25624
25625 return fixedStr<length>(offset);
25626 }
25627
25631 {
25634
25635 setFixedStr<length>(offset, value);
25636 return *this;
25637 }
25638
25642 static
25643 BlockLength
25647 {
25648 return
25649 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25650 84;
25651 }
25652
25658 {
25659 return
25660 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25662 }
25663
25668 static
25672 {
25673 return
25674 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25675 0;
25676 }
25677
25682 static UInt64 getMaxMessageSize(UInt8)
25684 {
25685 return
25686 static_cast<UInt64>(MessageHeaderBuilder::Size) +
25688 }
25689
25693 {
25694 return *this;
25695 }
25696
25700 {
25703
25705 return *this;
25706 }
25707
25712 static const Char* className()
25713 {
25714 return "AllocationReport602";
25715 }
25716
25723 {
25724 return constructStrRef("AllocationReport602");
25725 }
25726
25729 std::string toString() const;
25730
25733 const void* tail() const
25735 {
25736 return
25737 toOpaquePtr(
25738 advanceByBytes(
25739 binary(),
25740 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
25742 }
25743
25752
25753private:
25754 void checkLength(
25755 EncodedLength length, SchemaVersion version) const
25756 {
25757 const EncodedLength minimalRequiredLength =
25758 minimalBlockLength(version) +
25760 getMinimalVariableFieldsSize(version);
25761
25762 checkBinaryLength(
25763 *this, length, minimalRequiredLength);
25764 }
25765
25766 void checkCompatibility() const
25767 {
25768 assert(TemplateId == templateId());
25769
25770 checkSchema<Schema>(schemaId(), version());
25771 checkLength(bufferSize(), version());
25772 }
25773};
25774
25778: SbeMessage
25779{
25782
25785
25787 enum { TemplateId = 701 };
25788
25791
25794 void* data,
25795 EncodedLength length,
25797 : SbeMessage(data, length, version)
25798 {
25800 checkLength(length, version);
25802 reset();
25803 }
25804
25809 void* data,
25810 EncodedLength length,
25813 : SbeMessage(data, length, version)
25814 {
25816 checkLength(length, version);
25819 }
25820
25823 void* data,
25824 EncodedLength length,
25825 NoInit)
25826 : SbeMessage(data, length)
25827 {
25828 checkCompatibility();
25829 }
25830
25832 explicit
25834 const SbeMessage& message)
25835 : SbeMessage(message)
25836 {
25837 assert(message.valid());
25838
25839 checkCompatibility();
25840 }
25841
25845 void* data,
25846 EncodedLength length,
25847 NoInit,
25848 NoCheck)
25850 : SbeMessage(data, length, NoCheck())
25851 {
25852 assert(schemaId() == Schema::Id);
25853 assert(version() >= Schema::MinimalVersion);
25854 assert(TemplateId == templateId());
25855 }
25856
25865
25867
25873 {
25875
25877 }
25878
25886
25896
25898 ThisType&
25902 {
25904
25905 setEnumeration<MassActionType>(offset, value);
25906 return *this;
25907 }
25908
25911 bool
25913 MassActionScope::Enum& value) const
25915 {
25917
25918 return enumeration<MassActionScope>(value, offset, NullUint8EnumEncoding());
25919 }
25920
25922 ThisType&
25926 {
25928
25929 setEnumeration<MassActionScope>(offset, value);
25930 return *this;
25931 }
25932
25935 {
25937
25939 return *this;
25940 }
25941
25947 {
25949
25950 return ordinary<ClOrdID>(offset);
25951 }
25952
25957 {
25959
25960 setOrdinary(offset, value);
25961 return *this;
25962 }
25963
25967 bool
25976
25979 ThisType&
25989
25992 {
25994
25996 return *this;
25997 }
25998
26001 bool ordTagId(OrdTagID& value) const
26003 {
26005
26006 return ordinary(value, offset, NullOrdTagID());
26007 }
26008
26012 {
26014
26015 setOrdinary(offset, value);
26016 return *this;
26017 }
26018
26021 {
26023
26024 setOrdinary(offset, NullOrdTagID());
26025 return *this;
26026 }
26027
26030 bool side(Side::Enum& value) const
26032 {
26034
26035 return enumeration<Side>(value, offset, NullChar());
26036 }
26037
26041 {
26043
26044 setEnumeration<Side>(offset, value);
26045 return *this;
26046 }
26047
26050 {
26052
26053 setOrdinary(offset, NullChar());
26054 return *this;
26055 }
26056
26060 bool asset(StrRef& value) const
26062 {
26065
26066 return fixedStr<length>(value, offset);
26067 }
26068
26073 {
26076
26077 setFixedStr<length>(offset, value);
26078 return *this;
26079 }
26080
26083 {
26086
26087 setFixedStr<length>(offset, StrRef());
26088 return *this;
26089 }
26090
26093 bool
26095 SecurityIDOptional& value) const
26097 {
26099
26100 return ordinary(value, offset, NullSecurityIDOptional());
26101 }
26102
26106 {
26108
26109 setOrdinary(offset, value);
26110 return *this;
26111 }
26112
26115 {
26117
26119 return *this;
26120 }
26121
26130
26132
26139 {
26140 return constructStrRef("BVMF");
26141 }
26142
26146 bool investorId(InvestorID& value) const
26148 {
26150
26151 return ordinary(value, offset, NullInvestorID());
26152 }
26153
26158 {
26160
26161 setOrdinary(offset, value);
26162 return *this;
26163 }
26164
26167 {
26169
26170 setOrdinary(offset, NullInvestorID());
26171 return *this;
26172 }
26173
26177 static
26178 BlockLength
26182 {
26183 return
26184 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26185 54;
26186 }
26187
26191 static
26192 BlockLength
26196 {
26197 return
26198 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26200 }
26201
26206 static
26210 {
26211 return
26212 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26213 0;
26214 }
26215
26220 static UInt64 getMaxMessageSize(UInt8)
26222 {
26223 return
26224 static_cast<UInt64>(MessageHeaderBuilder::Size) +
26226 }
26227
26231 {
26232 return *this;
26233 }
26234
26238 {
26242 setSideToNull();
26246
26248 return *this;
26249 }
26250
26255 static const Char* className()
26256 {
26257 return "OrderMassActionRequest701";
26258 }
26259
26266 {
26267 return constructStrRef(
26268 "OrderMassActionRequest701");
26269 }
26270
26273 std::string toString() const;
26274
26277 const void* tail() const
26279 {
26280 return
26281 toOpaquePtr(
26282 advanceByBytes(
26283 binary(),
26284 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
26286 }
26287
26296
26297private:
26298 void checkLength(
26299 EncodedLength length, SchemaVersion version) const
26300 {
26301 const EncodedLength minimalRequiredLength =
26302 minimalBlockLength(version) +
26304 getMinimalVariableFieldsSize(version);
26305
26306 checkBinaryLength(
26307 *this, length, minimalRequiredLength);
26308 }
26309
26310 void checkCompatibility() const
26311 {
26312 assert(TemplateId == templateId());
26313
26314 checkSchema<Schema>(schemaId(), version());
26315 checkLength(bufferSize(), version());
26316 }
26317};
26318
26322: SbeMessage
26323{
26326
26329
26331 enum { TemplateId = 702 };
26332
26335
26338 void* data,
26339 EncodedLength length,
26341 : SbeMessage(data, length, version)
26342 {
26344 checkLength(length, version);
26346 reset();
26347 }
26348
26353 void* data,
26354 EncodedLength length,
26357 : SbeMessage(data, length, version)
26358 {
26360 checkLength(length, version);
26363 }
26364
26367 void* data,
26368 EncodedLength length,
26369 NoInit)
26370 : SbeMessage(data, length)
26371 {
26372 checkCompatibility();
26373 }
26374
26376 explicit
26378 const SbeMessage& message)
26379 : SbeMessage(message)
26380 {
26381 assert(message.valid());
26382
26383 checkCompatibility();
26384 }
26385
26389 void* data,
26390 EncodedLength length,
26391 NoInit,
26392 NoCheck)
26394 : SbeMessage(data, length, NoCheck())
26395 {
26396 assert(schemaId() == Schema::Id);
26397 assert(version() >= Schema::MinimalVersion);
26398 assert(TemplateId == templateId());
26399 }
26400
26409
26411
26417 {
26419
26421 }
26422
26430
26440
26442 ThisType&
26446 {
26448
26449 setEnumeration<MassActionType>(offset, value);
26450 return *this;
26451 }
26452
26455 bool
26457 MassActionScope::Enum& value) const
26459 {
26461
26462 return enumeration<MassActionScope>(value, offset, NullUint8EnumEncoding());
26463 }
26464
26466 ThisType&
26470 {
26472
26473 setEnumeration<MassActionScope>(offset, value);
26474 return *this;
26475 }
26476
26479 {
26481
26483 return *this;
26484 }
26485
26491 {
26493
26494 return ordinary<ClOrdID>(offset);
26495 }
26496
26501 {
26503
26504 setOrdinary(offset, value);
26505 return *this;
26506 }
26507
26518
26523 {
26525
26526 setOrdinary(offset, value);
26527 return *this;
26528 }
26529
26534 {
26536
26537 return ordinary<UTCTimestampNanos>(offset);
26538 }
26539
26543 {
26545
26546 setOrdinary(offset, value);
26547 return *this;
26548 }
26549
26560
26563 ThisType&
26567 {
26569
26571 return *this;
26572 }
26573
26576 bool
26578 MassActionRejectReason::Enum& value) const
26580 {
26582
26583 return enumeration<MassActionRejectReason>(value, offset, NullUInt8());
26584 }
26585
26587 ThisType&
26591 {
26593
26595 return *this;
26596 }
26597
26600 {
26602
26603 setOrdinary(offset, NullUInt8());
26604 return *this;
26605 }
26606
26610 bool
26619
26622 ThisType&
26632
26635 {
26637
26639 return *this;
26640 }
26641
26644 bool ordTagId(OrdTagID& value) const
26646 {
26648
26649 return ordinary(value, offset, NullOrdTagID());
26650 }
26651
26655 {
26657
26658 setOrdinary(offset, value);
26659 return *this;
26660 }
26661
26664 {
26666
26667 setOrdinary(offset, NullOrdTagID());
26668 return *this;
26669 }
26670
26673 bool side(Side::Enum& value) const
26675 {
26677
26678 return enumeration<Side>(value, offset, NullChar());
26679 }
26680
26684 {
26686
26687 setEnumeration<Side>(offset, value);
26688 return *this;
26689 }
26690
26693 {
26695
26696 setOrdinary(offset, NullChar());
26697 return *this;
26698 }
26699
26703 bool asset(StrRef& value) const
26705 {
26708
26709 return fixedStr<length>(value, offset);
26710 }
26711
26716 {
26719
26720 setFixedStr<length>(offset, value);
26721 return *this;
26722 }
26723
26726 {
26729
26730 setFixedStr<length>(offset, StrRef());
26731 return *this;
26732 }
26733
26736 bool
26738 SecurityIDOptional& value) const
26740 {
26742
26743 return ordinary(value, offset, NullSecurityIDOptional());
26744 }
26745
26749 {
26751
26752 setOrdinary(offset, value);
26753 return *this;
26754 }
26755
26758 {
26760
26762 return *this;
26763 }
26764
26773
26775
26782 {
26783 return constructStrRef("BVMF");
26784 }
26785
26789 bool investorId(InvestorID& value) const
26791 {
26793
26794 return ordinary(value, offset, NullInvestorID());
26795 }
26796
26801 {
26803
26804 setOrdinary(offset, value);
26805 return *this;
26806 }
26807
26810 {
26812
26813 setOrdinary(offset, NullInvestorID());
26814 return *this;
26815 }
26816
26819 StrRef text() const
26821 {
26822 return getVariableLengthField(textAccess(), *this);
26823 }
26824
26827 {
26829 textAccess(),
26830 value,
26831 *this);
26832
26833 return *this;
26834 }
26835
26839 static
26840 BlockLength
26844 {
26845 return
26846 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26847 72;
26848 }
26849
26853 static
26854 BlockLength
26858 {
26859 return
26860 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26862 }
26863
26868 static
26872 {
26873 return
26874 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26875 static_cast<MessageSize>(TextEncoding::Size);
26876 }
26877
26882 static UInt64 getMaxMessageSize(UInt8)
26884 {
26885 return
26887 }
26888
26892 {
26893 setTextToNull();
26894 return *this;
26895 }
26896
26913
26918 static const Char* className()
26919 {
26920 return "OrderMassActionReport702";
26921 }
26922
26929 {
26930 return constructStrRef(
26931 "OrderMassActionReport702");
26932 }
26933
26936 std::string toString() const;
26937
26940 const void* tail() const
26942 {
26943 return
26944 toOpaquePtr(
26945 (text().end()));
26946 }
26947
26956
26957private:
26958 void checkLength(
26959 EncodedLength length, SchemaVersion version) const
26960 {
26961 const EncodedLength minimalRequiredLength =
26962 minimalBlockLength(version) +
26964 getMinimalVariableFieldsSize(version);
26965
26966 checkBinaryLength(
26967 *this, length, minimalRequiredLength);
26968 }
26969
26971 void checkVarLenFields() const
26972 {
26973 variableLengthFields().
26974 checkTail<TextEncoding>();
26975 }
26976
26977 void checkCompatibility() const
26978 {
26979 assert(TemplateId == templateId());
26980
26981 checkSchema<Schema>(schemaId(), version());
26982 checkLength(bufferSize(), version());
26983 checkVarLenFields();
26984 }
26985
26987 struct textAccess
26988 {
26989 TextEncoding&
26990 operator()(
26991 const OrderMassActionReport702& obj) const
26993 {
26994 return obj.
26995 variableLengthFields().
26996 head<TextEncoding>();
26997 }
26998 };
26999
27002 ThisType& setTextToNull()
27004 {
27005 setVariableLengthFieldToNull(textAccess(), *this);
27006
27007 return *this;
27008 }
27009};
27010
27011
#define ONIXS_B3_BOE_LTWT_STRUCT
Definition ABI.h:88
#define ONIXS_B3_BOE_LTWT_EXPORTED
Definition ABI.h:92
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_END
Definition ABI.h:144
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_BEGIN
Definition ABI.h:140
#define ONIXS_B3_BOE_UNUSED
Definition Compiler.h:207
#define ONIXS_B3_BOE_CONSTEXPR
Definition Compiler.h:185
#define ONIXS_B3_BOE_NODISCARD
Definition Compiler.h:191
#define ONIXS_B3_BOE_DEFAULT
Definition Compiler.h:208
#define ONIXS_B3_BOE_CONST_OR_CONSTEXPR
Definition Compiler.h:184
#define ONIXS_B3_BOE_NOTHROW
Definition Compiler.h:182
Header used for business messages that can go inbound or outbound.
const Value & accessOrdinary(MessageSize offset) const noexcept
Definition SbeMessage.h:90
Enumeration::Enum enumeration(MessageSize offset) const noexcept
Definition SbeMessage.h:131
Custodian information is required for going private offer.
Interval time expressed in milliseconds.
Definition Composites.h:702
Unique ID for all matches that occur as a result of a implied event.
Header used for inbound business messages.
Self trade prevention investor identification is composed of the prefix and document.
Header used for outbound business messages.
void setFixedStr(MessageSize offset, StrRef value) noexcept
Definition SbeMessage.h:282
void setEnumeration(MessageSize offset, typename Enumeration::Enum value) noexcept
Definition SbeMessage.h:266
void setOrdinary(MessageSize offset, FieldValue value) noexcept
Definition SbeMessage.h:246
SBE-encoded repeating group.
Definition SbeMessage.h:650
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
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.
Definition Time.h:468
Optional UTC timestamp with nanosecond precision.
Definition Composites.h:587
UTC timestamp with nanosecond precision.
Definition Composites.h:499
Identifies the version of what the field relates to.
UInt32 MessageCounter
Counter of related messages.
Definition Fields.h:381
IntegralConstant< UInt64, 0ULL > NullQuantityOptional
Null value for an optional QuantityOptional field.
Definition Fields.h:2414
UInt64 PosMaintRptID
Unique identifier for this position maintenance report message.
Definition Fields.h:243
IntegralConstant< UInt8, 0 > NullUint8EnumEncoding
Null value for an optional Uint8EnumEncoding field.
Definition Fields.h:2540
UInt64 Quantity
Quantity in order/trade.
Definition Fields.h:139
UInt64 ClOrdID
Unique identifier of the order as assigned by the market participant.
Definition Fields.h:91
UInt64 QuoteReqID
Unique identifier for quote request.
Definition Fields.h:363
UInt64 SessionVerIDOptional
Optional session version identification: unique identification of a sequence of messages to be transm...
Definition Fields.h:121
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
Definition StrRef.h:415
UInt64 MassActionReportID
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition Fields.h:281
UInt32 SeqNum
Sequence number of a given SessionID/SessionVerID.
Definition Fields.h:127
UInt64 ExecIDOptional
Optional unique identifier of execution message as assigned by exchange.
Definition Fields.h:207
IntegralConstant< UInt8, 0 > NullOrdTagID
Null value for an optional OrdTagID field.
Definition Fields.h:2486
IntegralConstant< UInt16, 0 > NullLocalMktDateOptional
Null value for an optional LocalMktDateOptional field.
Definition Fields.h:2420
UInt64 OrderIDOptional
Optional exchange-generated order identifier.
Definition Fields.h:219
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Price8
Price (8 decimal places).
Definition Composites.h:267
LocalMktDate timestampToLocalMktDate(const Timestamp &timestamp) noexcept
Definition Fields.h:2562
IntegralConstant< UInt64, 0ULL > NullSessionVerIDOptional
Null value for an optional SessionVerIDOptional field.
Definition Fields.h:2402
IntegralConstant< UInt64, 0ULL > NullClOrdIDOptional
Null value for an optional ClOrdIDOptional field.
Definition Fields.h:2390
UInt64 OrderID
Exchange-generated order identifier.
Definition Fields.h:213
IntegralConstant< UInt64, 0ULL > NullSecurityIDOptional
Null value for an optional SecurityIDOptional field.
Definition Fields.h:2498
UInt16 DaysToSettlement
Deadline for completing the forward deal.
Definition Fields.h:187
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > PriceOffsetOptional
Optional price offset (4 decimal places).
Definition Composites.h:346
IntegralConstant< UInt32, 0 > NullSeqNumOptional
Null value for an optional SeqNumOptional field.
Definition Fields.h:2408
UInt64 ExecID
Unique identifier of execution message as assigned by exchange.
Definition Fields.h:201
UInt64 SecurityReqRespID
Unique ID of a Security Definition Request/Response.
Definition Fields.h:269
UInt32 SessionID
Client connection identification on the gateway assigned by B3.
Definition Fields.h:103
UInt32 TradeID
The unique identification assigned to the trade entity once it is received or matched by the exchange...
Definition Fields.h:339
FixedPointDecimal< Int64, IntegralConstant< Int8, -7 > > RatioQty
Ratio of quantity relative to the whole thing.
Definition Composites.h:493
IntegralConstant< UInt64, 0ULL > NullQuoteIDOptional
Null value for an optional QuoteIDOptional field.
Definition Fields.h:2516
IntegralConstant< UInt8, 0 > NullTotNoRelatedSym
Null value for an optional TotNoRelatedSym field.
Definition Fields.h:2528
UInt64 SecurityIDOptional
Optional security identification as defined by exchange.
Definition Fields.h:321
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > Price
Mandatory price.
Definition Composites.h:188
UInt64 SecurityID
Security identification as defined by exchange.
Definition Fields.h:315
UInt32 RejReasonOptional
Optional code to identify reason for order rejection.
Definition Fields.h:231
IntegralConstant< UInt32, 0 > NullFirmOptional
Null value for an optional FirmOptional field.
Definition Fields.h:2432
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Percentage8Optional
Optional percentage (8 decimal places).
Definition Composites.h:425
IntegralConstant< UInt32, 0 > NullTradeIDOptional
Null value for an optional TradeIDOptional field.
Definition Fields.h:2510
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
UInt32 RejReason
Code to identify reason for order rejection.
Definition Fields.h:225
UInt64 QuoteID
Unique identifier for quote.
Definition Fields.h:351
IntegralConstant< Char, '\x0'> NullChar
Null value for an optional Char field.
Definition Fields.h:32
FixedPointDecimal< Int64, IntegralConstant< Int8, -4 > > PriceOptional
Optional price.
Definition Composites.h:199
IntegralConstant< UInt64, 0ULL > NullOrderIDOptional
Null value for an optional OrderIDOptional field.
Definition Fields.h:2450
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
Definition Fields.h:38
char Char
Character type alias.
Definition String.h:30
UInt64 SessionVerID
Session version identification: unique identification of a sequence of messages to be transmitted to ...
Definition Fields.h:115
UInt64 QuantityOptional
Optional quantity in order/trade.
Definition Fields.h:145
UInt16 LocalMktDateOptional
Local calendar date: days since Unix epoch (January 1st, 1970).
Definition Fields.h:157
UInt64 PosReqIDOptional
Optional unique identifier for the position maintenance request.
Definition Fields.h:263
IntegralConstant< UInt16, 0 > NullUint16EnumEncoding
Null value for an optional Uint16EnumEncoding field.
Definition Fields.h:2546
Int32 StrategyIDOptional
Optional unique identification of a client-assigned strategy.
Definition Fields.h:387
IntegralConstant< UInt64, 0ULL > NullMassActionReportIDOptional
Null value for an optional MassActionReportIDOptional field.
Definition Fields.h:2480
UInt32 Account
Account mnemonic.
Definition Fields.h:163
UInt64 PosReqID
Unique identifier for the position maintenance request.
Definition Fields.h:257
UInt64 CrossID
Identifier for a cross order.
Definition Fields.h:327
UInt64 AllocReportID
Unique identifier for this allocation report message.
Definition Fields.h:237
UInt32 TradeIDOptional
Optional unique identification assigned to the trade entity once it is received or matched by the exc...
Definition Fields.h:345
IntegralConstant< UInt64, 0ULL > NullPosReqIDOptional
Null value for an optional PosReqIDOptional field.
Definition Fields.h:2468
UInt64 BusinessRejectRefID
Value of business-level identification field on the message being referenced.
Definition Fields.h:275
UInt16 MessageSize
Message length type.
Definition Aliases.h:29
UInt64 ClOrdIDOptional
Optional unique identifier of the order as assigned by the market participant.
Definition Fields.h:97
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
Definition Fields.h:2554
UInt64 CrossIDOptional
Identifier for a cross order.
Definition Fields.h:333
UInt16 DaysToSettlementOptional
Optional deadline for completing the forward deal.
Definition Fields.h:195
IntegralConstant< Int32, 0 > NullStrategyIDOptional
Null value for an optional StrategyIDOptional field.
Definition Fields.h:2534
std::basic_string_view< Char > StrRef
Definition StrRef.h:46
void checkVersion(SchemaVersion version)
Checks the compatibility with the provided SBE Schema version.
UInt64 QuoteIDOptional
Optional unique identifier for quote.
Definition Fields.h:357
IntegralConstant< UInt32, 0 > NullRejReasonOptional
Null value for an optional RejReasonOptional field.
Definition Fields.h:2456
IntegralConstant< UInt32, 0 > NullAccountOptional
Null value for an optional AccountOptional field.
Definition Fields.h:2426
void checkSchema(SchemaId id, SchemaVersion version)
Checks the compatibility with the provided SBE Schema version.
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Price8Optional
Optional Price (8 decimal places).
Definition Composites.h:278
IntegralConstant< UInt64, 0ULL > NullPosMaintRptIDOptional
Null value for an optional PosMaintRptIDOptional field.
Definition Fields.h:2462
IntegralConstant< UInt64, 0ULL > NullExecIDOptional
Null value for an optional ExecIDOptional field.
Definition Fields.h:2444
UInt32 FirmOptional
Optional identification of the broker firm.
Definition Fields.h:181
UInt32 AccountOptional
Optional account mnemonic.
Definition Fields.h:169
UInt32 Firm
Identification of the broker firm.
Definition Fields.h:175
UInt64 AllocID
Unique identifier for this allocation instruction message.
Definition Fields.h:85
UInt8 TotNoRelatedSym
Number of leg fill notice messages sent with spread summary.
Definition Fields.h:375
UInt64 PosMaintRptIDOptional
Optional unique identifier for this position maintenance report message.
Definition Fields.h:251
UInt64 QuoteReqIDOptional
Optional unique identifier for quote request.
Definition Fields.h:369
IntegralConstant< UInt64, 0ULL > NullQuoteReqIDOptional
Null value for an optional QuoteReqIDOptional field.
Definition Fields.h:2522
IntegralConstant< UInt32, 0 > NullSessionIDOptional
Null value for an optional SessionIDOptional field.
Definition Fields.h:2396
IntegralConstant< UInt16, 65535 > NullDaysToSettlementOptional
Null value for an optional DaysToSettlementOptional field.
Definition Fields.h:2438
UInt32 SeqNumOptional
Optional sequence number of a given SessionID/SessionVerID.
Definition Fields.h:133
UInt8 OrdTagID
Identifies the order tag identification.
Definition Fields.h:295
UInt64 MassActionReportIDOptional
Optional unique ID of Order Mass Action Report as assigned by the matching engine.
Definition Fields.h:289
UInt32 SessionIDOptional
Optional client connection identification on the gateway assigned by B3.
Definition Fields.h:109
IntegralConstant< UInt64, 0ULL > NullBusinessRejectRefID
Null value for an optional BusinessRejectRefID field.
Definition Fields.h:2474
FixedPointDecimal< Int64, IntegralConstant< Int8, -8 > > Percentage8
Percentage (8 decimal places).
Definition Composites.h:414
IntegralConstant< UInt64, 0ULL > NullCrossIDOptional
Null value for an optional CrossIDOptional field.
Definition Fields.h:2504
Enum
Type of Account associated with an order.
Definition Fields.h:1911
Enum
Indicates how the orders being booked and allocated by an Allocation Instruction.
Definition Fields.h:505
Enum
Describes the specific type or purpose of an Allocation Report message.
Definition Fields.h:461
Enum
Identifies status of allocation.
Definition Fields.h:527
Enum
Identifies allocation transaction type.
Definition Fields.h:436
Enum
Describes the specific type or purpose of an Allocation message.
Definition Fields.h:483
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:25034
ThisType & setTradeId(TradeID value) noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
Definition Messages.h:24842
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:24996
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:24854
ThisType & setIndividualAllocId(AllocID value) noexcept
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g.
Definition Messages.h:24904
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationInstruction.
Definition Messages.h:24596
AllocType::Enum allocType() const noexcept
Describes the specific type or purpose of an Allocation message.
Definition Messages.h:24709
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction.
Definition Messages.h:24742
AllocationInstruction601(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:24544
AllocationInstruction601(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:24569
ThisType & setAllocType(AllocType::Enum value) noexcept
Describes the specific type or purpose of an Allocation message.
Definition Messages.h:24719
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
Definition Messages.h:24634
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
Definition Messages.h:24763
static constexpr const Char * className()
Definition Messages.h:25064
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
Definition Messages.h:24625
AllocationInstruction601()=default
Initializes a blank instance.
SchemaTraits Schema
Used template schema.
Definition Messages.h:24517
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:24817
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:24645
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:24873
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
Definition Messages.h:24754
ThisType & setAllocQty(Quantity value) noexcept
Quantity allocated to specific sub-account.
Definition Messages.h:24944
TradeID tradeId() const noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
Definition Messages.h:24831
const InboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationInstruction.
Definition Messages.h:24607
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:24678
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:24616
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:24807
ThisType & setAllocAccount(Account value) noexcept
Sub-account mnemonic.
Definition Messages.h:24924
AllocationInstruction601(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:24580
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:24795
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:25022
Quantity allocQty() const noexcept
Quantity allocated to specific sub-account.
Definition Messages.h:24935
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:24654
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:25008
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction.
Definition Messages.h:24731
static constexpr Side::Enum side() noexcept
Side of order.
Definition Messages.h:24775
Account allocAccount() const noexcept
Sub-account mnemonic.
Definition Messages.h:24915
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:25073
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
Definition Messages.h:24686
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:24955
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:24970
StrRef senderLocation() const noexcept
Side of order.
Definition Messages.h:24785
AllocationInstruction601(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:24558
AllocID individualAllocId() const noexcept
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g.
Definition Messages.h:24894
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
Definition Messages.h:24696
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:25051
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:24963
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:24666
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:25096
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:24981
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:25042
AllocationInstruction601 ThisType
This type alias.
Definition Messages.h:24520
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:25682
AllocationReport602(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:25241
ThisType & setAllocReportId(AllocReportID value) noexcept
Unique identifier for this message.
Definition Messages.h:25367
ThisType & setAllocRejCode(RejReasonOptional value) noexcept
Identifies reason for rejection.
Definition Messages.h:25457
bool allocRejCode(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
Definition Messages.h:25448
ThisType & setAllocReportType(AllocReportType::Enum value) noexcept
Describes the specific type or purpose of an Allocation Report message.
Definition Messages.h:25412
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:25644
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:25518
AllocationReport602(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:25216
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationReport.
Definition Messages.h:25268
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction.
Definition Messages.h:25436
AllocationReport602(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:25252
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
Definition Messages.h:25306
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
Definition Messages.h:25486
static constexpr const Char * className()
Definition Messages.h:25712
AllocReportType::Enum allocReportType() const noexcept
Describes the specific type or purpose of an Allocation Report message.
Definition Messages.h:25401
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
Definition Messages.h:25297
SchemaTraits Schema
Used template schema.
Definition Messages.h:25189
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:25629
AllocationReport602 ThisType
This type alias.
Definition Messages.h:25192
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:25317
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:25537
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
Definition Messages.h:25477
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:25577
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:25350
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:25619
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:25607
ThisType & setAllocStatus(AllocStatus::Enum value) noexcept
Identifies status of allocation.
Definition Messages.h:25506
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:25670
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:25326
AllocationReport602()=default
Initializes a blank instance.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:25288
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:25656
AllocationReport602(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:25230
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction.
Definition Messages.h:25425
AllocStatus::Enum allocStatus() const noexcept
Identifies status of allocation.
Definition Messages.h:25497
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationReport.
Definition Messages.h:25279
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:25721
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
Definition Messages.h:25378
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:25597
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
Definition Messages.h:25388
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:25698
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:25586
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:25557
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:25338
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:25746
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:25691
AllocReportID allocReportId() const noexcept
Unique identifier for this message.
Definition Messages.h:25358
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:25566
ThisType & setBusinessRejectRefId(BusinessRejectRefID value) noexcept
The value of the business-level “ID” field on the message being referenced.
Definition Messages.h:16728
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:16851
RejReason businessRejectReason() const noexcept
Code to identify the reason of the rejection.
Definition Messages.h:16749
BusinessMessageReject206 ThisType
This type alias.
Definition Messages.h:16567
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:16810
ThisType & setRefSeqNum(SeqNum value) noexcept
Message sequence number of rejected message.
Definition Messages.h:16701
MessageType::Enum refMsgType() const noexcept
MsgType of the FIX message being referenced.
Definition Messages.h:16672
static constexpr MessageType::Enum messageType() noexcept
Message type = BusinessMessageReject.
Definition Messages.h:16643
static constexpr const Char * className()
Definition Messages.h:16881
ThisType & setText(StrRef value)
Free ASCII format text string.
Definition Messages.h:16795
SchemaTraits Schema
Used template schema.
Definition Messages.h:16564
SeqNum refSeqNum() const noexcept
Message sequence number of rejected message.
Definition Messages.h:16692
bool businessRejectRefId(BusinessRejectRefID &value) const noexcept
The value of the business-level “ID” field on the message being referenced.
Definition Messages.h:16715
BusinessMessageReject206(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:16627
ThisType & setBusinessRejectReason(RejReason value) noexcept
Code to identify the reason of the rejection.
Definition Messages.h:16758
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:16839
BusinessMessageReject206(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:16616
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Definition Messages.h:16663
BusinessMessageReject206(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:16591
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:16824
StrRef text() const noexcept
Free ASCII format text string.
Definition Messages.h:16777
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = BusinessMessageReject.
Definition Messages.h:16654
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:16890
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:16868
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:16769
BusinessMessageReject206(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:16605
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:16913
ThisType & setRefMsgType(MessageType::Enum value) noexcept
MsgType of the FIX message being referenced.
Definition Messages.h:16681
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:16784
BusinessMessageReject206()=default
Initializes a blank instance.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:16859
Enum
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Definition Fields.h:1423
Enum
Indicates if one side or the other of a cross order should be prioritized.
Definition Fields.h:2170
Enum
Type of cross being submitted to a market.
Definition Fields.h:2147
Enum
Indicates cross order purpose.
Definition Fields.h:2014
Enum
Identifies the type of request that this cancel reject is in response to.
Definition Fields.h:1936
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:1698
DeltaInMillis keepAliveInterval() const noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message.
Definition Messages.h:1538
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:1657
ThisType & setCodTimeoutWindow(DeltaInMillis value) noexcept
Gateway will not trigger CoD if the customer reconnects within the timeout window (milliseconds) whic...
Definition Messages.h:1622
SeqNum nextSeqNo() const noexcept
The next application sequence number to be produced by the client.
Definition Messages.h:1561
const void * tail() const noexcept
Definition Messages.h:1746
Establish4(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:1402
static constexpr MessageType::Enum messageType() noexcept
Message type = Establish.
Definition Messages.h:1454
Establish4 ThisType
This type alias.
Definition Messages.h:1378
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message.
Definition Messages.h:1549
static constexpr const Char * className()
Definition Messages.h:1725
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
Definition Messages.h:1633
SchemaTraits Schema
Used template schema.
Definition Messages.h:1375
Establish4(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:1438
Establish4()=default
Initializes a blank instance.
CancelOnDisconnectType::Enum cancelOnDisconnectType() const noexcept
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Definition Messages.h:1584
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:1503
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
Definition Messages.h:1642
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:1686
Establish4(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:1416
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
Definition Messages.h:1525
SessionID sessionId() const noexcept
Message type = Establish.
Definition Messages.h:1465
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:1671
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the client.
Definition Messages.h:1571
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:1734
ThisType & setCancelOnDisconnectType(CancelOnDisconnectType::Enum value) noexcept
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Definition Messages.h:1595
Establish4(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:1427
UTCTimestampNanos timestamp() const noexcept
Time of request.
Definition Messages.h:1515
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:1490
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:1714
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:1756
DeltaInMillis codTimeoutWindow() const noexcept
Gateway will not trigger CoD if the customer reconnects within the timeout window (milliseconds) whic...
Definition Messages.h:1610
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:1475
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:1706
ThisType & setLastIncomingSeqNo(SeqNum value) noexcept
Indicates the application sequence number of the last application message received by the server from...
Definition Messages.h:2041
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:2093
DeltaInMillis keepAliveInterval() const noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message.
Definition Messages.h:1983
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:2055
SeqNum nextSeqNo() const noexcept
The next application sequence number to be produced by the gateway.
Definition Messages.h:2005
const void * tail() const noexcept
Definition Messages.h:2141
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
Definition Messages.h:1962
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishAck.
Definition Messages.h:1902
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message.
Definition Messages.h:1993
static constexpr const Char * className()
Definition Messages.h:2120
SchemaTraits Schema
Used template schema.
Definition Messages.h:1823
EstablishAck5(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:1850
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
Definition Messages.h:1971
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:1951
EstablishAck5(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:1864
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:2081
SessionID sessionId() const noexcept
Message type = EstablishAck.
Definition Messages.h:1913
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:2067
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the gateway.
Definition Messages.h:2015
SeqNum lastIncomingSeqNo() const noexcept
Indicates the application sequence number of the last application message received by the server from...
Definition Messages.h:2029
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:2129
EstablishAck5(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:1886
EstablishAck5 ThisType
This type alias.
Definition Messages.h:1826
EstablishAck5()=default
Initializes a blank instance.
EstablishAck5(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:1875
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:1938
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:2109
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:2154
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:1923
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:2102
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:2452
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:2411
EstablishReject6(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:2216
EstablishReject6()=default
Initializes a blank instance.
const void * tail() const noexcept
Definition Messages.h:2502
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
Definition Messages.h:2328
EstablishReject6(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:2252
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishReject.
Definition Messages.h:2268
ThisType & setLastIncomingSeqNo(SeqNumOptional value) noexcept
If establishmentRejectCode = EstablishRejectCode.INVALID_NEXTSEQNO, indicates the application sequenc...
Definition Messages.h:2388
static constexpr const Char * className()
Definition Messages.h:2481
ThisType & setEstablishmentRejectCode(EstablishRejectCode::Enum value) noexcept
Identifies the code of reject establishment.
Definition Messages.h:2359
SchemaTraits Schema
Used template schema.
Definition Messages.h:2189
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
Definition Messages.h:2337
bool lastIncomingSeqNo(SeqNumOptional &value) const noexcept
If establishmentRejectCode = EstablishRejectCode.INVALID_NEXTSEQNO, indicates the application sequenc...
Definition Messages.h:2375
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:2317
EstablishReject6 ThisType
This type alias.
Definition Messages.h:2192
EstablishRejectCode::Enum establishmentRejectCode() const noexcept
Identifies the code of reject establishment.
Definition Messages.h:2349
ThisType & setLastIncomingSeqNoToNull() noexcept
Definition Messages.h:2397
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:2440
EstablishReject6(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:2230
SessionID sessionId() const noexcept
Message type = EstablishReject.
Definition Messages.h:2279
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:2425
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:2490
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:2304
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:2468
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:2515
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:2289
EstablishReject6(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:2241
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:2461
Enum
Identifies the code of reject establishment.
Definition Fields.h:1237
Enum
Used to communicate event type which triggers mass cancelation.
Definition Fields.h:1736
Enum
Used to communicate a reason for a solicited cancel.
Definition Fields.h:1714
Enum
Indicates reason of cancelation, if available.
Definition Fields.h:1761
Enum
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
Definition Fields.h:1643
Enum
Specifies if a simultaneous trade of the underlying is to be performed.
Definition Fields.h:844
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:12846
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:12673
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
Definition Messages.h:12202
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:12804
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:12429
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
Definition Messages.h:12408
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Cancel.
Definition Messages.h:11939
ThisType & setExecRestatementReason(ExecRestatementReason::Enum value) noexcept
Indicates reason of cancelation, if available.
Definition Messages.h:12332
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
Definition Messages.h:12189
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:12145
bool massActionReportId(MassActionReportIDOptional &value) const noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition Messages.h:12355
bool execRestatementReason(ExecRestatementReason::Enum &value) const noexcept
Indicates reason of cancelation, if available.
Definition Messages.h:12321
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Definition Messages.h:12489
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
Definition Messages.h:12397
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Definition Messages.h:12704
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
Definition Messages.h:12622
static constexpr const Char * className()
Definition Messages.h:12890
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:12468
SchemaTraits Schema
Used template schema.
Definition Messages.h:11860
ExecutionReportCancel202(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:11901
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:12155
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
Definition Messages.h:12309
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:12032
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:12054
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:12285
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:12448
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:11968
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:12223
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:12643
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
Definition Messages.h:12104
ThisType & setActionRequestedFromSessionId(SessionIDOptional value) noexcept
Indicates the SessionID that requested the Cancel on behalf.
Definition Messages.h:12745
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
Definition Messages.h:12244
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:12683
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:12590
ExecutionReportCancel202 ThisType
This type alias.
Definition Messages.h:11863
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:12087
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:12530
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
Definition Messages.h:12714
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:12834
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:12652
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:12063
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:12232
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Definition Messages.h:11959
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:12559
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
Definition Messages.h:11988
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:12819
ExecutionReportCancel202(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:11887
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
Definition Messages.h:12611
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:12477
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:12115
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Definition Messages.h:12499
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Cancel.
Definition Messages.h:11950
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:12899
ExecutionReportCancel202(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:11912
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:12765
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:12043
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:12780
OrdType::Enum ordType() const noexcept
Order type.
Definition Messages.h:12388
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
Definition Messages.h:12095
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:12009
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Definition Messages.h:12417
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
Definition Messages.h:12298
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:12124
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:12275
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:12019
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:12863
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:11977
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:12773
ThisType & setMassActionReportId(MassActionReportIDOptional value) noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition Messages.h:12367
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:12166
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
Definition Messages.h:11997
ExecutionReportCancel202()=default
Initializes a blank instance.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:12075
bool actionRequestedFromSessionId(SessionIDOptional &value) const noexcept
Indicates the SessionID that requested the Cancel on behalf.
Definition Messages.h:12735
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:12922
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
Definition Messages.h:12254
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:12520
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:12580
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:12791
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:12550
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:12854
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:12175
ExecutionReportCancel202(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:11923
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:16395
ThisType & setTradeId(TradeID value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:15893
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:16353
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
Definition Messages.h:15767
ExecutionReportForward205 ThisType
This type alias.
Definition Messages.h:15488
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:16294
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:15967
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:15977
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Forward.
Definition Messages.h:15564
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
Definition Messages.h:15841
ThisType & setFixedRate(Percentage8Optional value) noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller,...
Definition Messages.h:16144
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:15799
bool clOrdId(ClOrdIDOptional &value) const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:15634
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
Definition Messages.h:15851
bool fixedRate(Percentage8Optional &value) const noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller,...
Definition Messages.h:16129
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:16165
Price lastPx() const noexcept
Price of last fill.
Definition Messages.h:15778
SchemaTraits Schema
Used template schema.
Definition Messages.h:15485
Boolean::Enum aggressorIndicator() const noexcept
Identify whether the order initiator is an aggressor or not in the trade.
Definition Messages.h:15945
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:15809
ExecutionReportForward205(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:15537
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
Definition Messages.h:16230
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:15666
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
Definition Messages.h:16263
ExecutionReportForward205(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:15548
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:15688
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:16008
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:15593
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:15924
bool secondaryExecId(ExecIDOptional &value) const noexcept
Unique identifier present in all messages associated with a spread transaction.
Definition Messages.h:16060
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
Definition Messages.h:15871
TradeID tradeId() const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:15883
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
Definition Messages.h:15913
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:15721
ExecutionReportForward205(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:15512
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
Definition Messages.h:16035
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:16383
bool execRefId(ExecIDOptional &value) const noexcept
Optionally sent when reporting a trade bust.
Definition Messages.h:16094
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:15697
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:15933
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Definition Messages.h:15584
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
Definition Messages.h:15613
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:16368
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
Definition Messages.h:16186
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:16174
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:15729
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Forward.
Definition Messages.h:15575
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
Definition Messages.h:16197
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:16448
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Deadline for completing the forward deal.
Definition Messages.h:16022
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
Unique identifier present in all messages associated with a spread transaction.
Definition Messages.h:16073
ExecutionReportForward205()=default
Initializes a blank instance.
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:16314
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:15677
Firm contraBroker() const noexcept
Identifies the contra broker firm.
Definition Messages.h:15904
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:16329
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:15644
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
Definition Messages.h:15862
ExecutionReportForward205(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:15526
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:15738
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:15998
ThisType & setExecRefId(ExecIDOptional value) noexcept
Optionally sent when reporting a trade bust.
Definition Messages.h:16104
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
Definition Messages.h:16219
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:16412
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:15602
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
Definition Messages.h:16252
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:16322
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:15820
ThisType & setLastPx(Price value) noexcept
Price of last fill.
Definition Messages.h:15787
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
Definition Messages.h:15622
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:16284
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:15709
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:16471
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:16340
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
Definition Messages.h:15758
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:16403
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
Identify whether the order initiator is an aggressor or not in the trade.
Definition Messages.h:15955
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:15829
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:11686
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:11475
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
Definition Messages.h:11002
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:11642
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:11231
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:11583
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
Definition Messages.h:11210
bool mmProtectionReset(Boolean::Enum &value) const noexcept
Resets Market Protections.
Definition Messages.h:11509
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Modify.
Definition Messages.h:10717
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
Definition Messages.h:10874
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
Definition Messages.h:11169
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
Definition Messages.h:10989
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:10925
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
Definition Messages.h:10884
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Definition Messages.h:11291
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
Definition Messages.h:11199
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Definition Messages.h:11543
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
Definition Messages.h:11424
static constexpr const Char * className()
Definition Messages.h:11735
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:11270
SchemaTraits Schema
Used template schema.
Definition Messages.h:10638
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:10935
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
Definition Messages.h:11144
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:10810
bool protectionPrice(PriceOptional &value) const noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
Definition Messages.h:11077
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:10832
ExecutionReportModify201(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:10701
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:11120
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:11250
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:10746
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:11023
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:11445
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
Definition Messages.h:10975
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
Definition Messages.h:11044
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:11485
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:11392
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:10865
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:11332
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
Definition Messages.h:11553
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:11674
ExecutionReportModify201 ThisType
This type alias.
Definition Messages.h:10641
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:11454
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:10841
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:11032
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Definition Messages.h:10737
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:11361
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
Definition Messages.h:10766
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:11659
ExecutionReportModify201(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:10679
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
Definition Messages.h:11413
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:11279
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:10895
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Definition Messages.h:11301
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Modify.
Definition Messages.h:10728
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:11744
ExecutionReportModify201(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:10690
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:11603
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:10821
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:11618
OrdType::Enum ordType() const noexcept
Order type.
Definition Messages.h:11190
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
Definition Messages.h:10966
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:10787
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Definition Messages.h:11219
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
Definition Messages.h:11133
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:10904
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:11110
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:10797
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:11703
ExecutionReportModify201(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:10665
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:10755
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:11611
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:10946
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
Definition Messages.h:10775
ExecutionReportModify201()=default
Initializes a blank instance.
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:11573
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:10853
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:11767
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
Definition Messages.h:11054
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:11322
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
Definition Messages.h:11522
ThisType & setProtectionPrice(PriceOptional value) noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
Definition Messages.h:11089
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:11382
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:11629
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:11352
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:11694
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:10955
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
Definition Messages.h:11157
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:10463
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:10184
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
Definition Messages.h:10248
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
Definition Messages.h:9731
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:10419
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:9909
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:10360
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
Definition Messages.h:9888
bool mmProtectionReset(Boolean::Enum &value) const noexcept
Resets Market Protections.
Definition Messages.h:10286
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_New.
Definition Messages.h:9468
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
Definition Messages.h:9847
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
Definition Messages.h:9718
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:9674
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
Definition Messages.h:10261
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Definition Messages.h:9969
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
Definition Messages.h:9877
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Definition Messages.h:10320
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
Definition Messages.h:10133
static constexpr const Char * className()
Definition Messages.h:10514
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:9948
SchemaTraits Schema
Used template schema.
Definition Messages.h:9389
ExecutionReportNew200(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:9441
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:9684
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
Definition Messages.h:9822
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:9561
bool protectionPrice(PriceOptional &value) const noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
Definition Messages.h:9755
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:9583
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:9798
ExecutionReportNew200(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:9430
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:9928
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:9497
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:9624
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:10154
ExecutionReportNew200()=default
Initializes a blank instance.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:10194
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:10070
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:9616
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
Definition Messages.h:10225
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:10010
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
Definition Messages.h:10330
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
Definition Messages.h:10215
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:10451
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:10163
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:9592
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:9633
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Definition Messages.h:9488
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition Messages.h:10091
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:10039
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
Definition Messages.h:9517
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:10436
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
Definition Messages.h:10122
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:9957
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:9644
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Definition Messages.h:9979
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_New.
Definition Messages.h:9479
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:10523
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:10380
ExecutionReportNew200(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:9416
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:9572
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:10395
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
Definition Messages.h:9741
OrdType::Enum ordType() const noexcept
Order type.
Definition Messages.h:9868
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:9538
ExecutionReportNew200 ThisType
This type alias.
Definition Messages.h:9392
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Definition Messages.h:9897
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
Definition Messages.h:9811
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:9653
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:9788
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:9548
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:10480
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:9506
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:10388
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:9695
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
Definition Messages.h:9526
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:10350
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:9604
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:10545
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:10000
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition Messages.h:10101
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
Definition Messages.h:10299
ThisType & setProtectionPrice(PriceOptional value) noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
Definition Messages.h:9767
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:10060
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:10406
ExecutionReportNew200(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:9452
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:10030
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:10471
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:9704
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
Definition Messages.h:9835
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:15282
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:15089
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:15238
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:14770
ExecutionReportReject204(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:14344
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:15160
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
Definition Messages.h:14749
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Reject.
Definition Messages.h:14396
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:14619
ExecutionReportReject204(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:14380
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Definition Messages.h:14841
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
Definition Messages.h:14738
ExecutionReportReject204(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:14369
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Definition Messages.h:15120
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
Definition Messages.h:15038
static constexpr const Char * className()
Definition Messages.h:15333
ThisType & setOrderQty(QuantityOptional value) noexcept
Quantity ordered.
Definition Messages.h:14820
ExecutionReportReject204 ThisType
This type alias.
Definition Messages.h:14320
ThisType & setText(StrRef value)
Free ASCII format text string.
Definition Messages.h:15225
SchemaTraits Schema
Used template schema.
Definition Messages.h:14317
RejReason ordRejReason() const noexcept
Code to identify reason for order rejection.
Definition Messages.h:14577
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:14629
CxlRejResponseTo::Enum cxlRejResponseTo() const noexcept
Identifies current status of order.
Definition Messages.h:14457
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:14535
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:14789
bool orderQty(QuantityOptional &value) const noexcept
Quantity ordered.
Definition Messages.h:14810
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:14425
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:15059
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
Definition Messages.h:14670
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:15099
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:14942
bool secondaryOrderId(OrderIDOptional &value) const noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:14504
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:14568
ThisType & setSecondaryOrderId(OrderIDOptional value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:14515
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:14882
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
Definition Messages.h:15130
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:15270
ThisType & setCxlRejResponseTo(CxlRejResponseTo::Enum value) noexcept
Identifies the type of request that this Cancel Reject is in response to.
Definition Messages.h:14468
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:15068
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:14544
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
Definition Messages.h:15005
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Definition Messages.h:14416
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition Messages.h:14963
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:14911
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:15255
ExecutionReportReject204()=default
Initializes a blank instance.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
Definition Messages.h:14994
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
Definition Messages.h:15027
StrRef text() const noexcept
Free ASCII format text string.
Definition Messages.h:15196
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:14700
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Definition Messages.h:14851
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Reject.
Definition Messages.h:14407
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:14640
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:15342
ExecutionReportReject204(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:14358
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:15180
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:15203
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:14649
static constexpr OrdStatus::Enum ordStatus() noexcept
Identifies current status of order.
Definition Messages.h:14446
OrdType::Enum ordType() const noexcept
Order type.
Definition Messages.h:14729
ThisType & setOrdRejReason(RejReason value) noexcept
Code to identify reason for order rejection.
Definition Messages.h:14587
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:14481
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Definition Messages.h:14758
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:14709
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:14491
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:15300
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:14434
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:15188
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:14598
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:15150
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:14556
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:15365
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
Definition Messages.h:14680
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:14872
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition Messages.h:14973
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:14932
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:15214
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:14902
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:15290
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:14607
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:14138
ThisType & setTradeId(TradeID value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:13537
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
Definition Messages.h:13926
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:14092
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
Definition Messages.h:13297
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:14033
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Trade.
Definition Messages.h:13094
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
Definition Messages.h:13371
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
Definition Messages.h:13505
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:13329
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
Definition Messages.h:13939
bool clOrdId(ClOrdIDOptional &value) const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:13164
ExecutionReportTrade203(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:13042
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
Definition Messages.h:13381
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Definition Messages.h:13961
static constexpr const Char * className()
Definition Messages.h:14192
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:13773
Price lastPx() const noexcept
Price of last fill.
Definition Messages.h:13308
SchemaTraits Schema
Used template schema.
Definition Messages.h:13015
Boolean::Enum aggressorIndicator() const noexcept
Identify whether the order initiator is an aggressor or not in the trade.
Definition Messages.h:13413
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition Messages.h:13339
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
Definition Messages.h:13838
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:13196
bool totNoRelatedSym(TotNoRelatedSym &value) const noexcept
Number of leg fill notice messages sent with spread summary.
Definition Messages.h:13611
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
Definition Messages.h:13871
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:13218
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:13599
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:13123
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:13568
bool secondaryExecId(ExecIDOptional &value) const noexcept
Unique identifier present in all messages associated with a spread transaction.
Definition Messages.h:13645
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
Definition Messages.h:13401
TradeID tradeId() const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:13527
ThisType & setOrderCategory(OrderCategory::Enum value) noexcept
Reason why a trade occurred.
Definition Messages.h:13470
ExecutionReportTrade203(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:13067
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
Definition Messages.h:13557
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:13251
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
Definition Messages.h:13903
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
Definition Messages.h:13971
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
Definition Messages.h:13893
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:14126
bool execRefId(ExecIDOptional &value) const noexcept
Optionally sent when reporting a trade bust.
Definition Messages.h:13679
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:13227
bool impliedEventId(ImpliedEventID &value) const noexcept
Unique ID for all matches that occur as a result of a implied event.
Definition Messages.h:13992
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:13577
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
Definition Messages.h:13752
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Definition Messages.h:13114
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition Messages.h:13710
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
Definition Messages.h:13143
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:14111
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
Definition Messages.h:13741
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
Definition Messages.h:13794
bool orderCategory(OrderCategory::Enum &value) const noexcept
Reason why a trade occurred.
Definition Messages.h:13459
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:13782
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:13259
ThisType & setTotNoRelatedSym(TotNoRelatedSym value) noexcept
Number of leg fill notice messages sent with spread summary.
Definition Messages.h:13621
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Trade.
Definition Messages.h:13105
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
Definition Messages.h:13805
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:14201
ExecutionReportTrade203 ThisType
This type alias.
Definition Messages.h:13018
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
Unique identifier present in all messages associated with a spread transaction.
Definition Messages.h:13658
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:14053
ExecType::Enum execType() const noexcept
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
Definition Messages.h:13436
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event,...
Definition Messages.h:13207
Firm contraBroker() const noexcept
Identifies the contra broker firm.
Definition Messages.h:13548
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:14068
ExecutionReportTrade203(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:13078
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:13174
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
Definition Messages.h:13392
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:13268
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
Definition Messages.h:13589
ThisType & setExecRefId(ExecIDOptional value) noexcept
Optionally sent when reporting a trade bust.
Definition Messages.h:13689
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
Definition Messages.h:13827
ExecutionReportTrade203(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:13056
ThisType & setImpliedEventId(ImpliedEventID value)
Unique ID for all matches that occur as a result of a implied event.
Definition Messages.h:14003
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:14155
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:13132
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
Definition Messages.h:13860
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:14061
ExecutionReportTrade203()=default
Initializes a blank instance.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:13350
ThisType & setLastPx(Price value) noexcept
Price of last fill.
Definition Messages.h:13317
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
Definition Messages.h:13152
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:14023
ThisType & setExecType(ExecType::Enum value) noexcept
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
Definition Messages.h:13447
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:13239
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:14224
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition Messages.h:13720
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:14079
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
Definition Messages.h:13288
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:14146
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
Identify whether the order initiator is an aggressor or not in the trade.
Definition Messages.h:13423
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:13359
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
Definition Messages.h:13493
Enum
Type of message flow from client to server or from server to client.
Definition Fields.h:1148
Enum
Reason Order Mass Action Request was rejected.
Definition Fields.h:757
Enum
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
Definition Fields.h:732
Enum
Specifies the scope of the action. All Day and MOC orders will be cancelled. GTC, GTD and MOA orders ...
Definition Fields.h:682
Enum
Specifies the type of action requested.
Definition Fields.h:704
@ ExecutionReportForward
ExecutionReportForward.
Definition Fields.h:1086
@ RetransmitReject
RetransmitReject.
Definition Fields.h:1044
@ AllocationInstruction
AllocationInstruction.
Definition Fields.h:1125
@ OrderCancelReplaceRequest
OrderCancelReplaceRequest.
Definition Fields.h:1062
@ PositionMaintenanceReport
PositionMaintenanceReport.
Definition Fields.h:1122
@ NegotiateResponse
NegotiateResponse.
Definition Fields.h:1017
@ ExecutionReportReject
ExecutionReportReject.
Definition Fields.h:1083
@ ExecutionReportNew
ExecutionReportNew.
Definition Fields.h:1071
@ PositionMaintenanceCancelRequest
PositionMaintenanceCancelRequest.
Definition Fields.h:1116
@ BusinessMessageReject
BusinessMessageReject.
Definition Fields.h:1050
@ ExecutionReportTrade
ExecutionReportTrade.
Definition Fields.h:1080
@ OrderMassActionRequest
OrderMassActionRequest.
Definition Fields.h:1095
@ SecurityDefinitionRequest
SecurityDefinitionRequest.
Definition Fields.h:1089
@ OrderMassActionReport
OrderMassActionReport.
Definition Fields.h:1098
@ AllocationReport
AllocationReport.
Definition Fields.h:1128
@ QuoteStatusReport
QuoteStatusReport.
Definition Fields.h:1104
@ ExecutionReportModify
ExecutionReportModify.
Definition Fields.h:1074
@ RetransmitRequest
RetransmitRequest.
Definition Fields.h:1038
@ OrderCancelRequest
OrderCancelRequest.
Definition Fields.h:1065
@ SimpleModifyOrder
SimpleModifyOrder.
Definition Fields.h:1056
@ PositionMaintenanceRequest
PositionMaintenanceRequest.
Definition Fields.h:1119
@ QuoteRequestReject
QuoteRequestReject.
Definition Fields.h:1113
@ SecurityDefinitionResponse
SecurityDefinitionResponse.
Definition Fields.h:1092
@ ExecutionReportCancel
ExecutionReportCancel.
Definition Fields.h:1077
Enum
Used to indicate what an Execution Report represents.
Definition Fields.h:1840
bool onbehalfFirm(FirmOptional &value) const noexcept
Identifies the broker firm who executes their orders on behalf.
Definition Messages.h:233
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:386
StrRef clientIP() const noexcept
Source IP from client system.
Definition Messages.h:273
ThisType & setClientAppVersion(StrRef value)
Application version as informed during certification process.
Definition Messages.h:333
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:348
Firm enteringFirm() const noexcept
Type of flow from client to server.
Definition Messages.h:212
Negotiate1(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:65
const void * tail() const noexcept
Definition Messages.h:439
static constexpr MessageType::Enum messageType() noexcept
Message type = Negotiate.
Definition Messages.h:117
ThisType & setClientIP(StrRef value)
Source IP from client system.
Definition Messages.h:311
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
Definition Messages.h:221
static constexpr const Char * className()
Definition Messages.h:418
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
Definition Messages.h:263
ThisType & setOnbehalfFirmToNull() noexcept
Definition Messages.h:252
ThisType & setOnbehalfFirm(FirmOptional value) noexcept
Identifies the broker firm who executes their orders on behalf.
Definition Messages.h:243
SchemaTraits Schema
Used template schema.
Definition Messages.h:38
StrRef clientAppName() const noexcept
Application name as informed during certification process.
Definition Messages.h:281
Negotiate1 ThisType
This type alias.
Definition Messages.h:41
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:166
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...
Definition Messages.h:300
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:374
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
Definition Messages.h:188
Negotiate1(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:101
SessionID sessionId() const noexcept
Message type = Negotiate.
Definition Messages.h:128
Negotiate1(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:90
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:360
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:427
Negotiate1(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:79
UTCTimestampNanos timestamp() const noexcept
Time of request.
Definition Messages.h:178
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:153
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:405
StrRef clientAppVersion() const noexcept
Application version as informed during certification process.
Definition Messages.h:291
ThisType & setClientAppName(StrRef value)
Application name as informed during certification process.
Definition Messages.h:322
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:449
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:138
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:394
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
Definition Messages.h:201
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:1276
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:1235
NegotiationRejectCode::Enum negotiationRejectCode() const noexcept
Identifies the code of reject negotiation.
Definition Messages.h:1175
const void * tail() const noexcept
Definition Messages.h:1327
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
Definition Messages.h:1112
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateReject.
Definition Messages.h:1052
static constexpr const Char * className()
Definition Messages.h:1306
SchemaTraits Schema
Used template schema.
Definition Messages.h:973
ThisType & setEnteringFirmToNull() noexcept
Definition Messages.h:1163
NegotiateReject3(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:1025
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
Definition Messages.h:1121
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:1101
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
Definition Messages.h:1154
NegotiateReject3 ThisType
This type alias.
Definition Messages.h:976
NegotiateReject3(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:1036
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:1264
SessionID sessionId() const noexcept
Message type = NegotiateReject.
Definition Messages.h:1063
NegotiateReject3()=default
Initializes a blank instance.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:1249
NegotiateReject3(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:1000
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:1315
ThisType & setCurrentSessionVerIdToNull() noexcept
Definition Messages.h:1221
bool enteringFirm(FirmOptional &value) const noexcept
Type of flow from client to server.
Definition Messages.h:1145
NegotiateReject3(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:1014
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:1088
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:1292
ThisType & setCurrentSessionVerId(SessionVerIDOptional value) noexcept
The current sessionVerID informed at the first Negotiate message for that specific session.
Definition Messages.h:1211
ThisType & setNegotiationRejectCode(NegotiationRejectCode::Enum value) noexcept
Identifies the code of reject negotiation.
Definition Messages.h:1185
bool currentSessionVerId(SessionVerIDOptional &value) const noexcept
The current sessionVerID informed at the first Negotiate message for that specific session.
Definition Messages.h:1199
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:1340
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:1073
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:1285
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
Definition Messages.h:1134
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:872
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:833
Firm enteringFirm() const noexcept
Type of flow from client to server.
Definition Messages.h:780
const void * tail() const noexcept
Definition Messages.h:925
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
Definition Messages.h:734
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateResponse.
Definition Messages.h:674
NegotiateResponse2(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:647
NegotiateResponse2()=default
Initializes a blank instance.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
Definition Messages.h:789
static constexpr const Char * className()
Definition Messages.h:904
NegotiateResponse2(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:636
SchemaTraits Schema
Used template schema.
Definition Messages.h:595
static constexpr FlowType::Enum serverFlow() noexcept
Type of flow from client to server.
Definition Messages.h:756
NegotiateResponse2 ThisType
This type alias.
Definition Messages.h:598
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
Definition Messages.h:743
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:723
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:860
SessionID sessionId() const noexcept
Message type = NegotiateResponse.
Definition Messages.h:685
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:846
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:913
ThisType & setSemanticVersion(Version value)
Identifies the semantic version of the schema used in this session.
Definition Messages.h:812
bool semanticVersion(Version &value) const noexcept
Identifies the semantic version of the schema used in this session.
Definition Messages.h:801
NegotiateResponse2(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:658
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:710
NegotiateResponse2(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:622
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:888
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:938
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:695
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:881
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
Definition Messages.h:769
Enum
Identifies the code of reject negotiation.
Definition Fields.h:1179
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:8649
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:8612
static constexpr const Char * className()
Entity class name.
Definition Messages.h:8663
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
Definition Messages.h:8560
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:8502
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:8460
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:8636
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:8467
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:8522
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:8581
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:8531
bool enteringFirm(FirmOptional &value) const noexcept
Identifies the broker firm that will enter orders.
Definition Messages.h:8551
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:8591
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:8485
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:8511
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:8602
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:8478
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:9205
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
Definition Messages.h:9021
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:9164
const void * tail() const noexcept
Definition Messages.h:9261
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Definition Messages.h:9111
NewOrderCross106()=default
Initializes a blank instance.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:8840
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderCross.
Definition Messages.h:8745
NewOrderCross106(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:8707
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
Definition Messages.h:9033
static constexpr const Char * className()
Definition Messages.h:9240
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:8913
NewOrderCross106(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:8718
SchemaTraits Schema
Used template schema.
Definition Messages.h:8438
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:8828
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:8872
ThisType & setCrossedIndicatorToNull() noexcept
Definition Messages.h:8977
ThisType & setPrice(Price value) noexcept
Price per share or contract.
Definition Messages.h:8944
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderCross.
Definition Messages.h:8756
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:8905
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
Definition Messages.h:8999
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:8765
NewOrderCross106(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:8693
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:8818
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
Definition Messages.h:8989
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:8806
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:9193
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:8881
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
Definition Messages.h:8967
ThisType & setExecutingTraderToNull() noexcept
Definition Messages.h:8860
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:9178
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
Definition Messages.h:8956
ThisType & setCrossPrioritizationToNull() noexcept
Definition Messages.h:9043
NewOrderCross106 ThisType
This type alias.
Definition Messages.h:8441
bool maxSweepQty(QuantityOptional &value) const noexcept
Maximum sweep quantity.
Definition Messages.h:9054
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:8922
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:9249
ThisType & setMaxSweepQty(QuantityOptional value) noexcept
Maximum sweep quantity.
Definition Messages.h:9063
ThisType & setCrossId(CrossID value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition Messages.h:8785
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:9123
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
Definition Messages.h:9100
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:9138
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:8796
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:9223
NewOrderCross106(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:8729
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:9131
Price price() const noexcept
Price per share or contract.
Definition Messages.h:8934
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
Definition Messages.h:8672
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:8850
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:8893
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:9271
CrossID crossId() const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition Messages.h:8775
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:9149
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:9213
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:6568
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:6399
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:6529
NewOrderSingle102 ThisType
This type alias.
Definition Messages.h:5739
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:6330
const void * tail() const noexcept
Definition Messages.h:6635
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition Messages.h:6009
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:6470
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
Definition Messages.h:6102
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:6297
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderSingle.
Definition Messages.h:5815
NewOrderSingle102(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:5777
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Definition Messages.h:6176
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
Definition Messages.h:6091
ThisType & setRoutingInstructionToNull() noexcept
Definition Messages.h:6144
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Definition Messages.h:6430
static constexpr const Char * className()
Definition Messages.h:6614
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:6155
SchemaTraits Schema
Used template schema.
Definition Messages.h:5736
NewOrderSingle102(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:5788
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:5984
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:6021
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:6349
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:6062
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:5844
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:6409
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:6277
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderSingle.
Definition Messages.h:5826
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
Definition Messages.h:6378
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:6054
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:5835
NewOrderSingle102(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:5763
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:6217
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
Definition Messages.h:6440
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:5974
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:5962
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
Definition Messages.h:6123
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:6556
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:5853
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
Definition Messages.h:6134
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:6030
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:6246
ThisType & setExecutingTraderToNull() noexcept
Definition Messages.h:6317
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:6542
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition Messages.h:5998
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:6164
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:5923
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Definition Messages.h:6186
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:6623
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:6490
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:6505
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:5952
OrdType::Enum ordType() const noexcept
Order type.
Definition Messages.h:6082
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:5902
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
Definition Messages.h:6369
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Definition Messages.h:6111
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:5932
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:5912
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:6585
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:6071
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:6498
NewOrderSingle102(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:5799
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:6307
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:6460
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:6042
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:6645
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
Definition Messages.h:5877
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:6207
NewOrderSingle102()=default
Initializes a blank instance.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
Definition Messages.h:5890
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:6267
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:6516
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:6237
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:6576
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:3018
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:2980
const void * tail() const noexcept
Definition Messages.h:3066
static constexpr MessageType::Enum messageType() noexcept
Message type = NotApplied.
Definition Messages.h:2927
NotApplied8(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:2889
NotApplied8(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:2911
static constexpr const Char * className()
Definition Messages.h:3045
NotApplied8(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:2900
SchemaTraits Schema
Used template schema.
Definition Messages.h:2848
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
Definition Messages.h:2946
SeqNum fromSeqNo() const noexcept
Message type = NotApplied.
Definition Messages.h:2937
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:3006
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:2992
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:3054
NotApplied8(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:2875
ThisType & setCount(MessageCounter value) noexcept
How many messages haven´t been applied?.
Definition Messages.h:2966
NotApplied8()=default
Initializes a blank instance.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:3034
NotApplied8 ThisType
This type alias.
Definition Messages.h:2851
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:3079
MessageCounter count() const noexcept
How many messages haven´t been applied?.
Definition Messages.h:2957
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:3027
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.
Definition Composites.h:429
Null values definition for optional Price8Optional field.
Definition Composites.h:282
Null values definition for optional PriceOffsetOptional field.
Definition Composites.h:350
Null values definition for optional PriceOptional field.
Definition Composites.h:203
Null values definition for optional UTCTimestampNanosOptional field.
Definition Composites.h:647
Null values definition for optional Version field.
Enum
Identifies current status of order.
Definition Fields.h:1668
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
Definition Messages.h:7398
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:7666
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:7497
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:7627
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:7428
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition Messages.h:7011
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:7568
OrderCancelReplaceRequest104(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:6790
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:7366
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelReplaceRequest.
Definition Messages.h:6817
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Definition Messages.h:7187
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
Definition Messages.h:7093
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Definition Messages.h:7528
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:7166
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:6986
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
Definition Messages.h:7407
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:7023
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Definition Messages.h:7447
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:7064
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:6846
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
Definition Messages.h:7246
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:7507
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:7346
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelReplaceRequest.
Definition Messages.h:6828
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
Definition Messages.h:7476
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:7056
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:6837
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:7286
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
Definition Messages.h:7538
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:6779
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:6976
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:6964
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
Definition Messages.h:7134
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:7654
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:6855
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
Definition Messages.h:7145
OrderCancelReplaceRequest104 ThisType
This type alias.
Definition Messages.h:6741
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:7032
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:7315
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:7640
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
Definition Messages.h:7104
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition Messages.h:7000
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:7175
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:6925
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Definition Messages.h:7197
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:7217
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:7725
OrderCancelReplaceRequest104()=default
Initializes a blank instance.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:6801
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:7588
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:6765
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:7603
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:7226
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:6954
OrdType::Enum ordType() const noexcept
Order type.
Definition Messages.h:7084
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:6904
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
Definition Messages.h:7467
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Definition Messages.h:7113
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:6934
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:6914
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:7683
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:7073
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:7596
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:7376
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:7558
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:7044
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:7748
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
Definition Messages.h:7255
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
Definition Messages.h:6879
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition Messages.h:7276
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
Definition Messages.h:6892
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Definition Messages.h:7336
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:7614
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
Definition Messages.h:7306
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:7674
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:8281
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:8240
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:8167
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelRequest.
Definition Messages.h:7920
OrderCancelRequest105()=default
Initializes a blank instance.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum value) noexcept
Used to communicate a reason for a solicited cancel.
Definition Messages.h:8102
static constexpr const Char * className()
Definition Messages.h:8314
SchemaTraits Schema
Used template schema.
Definition Messages.h:7841
OrderCancelRequest105(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:7882
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:8155
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:7971
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:8070
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be cancelled.
Definition Messages.h:8041
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelRequest.
Definition Messages.h:7931
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:8004
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:7940
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:8145
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:8133
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:8269
OrderCancelRequest105(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:7893
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:7980
OrderCancelRequest105(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:7904
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:8254
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:8012
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:8323
OrderCancelRequest105 ThisType
This type alias.
Definition Messages.h:7844
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:8199
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:8214
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:8021
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:8123
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:7950
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:7960
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:8298
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:8079
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:8207
bool execRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum &value) const noexcept
Used to communicate a reason for a solicited cancel.
Definition Messages.h:8091
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:8177
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:7992
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:8345
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be cancelled.
Definition Messages.h:8050
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:8225
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:8289
OrderCancelRequest105(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:7868
Enum
Defines the type of interest behind a trade i.e. why a trade occurred.
Definition Fields.h:1868
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:26882
OrderMassActionReport702 ThisType
This type alias.
Definition Messages.h:26328
ThisType & setMassActionReportId(MassActionReportID value) noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition Messages.h:26521
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for mass cancel on behalf purposes.
Definition Messages.h:26789
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:26841
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
Definition Messages.h:26443
OrderMassActionReport702(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:26352
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionReport.
Definition Messages.h:26404
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
Definition Messages.h:26433
static constexpr const Char * className()
Definition Messages.h:26918
ThisType & setMassActionResponse(MassActionResponse::Enum value) noexcept
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
Definition Messages.h:26564
ThisType & setText(StrRef value)
Free ASCII format text string.
Definition Messages.h:26826
SchemaTraits Schema
Used template schema.
Definition Messages.h:26325
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
Definition Messages.h:26747
OrderMassActionReport702()=default
Initializes a blank instance.
OrderMassActionReport702(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:26388
MassActionResponse::Enum massActionResponse() const noexcept
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
Definition Messages.h:26553
ThisType & setAsset(StrRef value) noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
Definition Messages.h:26714
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:26644
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
Definition Messages.h:26456
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
Used to communicate event type which triggers the Order Mass Action Request.
Definition Messages.h:26611
MassActionReportID massActionReportId() const noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition Messages.h:26511
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for mass cancel on behalf purposes.
Definition Messages.h:26799
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:26780
bool asset(StrRef &value) const noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
Definition Messages.h:26703
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:26870
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:26653
OrderMassActionReport702(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:26377
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:26424
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:26855
bool massActionRejectReason(MassActionRejectReason::Enum &value) const noexcept
Reason Order Mass Action Request was rejected.
Definition Messages.h:26577
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
Used to communicate event type which triggers the Order Mass Action Request.
Definition Messages.h:26623
StrRef text() const noexcept
Free ASCII format text string.
Definition Messages.h:26819
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionReport.
Definition Messages.h:26415
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:26927
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:26489
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
Definition Messages.h:26737
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:26499
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:26898
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:26682
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:26532
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:26768
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:26950
bool side(Side::Enum &value) const noexcept
Side of order.
Definition Messages.h:26673
OrderMassActionReport702(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:26366
ThisType & setMassActionRejectReason(MassActionRejectReason::Enum value) noexcept
Reason Order Mass Action Request was rejected.
Definition Messages.h:26588
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:26890
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:26541
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
Definition Messages.h:26467
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:26220
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for mass cancel on behalf purposes.
Definition Messages.h:26146
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:26179
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
Definition Messages.h:25899
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionRequest.
Definition Messages.h:25860
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
Definition Messages.h:25889
OrderMassActionRequest701(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:25822
SchemaTraits Schema
Used template schema.
Definition Messages.h:25781
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
Definition Messages.h:26104
OrderMassActionRequest701(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:25833
OrderMassActionRequest701()=default
Initializes a blank instance.
ThisType & setAsset(StrRef value) noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
Definition Messages.h:26071
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:26001
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
Definition Messages.h:25912
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
Used to communicate event type which triggers the Order Mass Action Request.
Definition Messages.h:25968
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for mass cancel on behalf purposes.
Definition Messages.h:26156
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionRequest.
Definition Messages.h:25871
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:26137
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:25880
OrderMassActionRequest701(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:25844
bool asset(StrRef &value) const noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
Definition Messages.h:26060
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:26208
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:26010
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:26193
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
Used to communicate event type which triggers the Order Mass Action Request.
Definition Messages.h:25980
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:26264
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:25945
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
Definition Messages.h:26094
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:25955
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:26236
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:26039
OrderMassActionRequest701 ThisType
This type alias.
Definition Messages.h:25784
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:26125
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:26290
bool side(Side::Enum &value) const noexcept
Side of order.
Definition Messages.h:26030
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:26229
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
Definition Messages.h:25923
OrderMassActionRequest701(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:25808
Enum
Maintenance Action to be performed.
Definition Fields.h:897
Enum
Status of Position Maintenance Request.
Definition Fields.h:813
Enum
Identifies the type of position transaction.
Definition Fields.h:869
Enum
Used to identify the type of quantity.
Definition Fields.h:645
@ OptionExerciseQty
OptionExerciseQty.
Definition Fields.h:653
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:22731
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:22693
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
Definition Messages.h:22519
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceCancelRequest.
Definition Messages.h:22490
PositionMaintenanceCancelRequest501()=default
Initializes a blank instance.
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:22474
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:22678
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:22539
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
Definition Messages.h:22581
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:22438
bool posMaintRptRefId(PosMaintRptIDOptional &value) const noexcept
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being cancelle...
Definition Messages.h:22613
PositionMaintenanceCancelRequest501(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:22463
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceCancelRequest.
Definition Messages.h:22501
ThisType & setPosMaintRptRefId(PosMaintRptIDOptional value) noexcept
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being cancelle...
Definition Messages.h:22625
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:22572
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:22510
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:22668
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:22656
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:22719
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:22548
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:22705
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:22770
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
Definition Messages.h:22528
PositionMaintenanceCancelRequest501 ThisType
This type alias.
Definition Messages.h:22414
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:22646
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:22747
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:22560
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
Definition Messages.h:22591
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:22452
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:22740
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:23601
ThisType & setPosType(PosType::Enum value) noexcept
Used to identify the type of quantity.
Definition Messages.h:23516
PositionsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:23477
ThisType & setLongQty(QuantityOptional value) noexcept
Long Quantity.
Definition Messages.h:23536
static constexpr const Char * className()
Entity class name.
Definition Messages.h:23614
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:23470
bool shortQty(QuantityOptional &value) const noexcept
Short Quantity.
Definition Messages.h:23556
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:23587
bool longQty(QuantityOptional &value) const noexcept
Long Quantity.
Definition Messages.h:23527
ThisType & setShortQty(QuantityOptional value) noexcept
Short Quantity.
Definition Messages.h:23565
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:23495
PosType::Enum posType() const noexcept
Used to identify the type of quantity.
Definition Messages.h:23507
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:23488
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
Definition Messages.h:23943
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:24301
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:24263
PositionMaintenanceReport503 ThisType
This type alias.
Definition Messages.h:23451
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
Definition Messages.h:23996
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceReport.
Definition Messages.h:23696
ThisType & setPosMaintRptId(PosMaintRptID value) noexcept
Unique identifier for this position report.
Definition Messages.h:23804
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exer...
Definition Messages.h:24152
Positions positions(Positions::Size length)
Setup repeating group with the given number of entries.
Definition Messages.h:24180
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:23658
ThisType & setPosMaintResult(RejReasonOptional value) noexcept
Identifies reason for rejection.
Definition Messages.h:24111
ThisType & setText(StrRef value)
Free ASCII format text string.
Definition Messages.h:24248
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
Definition Messages.h:23952
bool posMaintResult(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
Definition Messages.h:24101
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:23754
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
Definition Messages.h:23913
PositionMaintenanceReport503(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:23644
Timestamp clearingBusinessDate() const noexcept
The 'Clearing Business Date' referred to by this request.
Definition Messages.h:23973
Boolean::Enum contraryInstructionIndicator() const noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exer...
Definition Messages.h:24137
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
Definition Messages.h:23815
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:23787
ThisType & setTradeId(TradeIDOptional value) noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
Definition Messages.h:23892
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:23680
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:24088
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:24289
ThisType & setClearingBusinessDate(Timestamp value) noexcept
The 'Clearing Business Date' referred to by this request.
Definition Messages.h:23983
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:23763
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:23716
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:24275
StrRef text() const noexcept
Free ASCII format text string.
Definition Messages.h:24219
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:24049
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceReport.
Definition Messages.h:23707
bool tradeId(TradeIDOptional &value) const noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
Definition Messages.h:23881
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:24348
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:24203
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:24226
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:24078
bool posReqId(PosReqIDOptional &value) const noexcept
Unique identifier for the position maintenance request.
Definition Messages.h:23725
PosMaintAction::Enum posMaintAction() const noexcept
Maintenance Action to be performed.
Definition Messages.h:23835
Positions positions(Positions::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Definition Messages.h:24191
ThisType & setPosMaintStatus(PosMaintStatus::Enum value) noexcept
Status of Position Maintenance Request.
Definition Messages.h:23867
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:24058
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
Definition Messages.h:23824
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:24320
ThisType & setPosMaintAction(PosMaintAction::Enum value) noexcept
Maintenance Action to be performed.
Definition Messages.h:23845
PositionMaintenanceReport503(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:23669
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:24211
SbeGroup< PositionsEntry, GroupSizeEncoding, MessageSize > Positions
Repeating group containing PositionsEntry entries.
Definition Messages.h:23623
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
Definition Messages.h:24008
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:24029
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:23775
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being cancelled.
Definition Messages.h:23923
PosMaintRptID posMaintRptId() const noexcept
Unique identifier for this position report.
Definition Messages.h:23795
PosMaintStatus::Enum posMaintStatus() const noexcept
Status of Position Maintenance Request.
Definition Messages.h:23857
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:24237
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:24309
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:24038
PositionMaintenanceReport503()=default
Initializes a blank instance.
ThisType & setPosReqId(PosReqIDOptional value) noexcept
Unique identifier for the position maintenance request.
Definition Messages.h:23734
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:22894
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:23292
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:23254
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
Definition Messages.h:22939
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
Definition Messages.h:23002
PositionMaintenanceRequest502(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:22858
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceRequest.
Definition Messages.h:22910
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted: The exer...
Definition Messages.h:23149
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:23170
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:22959
Timestamp clearingBusinessDate() const noexcept
The 'Clearing Business Date' referred to by this request.
Definition Messages.h:23107
Boolean::Enum contraryInstructionIndicator() const noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted: The exer...
Definition Messages.h:23134
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
Definition Messages.h:23086
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceRequest.
Definition Messages.h:22921
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:22992
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:22930
PositionMaintenanceRequest502()=default
Initializes a blank instance.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:22872
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:23160
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:23074
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:23280
Quantity longQty() const noexcept
Used to identify the type of quantity.
Definition Messages.h:23193
ThisType & setClearingBusinessDate(Timestamp value) noexcept
The 'Clearing Business Date' referred to by this request.
Definition Messages.h:23117
PositionMaintenanceRequest502(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:22883
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:22968
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:23266
static constexpr PosType::Enum posType() noexcept
Used to identify the type of quantity.
Definition Messages.h:23183
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:23035
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:23332
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
Definition Messages.h:22948
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:23213
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:23228
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:23064
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:23044
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
Definition Messages.h:23095
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:23309
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:23221
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
Definition Messages.h:23014
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:22980
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:23239
PositionMaintenanceRequest502 ThisType
This type alias.
Definition Messages.h:22834
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:23300
ThisType & setLongQty(Quantity value) noexcept
Long quantity.
Definition Messages.h:23202
Quote403(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:20079
Quote403()=default
Initializes a blank instance.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:20618
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:20579
const void * tail() const noexcept
Definition Messages.h:20676
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:20520
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:20308
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:20474
static constexpr MessageType::Enum messageType() noexcept
Message type = TermoQuote.
Definition Messages.h:20095
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
Definition Messages.h:20195
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = TermoQuote.
Definition Messages.h:20106
Quote403(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:20068
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
Definition Messages.h:20175
static constexpr const Char * className()
Definition Messages.h:20655
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
Definition Messages.h:20450
ThisType & setPriceToNull() noexcept
Definition Messages.h:20246
bool price(Price8Optional &value) const noexcept
Price per share or contract.
Definition Messages.h:20227
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:20257
SchemaTraits Schema
Used template schema.
Definition Messages.h:20016
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:20380
Quote403(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:20057
SettlType::Enum settlType() const noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:20298
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:20125
ThisType & setFixedRate(Percentage8 value) noexcept
Interest rate of the forward trade.
Definition Messages.h:20423
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:20277
ThisType & setExecuteUnderlyingTradeToNull() noexcept
Definition Messages.h:20460
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:20158
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:20370
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:20392
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:20358
Quote403(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:20043
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:20606
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
Definition Messages.h:20437
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
Deadline for completing the forward deal.
Definition Messages.h:20499
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:20134
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
Definition Messages.h:20166
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:20592
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:20266
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:20319
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:20664
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:20540
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:20555
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:20348
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:20328
QuoteID quoteId() const noexcept
Unique identifier for quote.
Definition Messages.h:20186
DaysToSettlement daysToSettlement() const noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:20488
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:20635
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:20286
Quote403 ThisType
This type alias.
Definition Messages.h:20019
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:20548
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:20206
ThisType & setAccountToNull() noexcept
Definition Messages.h:20337
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:20402
Percentage8 fixedRate() const noexcept
Interest rate of the forward trade.
Definition Messages.h:20414
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:20510
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:20146
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:20686
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
Definition Messages.h:20237
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:20566
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:20626
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:20215
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Definition Messages.h:20116
static constexpr QuoteCancelType::Enum quoteCancelType() noexcept
Identifies the type of quote cancel.
Definition Messages.h:20986
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:21185
QuoteCancel404(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:20838
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
Definition Messages.h:20956
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:21147
const void * tail() const noexcept
Definition Messages.h:21238
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:21094
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteCancel.
Definition Messages.h:20854
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteCancel.
Definition Messages.h:20865
static constexpr const Char * className()
Definition Messages.h:21217
ThisType & setQuoteReqIdToNull() noexcept
Definition Messages.h:20945
SchemaTraits Schema
Used template schema.
Definition Messages.h:20775
QuoteCancel404()=default
Initializes a blank instance.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:21057
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:20884
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:20917
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:21047
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:21069
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:21035
QuoteCancel404(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:20816
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:21173
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
Definition Messages.h:20965
ThisType & setQuoteReqId(QuoteReqIDOptional value) noexcept
Unique identifier for quote request.
Definition Messages.h:20936
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:20893
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:21159
bool account(AccountOptional &value) const noexcept
Identifies the type of quote cancel.
Definition Messages.h:20996
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:21226
StrRef deskId() const noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:21106
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:21121
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:21025
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:21005
bool quoteReqId(QuoteReqIDOptional &value) const noexcept
Unique identifier for quote request.
Definition Messages.h:20926
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:21202
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:21114
QuoteCancel404(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:20802
QuoteCancel404 ThisType
This type alias.
Definition Messages.h:20778
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:21079
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:20905
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:21248
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:21132
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:21193
QuoteCancel404(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:20827
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Definition Messages.h:20875
Enum
Identifies the type of quote cancel.
Definition Fields.h:623
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:18194
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:18160
static constexpr const Char * className()
Entity class name.
Definition Messages.h:18208
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:18101
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:18060
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:18182
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:18067
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:18121
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:18130
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:18085
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:18110
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:18150
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:18078
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:18836
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
Definition Messages.h:18381
Price8 price() const noexcept
Price per share or contract.
Definition Messages.h:18484
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:18798
const void * tail() const noexcept
Definition Messages.h:18890
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:18516
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:18681
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Definition Messages.h:18745
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequest.
Definition Messages.h:18290
QuoteRequest401()=default
Initializes a blank instance.
ThisType & setPrice(Price8 value) noexcept
Price per share or contract.
Definition Messages.h:18494
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequest.
Definition Messages.h:18301
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
Definition Messages.h:18370
static constexpr const Char * className()
Definition Messages.h:18869
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
Definition Messages.h:18543
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:18564
SchemaTraits Schema
Used template schema.
Definition Messages.h:18038
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:18616
SettlType::Enum settlType() const noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:18506
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:18320
ThisType & setFixedRate(Percentage8 value) noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller,...
Definition Messages.h:18667
QuoteRequest401(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:18252
ThisType & setExecuteUnderlyingTradeToNull() noexcept
Definition Messages.h:18553
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
Definition Messages.h:18452
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:18353
QuoteRequest401 ThisType
This type alias.
Definition Messages.h:18041
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:18421
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:18606
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:18628
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:18594
QuoteRequest401(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:18238
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:18824
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
Definition Messages.h:18530
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
Definition Messages.h:18390
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
Deadline for completing the forward deal.
Definition Messages.h:18706
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:18329
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
Definition Messages.h:18361
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:18810
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:18573
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:18411
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:18878
QuoteRequest401(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:18274
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:18757
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
Definition Messages.h:18734
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
Definition Messages.h:18442
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:18772
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:18584
DaysToSettlement daysToSettlement() const noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:18695
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:18854
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:18765
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:18463
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
Definition Messages.h:18217
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:18638
Percentage8 fixedRate() const noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller,...
Definition Messages.h:18654
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:18341
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:18900
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:18783
QuoteRequest401(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:18263
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:18844
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:18472
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Definition Messages.h:18311
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:21497
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:21463
static constexpr const Char * className()
Entity class name.
Definition Messages.h:21511
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:21404
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:21363
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:21485
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:21370
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:21424
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:21433
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:21388
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:21413
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:21453
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:21381
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:22195
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
Definition Messages.h:21713
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:22157
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:21838
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:21848
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:22008
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Definition Messages.h:22085
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequestReject.
Definition Messages.h:21593
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
Definition Messages.h:21984
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequestReject.
Definition Messages.h:21604
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
Definition Messages.h:21702
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
Definition Messages.h:21973
static constexpr const Char * className()
Definition Messages.h:22234
ThisType & setOrderQty(QuantityOptional value) noexcept
Quantity ordered.
Definition Messages.h:21908
bool price(Price8Optional &value) const noexcept
Price per share or contract.
Definition Messages.h:21869
ThisType & setText(StrRef value)
Free ASCII format text string.
Definition Messages.h:22142
SchemaTraits Schema
Used template schema.
Definition Messages.h:21341
ThisType & setQuoteRequestRejectReasonToNull() noexcept
Definition Messages.h:21641
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:21825
QuoteRequestReject405()=default
Initializes a blank instance.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:21652
QuoteRequestReject405(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:21566
bool orderQty(QuantityOptional &value) const noexcept
Quantity ordered.
Definition Messages.h:21899
QuoteRequestReject405(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:21577
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
Definition Messages.h:21784
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:21685
bool quoteRequestRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
Definition Messages.h:21623
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:21753
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:21815
ThisType & setQuoteRequestRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
Definition Messages.h:21632
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:21950
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:21938
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
Definition Messages.h:22036
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:22183
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
Definition Messages.h:21722
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:21661
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
Definition Messages.h:21693
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:22169
StrRef text() const noexcept
Free ASCII format text string.
Definition Messages.h:22113
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:21743
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:22243
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:22023
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:22097
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
Definition Messages.h:22074
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
Definition Messages.h:21774
QuoteRequestReject405(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:21555
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:22120
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:21928
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:22214
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:22105
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:21795
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
Definition Messages.h:21520
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:21960
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:21673
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:22265
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
Definition Messages.h:21879
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:22131
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:22203
QuoteRequestReject405 ThisType
This type alias.
Definition Messages.h:21344
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:21804
QuoteRequestReject405(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:21541
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Definition Messages.h:21614
QuoteStatus::Enum quoteStatus() const noexcept
Identifies the status of the quote acknowledgement.
Definition Messages.h:19310
QuoteStatusReport402 ThisType
This type alias.
Definition Messages.h:19021
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:19820
ThisType & setQuoteRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
Definition Messages.h:19136
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:19781
ThisType & setTradingSubAccount(AccountOptional value)
Account used for associating risk limits (when defined).
Definition Messages.h:19703
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:19424
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
Definition Messages.h:19434
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:19644
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteStatusReport.
Definition Messages.h:19097
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
Definition Messages.h:19226
QuoteStatusReport402(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:19059
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
Definition Messages.h:19583
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteStatusReport.
Definition Messages.h:19108
ThisType & setQuoteStatusResponseTo(QuoteStatusResponseTo::Enum value) noexcept
Identifies the type of request that a Quote Status Report is in response to.
Definition Messages.h:19344
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
Definition Messages.h:19206
bool quoteStatusResponseTo(QuoteStatusResponseTo::Enum &value) const noexcept
Identifies the type of request that a Quote Status Report is in response to.
Definition Messages.h:19332
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
Definition Messages.h:19572
static constexpr const Char * className()
Definition Messages.h:19865
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
Definition Messages.h:19620
bool price(Price8Optional &value) const noexcept
Price per share or contract.
Definition Messages.h:19455
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:19485
ThisType & setText(StrRef value)
Free ASCII format text string.
Definition Messages.h:19768
SchemaTraits Schema
Used template schema.
Definition Messages.h:19018
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:19537
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:19156
ThisType & setExecuteUnderlyingTradeToNull() noexcept
Definition Messages.h:19630
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
Definition Messages.h:19279
ThisType & setQuoteStatus(QuoteStatus::Enum value) noexcept
Identifies the status of the quote acknowledgement.
Definition Messages.h:19319
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:19189
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:19248
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:19527
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
Definition Messages.h:19549
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:19515
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
Definition Messages.h:19672
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:19808
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
Definition Messages.h:19607
QuoteStatusReport402(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:19070
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:19165
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
Definition Messages.h:19197
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:19794
QuoteStatusReport402()=default
Initializes a blank instance.
StrRef text() const noexcept
Free ASCII format text string.
Definition Messages.h:19739
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:19494
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:19365
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
Definition Messages.h:19238
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:19874
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Specifies whether a quote is public, i.e.
Definition Messages.h:19659
StrRef deskId() const noexcept
Identifies the trading desk.
Definition Messages.h:19723
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
Definition Messages.h:19269
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
Definition Messages.h:19746
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:19505
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:19374
QuoteID quoteId() const noexcept
Unique identifier for quote.
Definition Messages.h:19217
QuoteStatusReport402(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:19081
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:19838
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:19403
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:19731
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation.
Definition Messages.h:19290
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Definition Messages.h:19559
bool tradingSubAccount(AccountOptional &value) const noexcept
Account used for associating risk limits (when defined).
Definition Messages.h:19693
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:19177
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:19896
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
Definition Messages.h:19465
QuoteStatusReport402(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:19045
bool side(Side::Enum &value) const noexcept
Side of order.
Definition Messages.h:19394
bool quoteRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
Definition Messages.h:19127
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:19757
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:19828
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation.
Definition Messages.h:19299
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
Definition Messages.h:19118
Enum
Identifies the type of request that a Quote Status Report is in response to.
Definition Fields.h:592
Enum
Identifies the status of the quote acknowledgement.
Definition Fields.h:552
Retransmission13(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:3715
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:3886
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:3848
SeqNum nextSeqNo() const noexcept
The sequence number of the first retransmitted message.
Definition Messages.h:3805
const void * tail() const noexcept
Definition Messages.h:3934
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
Definition Messages.h:3785
static constexpr MessageType::Enum messageType() noexcept
Message type = Retransmission.
Definition Messages.h:3753
Retransmission13 ThisType
This type alias.
Definition Messages.h:3677
static constexpr const Char * className()
Definition Messages.h:3913
SchemaTraits Schema
Used template schema.
Definition Messages.h:3674
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
Definition Messages.h:3794
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:3874
SessionID sessionId() const noexcept
Message type = Retransmission.
Definition Messages.h:3764
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:3860
ThisType & setNextSeqNo(SeqNum value) noexcept
The sequence number of the first retransmitted message.
Definition Messages.h:3814
Retransmission13(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:3701
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:3922
Retransmission13()=default
Initializes a blank instance.
ThisType & setCount(MessageCounter value) noexcept
Number of messages to be retransmitted.
Definition Messages.h:3834
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:3902
Retransmission13(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:3737
Retransmission13(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:3726
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:3947
MessageCounter count() const noexcept
Number of messages to be retransmitted.
Definition Messages.h:3825
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:3774
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:3895
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:4177
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:4139
const void * tail() const noexcept
Definition Messages.h:4225
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
Definition Messages.h:4093
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitReject.
Definition Messages.h:4061
RetransmitRejectCode::Enum retransmitRejectCode() const noexcept
Identifies the code of reject retransmission.
Definition Messages.h:4114
RetransmitReject14(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:4023
static constexpr const Char * className()
Definition Messages.h:4204
SchemaTraits Schema
Used template schema.
Definition Messages.h:3982
RetransmitReject14 ThisType
This type alias.
Definition Messages.h:3985
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
Definition Messages.h:4102
RetransmitReject14(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:4009
RetransmitReject14(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:4034
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:4165
RetransmitReject14(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:4045
SessionID sessionId() const noexcept
Message type = RetransmitReject.
Definition Messages.h:4072
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:4151
ThisType & setRetransmitRejectCode(RetransmitRejectCode::Enum value) noexcept
Identifies the code of reject retransmission.
Definition Messages.h:4124
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:4213
RetransmitReject14()=default
Initializes a blank instance.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:4193
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:4238
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:4082
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:4186
Enum
Identifies the code of reject retransmission.
Definition Fields.h:1377
RetransmitRequest12 ThisType
This type alias.
Definition Messages.h:3365
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:3578
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:3540
const void * tail() const noexcept
Definition Messages.h:3626
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitRequest.
Definition Messages.h:3441
static constexpr const Char * className()
Definition Messages.h:3605
RetransmitRequest12(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:3425
SchemaTraits Schema
Used template schema.
Definition Messages.h:3362
RetransmitRequest12()=default
Initializes a blank instance.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
Definition Messages.h:3504
SeqNum fromSeqNo() const noexcept
The first applied sequence number.
Definition Messages.h:3495
RetransmitRequest12(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:3389
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:3566
RetransmitRequest12(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:3414
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
Definition Messages.h:3484
SessionID sessionId() const noexcept
Message type = RetransmitRequest.
Definition Messages.h:3452
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:3552
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:3614
RetransmitRequest12(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:3403
ThisType & setCount(MessageCounter value) noexcept
Maximum number of messages to be retransmitted.
Definition Messages.h:3526
UTCTimestampNanos timestamp() const noexcept
Time of request.
Definition Messages.h:3474
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:3594
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:3639
MessageCounter count() const noexcept
Maximum number of messages to be retransmitted.
Definition Messages.h:3516
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:3462
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:3587
Enum
Indicates additional order instruction.
Definition Fields.h:1612
Attributes of SBE message schema.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:17170
RatioQty legRatioQty() const noexcept
The ratio of quantity for this individual leg relative to the entire multileg security.
Definition Messages.h:17099
StrRef legSymbol() const noexcept
Multileg instrument's individual security’s Symbol.
Definition Messages.h:17065
static constexpr const Char * className()
Entity class name.
Definition Messages.h:17183
ThisType & setLegSymbol(StrRef value) noexcept
Multileg instrument's individual security’s Symbol.
Definition Messages.h:17076
bool legSide(Side::Enum &value) const noexcept
The side of this individual leg (multileg security).
Definition Messages.h:17121
ThisType & setLegSide(Side::Enum value) noexcept
The side of this individual leg (multileg security).
Definition Messages.h:17131
ThisType & setLegRatioQty(RatioQty value) noexcept
The ratio of quantity for this individual leg relative to the entire multileg security.
Definition Messages.h:17109
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:17028
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:17155
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:17035
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:17053
static constexpr StrRef legSecurityExchange() noexcept
Exchange code the leg security belongs to.
Definition Messages.h:17090
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:17046
SecurityDefinitionRequest300()=default
Initializes a blank instance.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:17401
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:17249
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionRequest.
Definition Messages.h:17265
SbeGroup< LegsEntry, GroupSizeEncoding, MessageSize > Legs
Repeating group containing LegsEntry entries.
Definition Messages.h:17192
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
Definition Messages.h:17375
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Definition Messages.h:17386
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:17346
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
Definition Messages.h:17303
SecurityDefinitionRequest300 ThisType
This type alias.
Definition Messages.h:17009
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:17227
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionRequest.
Definition Messages.h:17276
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:17285
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:17336
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:17324
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:17427
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:17413
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
Definition Messages.h:17441
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
Definition Messages.h:17294
SecurityDefinitionRequest300(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:17213
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:17480
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:17314
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:17460
SecurityDefinitionRequest300(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:17238
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:17452
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:17938
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:17897
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:17608
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionResponse.
Definition Messages.h:17646
ThisType & setSymbol(StrRef value) noexcept
B3 requires that this field is properly set.
Definition Messages.h:17818
ThisType & setSecurityStrategyType(StrRef value) noexcept
Indicates the type of Strategy created.
Definition Messages.h:17782
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
Definition Messages.h:17706
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:17882
ThisType & setSecurityResponseId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition message.
Definition Messages.h:17839
SecurityDefinitionResponse301(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:17594
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
Definition Messages.h:17684
ThisType & setSecurityResponseType(SecurityResponseType::Enum value) noexcept
Type of Security Definition message response.
Definition Messages.h:17758
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:17739
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:17872
SecurityDefinitionResponse301(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:17619
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:17860
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:17926
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Definition Messages.h:17666
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:17911
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
Definition Messages.h:17675
SecurityDefinitionResponse301 ThisType
This type alias.
Definition Messages.h:17570
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionResponse.
Definition Messages.h:17657
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:17977
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:17850
SecurityReqRespID securityResponseId() const noexcept
Unique ID of a Security Definition message.
Definition Messages.h:17830
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
Definition Messages.h:17696
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:17630
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:17954
SecurityDefinitionResponse301()=default
Initializes a blank instance.
bool securityStrategyType(StrRef &value) const noexcept
Indicates the type of Strategy created.
Definition Messages.h:17771
SecurityResponseType::Enum securityResponseType() const noexcept
Type of Security Definition message response.
Definition Messages.h:17748
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:17727
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:17947
StrRef symbol() const noexcept
B3 requires that this field is properly set.
Definition Messages.h:17806
Enum
Identifies the class of the SecurityID.
Definition Fields.h:1989
Enum
Type of Security Definition message response.
Definition Fields.h:785
Enum
Identifier for the instrument status.
Definition Fields.h:2104
Enum
Indicates which order should be cancelled due to self-trade prevention.
Definition Fields.h:950
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:3266
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:3228
Sequence9(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:3166
SeqNum nextSeqNo() const noexcept
Message type = Sequence.
Definition Messages.h:3204
const void * tail() const noexcept
Definition Messages.h:3314
static constexpr MessageType::Enum messageType() noexcept
Message type = Sequence.
Definition Messages.h:3193
static constexpr const Char * className()
Definition Messages.h:3293
Sequence9()=default
Initializes a blank instance.
SchemaTraits Schema
Used template schema.
Definition Messages.h:3114
Sequence9(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:3155
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:3254
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:3240
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the client.
Definition Messages.h:3214
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:3302
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:3282
Sequence9 ThisType
This type alias.
Definition Messages.h:3117
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:3327
Sequence9(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:3141
Sequence9(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:3177
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:3275
Enum
Indicates who in the contract has control over evoking settlement.
Definition Fields.h:922
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:5603
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:5502
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
Definition Messages.h:5337
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:5565
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition Messages.h:5242
SimpleModifyOrder101 ThisType
This type alias.
Definition Messages.h:4972
SimpleModifyOrder101(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:4996
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleModifyOrder.
Definition Messages.h:5048
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Definition Messages.h:5347
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Definition Messages.h:5413
static constexpr const Char * className()
Definition Messages.h:5638
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:5392
SchemaTraits Schema
Used template schema.
Definition Messages.h:4969
static constexpr AccountType::Enum accountType() noexcept
Type of account associated with an order.
Definition Messages.h:5533
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:5217
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:5254
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:5295
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:5077
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
Definition Messages.h:5472
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:5512
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleModifyOrder.
Definition Messages.h:5059
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:5287
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:5068
SimpleModifyOrder101(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:5010
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
Definition Messages.h:5325
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:5207
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:5195
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
Definition Messages.h:5360
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:5591
SimpleOrdType::Enum ordType() const noexcept
Order type.
Definition Messages.h:5315
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:5086
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
Definition Messages.h:5371
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:5263
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:5577
SimpleModifyOrder101(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:5032
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition Messages.h:5231
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:5401
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:5156
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Definition Messages.h:5423
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:5443
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:5647
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
Definition Messages.h:5452
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:5185
SimpleModifyOrder101()=default
Initializes a blank instance.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:5135
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:5165
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:5145
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:5619
SimpleModifyOrder101(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:5021
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:5304
StrRef memo() const noexcept
Type of account associated with an order.
Definition Messages.h:5543
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:5275
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:5669
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
Definition Messages.h:5481
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
Definition Messages.h:5110
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
Definition Messages.h:5123
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:5550
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:5611
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:4838
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:4748
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
Definition Messages.h:4641
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:4800
const void * tail() const noexcept
Definition Messages.h:4892
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition Messages.h:4546
SimpleNewOrder100(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:4314
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleNewOrder.
Definition Messages.h:4352
SimpleNewOrder100(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:4336
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
Definition Messages.h:4651
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Definition Messages.h:4717
ThisType & setRoutingInstructionToNull() noexcept
Definition Messages.h:4685
static constexpr const Char * className()
Definition Messages.h:4871
Quantity orderQty() const noexcept
Quantity ordered.
Definition Messages.h:4696
SimpleNewOrder100(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:4300
SchemaTraits Schema
Used template schema.
Definition Messages.h:4273
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:4521
SimpleNewOrder100(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:4325
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Definition Messages.h:4558
Side::Enum side() const noexcept
Side of order.
Definition Messages.h:4599
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
Definition Messages.h:4381
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition Messages.h:4758
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleNewOrder.
Definition Messages.h:4363
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:4591
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Definition Messages.h:4372
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
Definition Messages.h:4629
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Definition Messages.h:4511
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Definition Messages.h:4499
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
Definition Messages.h:4664
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:4826
SimpleOrdType::Enum ordType() const noexcept
Order type.
Definition Messages.h:4619
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Definition Messages.h:4390
SimpleNewOrder100 ThisType
This type alias.
Definition Messages.h:4276
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
Definition Messages.h:4675
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Definition Messages.h:4567
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:4812
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition Messages.h:4535
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Definition Messages.h:4705
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Definition Messages.h:4460
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Definition Messages.h:4727
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:4880
SimpleNewOrder100()=default
Initializes a blank instance.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Definition Messages.h:4489
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:4439
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Definition Messages.h:4469
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Definition Messages.h:4449
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:4854
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Definition Messages.h:4608
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:4778
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Definition Messages.h:4579
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:4902
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
Definition Messages.h:4414
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
Definition Messages.h:4427
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info....
Definition Messages.h:4785
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:4846
Enum
Specifies how long the order remains in effect.
Definition Fields.h:1519
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Definition Messages.h:2752
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:2714
const void * tail() const noexcept
Definition Messages.h:2800
static constexpr MessageType::Enum messageType() noexcept
Message type = Terminate.
Definition Messages.h:2629
static constexpr const Char * className()
Definition Messages.h:2779
SchemaTraits Schema
Used template schema.
Definition Messages.h:2550
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:2678
Terminate7(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Definition Messages.h:2613
Terminate7(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Definition Messages.h:2591
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:2740
SessionID sessionId() const noexcept
Message type = Terminate.
Definition Messages.h:2640
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:2726
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:2788
Terminate7(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Definition Messages.h:2577
Terminate7(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:2602
Terminate7 ThisType
This type alias.
Definition Messages.h:2553
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
Definition Messages.h:2665
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Definition Messages.h:2768
Terminate7()=default
Initializes a blank instance.
EncodedLength calculateBinarySize() const noexcept
Definition Messages.h:2813
ThisType & setTerminationCode(TerminationCode::Enum value) noexcept
Identifies the code of termination.
Definition Messages.h:2699
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Definition Messages.h:2650
TerminationCode::Enum terminationCode() const noexcept
Identifies the code of termination.
Definition Messages.h:2689
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Definition Messages.h:2761
Enum
Identifies the code of termination.
Definition Fields.h:1301
Enum
Specifies how long the order remains in effect.
Definition Fields.h:1479
Enum
Identifier for Trading Session.
Definition Fields.h:2042
Enum
Identifier for the instrument group phase.
Definition Fields.h:2067