44 enum { TemplateId = 1 };
56 checkVersion<Schema>(version);
57 checkLength(length, version);
58 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
72 checkVersion<Schema>(version);
73 checkLength(length, version);
74 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
75 resetVariableFields();
94 assert(message.
valid());
109 assert(schemaId() == Schema::Id);
110 assert(version() >= Schema::MinimalVersion);
111 assert(TemplateId == templateId());
120 return MessageType::Negotiate;
133 return ordinary<SessionID>(offset);
143 setOrdinary(offset, value);
158 return ordinary<SessionVerID>(offset);
171 setOrdinary(offset, value);
183 return ordinary<UTCTimestampNanos>(offset);
193 setOrdinary(offset, value);
204 return FlowType::Idempotent;
217 return ordinary<Firm>(offset);
226 setOrdinary(offset, value);
248 setOrdinary(offset, value);
266 return getVariableLengthField(
276 return getVariableLengthField(clientIPAccess(), *
this);
284 return getVariableLengthField(
285 clientAppNameAccess(),
294 return getVariableLengthField(
295 clientAppVersionAccess(),
302 setVariableLengthField(
313 setVariableLengthField(
324 setVariableLengthField(
325 clientAppNameAccess(),
335 setVariableLengthField(
336 clientAppVersionAccess(),
353 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
364 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
365 minimalBlockLength(version);
378 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
379 static_cast<MessageSize>(CredentialsEncoding::Size) + static_cast<MessageSize>(ClientAppEncoding::Size) +
static_cast<MessageSize>(ClientAppEncoding::Size) + static_cast<MessageSize>(ClientAppEncoding::Size);
397 setCredentialsToNull();
399 setClientAppNameToNull();
400 setClientAppVersionToNull();
408 setOnbehalfFirmToNull();
410 resetVariableFields();
435 std::string toString()
const;
444 (clientAppVersion().end()));
453 SbeMessage::calculateBinarySize(tail());
461 minimalBlockLength(version) +
462 MessageHeader::Size +
463 getMinimalVariableFieldsSize(version);
466 *
this, length, minimalRequiredLength);
470 void checkVarLenFields()
const 472 variableLengthFields().
473 checkTail<CredentialsEncoding>().
474 checkTail<ClientAppEncoding>().
475 checkTail<ClientAppEncoding>().
476 checkTail<ClientAppEncoding>();
479 void checkCompatibility()
const 481 assert(TemplateId == templateId());
483 checkSchema<Schema>(schemaId(), version());
484 checkLength(bufferSize(), version());
489 struct credentialsAccess
495 variableLengthFields().
496 head<CredentialsEncoding>();
501 struct clientIPAccess
507 variableLengthFields().
508 tail<CredentialsEncoding>().
509 head<ClientAppEncoding>();
514 struct clientAppNameAccess
520 variableLengthFields().
521 tail<CredentialsEncoding>().
522 tail<ClientAppEncoding>().
523 head<ClientAppEncoding>();
528 struct clientAppVersionAccess
534 variableLengthFields().
535 tail<CredentialsEncoding>().
536 tail<ClientAppEncoding>().
537 tail<ClientAppEncoding>().
538 head<ClientAppEncoding>();
544 ThisType& setCredentialsToNull()
547 setVariableLengthFieldToNull(
556 ThisType& setClientIPToNull()
559 setVariableLengthFieldToNull(clientIPAccess(), *
this);
566 ThisType& setClientAppNameToNull()
569 setVariableLengthFieldToNull(
570 clientAppNameAccess(),
578 ThisType& setClientAppVersionToNull()
581 setVariableLengthFieldToNull(
582 clientAppVersionAccess(),
601 enum { TemplateId = 2 };
613 checkVersion<Schema>(version);
614 checkLength(length, version);
615 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
629 checkVersion<Schema>(version);
630 checkLength(length, version);
631 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
632 resetVariableFields();
642 checkCompatibility();
651 assert(message.
valid());
653 checkCompatibility();
666 assert(schemaId() == Schema::Id);
667 assert(version() >= Schema::MinimalVersion);
668 assert(TemplateId == templateId());
677 return MessageType::NegotiateResponse;
690 return ordinary<SessionID>(offset);
700 setOrdinary(offset, value);
715 return ordinary<SessionVerID>(offset);
728 setOrdinary(offset, value);
739 return ordinary<UTCTimestampNanos>(offset);
748 setOrdinary(offset, value);
759 return FlowType::Recoverable;
772 return FlowType::Idempotent;
785 return ordinary<Firm>(offset);
794 setOrdinary(offset, value);
808 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
819 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
820 minimalBlockLength(version);
833 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
845 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
846 blockLength(Schema::Version);
860 resetVariableFields();
870 return "NegotiateResponse2";
885 std::string toString()
const;
896 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
897 MessageHeader::Size));
906 SbeMessage::calculateBinarySize(tail());
914 minimalBlockLength(version) +
915 MessageHeader::Size +
916 getMinimalVariableFieldsSize(version);
919 *
this, length, minimalRequiredLength);
922 void checkCompatibility()
const 924 assert(TemplateId == templateId());
926 checkSchema<Schema>(schemaId(), version());
927 checkLength(bufferSize(), version());
943 enum { TemplateId = 3 };
955 checkVersion<Schema>(version);
956 checkLength(length, version);
957 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
971 checkVersion<Schema>(version);
972 checkLength(length, version);
973 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
974 resetVariableFields();
984 checkCompatibility();
993 assert(message.
valid());
995 checkCompatibility();
1008 assert(schemaId() == Schema::Id);
1009 assert(version() >= Schema::MinimalVersion);
1010 assert(TemplateId == templateId());
1019 return MessageType::NegotiateReject;
1032 return ordinary<SessionID>(offset);
1042 setOrdinary(offset, value);
1057 return ordinary<SessionVerID>(offset);
1070 setOrdinary(offset, value);
1081 return ordinary<UTCTimestampNanos>(offset);
1090 setOrdinary(offset, value);
1101 return FlowType::Idempotent;
1123 setOrdinary(offset, value);
1144 return enumeration<NegotiationRejectCode>(offset);
1155 setEnumeration<NegotiationRejectCode>(offset, value);
1181 setOrdinary(offset, value);
1204 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1218 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1219 minimalBlockLength(version);
1232 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1244 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
1245 blockLength(Schema::Version);
1259 setEnteringFirmToNull();
1260 setCurrentSessionVerIdToNull();
1262 resetVariableFields();
1272 return "NegotiateReject3";
1287 std::string toString()
const;
1298 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
1299 MessageHeader::Size));
1308 SbeMessage::calculateBinarySize(tail());
1316 minimalBlockLength(version) +
1317 MessageHeader::Size +
1318 getMinimalVariableFieldsSize(version);
1321 *
this, length, minimalRequiredLength);
1324 void checkCompatibility()
const 1326 assert(TemplateId == templateId());
1328 checkSchema<Schema>(schemaId(), version());
1329 checkLength(bufferSize(), version());
1345 enum { TemplateId = 4 };
1357 checkVersion<Schema>(version);
1358 checkLength(length, version);
1359 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1373 checkVersion<Schema>(version);
1374 checkLength(length, version);
1375 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1376 resetVariableFields();
1386 checkCompatibility();
1395 assert(message.
valid());
1397 checkCompatibility();
1410 assert(schemaId() == Schema::Id);
1411 assert(version() >= Schema::MinimalVersion);
1412 assert(TemplateId == templateId());
1421 return MessageType::Establish;
1434 return ordinary<SessionID>(offset);
1444 setOrdinary(offset, value);
1459 return ordinary<SessionVerID>(offset);
1472 setOrdinary(offset, value);
1484 return ordinary<UTCTimestampNanos>(offset);
1494 setOrdinary(offset, value);
1507 return ordinary<DeltaInMillis>(offset);
1518 setOrdinary(offset, value);
1530 return ordinary<SeqNum>(offset);
1540 setOrdinary(offset, value);
1553 return enumeration<CancelOnDisconnectType>(offset);
1565 setEnumeration<CancelOnDisconnectType>(offset, value);
1579 return ordinary<DeltaInMillis>(offset);
1591 setOrdinary(offset, value);
1600 return getVariableLengthField(
1601 credentialsAccess(),
1608 setVariableLengthField(
1609 credentialsAccess(),
1626 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1640 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1641 minimalBlockLength(version);
1654 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
1655 static_cast<MessageSize>(CredentialsEncoding::Size);
1673 setCredentialsToNull();
1681 resetVariableFields();
1691 return "Establish4";
1706 std::string toString()
const;
1715 (credentials().end()));
1724 SbeMessage::calculateBinarySize(tail());
1732 minimalBlockLength(version) +
1733 MessageHeader::Size +
1734 getMinimalVariableFieldsSize(version);
1737 *
this, length, minimalRequiredLength);
1741 void checkVarLenFields()
const 1743 variableLengthFields().
1744 checkTail<CredentialsEncoding>();
1747 void checkCompatibility()
const 1749 assert(TemplateId == templateId());
1751 checkSchema<Schema>(schemaId(), version());
1752 checkLength(bufferSize(), version());
1753 checkVarLenFields();
1757 struct credentialsAccess
1763 variableLengthFields().
1764 head<CredentialsEncoding>();
1770 ThisType& setCredentialsToNull()
1773 setVariableLengthFieldToNull(
1774 credentialsAccess(),
1793 enum { TemplateId = 5 };
1805 checkVersion<Schema>(version);
1806 checkLength(length, version);
1807 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1821 checkVersion<Schema>(version);
1822 checkLength(length, version);
1823 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1824 resetVariableFields();
1834 checkCompatibility();
1843 assert(message.
valid());
1845 checkCompatibility();
1858 assert(schemaId() == Schema::Id);
1859 assert(version() >= Schema::MinimalVersion);
1860 assert(TemplateId == templateId());
1869 return MessageType::EstablishAck;
1882 return ordinary<SessionID>(offset);
1892 setOrdinary(offset, value);
1907 return ordinary<SessionVerID>(offset);
1920 setOrdinary(offset, value);
1931 return ordinary<UTCTimestampNanos>(offset);
1940 setOrdinary(offset, value);
1952 return ordinary<DeltaInMillis>(offset);
1962 setOrdinary(offset, value);
1974 return ordinary<SeqNum>(offset);
1984 setOrdinary(offset, value);
1998 return ordinary<SeqNum>(offset);
2010 setOrdinary(offset, value);
2024 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2035 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2036 minimalBlockLength(version);
2049 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2061 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
2062 blockLength(Schema::Version);
2076 resetVariableFields();
2086 return "EstablishAck5";
2101 std::string toString()
const;
2112 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2113 MessageHeader::Size));
2122 SbeMessage::calculateBinarySize(tail());
2130 minimalBlockLength(version) +
2131 MessageHeader::Size +
2132 getMinimalVariableFieldsSize(version);
2135 *
this, length, minimalRequiredLength);
2138 void checkCompatibility()
const 2140 assert(TemplateId == templateId());
2142 checkSchema<Schema>(schemaId(), version());
2143 checkLength(bufferSize(), version());
2159 enum { TemplateId = 6 };
2171 checkVersion<Schema>(version);
2172 checkLength(length, version);
2173 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2187 checkVersion<Schema>(version);
2188 checkLength(length, version);
2189 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2190 resetVariableFields();
2200 checkCompatibility();
2209 assert(message.
valid());
2211 checkCompatibility();
2224 assert(schemaId() == Schema::Id);
2225 assert(version() >= Schema::MinimalVersion);
2226 assert(TemplateId == templateId());
2235 return MessageType::EstablishReject;
2248 return ordinary<SessionID>(offset);
2258 setOrdinary(offset, value);
2273 return ordinary<SessionVerID>(offset);
2286 setOrdinary(offset, value);
2297 return ordinary<UTCTimestampNanos>(offset);
2306 setOrdinary(offset, value);
2318 return enumeration<EstablishRejectCode>(offset);
2329 setEnumeration<EstablishRejectCode>(offset, value);
2357 setOrdinary(offset, value);
2380 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2394 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2395 minimalBlockLength(version);
2408 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2420 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
2421 blockLength(Schema::Version);
2435 setLastIncomingSeqNoToNull();
2437 resetVariableFields();
2447 return "EstablishReject6";
2462 std::string toString()
const;
2473 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2474 MessageHeader::Size));
2483 SbeMessage::calculateBinarySize(tail());
2491 minimalBlockLength(version) +
2492 MessageHeader::Size +
2493 getMinimalVariableFieldsSize(version);
2496 *
this, length, minimalRequiredLength);
2499 void checkCompatibility()
const 2501 assert(TemplateId == templateId());
2503 checkSchema<Schema>(schemaId(), version());
2504 checkLength(bufferSize(), version());
2520 enum { TemplateId = 7 };
2532 checkVersion<Schema>(version);
2533 checkLength(length, version);
2534 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2548 checkVersion<Schema>(version);
2549 checkLength(length, version);
2550 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2551 resetVariableFields();
2561 checkCompatibility();
2570 assert(message.
valid());
2572 checkCompatibility();
2585 assert(schemaId() == Schema::Id);
2586 assert(version() >= Schema::MinimalVersion);
2587 assert(TemplateId == templateId());
2596 return MessageType::Terminate;
2609 return ordinary<SessionID>(offset);
2619 setOrdinary(offset, value);
2634 return ordinary<SessionVerID>(offset);
2647 setOrdinary(offset, value);
2658 return enumeration<TerminationCode>(offset);
2669 setEnumeration<TerminationCode>(offset, value);
2683 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2694 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2695 minimalBlockLength(version);
2708 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2720 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
2721 blockLength(Schema::Version);
2735 resetVariableFields();
2745 return "Terminate7";
2760 std::string toString()
const;
2771 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2772 MessageHeader::Size));
2781 SbeMessage::calculateBinarySize(tail());
2789 minimalBlockLength(version) +
2790 MessageHeader::Size +
2791 getMinimalVariableFieldsSize(version);
2794 *
this, length, minimalRequiredLength);
2797 void checkCompatibility()
const 2799 assert(TemplateId == templateId());
2801 checkSchema<Schema>(schemaId(), version());
2802 checkLength(bufferSize(), version());
2818 enum { TemplateId = 8 };
2830 checkVersion<Schema>(version);
2831 checkLength(length, version);
2832 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2846 checkVersion<Schema>(version);
2847 checkLength(length, version);
2848 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2849 resetVariableFields();
2859 checkCompatibility();
2868 assert(message.
valid());
2870 checkCompatibility();
2883 assert(schemaId() == Schema::Id);
2884 assert(version() >= Schema::MinimalVersion);
2885 assert(TemplateId == templateId());
2894 return MessageType::NotApplied;
2906 return ordinary<SeqNum>(offset);
2915 setOrdinary(offset, value);
2926 return ordinary<MessageCounter>(offset);
2935 setOrdinary(offset, value);
2949 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2960 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2961 minimalBlockLength(version);
2974 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
2986 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
2987 blockLength(Schema::Version);
3001 resetVariableFields();
3011 return "NotApplied8";
3026 std::string toString()
const;
3037 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3038 MessageHeader::Size));
3047 SbeMessage::calculateBinarySize(tail());
3055 minimalBlockLength(version) +
3056 MessageHeader::Size +
3057 getMinimalVariableFieldsSize(version);
3060 *
this, length, minimalRequiredLength);
3063 void checkCompatibility()
const 3065 assert(TemplateId == templateId());
3067 checkSchema<Schema>(schemaId(), version());
3068 checkLength(bufferSize(), version());
3084 enum { TemplateId = 9 };
3096 checkVersion<Schema>(version);
3097 checkLength(length, version);
3098 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3112 checkVersion<Schema>(version);
3113 checkLength(length, version);
3114 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3115 resetVariableFields();
3125 checkCompatibility();
3134 assert(message.
valid());
3136 checkCompatibility();
3149 assert(schemaId() == Schema::Id);
3150 assert(version() >= Schema::MinimalVersion);
3151 assert(TemplateId == templateId());
3160 return MessageType::Sequence;
3173 return ordinary<SeqNum>(offset);
3183 setOrdinary(offset, value);
3197 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3208 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3209 minimalBlockLength(version);
3222 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3234 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
3235 blockLength(Schema::Version);
3249 resetVariableFields();
3274 std::string toString()
const;
3285 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3286 MessageHeader::Size));
3295 SbeMessage::calculateBinarySize(tail());
3303 minimalBlockLength(version) +
3304 MessageHeader::Size +
3305 getMinimalVariableFieldsSize(version);
3308 *
this, length, minimalRequiredLength);
3311 void checkCompatibility()
const 3313 assert(TemplateId == templateId());
3315 checkSchema<Schema>(schemaId(), version());
3316 checkLength(bufferSize(), version());
3332 enum { TemplateId = 12 };
3344 checkVersion<Schema>(version);
3345 checkLength(length, version);
3346 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3360 checkVersion<Schema>(version);
3361 checkLength(length, version);
3362 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3363 resetVariableFields();
3373 checkCompatibility();
3382 assert(message.
valid());
3384 checkCompatibility();
3397 assert(schemaId() == Schema::Id);
3398 assert(version() >= Schema::MinimalVersion);
3399 assert(TemplateId == templateId());
3408 return MessageType::RetransmitRequest;
3421 return ordinary<SessionID>(offset);
3431 setOrdinary(offset, value);
3443 return ordinary<UTCTimestampNanos>(offset);
3453 setOrdinary(offset, value);
3464 return ordinary<SeqNum>(offset);
3473 setOrdinary(offset, value);
3485 return ordinary<MessageCounter>(offset);
3495 setOrdinary(offset, value);
3509 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3520 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3521 minimalBlockLength(version);
3534 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3546 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
3547 blockLength(Schema::Version);
3561 resetVariableFields();
3571 return "RetransmitRequest12";
3586 std::string toString()
const;
3597 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3598 MessageHeader::Size));
3607 SbeMessage::calculateBinarySize(tail());
3615 minimalBlockLength(version) +
3616 MessageHeader::Size +
3617 getMinimalVariableFieldsSize(version);
3620 *
this, length, minimalRequiredLength);
3623 void checkCompatibility()
const 3625 assert(TemplateId == templateId());
3627 checkSchema<Schema>(schemaId(), version());
3628 checkLength(bufferSize(), version());
3644 enum { TemplateId = 13 };
3656 checkVersion<Schema>(version);
3657 checkLength(length, version);
3658 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3672 checkVersion<Schema>(version);
3673 checkLength(length, version);
3674 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3675 resetVariableFields();
3685 checkCompatibility();
3694 assert(message.
valid());
3696 checkCompatibility();
3709 assert(schemaId() == Schema::Id);
3710 assert(version() >= Schema::MinimalVersion);
3711 assert(TemplateId == templateId());
3720 return MessageType::Retransmission;
3733 return ordinary<SessionID>(offset);
3743 setOrdinary(offset, value);
3754 return ordinary<UTCTimestampNanos>(offset);
3763 setOrdinary(offset, value);
3774 return ordinary<SeqNum>(offset);
3783 setOrdinary(offset, value);
3794 return ordinary<MessageCounter>(offset);
3803 setOrdinary(offset, value);
3817 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3828 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3829 minimalBlockLength(version);
3842 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
3854 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
3855 blockLength(Schema::Version);
3869 resetVariableFields();
3879 return "Retransmission13";
3894 std::string toString()
const;
3905 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3906 MessageHeader::Size));
3915 SbeMessage::calculateBinarySize(tail());
3923 minimalBlockLength(version) +
3924 MessageHeader::Size +
3925 getMinimalVariableFieldsSize(version);
3928 *
this, length, minimalRequiredLength);
3931 void checkCompatibility()
const 3933 assert(TemplateId == templateId());
3935 checkSchema<Schema>(schemaId(), version());
3936 checkLength(bufferSize(), version());
3952 enum { TemplateId = 14 };
3964 checkVersion<Schema>(version);
3965 checkLength(length, version);
3966 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3980 checkVersion<Schema>(version);
3981 checkLength(length, version);
3982 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3983 resetVariableFields();
3993 checkCompatibility();
4002 assert(message.
valid());
4004 checkCompatibility();
4017 assert(schemaId() == Schema::Id);
4018 assert(version() >= Schema::MinimalVersion);
4019 assert(TemplateId == templateId());
4028 return MessageType::RetransmitReject;
4041 return ordinary<SessionID>(offset);
4051 setOrdinary(offset, value);
4062 return ordinary<UTCTimestampNanos>(offset);
4071 setOrdinary(offset, value);
4083 return enumeration<RetransmitRejectCode>(offset);
4094 setEnumeration<RetransmitRejectCode>(offset, value);
4108 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4119 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4120 minimalBlockLength(version);
4133 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4145 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
4146 blockLength(Schema::Version);
4160 resetVariableFields();
4170 return "RetransmitReject14";
4185 std::string toString()
const;
4196 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
4197 MessageHeader::Size));
4206 SbeMessage::calculateBinarySize(tail());
4214 minimalBlockLength(version) +
4215 MessageHeader::Size +
4216 getMinimalVariableFieldsSize(version);
4219 *
this, length, minimalRequiredLength);
4222 void checkCompatibility()
const 4224 assert(TemplateId == templateId());
4226 checkSchema<Schema>(schemaId(), version());
4227 checkLength(bufferSize(), version());
4243 enum { TemplateId = 100 };
4255 checkVersion<Schema>(version);
4256 checkLength(length, version);
4257 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4271 checkVersion<Schema>(version);
4272 checkLength(length, version);
4273 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4274 resetVariableFields();
4284 checkCompatibility();
4293 assert(message.
valid());
4295 checkCompatibility();
4308 assert(schemaId() == Schema::Id);
4309 assert(version() >= Schema::MinimalVersion);
4310 assert(TemplateId == templateId());
4319 return MessageType::SimpleNewOrder;
4332 return accessOrdinary<InboundBusinessHeader>(offset);
4340 return accessOrdinary<InboundBusinessHeader>(offset);
4359 setOrdinary(offset, value);
4383 return enumeration<Boolean>(offset);
4396 setEnumeration<Boolean>(offset, value);
4408 return ordinary<ClOrdID>(offset);
4418 setOrdinary(offset, value);
4438 setOrdinary(offset, value);
4459 return fixedStr<length>(offset);
4469 setFixedStr<length>(offset, value);
4481 return fixedStr<length>(offset);
4491 setFixedStr<length>(offset, value);
4504 return enumeration<SelfTradePreventionInstruction>(offset);
4516 setEnumeration<SelfTradePreventionInstruction>(offset, value);
4527 return ordinary<SecurityID>(offset);
4536 setOrdinary(offset, value);
4546 return SecurityIDSource::ExchangeSymbol;
4568 return enumeration<Side>(offset);
4577 setEnumeration<Side>(offset, value);
4588 return enumeration<SimpleOrdType>(offset);
4599 setEnumeration<SimpleOrdType>(offset, value);
4610 return enumeration<SimpleTimeInForce>(offset);
4621 setEnumeration<SimpleTimeInForce>(offset, value);
4645 setEnumeration<RoutingInstruction>(offset, value);
4665 return ordinary<Quantity>(offset);
4674 setOrdinary(offset, value);
4696 setOrdinary(offset, value);
4727 setOrdinary(offset, value);
4745 return getVariableLengthField(memoAccess(), *
this);
4751 setVariableLengthField(
4769 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4780 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4781 minimalBlockLength(version);
4794 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
4821 setOrdTagIdToNull();
4823 setRoutingInstructionToNull();
4825 setInvestorIdToNull();
4827 resetVariableFields();
4837 return "SimpleNewOrder100";
4852 std::string toString()
const;
4870 SbeMessage::calculateBinarySize(tail());
4878 minimalBlockLength(version) +
4879 MessageHeader::Size +
4880 getMinimalVariableFieldsSize(version);
4883 *
this, length, minimalRequiredLength);
4887 void checkVarLenFields()
const 4889 variableLengthFields().
4890 checkTail<MemoEncoding>();
4893 void checkCompatibility()
const 4895 assert(TemplateId == templateId());
4897 checkSchema<Schema>(schemaId(), version());
4898 checkLength(bufferSize(), version());
4899 checkVarLenFields();
4911 variableLengthFields().
4912 head<MemoEncoding>();
4918 ThisType& setMemoToNull()
4921 setVariableLengthFieldToNull(memoAccess(), *
this);
4939 enum { TemplateId = 101 };
4951 checkVersion<Schema>(version);
4952 checkLength(length, version);
4953 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4967 checkVersion<Schema>(version);
4968 checkLength(length, version);
4969 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4970 resetVariableFields();
4980 checkCompatibility();
4989 assert(message.
valid());
4991 checkCompatibility();
5004 assert(schemaId() == Schema::Id);
5005 assert(version() >= Schema::MinimalVersion);
5006 assert(TemplateId == templateId());
5015 return MessageType::SimpleModifyOrder;
5028 return accessOrdinary<InboundBusinessHeader>(offset);
5036 return accessOrdinary<InboundBusinessHeader>(offset);
5055 setOrdinary(offset, value);
5079 return enumeration<Boolean>(offset);
5092 setEnumeration<Boolean>(offset, value);
5104 return ordinary<ClOrdID>(offset);
5114 setOrdinary(offset, value);
5134 setOrdinary(offset, value);
5155 return fixedStr<length>(offset);
5165 setFixedStr<length>(offset, value);
5177 return fixedStr<length>(offset);
5187 setFixedStr<length>(offset, value);
5200 return enumeration<SelfTradePreventionInstruction>(offset);
5212 setEnumeration<SelfTradePreventionInstruction>(offset, value);
5223 return ordinary<SecurityID>(offset);
5232 setOrdinary(offset, value);
5242 return SecurityIDSource::ExchangeSymbol;
5264 return enumeration<Side>(offset);
5273 setEnumeration<Side>(offset, value);
5284 return enumeration<SimpleOrdType>(offset);
5295 setEnumeration<SimpleOrdType>(offset, value);
5306 return enumeration<SimpleTimeInForce>(offset);
5317 setEnumeration<SimpleTimeInForce>(offset, value);
5341 setEnumeration<RoutingInstruction>(offset, value);
5361 return ordinary<Quantity>(offset);
5370 setOrdinary(offset, value);
5392 setOrdinary(offset, value);
5421 setOrdinary(offset, value);
5450 setOrdinary(offset, value);
5481 setOrdinary(offset, value);
5500 return AccountType::RegularAccount;
5510 return getVariableLengthField(memoAccess(), *
this);
5516 setVariableLengthField(
5534 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5545 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5546 minimalBlockLength(version);
5559 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
5586 setOrdTagIdToNull();
5588 setRoutingInstructionToNull();
5591 setOrigClOrdIdToNull();
5592 setInvestorIdToNull();
5594 resetVariableFields();
5604 return "SimpleModifyOrder101";
5619 std::string toString()
const;
5637 SbeMessage::calculateBinarySize(tail());
5645 minimalBlockLength(version) +
5646 MessageHeader::Size +
5647 getMinimalVariableFieldsSize(version);
5650 *
this, length, minimalRequiredLength);
5654 void checkVarLenFields()
const 5656 variableLengthFields().
5657 checkTail<MemoEncoding>();
5660 void checkCompatibility()
const 5662 assert(TemplateId == templateId());
5664 checkSchema<Schema>(schemaId(), version());
5665 checkLength(bufferSize(), version());
5666 checkVarLenFields();
5678 variableLengthFields().
5679 head<MemoEncoding>();
5685 ThisType& setMemoToNull()
5688 setVariableLengthFieldToNull(memoAccess(), *
this);
5706 enum { TemplateId = 102 };
5718 checkVersion<Schema>(version);
5719 checkLength(length, version);
5720 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5734 checkVersion<Schema>(version);
5735 checkLength(length, version);
5736 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5737 resetVariableFields();
5747 checkCompatibility();
5756 assert(message.
valid());
5758 checkCompatibility();
5771 assert(schemaId() == Schema::Id);
5772 assert(version() >= Schema::MinimalVersion);
5773 assert(TemplateId == templateId());
5782 return MessageType::NewOrderSingle;
5795 return accessOrdinary<InboundBusinessHeader>(offset);
5803 return accessOrdinary<InboundBusinessHeader>(offset);
5822 setOrdinary(offset, value);
5846 return enumeration<Boolean>(offset);
5859 setEnumeration<Boolean>(offset, value);
5871 return ordinary<ClOrdID>(offset);
5881 setOrdinary(offset, value);
5901 setOrdinary(offset, value);
5922 return fixedStr<length>(offset);
5932 setFixedStr<length>(offset, value);
5944 return fixedStr<length>(offset);
5954 setFixedStr<length>(offset, value);
5967 return enumeration<SelfTradePreventionInstruction>(offset);
5979 setEnumeration<SelfTradePreventionInstruction>(offset, value);
5990 return ordinary<SecurityID>(offset);
5999 setOrdinary(offset, value);
6009 return SecurityIDSource::ExchangeSymbol;
6031 return enumeration<Side>(offset);
6040 setEnumeration<Side>(offset, value);
6051 return enumeration<OrdType>(offset);
6060 setEnumeration<OrdType>(offset, value);
6071 return enumeration<TimeInForce>(offset);
6080 setEnumeration<TimeInForce>(offset, value);
6104 setEnumeration<RoutingInstruction>(offset, value);
6124 return ordinary<Quantity>(offset);
6133 setOrdinary(offset, value);
6155 setOrdinary(offset, value);
6186 setOrdinary(offset, value);
6215 setOrdinary(offset, value);
6246 setOrdinary(offset, value);
6267 return fixedStr<length>(value, offset);
6277 setFixedStr<length>(offset, value);
6287 setFixedStr<length>(offset,
StrRef());
6301 FieldValue fieldValue;
6347 setOrdinary(offset, value);
6378 setOrdinary(offset, value);
6409 setOrdinary(offset, value);
6427 return getVariableLengthField(deskIDAccess(), *
this);
6435 return getVariableLengthField(memoAccess(), *
this);
6441 setVariableLengthField(
6452 setVariableLengthField(
6470 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6481 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6482 minimalBlockLength(version);
6495 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
6496 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
6523 setOrdTagIdToNull();
6525 setRoutingInstructionToNull();
6529 setMaxFloorToNull();
6530 setExecutingTraderToNull();
6531 setExpireDateToNull();
6532 setCustodianInfoToNull();
6533 setInvestorIdToNull();
6534 setStrategyIdToNull();
6536 resetVariableFields();
6546 return "NewOrderSingle102";
6561 std::string toString()
const;
6579 SbeMessage::calculateBinarySize(tail());
6587 minimalBlockLength(version) +
6588 MessageHeader::Size +
6589 getMinimalVariableFieldsSize(version);
6592 *
this, length, minimalRequiredLength);
6596 void checkVarLenFields()
const 6598 variableLengthFields().
6599 checkTail<DeskIDEncoding>().
6600 checkTail<MemoEncoding>();
6603 void checkCompatibility()
const 6605 assert(TemplateId == templateId());
6607 checkSchema<Schema>(schemaId(), version());
6608 checkLength(bufferSize(), version());
6609 checkVarLenFields();
6621 variableLengthFields().
6622 head<DeskIDEncoding>();
6635 variableLengthFields().
6636 tail<DeskIDEncoding>().
6637 head<MemoEncoding>();
6643 ThisType& setDeskIdToNull()
6646 setVariableLengthFieldToNull(deskIDAccess(), *
this);
6653 ThisType& setMemoToNull()
6656 setVariableLengthFieldToNull(memoAccess(), *
this);
6674 enum { TemplateId = 104 };
6686 checkVersion<Schema>(version);
6687 checkLength(length, version);
6688 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
6702 checkVersion<Schema>(version);
6703 checkLength(length, version);
6704 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
6705 resetVariableFields();
6715 checkCompatibility();
6724 assert(message.
valid());
6726 checkCompatibility();
6739 assert(schemaId() == Schema::Id);
6740 assert(version() >= Schema::MinimalVersion);
6741 assert(TemplateId == templateId());
6750 return MessageType::OrderCancelReplaceRequest;
6763 return accessOrdinary<InboundBusinessHeader>(offset);
6771 return accessOrdinary<InboundBusinessHeader>(offset);
6790 setOrdinary(offset, value);
6814 return enumeration<Boolean>(offset);
6827 setEnumeration<Boolean>(offset, value);
6839 return ordinary<ClOrdID>(offset);
6849 setOrdinary(offset, value);
6869 setOrdinary(offset, value);
6890 return fixedStr<length>(offset);
6900 setFixedStr<length>(offset, value);
6912 return fixedStr<length>(offset);
6922 setFixedStr<length>(offset, value);
6935 return enumeration<SelfTradePreventionInstruction>(offset);
6947 setEnumeration<SelfTradePreventionInstruction>(offset, value);
6958 return ordinary<SecurityID>(offset);
6967 setOrdinary(offset, value);
6977 return SecurityIDSource::ExchangeSymbol;
6999 return enumeration<Side>(offset);
7008 setEnumeration<Side>(offset, value);
7019 return enumeration<OrdType>(offset);
7028 setEnumeration<OrdType>(offset, value);
7039 return enumeration<TimeInForce>(value, offset,
NullChar());
7048 setEnumeration<TimeInForce>(offset, value);
7081 setEnumeration<RoutingInstruction>(offset, value);
7101 return ordinary<Quantity>(offset);
7110 setOrdinary(offset, value);
7132 setOrdinary(offset, value);
7161 setOrdinary(offset, value);
7190 setOrdinary(offset, value);
7221 setOrdinary(offset, value);
7250 setOrdinary(offset, value);
7281 setOrdinary(offset, value);
7302 return fixedStr<length>(value, offset);
7312 setFixedStr<length>(offset, value);
7322 setFixedStr<length>(offset,
StrRef());
7342 setEnumeration<AccountType>(offset, value);
7365 FieldValue fieldValue;
7411 setOrdinary(offset, value);
7442 setOrdinary(offset, value);
7473 setOrdinary(offset, value);
7491 return getVariableLengthField(deskIDAccess(), *
this);
7499 return getVariableLengthField(memoAccess(), *
this);
7505 setVariableLengthField(
7516 setVariableLengthField(
7534 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7545 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7546 minimalBlockLength(version);
7559 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
7560 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
7587 setOrdTagIdToNull();
7589 setTimeInForceToNull();
7590 setRoutingInstructionToNull();
7593 setOrigClOrdIdToNull();
7596 setMaxFloorToNull();
7597 setExecutingTraderToNull();
7598 setAccountTypeToNull();
7599 setExpireDateToNull();
7600 setCustodianInfoToNull();
7601 setInvestorIdToNull();
7602 setStrategyIdToNull();
7604 resetVariableFields();
7614 return "OrderCancelReplaceRequest104";
7625 "OrderCancelReplaceRequest104");
7630 std::string toString()
const;
7648 SbeMessage::calculateBinarySize(tail());
7656 minimalBlockLength(version) +
7657 MessageHeader::Size +
7658 getMinimalVariableFieldsSize(version);
7661 *
this, length, minimalRequiredLength);
7665 void checkVarLenFields()
const 7667 variableLengthFields().
7668 checkTail<DeskIDEncoding>().
7669 checkTail<MemoEncoding>();
7672 void checkCompatibility()
const 7674 assert(TemplateId == templateId());
7676 checkSchema<Schema>(schemaId(), version());
7677 checkLength(bufferSize(), version());
7678 checkVarLenFields();
7690 variableLengthFields().
7691 head<DeskIDEncoding>();
7704 variableLengthFields().
7705 tail<DeskIDEncoding>().
7706 head<MemoEncoding>();
7712 ThisType& setDeskIdToNull()
7715 setVariableLengthFieldToNull(deskIDAccess(), *
this);
7722 ThisType& setMemoToNull()
7725 setVariableLengthFieldToNull(memoAccess(), *
this);
7743 enum { TemplateId = 105 };
7755 checkVersion<Schema>(version);
7756 checkLength(length, version);
7757 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7771 checkVersion<Schema>(version);
7772 checkLength(length, version);
7773 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7774 resetVariableFields();
7784 checkCompatibility();
7793 assert(message.
valid());
7795 checkCompatibility();
7808 assert(schemaId() == Schema::Id);
7809 assert(version() >= Schema::MinimalVersion);
7810 assert(TemplateId == templateId());
7819 return MessageType::OrderCancelRequest;
7832 return accessOrdinary<InboundBusinessHeader>(offset);
7840 return accessOrdinary<InboundBusinessHeader>(offset);
7851 return ordinary<ClOrdID>(offset);
7861 setOrdinary(offset, value);
7872 return ordinary<SecurityID>(offset);
7881 setOrdinary(offset, value);
7891 return SecurityIDSource::ExchangeSymbol;
7922 setOrdinary(offset, value);
7951 setOrdinary(offset, value);
7971 return enumeration<Side>(offset);
7980 setEnumeration<Side>(offset, value);
7993 return enumeration<ExecRestatementReasonValidForSingleCancel>(value, offset,
NullUint8EnumEncoding());
8004 setEnumeration<ExecRestatementReasonValidForSingleCancel>(offset, value);
8025 return fixedStr<length>(offset);
8035 setFixedStr<length>(offset, value);
8047 return fixedStr<length>(offset);
8057 setFixedStr<length>(offset, value);
8069 return fixedStr<length>(value, offset);
8079 setFixedStr<length>(offset, value);
8089 setFixedStr<length>(offset,
StrRef());
8098 return getVariableLengthField(deskIDAccess(), *
this);
8106 return getVariableLengthField(memoAccess(), *
this);
8112 setVariableLengthField(
8123 setVariableLengthField(
8141 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8155 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8156 minimalBlockLength(version);
8169 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8170 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
8198 setOrigClOrdIdToNull();
8199 setExecRestatementReasonToNull();
8200 setExecutingTraderToNull();
8202 resetVariableFields();
8212 return "OrderCancelRequest105";
8227 std::string toString()
const;
8245 SbeMessage::calculateBinarySize(tail());
8253 minimalBlockLength(version) +
8254 MessageHeader::Size +
8255 getMinimalVariableFieldsSize(version);
8258 *
this, length, minimalRequiredLength);
8262 void checkVarLenFields()
const 8264 variableLengthFields().
8265 checkTail<DeskIDEncoding>().
8266 checkTail<MemoEncoding>();
8269 void checkCompatibility()
const 8271 assert(TemplateId == templateId());
8273 checkSchema<Schema>(schemaId(), version());
8274 checkLength(bufferSize(), version());
8275 checkVarLenFields();
8287 variableLengthFields().
8288 head<DeskIDEncoding>();
8301 variableLengthFields().
8302 tail<DeskIDEncoding>().
8303 head<MemoEncoding>();
8309 ThisType& setDeskIdToNull()
8312 setVariableLengthFieldToNull(deskIDAccess(), *
this);
8319 ThisType& setMemoToNull()
8322 setVariableLengthFieldToNull(memoAccess(), *
this);
8340 enum { TemplateId = 106 };
8369 assert(version >= Schema::MinimalVersion);
8370 assert(length >= minimalBlockLength(version));
8385 setEnteringFirmToNull();
8387 resetVariableFields();
8398 return enumeration<Side>(offset);
8407 setEnumeration<Side>(offset, value);
8427 setOrdinary(offset, value);
8456 setOrdinary(offset, value);
8477 return ordinary<ClOrdID>(offset);
8487 setOrdinary(offset, value);
8502 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8503 minimalBlockLength(version);
8517 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
8527 return "NewOrderCross106.SidesEntry";
8546 checkVersion<Schema>(version);
8547 checkLength(length, version);
8548 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
8562 checkVersion<Schema>(version);
8563 checkLength(length, version);
8564 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
8565 resetVariableFields();
8575 checkCompatibility();
8584 assert(message.
valid());
8586 checkCompatibility();
8599 assert(schemaId() == Schema::Id);
8600 assert(version() >= Schema::MinimalVersion);
8601 assert(TemplateId == templateId());
8610 return MessageType::NewOrderCross;
8623 return accessOrdinary<InboundBusinessHeader>(offset);
8631 return accessOrdinary<InboundBusinessHeader>(offset);
8642 return ordinary<CrossID>(offset);
8652 setOrdinary(offset, value);
8664 return fixedStr<length>(offset);
8674 setFixedStr<length>(offset, value);
8686 return fixedStr<length>(offset);
8696 setFixedStr<length>(offset, value);
8708 return fixedStr<length>(value, offset);
8718 setFixedStr<length>(offset, value);
8728 setFixedStr<length>(offset,
StrRef());
8739 return ordinary<SecurityID>(offset);
8748 setOrdinary(offset, value);
8758 return SecurityIDSource::ExchangeSymbol;
8780 return ordinary<Quantity>(offset);
8789 setOrdinary(offset, value);
8801 return decimal<Price>(offset);
8811 setOrdinary(offset, value);
8835 setEnumeration<CrossedIndicator>(offset, value);
8866 setEnumeration<CrossType>(offset, value);
8889 return enumeration<CrossPrioritization>(value, offset,
NullUInt8());
8901 setEnumeration<CrossPrioritization>(offset, value);
8930 setOrdinary(offset, value);
8948 return getGroup<Sides>(SidesAccess(), *
this);
8956 return getGroup<Sides>(SidesAccess(), *
this);
8964 return constructGroup<Sides>(
8977 return setupGroup<Sides>(
8988 return getVariableLengthField(deskIDAccess(), *
this);
8996 return getVariableLengthField(memoAccess(), *
this);
9002 setVariableLengthField(
9013 setVariableLengthField(
9031 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
9045 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
9046 minimalBlockLength(version);
9059 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
9060 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(Sides::EmptySize);
9088 setExecutingTraderToNull();
9089 setCrossedIndicatorToNull();
9090 setCrossTypeToNull();
9091 setCrossPrioritizationToNull();
9092 setMaxSweepQtyToNull();
9094 resetVariableFields();
9104 return "NewOrderCross106";
9119 std::string toString()
const;
9137 SbeMessage::calculateBinarySize(tail());
9145 minimalBlockLength(version) +
9146 MessageHeader::Size +
9147 getMinimalVariableFieldsSize(version);
9150 *
this, length, minimalRequiredLength);
9154 void checkVarLenFields()
const 9157 checkVariableLengthFields<Sides>().
9158 checkTail<DeskIDEncoding>().
9159 checkTail<MemoEncoding>();
9162 void checkCompatibility()
const 9164 assert(TemplateId == templateId());
9166 checkSchema<Schema>(schemaId(), version());
9167 checkLength(bufferSize(), version());
9168 checkVarLenFields();
9187 void setSidesToNull()
9190 resetGroup<Sides>(SidesAccess(), *
this);
9203 variableLengthFields<Sides>().
9204 head<DeskIDEncoding>();
9218 variableLengthFields<Sides>().
9219 tail<DeskIDEncoding>().
9220 head<MemoEncoding>();
9226 ThisType& setDeskIdToNull()
9229 setVariableLengthFieldToNull(deskIDAccess(), *
this);
9236 ThisType& setMemoToNull()
9239 setVariableLengthFieldToNull(memoAccess(), *
this);
9257 enum { TemplateId = 200 };
9269 checkVersion<Schema>(version);
9270 checkLength(length, version);
9271 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
9285 checkVersion<Schema>(version);
9286 checkLength(length, version);
9287 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
9288 resetVariableFields();
9298 checkCompatibility();
9307 assert(message.
valid());
9309 checkCompatibility();
9322 assert(schemaId() == Schema::Id);
9323 assert(version() >= Schema::MinimalVersion);
9324 assert(TemplateId == templateId());
9333 return MessageType::ExecutionReportNew;
9346 return accessOrdinary<OutboundBusinessHeader>(offset);
9354 return accessOrdinary<OutboundBusinessHeader>(offset);
9364 return enumeration<Side>(offset);
9373 setEnumeration<Side>(offset, value);
9384 return enumeration<OrdStatus>(offset);
9393 setEnumeration<OrdStatus>(offset, value);
9405 return ordinary<ClOrdID>(offset);
9415 setOrdinary(offset, value);
9428 return ordinary<OrderID>(offset);
9439 setOrdinary(offset, value);
9450 return ordinary<SecurityID>(offset);
9459 setOrdinary(offset, value);
9469 return SecurityIDSource::ExchangeSymbol;
9491 return ordinary<OrderID>(offset);
9500 setOrdinary(offset, value);
9520 setOrdinary(offset, value);
9541 return ordinary<ExecID>(offset);
9551 setOrdinary(offset, value);
9565 return ordinary<UTCTimestampNanos>(offset);
9577 setOrdinary(offset, value);
9605 setOrdinary(offset, value);
9640 setOrdinary(offset, value);
9684 return enumeration<Boolean>(offset);
9695 setEnumeration<Boolean>(offset, value);
9709 return enumeration<MultiLegReportingType>(value, offset,
NullChar());
9721 setEnumeration<MultiLegReportingType>(offset, value);
9741 return enumeration<OrdType>(offset);
9750 setEnumeration<OrdType>(offset, value);
9761 return enumeration<TimeInForce>(offset);
9770 setEnumeration<TimeInForce>(offset, value);
9784 FieldValue fieldValue;
9821 return ordinary<Quantity>(offset);
9830 setOrdinary(offset, value);
9852 setOrdinary(offset, value);
9883 setOrdinary(offset, value);
9912 setOrdinary(offset, value);
9943 setOrdinary(offset, value);
9974 setOrdinary(offset, value);
10007 setOrdinary(offset, value);
10036 setOrdinary(offset, value);
10067 setOrdinary(offset, value);
10098 setEnumeration<CrossType>(offset, value);
10122 return enumeration<CrossPrioritization>(value, offset,
NullUInt8());
10135 setEnumeration<CrossPrioritization>(offset, value);
10159 return enumeration<Boolean>(value, offset,
NullUInt8());
10172 setEnumeration<Boolean>(offset, value);
10203 setOrdinary(offset, value);
10221 return getVariableLengthField(deskIDAccess(), *
this);
10229 return getVariableLengthField(memoAccess(), *
this);
10235 setVariableLengthField(
10246 setVariableLengthField(
10264 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10278 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10279 minimalBlockLength(version);
10292 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
10293 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
10320 setAccountToNull();
10321 setMarketSegmentReceivedTimeToNull();
10322 setProtectionPriceToNull();
10323 setMultiLegReportingTypeToNull();
10324 setExpireDateToNull();
10328 setMaxFloorToNull();
10329 setCrossIdToNull();
10330 setReceivedTimeToNull();
10331 setOrdTagIdToNull();
10332 setInvestorIdToNull();
10333 setCrossTypeToNull();
10334 setCrossPrioritizationToNull();
10335 setMmProtectionResetToNull();
10336 setStrategyIdToNull();
10338 resetVariableFields();
10348 return "ExecutionReportNew200";
10363 std::string toString()
const;
10381 SbeMessage::calculateBinarySize(tail());
10389 minimalBlockLength(version) +
10390 MessageHeader::Size +
10391 getMinimalVariableFieldsSize(version);
10394 *
this, length, minimalRequiredLength);
10398 void checkVarLenFields()
const 10400 variableLengthFields().
10401 checkTail<DeskIDEncoding>().
10402 checkTail<MemoEncoding>();
10405 void checkCompatibility()
const 10407 assert(TemplateId == templateId());
10409 checkSchema<Schema>(schemaId(), version());
10410 checkLength(bufferSize(), version());
10411 checkVarLenFields();
10415 struct deskIDAccess
10423 variableLengthFields().
10424 head<DeskIDEncoding>();
10437 variableLengthFields().
10438 tail<DeskIDEncoding>().
10439 head<MemoEncoding>();
10445 ThisType& setDeskIdToNull()
10448 setVariableLengthFieldToNull(deskIDAccess(), *
this);
10455 ThisType& setMemoToNull()
10458 setVariableLengthFieldToNull(memoAccess(), *
this);
10476 enum { TemplateId = 201 };
10488 checkVersion<Schema>(version);
10489 checkLength(length, version);
10490 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
10504 checkVersion<Schema>(version);
10505 checkLength(length, version);
10506 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
10507 resetVariableFields();
10517 checkCompatibility();
10526 assert(message.
valid());
10528 checkCompatibility();
10541 assert(schemaId() == Schema::Id);
10542 assert(version() >= Schema::MinimalVersion);
10543 assert(TemplateId == templateId());
10552 return MessageType::ExecutionReportModify;
10565 return accessOrdinary<OutboundBusinessHeader>(offset);
10573 return accessOrdinary<OutboundBusinessHeader>(offset);
10583 return enumeration<Side>(offset);
10592 setEnumeration<Side>(offset, value);
10603 return enumeration<OrdStatus>(offset);
10612 setEnumeration<OrdStatus>(offset, value);
10624 return ordinary<ClOrdID>(offset);
10634 setOrdinary(offset, value);
10647 return ordinary<OrderID>(offset);
10658 setOrdinary(offset, value);
10669 return ordinary<SecurityID>(offset);
10678 setOrdinary(offset, value);
10688 return SecurityIDSource::ExchangeSymbol;
10711 return ordinary<Quantity>(offset);
10721 setOrdinary(offset, value);
10741 setOrdinary(offset, value);
10762 return ordinary<ExecID>(offset);
10772 setOrdinary(offset, value);
10786 return ordinary<UTCTimestampNanos>(offset);
10798 setOrdinary(offset, value);
10809 return ordinary<Quantity>(offset);
10818 setOrdinary(offset, value);
10846 setOrdinary(offset, value);
10866 return ordinary<OrderID>(offset);
10875 setOrdinary(offset, value);
10897 setOrdinary(offset, value);
10932 setOrdinary(offset, value);
10976 return enumeration<Boolean>(offset);
10987 setEnumeration<Boolean>(offset, value);
11001 return enumeration<MultiLegReportingType>(value, offset,
NullChar());
11013 setEnumeration<MultiLegReportingType>(offset, value);
11033 return enumeration<OrdType>(offset);
11042 setEnumeration<OrdType>(offset, value);
11053 return enumeration<TimeInForce>(offset);
11062 setEnumeration<TimeInForce>(offset, value);
11076 FieldValue fieldValue;
11113 return ordinary<Quantity>(offset);
11122 setOrdinary(offset, value);
11144 setOrdinary(offset, value);
11175 setOrdinary(offset, value);
11204 setOrdinary(offset, value);
11235 setOrdinary(offset, value);
11268 setOrdinary(offset, value);
11297 setOrdinary(offset, value);
11328 setOrdinary(offset, value);
11352 return enumeration<Boolean>(value, offset,
NullUInt8());
11365 setEnumeration<Boolean>(offset, value);
11396 setOrdinary(offset, value);
11414 return getVariableLengthField(deskIDAccess(), *
this);
11422 return getVariableLengthField(memoAccess(), *
this);
11428 setVariableLengthField(
11439 setVariableLengthField(
11457 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11471 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11472 minimalBlockLength(version);
11485 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
11486 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
11513 setAccountToNull();
11514 setMarketSegmentReceivedTimeToNull();
11515 setOrigClOrdIdToNull();
11516 setProtectionPriceToNull();
11517 setMultiLegReportingTypeToNull();
11518 setExpireDateToNull();
11522 setMaxFloorToNull();
11523 setReceivedTimeToNull();
11524 setOrdTagIdToNull();
11525 setInvestorIdToNull();
11526 setMmProtectionResetToNull();
11527 setStrategyIdToNull();
11529 resetVariableFields();
11539 return "ExecutionReportModify201";
11550 "ExecutionReportModify201");
11555 std::string toString()
const;
11573 SbeMessage::calculateBinarySize(tail());
11581 minimalBlockLength(version) +
11582 MessageHeader::Size +
11583 getMinimalVariableFieldsSize(version);
11586 *
this, length, minimalRequiredLength);
11590 void checkVarLenFields()
const 11592 variableLengthFields().
11593 checkTail<DeskIDEncoding>().
11594 checkTail<MemoEncoding>();
11597 void checkCompatibility()
const 11599 assert(TemplateId == templateId());
11601 checkSchema<Schema>(schemaId(), version());
11602 checkLength(bufferSize(), version());
11603 checkVarLenFields();
11607 struct deskIDAccess
11615 variableLengthFields().
11616 head<DeskIDEncoding>();
11629 variableLengthFields().
11630 tail<DeskIDEncoding>().
11631 head<MemoEncoding>();
11637 ThisType& setDeskIdToNull()
11640 setVariableLengthFieldToNull(deskIDAccess(), *
this);
11647 ThisType& setMemoToNull()
11650 setVariableLengthFieldToNull(memoAccess(), *
this);
11668 enum { TemplateId = 202 };
11680 checkVersion<Schema>(version);
11681 checkLength(length, version);
11682 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11696 checkVersion<Schema>(version);
11697 checkLength(length, version);
11698 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11699 resetVariableFields();
11709 checkCompatibility();
11718 assert(message.
valid());
11720 checkCompatibility();
11733 assert(schemaId() == Schema::Id);
11734 assert(version() >= Schema::MinimalVersion);
11735 assert(TemplateId == templateId());
11744 return MessageType::ExecutionReportCancel;
11757 return accessOrdinary<OutboundBusinessHeader>(offset);
11765 return accessOrdinary<OutboundBusinessHeader>(offset);
11775 return enumeration<Side>(offset);
11784 setEnumeration<Side>(offset, value);
11795 return enumeration<OrdStatus>(offset);
11804 setEnumeration<OrdStatus>(offset, value);
11816 return ordinary<ClOrdID>(offset);
11826 setOrdinary(offset, value);
11839 return ordinary<OrderID>(offset);
11850 setOrdinary(offset, value);
11861 return ordinary<SecurityID>(offset);
11870 setOrdinary(offset, value);
11880 return SecurityIDSource::ExchangeSymbol;
11902 return ordinary<Quantity>(offset);
11911 setOrdinary(offset, value);
11931 setOrdinary(offset, value);
11952 return ordinary<ExecID>(offset);
11962 setOrdinary(offset, value);
11976 return ordinary<UTCTimestampNanos>(offset);
11988 setOrdinary(offset, value);
12016 setOrdinary(offset, value);
12036 return ordinary<OrderID>(offset);
12045 setOrdinary(offset, value);
12067 setOrdinary(offset, value);
12111 return enumeration<Boolean>(offset);
12122 setEnumeration<Boolean>(offset, value);
12146 setEnumeration<ExecRestatementReason>(offset, value);
12181 setOrdinary(offset, value);
12201 return enumeration<OrdType>(offset);
12210 setEnumeration<OrdType>(offset, value);
12221 return enumeration<TimeInForce>(offset);
12230 setEnumeration<TimeInForce>(offset, value);
12244 FieldValue fieldValue;
12281 return ordinary<Quantity>(offset);
12290 setOrdinary(offset, value);
12312 setOrdinary(offset, value);
12343 setOrdinary(offset, value);
12372 setOrdinary(offset, value);
12403 setOrdinary(offset, value);
12436 setOrdinary(offset, value);
12465 setOrdinary(offset, value);
12496 setOrdinary(offset, value);
12527 setOrdinary(offset, value);
12558 setOrdinary(offset, value);
12576 return getVariableLengthField(deskIDAccess(), *
this);
12584 return getVariableLengthField(memoAccess(), *
this);
12590 setVariableLengthField(
12601 setVariableLengthField(
12619 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12633 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12634 minimalBlockLength(version);
12647 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
12648 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
12675 setAccountToNull();
12676 setMarketSegmentReceivedTimeToNull();
12677 setOrigClOrdIdToNull();
12678 setExecRestatementReasonToNull();
12679 setMassActionReportIdToNull();
12680 setExpireDateToNull();
12684 setMaxFloorToNull();
12685 setReceivedTimeToNull();
12686 setOrdTagIdToNull();
12687 setInvestorIdToNull();
12688 setStrategyIdToNull();
12689 setActionRequestedFromSessionIdToNull();
12691 resetVariableFields();
12701 return "ExecutionReportCancel202";
12712 "ExecutionReportCancel202");
12717 std::string toString()
const;
12735 SbeMessage::calculateBinarySize(tail());
12743 minimalBlockLength(version) +
12744 MessageHeader::Size +
12745 getMinimalVariableFieldsSize(version);
12748 *
this, length, minimalRequiredLength);
12752 void checkVarLenFields()
const 12754 variableLengthFields().
12755 checkTail<DeskIDEncoding>().
12756 checkTail<MemoEncoding>();
12759 void checkCompatibility()
const 12761 assert(TemplateId == templateId());
12763 checkSchema<Schema>(schemaId(), version());
12764 checkLength(bufferSize(), version());
12765 checkVarLenFields();
12769 struct deskIDAccess
12777 variableLengthFields().
12778 head<DeskIDEncoding>();
12791 variableLengthFields().
12792 tail<DeskIDEncoding>().
12793 head<MemoEncoding>();
12799 ThisType& setDeskIdToNull()
12802 setVariableLengthFieldToNull(deskIDAccess(), *
this);
12809 ThisType& setMemoToNull()
12812 setVariableLengthFieldToNull(memoAccess(), *
this);
12830 enum { TemplateId = 203 };
12842 checkVersion<Schema>(version);
12843 checkLength(length, version);
12844 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12858 checkVersion<Schema>(version);
12859 checkLength(length, version);
12860 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12861 resetVariableFields();
12871 checkCompatibility();
12880 assert(message.
valid());
12882 checkCompatibility();
12895 assert(schemaId() == Schema::Id);
12896 assert(version() >= Schema::MinimalVersion);
12897 assert(TemplateId == templateId());
12906 return MessageType::ExecutionReportTrade;
12919 return accessOrdinary<OutboundBusinessHeader>(offset);
12927 return accessOrdinary<OutboundBusinessHeader>(offset);
12937 return enumeration<Side>(offset);
12946 setEnumeration<Side>(offset, value);
12957 return enumeration<OrdStatus>(offset);
12966 setEnumeration<OrdStatus>(offset, value);
12988 setOrdinary(offset, value);
13010 return ordinary<OrderID>(offset);
13021 setOrdinary(offset, value);
13032 return ordinary<SecurityID>(offset);
13041 setOrdinary(offset, value);
13051 return SecurityIDSource::ExchangeSymbol;
13082 setOrdinary(offset, value);
13102 return ordinary<Quantity>(offset);
13111 setOrdinary(offset, value);
13122 return decimal<Price>(offset);
13131 setOrdinary(offset, value);
13143 return ordinary<ExecID>(offset);
13153 setOrdinary(offset, value);
13167 return ordinary<UTCTimestampNanos>(offset);
13179 setOrdinary(offset, value);
13191 return ordinary<Quantity>(offset);
13201 setOrdinary(offset, value);
13212 return ordinary<Quantity>(offset);
13221 setOrdinary(offset, value);
13233 return enumeration<Boolean>(offset);
13243 setEnumeration<Boolean>(offset, value);
13256 return enumeration<ExecType>(offset);
13267 setEnumeration<ExecType>(offset, value);
13280 return enumeration<OrderCategory>(value, offset,
NullChar());
13291 setEnumeration<OrderCategory>(offset, value);
13314 return enumeration<MultiLegReportingType>(value, offset,
NullChar());
13326 setEnumeration<MultiLegReportingType>(offset, value);
13347 return ordinary<TradeID>(offset);
13357 setOrdinary(offset, value);
13368 return ordinary<Firm>(offset);
13377 setOrdinary(offset, value);
13388 return ordinary<OrderID>(offset);
13397 setOrdinary(offset, value);
13441 setOrdinary(offset, value);
13478 setOrdinary(offset, value);
13509 setOrdinary(offset, value);
13540 setOrdinary(offset, value);
13573 setEnumeration<CrossedIndicator>(offset, value);
13593 return ordinary<Quantity>(offset);
13602 setOrdinary(offset, value);
13626 setEnumeration<TradingSessionID>(offset, value);
13659 setEnumeration<TradingSessionSubID>(offset, value);
13692 setEnumeration<SecurityTradingStatus>(offset, value);
13723 setEnumeration<CrossType>(offset, value);
13747 return enumeration<CrossPrioritization>(value, offset,
NullUInt8());
13760 setEnumeration<CrossPrioritization>(offset, value);
13791 setOrdinary(offset, value);
13809 return getVariableLengthField(deskIDAccess(), *
this);
13817 return getVariableLengthField(memoAccess(), *
this);
13823 setVariableLengthField(
13834 setVariableLengthField(
13852 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
13866 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
13867 minimalBlockLength(version);
13880 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
13881 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
13908 setClOrdIdToNull();
13909 setAccountToNull();
13910 setOrderCategoryToNull();
13911 setMultiLegReportingTypeToNull();
13912 setTotNoRelatedSymToNull();
13913 setSecondaryExecIdToNull();
13914 setExecRefIdToNull();
13915 setCrossIdToNull();
13916 setCrossedIndicatorToNull();
13917 setTradingSessionIdToNull();
13918 setTradingSessionSubIdToNull();
13919 setSecurityTradingStatusToNull();
13920 setCrossTypeToNull();
13921 setCrossPrioritizationToNull();
13922 setStrategyIdToNull();
13924 resetVariableFields();
13934 return "ExecutionReportTrade203";
13945 "ExecutionReportTrade203");
13950 std::string toString()
const;
13968 SbeMessage::calculateBinarySize(tail());
13976 minimalBlockLength(version) +
13977 MessageHeader::Size +
13978 getMinimalVariableFieldsSize(version);
13981 *
this, length, minimalRequiredLength);
13985 void checkVarLenFields()
const 13987 variableLengthFields().
13988 checkTail<DeskIDEncoding>().
13989 checkTail<MemoEncoding>();
13992 void checkCompatibility()
const 13994 assert(TemplateId == templateId());
13996 checkSchema<Schema>(schemaId(), version());
13997 checkLength(bufferSize(), version());
13998 checkVarLenFields();
14002 struct deskIDAccess
14010 variableLengthFields().
14011 head<DeskIDEncoding>();
14024 variableLengthFields().
14025 tail<DeskIDEncoding>().
14026 head<MemoEncoding>();
14032 ThisType& setDeskIdToNull()
14035 setVariableLengthFieldToNull(deskIDAccess(), *
this);
14042 ThisType& setMemoToNull()
14045 setVariableLengthFieldToNull(memoAccess(), *
this);
14063 enum { TemplateId = 204 };
14075 checkVersion<Schema>(version);
14076 checkLength(length, version);
14077 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14091 checkVersion<Schema>(version);
14092 checkLength(length, version);
14093 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14094 resetVariableFields();
14104 checkCompatibility();
14113 assert(message.
valid());
14115 checkCompatibility();
14128 assert(schemaId() == Schema::Id);
14129 assert(version() >= Schema::MinimalVersion);
14130 assert(TemplateId == templateId());
14139 return MessageType::ExecutionReportReject;
14152 return accessOrdinary<OutboundBusinessHeader>(offset);
14160 return accessOrdinary<OutboundBusinessHeader>(offset);
14170 return enumeration<Side>(offset);
14179 setEnumeration<Side>(offset, value);
14189 return OrdStatus::Rejected;
14202 return enumeration<CxlRejResponseTo>(offset);
14214 setEnumeration<CxlRejResponseTo>(offset, value);
14226 return ordinary<ClOrdID>(offset);
14236 setOrdinary(offset, value);
14260 setOrdinary(offset, value);
14280 return ordinary<SecurityID>(offset);
14289 setOrdinary(offset, value);
14299 return SecurityIDSource::ExchangeSymbol;
14322 return ordinary<RejReason>(offset);
14332 setOrdinary(offset, value);
14346 return ordinary<UTCTimestampNanos>(offset);
14358 setOrdinary(offset, value);
14370 return ordinary<ExecID>(offset);
14380 setOrdinary(offset, value);
14400 setOrdinary(offset, value);
14431 setOrdinary(offset, value);
14460 setOrdinary(offset, value);
14480 return enumeration<OrdType>(offset);
14489 setEnumeration<OrdType>(offset, value);
14500 return enumeration<TimeInForce>(offset);
14509 setEnumeration<TimeInForce>(offset, value);
14523 FieldValue fieldValue;
14560 return ordinary<Quantity>(offset);
14569 setOrdinary(offset, value);
14591 setOrdinary(offset, value);
14622 setOrdinary(offset, value);
14651 setOrdinary(offset, value);
14682 setOrdinary(offset, value);
14713 setOrdinary(offset, value);
14746 setEnumeration<CrossedIndicator>(offset, value);
14779 setOrdinary(offset, value);
14808 setOrdinary(offset, value);
14839 setOrdinary(offset, value);
14870 setOrdinary(offset, value);
14888 return getVariableLengthField(deskIDAccess(), *
this);
14896 return getVariableLengthField(memoAccess(), *
this);
14904 return getVariableLengthField(textAccess(), *
this);
14910 setVariableLengthField(
14921 setVariableLengthField(
14932 setVariableLengthField(
14950 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14964 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14965 minimalBlockLength(version);
14978 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
14979 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(TextEncoding::Size);
15007 setSecondaryOrderIdToNull();
15008 setOrderIdToNull();
15009 setOrigClOrdIdToNull();
15010 setAccountToNull();
15011 setExpireDateToNull();
15015 setMaxFloorToNull();
15016 setCrossIdToNull();
15017 setCrossedIndicatorToNull();
15018 setReceivedTimeToNull();
15019 setOrdTagIdToNull();
15020 setInvestorIdToNull();
15021 setStrategyIdToNull();
15023 resetVariableFields();
15033 return "ExecutionReportReject204";
15044 "ExecutionReportReject204");
15049 std::string toString()
const;
15067 SbeMessage::calculateBinarySize(tail());
15075 minimalBlockLength(version) +
15076 MessageHeader::Size +
15077 getMinimalVariableFieldsSize(version);
15080 *
this, length, minimalRequiredLength);
15084 void checkVarLenFields()
const 15086 variableLengthFields().
15087 checkTail<DeskIDEncoding>().
15088 checkTail<MemoEncoding>().
15089 checkTail<TextEncoding>();
15092 void checkCompatibility()
const 15094 assert(TemplateId == templateId());
15096 checkSchema<Schema>(schemaId(), version());
15097 checkLength(bufferSize(), version());
15098 checkVarLenFields();
15102 struct deskIDAccess
15110 variableLengthFields().
15111 head<DeskIDEncoding>();
15124 variableLengthFields().
15125 tail<DeskIDEncoding>().
15126 head<MemoEncoding>();
15139 variableLengthFields().
15140 tail<DeskIDEncoding>().
15141 tail<MemoEncoding>().
15142 head<TextEncoding>();
15148 ThisType& setDeskIdToNull()
15151 setVariableLengthFieldToNull(deskIDAccess(), *
this);
15158 ThisType& setMemoToNull()
15161 setVariableLengthFieldToNull(memoAccess(), *
this);
15168 ThisType& setTextToNull()
15171 setVariableLengthFieldToNull(textAccess(), *
this);
15189 enum { TemplateId = 205 };
15201 checkVersion<Schema>(version);
15202 checkLength(length, version);
15203 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
15217 checkVersion<Schema>(version);
15218 checkLength(length, version);
15219 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
15220 resetVariableFields();
15230 checkCompatibility();
15239 assert(message.
valid());
15241 checkCompatibility();
15254 assert(schemaId() == Schema::Id);
15255 assert(version() >= Schema::MinimalVersion);
15256 assert(TemplateId == templateId());
15265 return MessageType::ExecutionReportForward;
15278 return accessOrdinary<OutboundBusinessHeader>(offset);
15286 return accessOrdinary<OutboundBusinessHeader>(offset);
15296 return enumeration<Side>(offset);
15305 setEnumeration<Side>(offset, value);
15316 return enumeration<OrdStatus>(offset);
15325 setEnumeration<OrdStatus>(offset, value);
15347 setOrdinary(offset, value);
15369 return ordinary<OrderID>(offset);
15380 setOrdinary(offset, value);
15391 return ordinary<SecurityID>(offset);
15400 setOrdinary(offset, value);
15410 return SecurityIDSource::ExchangeSymbol;
15441 setOrdinary(offset, value);
15461 return ordinary<Quantity>(offset);
15470 setOrdinary(offset, value);
15481 return decimal<Price>(offset);
15490 setOrdinary(offset, value);
15502 return ordinary<ExecID>(offset);
15512 setOrdinary(offset, value);
15526 return ordinary<UTCTimestampNanos>(offset);
15538 setOrdinary(offset, value);
15550 return ordinary<Quantity>(offset);
15560 setOrdinary(offset, value);
15571 return ordinary<Quantity>(offset);
15580 setOrdinary(offset, value);
15592 return ordinary<TradeID>(offset);
15602 setOrdinary(offset, value);
15613 return ordinary<Firm>(offset);
15622 setOrdinary(offset, value);
15633 return ordinary<OrderID>(offset);
15642 setOrdinary(offset, value);
15654 return enumeration<Boolean>(offset);
15664 setEnumeration<Boolean>(offset, value);
15676 return enumeration<SettlType>(value, offset,
NullChar());
15686 setEnumeration<SettlType>(offset, value);
15745 setOrdinary(offset, value);
15782 setOrdinary(offset, value);
15813 setOrdinary(offset, value);
15854 setOrdinary(offset, value);
15874 return ordinary<Quantity>(offset);
15883 setOrdinary(offset, value);
15907 setEnumeration<TradingSessionID>(offset, value);
15940 setEnumeration<TradingSessionSubID>(offset, value);
15973 setEnumeration<SecurityTradingStatus>(offset, value);
15991 return getVariableLengthField(deskIDAccess(), *
this);
15999 return getVariableLengthField(memoAccess(), *
this);
16005 setVariableLengthField(
16016 setVariableLengthField(
16034 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16048 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16049 minimalBlockLength(version);
16062 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16063 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
16090 setClOrdIdToNull();
16091 setAccountToNull();
16092 setSettlTypeToNull();
16093 setDaysToSettlementToNull();
16094 setSecondaryExecIdToNull();
16095 setExecRefIdToNull();
16096 setFixedRateToNull();
16097 setTradingSessionIdToNull();
16098 setTradingSessionSubIdToNull();
16099 setSecurityTradingStatusToNull();
16101 resetVariableFields();
16111 return "ExecutionReportForward205";
16122 "ExecutionReportForward205");
16127 std::string toString()
const;
16145 SbeMessage::calculateBinarySize(tail());
16153 minimalBlockLength(version) +
16154 MessageHeader::Size +
16155 getMinimalVariableFieldsSize(version);
16158 *
this, length, minimalRequiredLength);
16162 void checkVarLenFields()
const 16164 variableLengthFields().
16165 checkTail<DeskIDEncoding>().
16166 checkTail<MemoEncoding>();
16169 void checkCompatibility()
const 16171 assert(TemplateId == templateId());
16173 checkSchema<Schema>(schemaId(), version());
16174 checkLength(bufferSize(), version());
16175 checkVarLenFields();
16179 struct deskIDAccess
16187 variableLengthFields().
16188 head<DeskIDEncoding>();
16201 variableLengthFields().
16202 tail<DeskIDEncoding>().
16203 head<MemoEncoding>();
16209 ThisType& setDeskIdToNull()
16212 setVariableLengthFieldToNull(deskIDAccess(), *
this);
16219 ThisType& setMemoToNull()
16222 setVariableLengthFieldToNull(memoAccess(), *
this);
16240 enum { TemplateId = 206 };
16252 checkVersion<Schema>(version);
16253 checkLength(length, version);
16254 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16268 checkVersion<Schema>(version);
16269 checkLength(length, version);
16270 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16271 resetVariableFields();
16281 checkCompatibility();
16290 assert(message.
valid());
16292 checkCompatibility();
16305 assert(schemaId() == Schema::Id);
16306 assert(version() >= Schema::MinimalVersion);
16307 assert(TemplateId == templateId());
16316 return MessageType::BusinessMessageReject;
16329 return accessOrdinary<OutboundBusinessHeader>(offset);
16337 return accessOrdinary<OutboundBusinessHeader>(offset);
16347 return enumeration<MessageType>(offset);
16356 setEnumeration<MessageType>(offset, value);
16367 return ordinary<SeqNum>(offset);
16376 setOrdinary(offset, value);
16404 setOrdinary(offset, value);
16424 return ordinary<RejReason>(offset);
16433 setOrdinary(offset, value);
16442 return getVariableLengthField(memoAccess(), *
this);
16450 return getVariableLengthField(textAccess(), *
this);
16456 setVariableLengthField(
16467 setVariableLengthField(
16485 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16499 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16500 minimalBlockLength(version);
16513 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16514 static_cast<MessageSize>(MemoEncoding::Size) + static_cast<MessageSize>(TextEncoding::Size);
16541 setBusinessRejectRefIdToNull();
16543 resetVariableFields();
16553 return "BusinessMessageReject206";
16564 "BusinessMessageReject206");
16569 std::string toString()
const;
16587 SbeMessage::calculateBinarySize(tail());
16595 minimalBlockLength(version) +
16596 MessageHeader::Size +
16597 getMinimalVariableFieldsSize(version);
16600 *
this, length, minimalRequiredLength);
16604 void checkVarLenFields()
const 16606 variableLengthFields().
16607 checkTail<MemoEncoding>().
16608 checkTail<TextEncoding>();
16611 void checkCompatibility()
const 16613 assert(TemplateId == templateId());
16615 checkSchema<Schema>(schemaId(), version());
16616 checkLength(bufferSize(), version());
16617 checkVarLenFields();
16629 variableLengthFields().
16630 head<MemoEncoding>();
16643 variableLengthFields().
16644 tail<MemoEncoding>().
16645 head<TextEncoding>();
16651 ThisType& setMemoToNull()
16654 setVariableLengthFieldToNull(memoAccess(), *
this);
16661 ThisType& setTextToNull()
16664 setVariableLengthFieldToNull(textAccess(), *
this);
16682 enum { TemplateId = 300 };
16711 assert(version >= Schema::MinimalVersion);
16712 assert(length >= minimalBlockLength(version));
16726 setLegSideToNull();
16728 resetVariableFields();
16741 return fixedStr<length>(offset);
16752 setFixedStr<length>(offset, value);
16774 return decimal<RatioQty>(offset);
16784 setOrdinary(offset, value);
16796 return enumeration<Side>(value, offset,
NullChar());
16806 setEnumeration<Side>(offset, value);
16830 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16845 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
16855 return "SecurityDefinitionRequest300.LegsEntry";
16874 checkVersion<Schema>(version);
16875 checkLength(length, version);
16876 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16890 checkVersion<Schema>(version);
16891 checkLength(length, version);
16892 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16893 resetVariableFields();
16903 checkCompatibility();
16912 assert(message.
valid());
16914 checkCompatibility();
16927 assert(schemaId() == Schema::Id);
16928 assert(version() >= Schema::MinimalVersion);
16929 assert(TemplateId == templateId());
16938 return MessageType::SecurityDefinitionRequest;
16951 return accessOrdinary<InboundBusinessHeader>(offset);
16959 return accessOrdinary<InboundBusinessHeader>(offset);
16969 return ordinary<SecurityReqRespID>(offset);
16978 setOrdinary(offset, value);
16990 return fixedStr<length>(offset);
17000 setFixedStr<length>(offset, value);
17012 return fixedStr<length>(offset);
17022 setFixedStr<length>(offset, value);
17031 return getGroup<Legs>(LegsAccess(), *
this);
17039 return getGroup<Legs>(LegsAccess(), *
this);
17047 return constructGroup<Legs>(
17060 return setupGroup<Legs>(
17076 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17087 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17088 minimalBlockLength(version);
17101 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17112 UInt8 maxGroupItems = 255)
17116 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
17117 blockLength(Schema::Version) +
17118 (GroupSizeEncoding::Size + LegsEntry::blockLength(Schema::Version) *
static_cast<UInt64
>(maxGroupItems));
17133 resetVariableFields();
17143 return "SecurityDefinitionRequest300";
17154 "SecurityDefinitionRequest300");
17159 std::string toString()
const;
17176 SbeMessage::calculateBinarySize(tail());
17184 minimalBlockLength(version) +
17185 MessageHeader::Size +
17186 getMinimalVariableFieldsSize(version);
17189 *
this, length, minimalRequiredLength);
17193 void checkVarLenFields()
const 17199 void checkCompatibility()
const 17201 assert(TemplateId == templateId());
17203 checkSchema<Schema>(schemaId(), version());
17204 checkLength(bufferSize(), version());
17205 checkVarLenFields();
17224 void setLegsToNull()
17227 resetGroup<Legs>(LegsAccess(), *
this);
17243 enum { TemplateId = 301 };
17255 checkVersion<Schema>(version);
17256 checkLength(length, version);
17257 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17271 checkVersion<Schema>(version);
17272 checkLength(length, version);
17273 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17274 resetVariableFields();
17284 checkCompatibility();
17293 assert(message.
valid());
17295 checkCompatibility();
17308 assert(schemaId() == Schema::Id);
17309 assert(version() >= Schema::MinimalVersion);
17310 assert(TemplateId == templateId());
17319 return MessageType::SecurityDefinitionResponse;
17332 return accessOrdinary<OutboundBusinessHeader>(offset);
17340 return accessOrdinary<OutboundBusinessHeader>(offset);
17350 return ordinary<SecurityReqRespID>(offset);
17359 setOrdinary(offset, value);
17381 setOrdinary(offset, value);
17400 return SecurityIDSource::ExchangeSymbol;
17423 return enumeration<SecurityResponseType>(offset);
17434 setEnumeration<SecurityResponseType>(offset, value);
17447 return fixedStr<length>(value, offset);
17458 setFixedStr<length>(offset, value);
17468 setFixedStr<length>(offset,
StrRef());
17482 return fixedStr<length>(offset);
17494 setFixedStr<length>(offset, value);
17505 return ordinary<SecurityReqRespID>(offset);
17514 setOrdinary(offset, value);
17526 return fixedStr<length>(offset);
17536 setFixedStr<length>(offset, value);
17548 return fixedStr<length>(offset);
17558 setFixedStr<length>(offset, value);
17572 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17586 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17587 minimalBlockLength(version);
17600 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17612 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
17613 blockLength(Schema::Version);
17627 setSecurityIdToNull();
17628 setSecurityStrategyTypeToNull();
17630 resetVariableFields();
17640 return "SecurityDefinitionResponse301";
17651 "SecurityDefinitionResponse301");
17656 std::string toString()
const;
17667 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
17668 MessageHeader::Size));
17677 SbeMessage::calculateBinarySize(tail());
17685 minimalBlockLength(version) +
17686 MessageHeader::Size +
17687 getMinimalVariableFieldsSize(version);
17690 *
this, length, minimalRequiredLength);
17693 void checkCompatibility()
const 17695 assert(TemplateId == templateId());
17697 checkSchema<Schema>(schemaId(), version());
17698 checkLength(bufferSize(), version());
17714 enum { TemplateId = 401 };
17743 assert(version >= Schema::MinimalVersion);
17744 assert(length >= minimalBlockLength(version));
17758 setAccountToNull();
17760 resetVariableFields();
17771 return enumeration<Side>(offset);
17780 setEnumeration<Side>(offset, value);
17800 setOrdinary(offset, value);
17821 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17822 minimalBlockLength(version);
17836 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
17846 return "QuoteRequest401.SidesEntry";
17865 checkVersion<Schema>(version);
17866 checkLength(length, version);
17867 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17881 checkVersion<Schema>(version);
17882 checkLength(length, version);
17883 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17884 resetVariableFields();
17894 checkCompatibility();
17903 assert(message.
valid());
17905 checkCompatibility();
17918 assert(schemaId() == Schema::Id);
17919 assert(version() >= Schema::MinimalVersion);
17920 assert(TemplateId == templateId());
17929 return MessageType::QuoteRequest;
17942 return accessOrdinary<BidirectionalBusinessHeader>(offset);
17951 return accessOrdinary<BidirectionalBusinessHeader>(offset);
17961 return ordinary<SecurityID>(offset);
17970 setOrdinary(offset, value);
17980 return SecurityIDSource::ExchangeSymbol;
18002 return ordinary<QuoteReqID>(offset);
18011 setOrdinary(offset, value);
18031 setOrdinary(offset, value);
18062 setOrdinary(offset, value);
18083 return ordinary<Firm>(offset);
18093 setOrdinary(offset, value);
18107 return ordinary<UTCTimestampNanos>(offset);
18119 setOrdinary(offset, value);
18131 return decimal<Price8>(offset);
18141 setOrdinary(offset, value);
18153 return enumeration<SettlType>(offset);
18163 setEnumeration<SettlType>(offset, value);
18178 return enumeration<ExecuteUnderlyingTrade>(value, offset,
NullChar());
18191 setEnumeration<ExecuteUnderlyingTrade>(offset, value);
18211 return ordinary<Quantity>(offset);
18220 setOrdinary(offset, value);
18232 return fixedStr<length>(offset);
18242 setFixedStr<length>(offset, value);
18254 return fixedStr<length>(offset);
18264 setFixedStr<length>(offset, value);
18276 return fixedStr<length>(offset);
18286 setFixedStr<length>(offset, value);
18301 return decimal<Percentage8>(offset);
18314 setOrdinary(offset, value);
18326 return Boolean::TrueValue;
18342 return ordinary<DaysToSettlement>(offset);
18353 setOrdinary(offset, value);
18362 return getGroup<Sides>(SidesAccess(), *
this);
18370 return getGroup<Sides>(SidesAccess(), *
this);
18378 return constructGroup<Sides>(
18391 return setupGroup<Sides>(
18402 return getVariableLengthField(deskIDAccess(), *
this);
18410 return getVariableLengthField(memoAccess(), *
this);
18416 setVariableLengthField(
18427 setVariableLengthField(
18445 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18456 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18457 minimalBlockLength(version);
18470 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
18471 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(Sides::EmptySize);
18499 setQuoteIdToNull();
18500 setTradeIdToNull();
18501 setExecuteUnderlyingTradeToNull();
18503 resetVariableFields();
18513 return "QuoteRequest401";
18528 std::string toString()
const;
18546 SbeMessage::calculateBinarySize(tail());
18554 minimalBlockLength(version) +
18555 MessageHeader::Size +
18556 getMinimalVariableFieldsSize(version);
18559 *
this, length, minimalRequiredLength);
18563 void checkVarLenFields()
const 18566 checkVariableLengthFields<Sides>().
18567 checkTail<DeskIDEncoding>().
18568 checkTail<MemoEncoding>();
18571 void checkCompatibility()
const 18573 assert(TemplateId == templateId());
18575 checkSchema<Schema>(schemaId(), version());
18576 checkLength(bufferSize(), version());
18577 checkVarLenFields();
18596 void setSidesToNull()
18599 resetGroup<Sides>(SidesAccess(), *
this);
18603 struct deskIDAccess
18612 variableLengthFields<Sides>().
18613 head<DeskIDEncoding>();
18627 variableLengthFields<Sides>().
18628 tail<DeskIDEncoding>().
18629 head<MemoEncoding>();
18635 ThisType& setDeskIdToNull()
18638 setVariableLengthFieldToNull(deskIDAccess(), *
this);
18645 ThisType& setMemoToNull()
18648 setVariableLengthFieldToNull(memoAccess(), *
this);
18666 enum { TemplateId = 402 };
18678 checkVersion<Schema>(version);
18679 checkLength(length, version);
18680 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18694 checkVersion<Schema>(version);
18695 checkLength(length, version);
18696 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18697 resetVariableFields();
18707 checkCompatibility();
18716 assert(message.
valid());
18718 checkCompatibility();
18731 assert(schemaId() == Schema::Id);
18732 assert(version() >= Schema::MinimalVersion);
18733 assert(TemplateId == templateId());
18742 return MessageType::QuoteStatusReport;
18755 return accessOrdinary<BidirectionalBusinessHeader>(offset);
18764 return accessOrdinary<BidirectionalBusinessHeader>(offset);
18783 setOrdinary(offset, value);
18803 return ordinary<SecurityID>(offset);
18812 setOrdinary(offset, value);
18822 return SecurityIDSource::ExchangeSymbol;
18844 return ordinary<QuoteReqID>(offset);
18853 setOrdinary(offset, value);
18864 return ordinary<QuoteID>(offset);
18873 setOrdinary(offset, value);
18895 setOrdinary(offset, value);
18916 return ordinary<Firm>(offset);
18926 setOrdinary(offset, value);
18940 return ordinary<UTCTimestampNanos>(offset);
18952 setOrdinary(offset, value);
18963 return enumeration<QuoteStatus>(offset);
18972 setEnumeration<QuoteStatus>(offset, value);
18986 return enumeration<QuoteStatusResponseTo>(value, offset,
NullChar());
18998 setEnumeration<QuoteStatusResponseTo>(offset, value);
19027 setOrdinary(offset, value);
19047 return enumeration<Side>(value, offset,
NullChar());
19056 setEnumeration<Side>(offset, value);
19077 return enumeration<SettlType>(value, offset,
NullChar());
19087 setEnumeration<SettlType>(offset, value);
19118 setOrdinary(offset, value);
19138 return ordinary<Quantity>(offset);
19147 setOrdinary(offset, value);
19159 return fixedStr<length>(offset);
19169 setFixedStr<length>(offset, value);
19181 return fixedStr<length>(offset);
19191 setFixedStr<length>(offset, value);
19203 return fixedStr<length>(offset);
19213 setFixedStr<length>(offset, value);
19237 setOrdinary(offset, value);
19261 return enumeration<ExecuteUnderlyingTrade>(value, offset,
NullChar());
19274 setEnumeration<ExecuteUnderlyingTrade>(offset, value);
19295 return Boolean::TrueValue;
19326 setOrdinary(offset, value);
19344 return getVariableLengthField(deskIDAccess(), *
this);
19352 return getVariableLengthField(memoAccess(), *
this);
19360 return getVariableLengthField(textAccess(), *
this);
19366 setVariableLengthField(
19377 setVariableLengthField(
19388 setVariableLengthField(
19406 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19417 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19418 minimalBlockLength(version);
19431 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
19432 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(TextEncoding::Size);
19460 setQuoteRejectReasonToNull();
19461 setTradeIdToNull();
19462 setQuoteStatusResponseToToNull();
19463 setAccountToNull();
19465 setSettlTypeToNull();
19467 setFixedRateToNull();
19468 setExecuteUnderlyingTradeToNull();
19469 setDaysToSettlementToNull();
19471 resetVariableFields();
19481 return "QuoteStatusReport402";
19496 std::string toString()
const;
19514 SbeMessage::calculateBinarySize(tail());
19522 minimalBlockLength(version) +
19523 MessageHeader::Size +
19524 getMinimalVariableFieldsSize(version);
19527 *
this, length, minimalRequiredLength);
19531 void checkVarLenFields()
const 19533 variableLengthFields().
19534 checkTail<DeskIDEncoding>().
19535 checkTail<MemoEncoding>().
19536 checkTail<TextEncoding>();
19539 void checkCompatibility()
const 19541 assert(TemplateId == templateId());
19543 checkSchema<Schema>(schemaId(), version());
19544 checkLength(bufferSize(), version());
19545 checkVarLenFields();
19549 struct deskIDAccess
19557 variableLengthFields().
19558 head<DeskIDEncoding>();
19571 variableLengthFields().
19572 tail<DeskIDEncoding>().
19573 head<MemoEncoding>();
19586 variableLengthFields().
19587 tail<DeskIDEncoding>().
19588 tail<MemoEncoding>().
19589 head<TextEncoding>();
19595 ThisType& setDeskIdToNull()
19598 setVariableLengthFieldToNull(deskIDAccess(), *
this);
19605 ThisType& setMemoToNull()
19608 setVariableLengthFieldToNull(memoAccess(), *
this);
19615 ThisType& setTextToNull()
19618 setVariableLengthFieldToNull(textAccess(), *
this);
19636 enum { TemplateId = 403 };
19648 checkVersion<Schema>(version);
19649 checkLength(length, version);
19650 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
19664 checkVersion<Schema>(version);
19665 checkLength(length, version);
19666 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
19667 resetVariableFields();
19677 checkCompatibility();
19686 assert(message.
valid());
19688 checkCompatibility();
19701 assert(schemaId() == Schema::Id);
19702 assert(version() >= Schema::MinimalVersion);
19703 assert(TemplateId == templateId());
19712 return MessageType::Quote;
19725 return accessOrdinary<BidirectionalBusinessHeader>(offset);
19734 return accessOrdinary<BidirectionalBusinessHeader>(offset);
19744 return ordinary<SecurityID>(offset);
19753 setOrdinary(offset, value);
19763 return SecurityIDSource::ExchangeSymbol;
19785 return ordinary<QuoteReqID>(offset);
19794 setOrdinary(offset, value);
19805 return ordinary<QuoteID>(offset);
19814 setOrdinary(offset, value);
19828 return ordinary<UTCTimestampNanos>(offset);
19840 setOrdinary(offset, value);
19862 setOrdinary(offset, value);
19882 return ordinary<Quantity>(offset);
19891 setOrdinary(offset, value);
19902 return enumeration<Side>(offset);
19911 setEnumeration<Side>(offset, value);
19923 return enumeration<SettlType>(offset);
19933 setEnumeration<SettlType>(offset, value);
19953 setOrdinary(offset, value);
19974 return fixedStr<length>(offset);
19984 setFixedStr<length>(offset, value);
19996 return fixedStr<length>(offset);
20006 setFixedStr<length>(offset, value);
20018 return fixedStr<length>(offset);
20028 setFixedStr<length>(offset, value);
20039 return decimal<Percentage8>(offset);
20048 setOrdinary(offset, value);
20063 return enumeration<ExecuteUnderlyingTrade>(value, offset,
NullChar());
20076 setEnumeration<ExecuteUnderlyingTrade>(offset, value);
20097 return Boolean::TrueValue;
20113 return ordinary<DaysToSettlement>(offset);
20124 setOrdinary(offset, value);
20133 return getVariableLengthField(deskIDAccess(), *
this);
20141 return getVariableLengthField(memoAccess(), *
this);
20147 setVariableLengthField(
20158 setVariableLengthField(
20176 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20187 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20188 minimalBlockLength(version);
20201 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20202 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
20230 setAccountToNull();
20231 setExecuteUnderlyingTradeToNull();
20233 resetVariableFields();
20258 std::string toString()
const;
20276 SbeMessage::calculateBinarySize(tail());
20284 minimalBlockLength(version) +
20285 MessageHeader::Size +
20286 getMinimalVariableFieldsSize(version);
20289 *
this, length, minimalRequiredLength);
20293 void checkVarLenFields()
const 20295 variableLengthFields().
20296 checkTail<DeskIDEncoding>().
20297 checkTail<MemoEncoding>();
20300 void checkCompatibility()
const 20302 assert(TemplateId == templateId());
20304 checkSchema<Schema>(schemaId(), version());
20305 checkLength(bufferSize(), version());
20306 checkVarLenFields();
20310 struct deskIDAccess
20316 variableLengthFields().
20317 head<DeskIDEncoding>();
20328 variableLengthFields().
20329 tail<DeskIDEncoding>().
20330 head<MemoEncoding>();
20336 ThisType& setDeskIdToNull()
20339 setVariableLengthFieldToNull(deskIDAccess(), *
this);
20346 ThisType& setMemoToNull()
20349 setVariableLengthFieldToNull(memoAccess(), *
this);
20367 enum { TemplateId = 404 };
20379 checkVersion<Schema>(version);
20380 checkLength(length, version);
20381 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20395 checkVersion<Schema>(version);
20396 checkLength(length, version);
20397 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20398 resetVariableFields();
20408 checkCompatibility();
20417 assert(message.
valid());
20419 checkCompatibility();
20432 assert(schemaId() == Schema::Id);
20433 assert(version() >= Schema::MinimalVersion);
20434 assert(TemplateId == templateId());
20443 return MessageType::QuoteCancel;
20456 return accessOrdinary<BidirectionalBusinessHeader>(offset);
20465 return accessOrdinary<BidirectionalBusinessHeader>(offset);
20475 return ordinary<SecurityID>(offset);
20484 setOrdinary(offset, value);
20494 return SecurityIDSource::ExchangeSymbol;
20527 setOrdinary(offset, value);
20556 setOrdinary(offset, value);
20575 return QuoteCancelType::CancelForQuoteId;
20596 setOrdinary(offset, value);
20617 return fixedStr<length>(offset);
20627 setFixedStr<length>(offset, value);
20639 return fixedStr<length>(offset);
20649 setFixedStr<length>(offset, value);
20661 return fixedStr<length>(offset);
20671 setFixedStr<length>(offset, value);
20683 return Boolean::TrueValue;
20695 return getVariableLengthField(deskIDAccess(), *
this);
20703 return getVariableLengthField(memoAccess(), *
this);
20709 setVariableLengthField(
20720 setVariableLengthField(
20738 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20749 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20750 minimalBlockLength(version);
20763 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
20764 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
20791 setQuoteReqIdToNull();
20792 setQuoteIdToNull();
20793 setAccountToNull();
20795 resetVariableFields();
20805 return "QuoteCancel404";
20820 std::string toString()
const;
20838 SbeMessage::calculateBinarySize(tail());
20846 minimalBlockLength(version) +
20847 MessageHeader::Size +
20848 getMinimalVariableFieldsSize(version);
20851 *
this, length, minimalRequiredLength);
20855 void checkVarLenFields()
const 20857 variableLengthFields().
20858 checkTail<DeskIDEncoding>().
20859 checkTail<MemoEncoding>();
20862 void checkCompatibility()
const 20864 assert(TemplateId == templateId());
20866 checkSchema<Schema>(schemaId(), version());
20867 checkLength(bufferSize(), version());
20868 checkVarLenFields();
20872 struct deskIDAccess
20880 variableLengthFields().
20881 head<DeskIDEncoding>();
20894 variableLengthFields().
20895 tail<DeskIDEncoding>().
20896 head<MemoEncoding>();
20902 ThisType& setDeskIdToNull()
20905 setVariableLengthFieldToNull(deskIDAccess(), *
this);
20912 ThisType& setMemoToNull()
20915 setVariableLengthFieldToNull(memoAccess(), *
this);
20933 enum { TemplateId = 405 };
20962 assert(version >= Schema::MinimalVersion);
20963 assert(length >= minimalBlockLength(version));
20977 setAccountToNull();
20979 resetVariableFields();
20990 return enumeration<Side>(offset);
20999 setEnumeration<Side>(offset, value);
21019 setOrdinary(offset, value);
21040 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21041 minimalBlockLength(version);
21055 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21065 return "QuoteRequestReject405.SidesEntry";
21084 checkVersion<Schema>(version);
21085 checkLength(length, version);
21086 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21100 checkVersion<Schema>(version);
21101 checkLength(length, version);
21102 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21103 resetVariableFields();
21113 checkCompatibility();
21122 assert(message.
valid());
21124 checkCompatibility();
21137 assert(schemaId() == Schema::Id);
21138 assert(version() >= Schema::MinimalVersion);
21139 assert(TemplateId == templateId());
21148 return MessageType::QuoteRequestReject;
21161 return accessOrdinary<BidirectionalBusinessHeader>(offset);
21170 return accessOrdinary<BidirectionalBusinessHeader>(offset);
21189 setOrdinary(offset, value);
21209 return ordinary<SecurityID>(offset);
21218 setOrdinary(offset, value);
21228 return SecurityIDSource::ExchangeSymbol;
21250 return ordinary<QuoteReqID>(offset);
21259 setOrdinary(offset, value);
21279 setOrdinary(offset, value);
21310 setOrdinary(offset, value);
21331 return ordinary<Firm>(offset);
21341 setOrdinary(offset, value);
21355 return ordinary<UTCTimestampNanos>(offset);
21367 setOrdinary(offset, value);
21379 return fixedStr<length>(offset);
21389 setFixedStr<length>(offset, value);
21401 return enumeration<SettlType>(value, offset,
NullChar());
21411 setEnumeration<SettlType>(offset, value);
21442 setOrdinary(offset, value);
21471 setOrdinary(offset, value);
21492 return fixedStr<length>(offset);
21502 setFixedStr<length>(offset, value);
21514 return fixedStr<length>(offset);
21524 setFixedStr<length>(offset, value);
21548 setOrdinary(offset, value);
21569 return Boolean::TrueValue;
21600 setOrdinary(offset, value);
21618 return getGroup<Sides>(SidesAccess(), *
this);
21626 return getGroup<Sides>(SidesAccess(), *
this);
21634 return constructGroup<Sides>(
21647 return setupGroup<Sides>(
21658 return getVariableLengthField(deskIDAccess(), *
this);
21666 return getVariableLengthField(memoAccess(), *
this);
21674 return getVariableLengthField(textAccess(), *
this);
21680 setVariableLengthField(
21691 setVariableLengthField(
21702 setVariableLengthField(
21720 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21731 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21732 minimalBlockLength(version);
21745 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
21746 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(TextEncoding::Size) + static_cast<MessageSize>(Sides::EmptySize);
21775 setQuoteRequestRejectReasonToNull();
21776 setQuoteIdToNull();
21777 setTradeIdToNull();
21778 setSettlTypeToNull();
21780 setOrderQtyToNull();
21781 setFixedRateToNull();
21782 setDaysToSettlementToNull();
21784 resetVariableFields();
21794 return "QuoteRequestReject405";
21809 std::string toString()
const;
21827 SbeMessage::calculateBinarySize(tail());
21835 minimalBlockLength(version) +
21836 MessageHeader::Size +
21837 getMinimalVariableFieldsSize(version);
21840 *
this, length, minimalRequiredLength);
21844 void checkVarLenFields()
const 21847 checkVariableLengthFields<Sides>().
21848 checkTail<DeskIDEncoding>().
21849 checkTail<MemoEncoding>().
21850 checkTail<TextEncoding>();
21853 void checkCompatibility()
const 21855 assert(TemplateId == templateId());
21857 checkSchema<Schema>(schemaId(), version());
21858 checkLength(bufferSize(), version());
21859 checkVarLenFields();
21878 void setSidesToNull()
21881 resetGroup<Sides>(SidesAccess(), *
this);
21885 struct deskIDAccess
21894 variableLengthFields<Sides>().
21895 head<DeskIDEncoding>();
21909 variableLengthFields<Sides>().
21910 tail<DeskIDEncoding>().
21911 head<MemoEncoding>();
21925 variableLengthFields<Sides>().
21926 tail<DeskIDEncoding>().
21927 tail<MemoEncoding>().
21928 head<TextEncoding>();
21934 ThisType& setDeskIdToNull()
21937 setVariableLengthFieldToNull(deskIDAccess(), *
this);
21944 ThisType& setMemoToNull()
21947 setVariableLengthFieldToNull(memoAccess(), *
this);
21954 ThisType& setTextToNull()
21957 setVariableLengthFieldToNull(textAccess(), *
this);
21975 enum { TemplateId = 501 };
21987 checkVersion<Schema>(version);
21988 checkLength(length, version);
21989 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22003 checkVersion<Schema>(version);
22004 checkLength(length, version);
22005 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22006 resetVariableFields();
22016 checkCompatibility();
22025 assert(message.
valid());
22027 checkCompatibility();
22040 assert(schemaId() == Schema::Id);
22041 assert(version() >= Schema::MinimalVersion);
22042 assert(TemplateId == templateId());
22051 return MessageType::PositionMaintenanceCancelRequest;
22064 return accessOrdinary<InboundBusinessHeader>(offset);
22072 return accessOrdinary<InboundBusinessHeader>(offset);
22082 return ordinary<PosReqID>(offset);
22091 setOrdinary(offset, value);
22102 return ordinary<SecurityID>(offset);
22111 setOrdinary(offset, value);
22121 return SecurityIDSource::ExchangeSymbol;
22154 setOrdinary(offset, value);
22189 setOrdinary(offset, value);
22210 return fixedStr<length>(offset);
22220 setFixedStr<length>(offset, value);
22232 return fixedStr<length>(offset);
22242 setFixedStr<length>(offset, value);
22256 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22267 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22268 minimalBlockLength(version);
22281 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22293 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
22294 blockLength(Schema::Version);
22308 setOrigPosReqRefIdToNull();
22309 setPosMaintRptRefIdToNull();
22311 resetVariableFields();
22321 return "PositionMaintenanceCancelRequest501";
22332 "PositionMaintenanceCancelRequest501");
22337 std::string toString()
const;
22348 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
22349 MessageHeader::Size));
22358 SbeMessage::calculateBinarySize(tail());
22366 minimalBlockLength(version) +
22367 MessageHeader::Size +
22368 getMinimalVariableFieldsSize(version);
22371 *
this, length, minimalRequiredLength);
22374 void checkCompatibility()
const 22376 assert(TemplateId == templateId());
22378 checkSchema<Schema>(schemaId(), version());
22379 checkLength(bufferSize(), version());
22395 enum { TemplateId = 502 };
22407 checkVersion<Schema>(version);
22408 checkLength(length, version);
22409 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22423 checkVersion<Schema>(version);
22424 checkLength(length, version);
22425 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22426 resetVariableFields();
22436 checkCompatibility();
22445 assert(message.
valid());
22447 checkCompatibility();
22460 assert(schemaId() == Schema::Id);
22461 assert(version() >= Schema::MinimalVersion);
22462 assert(TemplateId == templateId());
22471 return MessageType::PositionMaintenanceRequest;
22484 return accessOrdinary<InboundBusinessHeader>(offset);
22492 return accessOrdinary<InboundBusinessHeader>(offset);
22502 return ordinary<PosReqID>(offset);
22511 setOrdinary(offset, value);
22522 return ordinary<SecurityID>(offset);
22531 setOrdinary(offset, value);
22541 return SecurityIDSource::ExchangeSymbol;
22578 setOrdinary(offset, value);
22607 setOrdinary(offset, value);
22628 return fixedStr<length>(offset);
22638 setFixedStr<length>(offset, value);
22649 return enumeration<PosTransType>(offset);
22658 setEnumeration<PosTransType>(offset, value);
22697 return enumeration<Boolean>(offset);
22712 setEnumeration<Boolean>(offset, value);
22724 return fixedStr<length>(offset);
22734 setFixedStr<length>(offset, value);
22744 return PosType::OptionExerciseQty;
22756 return ordinary<Quantity>(offset);
22765 setOrdinary(offset, value);
22774 return getVariableLengthField(deskIDAccess(), *
this);
22782 return getVariableLengthField(memoAccess(), *
this);
22788 setVariableLengthField(
22799 setVariableLengthField(
22817 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22828 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22829 minimalBlockLength(version);
22842 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
22843 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
22870 setThresholdAmountToNull();
22871 setAccountToNull();
22873 resetVariableFields();
22883 return "PositionMaintenanceRequest502";
22894 "PositionMaintenanceRequest502");
22899 std::string toString()
const;
22917 SbeMessage::calculateBinarySize(tail());
22925 minimalBlockLength(version) +
22926 MessageHeader::Size +
22927 getMinimalVariableFieldsSize(version);
22930 *
this, length, minimalRequiredLength);
22934 void checkVarLenFields()
const 22936 variableLengthFields().
22937 checkTail<DeskIDEncoding>().
22938 checkTail<MemoEncoding>();
22941 void checkCompatibility()
const 22943 assert(TemplateId == templateId());
22945 checkSchema<Schema>(schemaId(), version());
22946 checkLength(bufferSize(), version());
22947 checkVarLenFields();
22951 struct deskIDAccess
22959 variableLengthFields().
22960 head<DeskIDEncoding>();
22973 variableLengthFields().
22974 tail<DeskIDEncoding>().
22975 head<MemoEncoding>();
22981 ThisType& setDeskIdToNull()
22984 setVariableLengthFieldToNull(deskIDAccess(), *
this);
22991 ThisType& setMemoToNull()
22994 setVariableLengthFieldToNull(memoAccess(), *
this);
23012 enum { TemplateId = 503 };
23041 assert(version >= Schema::MinimalVersion);
23042 assert(length >= minimalBlockLength(version));
23056 setLongQtyToNull();
23057 setShortQtyToNull();
23059 resetVariableFields();
23070 return enumeration<PosType>(offset);
23079 setEnumeration<PosType>(offset, value);
23099 setOrdinary(offset, value);
23128 setOrdinary(offset, value);
23149 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23150 minimalBlockLength(version);
23164 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23174 return "PositionMaintenanceReport503.PositionsEntry";
23193 checkVersion<Schema>(version);
23194 checkLength(length, version);
23195 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23209 checkVersion<Schema>(version);
23210 checkLength(length, version);
23211 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23212 resetVariableFields();
23222 checkCompatibility();
23231 assert(message.
valid());
23233 checkCompatibility();
23246 assert(schemaId() == Schema::Id);
23247 assert(version() >= Schema::MinimalVersion);
23248 assert(TemplateId == templateId());
23257 return MessageType::PositionMaintenanceReport;
23270 return accessOrdinary<OutboundBusinessHeader>(offset);
23278 return accessOrdinary<OutboundBusinessHeader>(offset);
23297 setOrdinary(offset, value);
23317 return ordinary<SecurityID>(offset);
23326 setOrdinary(offset, value);
23336 return SecurityIDSource::ExchangeSymbol;
23358 return ordinary<PosMaintRptID>(offset);
23367 setOrdinary(offset, value);
23378 return enumeration<PosTransType>(offset);
23387 setEnumeration<PosTransType>(offset, value);
23398 return enumeration<PosMaintAction>(offset);
23409 setEnumeration<PosMaintAction>(offset, value);
23420 return enumeration<PosMaintStatus>(offset);
23431 setEnumeration<PosMaintStatus>(offset, value);
23455 setOrdinary(offset, value);
23486 setOrdinary(offset, value);
23515 setEnumeration<AccountType>(offset, value);
23572 setOrdinary(offset, value);
23595 return ordinary<UTCTimestampNanos>(offset);
23607 setOrdinary(offset, value);
23627 setOrdinary(offset, value);
23648 return fixedStr<length>(offset);
23658 setFixedStr<length>(offset, value);
23680 setOrdinary(offset, value);
23706 return enumeration<Boolean>(offset);
23721 setEnumeration<Boolean>(offset, value);
23730 return getGroup<Positions>(PositionsAccess(), *
this);
23738 return getGroup<Positions>(PositionsAccess(), *
this);
23746 return constructGroup<Positions>(
23759 return setupGroup<Positions>(
23770 return getVariableLengthField(deskIDAccess(), *
this);
23778 return getVariableLengthField(memoAccess(), *
this);
23786 return getVariableLengthField(textAccess(), *
this);
23792 setVariableLengthField(
23803 setVariableLengthField(
23814 setVariableLengthField(
23832 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23843 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23844 minimalBlockLength(version);
23857 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
23858 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size) +
static_cast<MessageSize>(TextEncoding::Size) + static_cast<MessageSize>(Positions::EmptySize);
23876 setPositionsToNull();
23887 setPosReqIdToNull();
23888 setTradeIdToNull();
23889 setOrigPosReqRefIdToNull();
23890 setAccountTypeToNull();
23891 setThresholdAmountToNull();
23892 setAccountToNull();
23893 setPosMaintResultToNull();
23895 resetVariableFields();
23905 return "PositionMaintenanceReport503";
23916 "PositionMaintenanceReport503");
23921 std::string toString()
const;
23939 SbeMessage::calculateBinarySize(tail());
23947 minimalBlockLength(version) +
23948 MessageHeader::Size +
23949 getMinimalVariableFieldsSize(version);
23952 *
this, length, minimalRequiredLength);
23956 void checkVarLenFields()
const 23959 checkVariableLengthFields<Positions>().
23960 checkTail<DeskIDEncoding>().
23961 checkTail<MemoEncoding>().
23962 checkTail<TextEncoding>();
23965 void checkCompatibility()
const 23967 assert(TemplateId == templateId());
23969 checkSchema<Schema>(schemaId(), version());
23970 checkLength(bufferSize(), version());
23971 checkVarLenFields();
23975 struct PositionsAccess
23990 void setPositionsToNull()
23993 resetGroup<Positions>(PositionsAccess(), *
this);
23997 struct deskIDAccess
24006 variableLengthFields<Positions>().
24007 head<DeskIDEncoding>();
24021 variableLengthFields<Positions>().
24022 tail<DeskIDEncoding>().
24023 head<MemoEncoding>();
24037 variableLengthFields<Positions>().
24038 tail<DeskIDEncoding>().
24039 tail<MemoEncoding>().
24040 head<TextEncoding>();
24046 ThisType& setDeskIdToNull()
24049 setVariableLengthFieldToNull(deskIDAccess(), *
this);
24056 ThisType& setMemoToNull()
24059 setVariableLengthFieldToNull(memoAccess(), *
this);
24066 ThisType& setTextToNull()
24069 setVariableLengthFieldToNull(textAccess(), *
this);
24087 enum { TemplateId = 601 };
24099 checkVersion<Schema>(version);
24100 checkLength(length, version);
24101 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
24115 checkVersion<Schema>(version);
24116 checkLength(length, version);
24117 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
24118 resetVariableFields();
24128 checkCompatibility();
24137 assert(message.
valid());
24139 checkCompatibility();
24152 assert(schemaId() == Schema::Id);
24153 assert(version() >= Schema::MinimalVersion);
24154 assert(TemplateId == templateId());
24163 return MessageType::AllocationInstruction;
24176 return accessOrdinary<InboundBusinessHeader>(offset);
24184 return accessOrdinary<InboundBusinessHeader>(offset);
24194 return ordinary<AllocID>(offset);
24203 setOrdinary(offset, value);
24214 return ordinary<SecurityID>(offset);
24223 setOrdinary(offset, value);
24233 return SecurityIDSource::ExchangeSymbol;
24255 return enumeration<AllocTransType>(offset);
24266 setEnumeration<AllocTransType>(offset, value);
24278 return enumeration<AllocType>(offset);
24288 setEnumeration<AllocType>(offset, value);
24300 return enumeration<AllocNoOrdersType>(offset);
24312 setEnumeration<AllocNoOrdersType>(offset, value);
24323 return ordinary<Quantity>(offset);
24332 setOrdinary(offset, value);
24355 return fixedStr<length>(offset);
24365 setFixedStr<length>(offset, value);
24377 return fixedStr<length>(offset);
24387 setFixedStr<length>(offset, value);
24400 return ordinary<TradeID>(offset);
24411 setOrdinary(offset, value);
24425 FieldValue fieldValue;
24463 return ordinary<AllocID>(offset);
24473 setOrdinary(offset, value);
24484 return ordinary<Account>(offset);
24493 setOrdinary(offset, value);
24504 return ordinary<Quantity>(offset);
24513 setOrdinary(offset, value);
24522 return getVariableLengthField(deskIDAccess(), *
this);
24530 return getVariableLengthField(memoAccess(), *
this);
24536 setVariableLengthField(
24547 setVariableLengthField(
24565 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24576 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24577 minimalBlockLength(version);
24590 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
24591 static_cast<MessageSize>(DeskIDEncoding::Size) + static_cast<MessageSize>(MemoEncoding::Size);
24618 setTradeDateToNull();
24620 resetVariableFields();
24630 return "AllocationInstruction601";
24641 "AllocationInstruction601");
24646 std::string toString()
const;
24664 SbeMessage::calculateBinarySize(tail());
24672 minimalBlockLength(version) +
24673 MessageHeader::Size +
24674 getMinimalVariableFieldsSize(version);
24677 *
this, length, minimalRequiredLength);
24681 void checkVarLenFields()
const 24683 variableLengthFields().
24684 checkTail<DeskIDEncoding>().
24685 checkTail<MemoEncoding>();
24688 void checkCompatibility()
const 24690 assert(TemplateId == templateId());
24692 checkSchema<Schema>(schemaId(), version());
24693 checkLength(bufferSize(), version());
24694 checkVarLenFields();
24698 struct deskIDAccess
24706 variableLengthFields().
24707 head<DeskIDEncoding>();
24720 variableLengthFields().
24721 tail<DeskIDEncoding>().
24722 head<MemoEncoding>();
24728 ThisType& setDeskIdToNull()
24731 setVariableLengthFieldToNull(deskIDAccess(), *
this);
24738 ThisType& setMemoToNull()
24741 setVariableLengthFieldToNull(memoAccess(), *
this);
24759 enum { TemplateId = 602 };
24771 checkVersion<Schema>(version);
24772 checkLength(length, version);
24773 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
24787 checkVersion<Schema>(version);
24788 checkLength(length, version);
24789 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
24790 resetVariableFields();
24800 checkCompatibility();
24809 assert(message.
valid());
24811 checkCompatibility();
24824 assert(schemaId() == Schema::Id);
24825 assert(version() >= Schema::MinimalVersion);
24826 assert(TemplateId == templateId());
24835 return MessageType::AllocationReport;
24848 return accessOrdinary<OutboundBusinessHeader>(offset);
24856 return accessOrdinary<OutboundBusinessHeader>(offset);
24866 return ordinary<AllocID>(offset);
24875 setOrdinary(offset, value);
24886 return ordinary<SecurityID>(offset);
24895 setOrdinary(offset, value);
24905 return SecurityIDSource::ExchangeSymbol;
24927 return ordinary<AllocReportID>(offset);
24936 setOrdinary(offset, value);
24947 return enumeration<AllocTransType>(offset);
24958 setEnumeration<AllocTransType>(offset, value);
24970 return enumeration<AllocReportType>(offset);
24982 setEnumeration<AllocReportType>(offset, value);
24994 return enumeration<AllocNoOrdersType>(offset);
25006 setEnumeration<AllocNoOrdersType>(offset, value);
25026 setOrdinary(offset, value);
25046 return ordinary<Quantity>(offset);
25055 setOrdinary(offset, value);
25066 return enumeration<AllocStatus>(offset);
25075 setEnumeration<AllocStatus>(offset, value);
25089 FieldValue fieldValue;
25129 return ordinary<UTCTimestampNanos>(offset);
25141 setOrdinary(offset, value);
25152 return enumeration<Side>(offset);
25161 setEnumeration<Side>(offset, value);
25173 return fixedStr<length>(offset);
25183 setFixedStr<length>(offset, value);
25195 return fixedStr<length>(offset);
25205 setFixedStr<length>(offset, value);
25219 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25230 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25231 minimalBlockLength(version);
25244 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25256 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
25257 blockLength(Schema::Version);
25271 setAllocRejCodeToNull();
25272 setTradeDateToNull();
25274 resetVariableFields();
25284 return "AllocationReport602";
25299 std::string toString()
const;
25310 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
25311 MessageHeader::Size));
25320 SbeMessage::calculateBinarySize(tail());
25328 minimalBlockLength(version) +
25329 MessageHeader::Size +
25330 getMinimalVariableFieldsSize(version);
25333 *
this, length, minimalRequiredLength);
25336 void checkCompatibility()
const 25338 assert(TemplateId == templateId());
25340 checkSchema<Schema>(schemaId(), version());
25341 checkLength(bufferSize(), version());
25357 enum { TemplateId = 701 };
25369 checkVersion<Schema>(version);
25370 checkLength(length, version);
25371 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25385 checkVersion<Schema>(version);
25386 checkLength(length, version);
25387 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25388 resetVariableFields();
25398 checkCompatibility();
25407 assert(message.
valid());
25409 checkCompatibility();
25422 assert(schemaId() == Schema::Id);
25423 assert(version() >= Schema::MinimalVersion);
25424 assert(TemplateId == templateId());
25433 return MessageType::OrderMassActionRequest;
25446 return accessOrdinary<InboundBusinessHeader>(offset);
25454 return accessOrdinary<InboundBusinessHeader>(offset);
25464 return enumeration<MassActionType>(offset);
25475 setEnumeration<MassActionType>(offset, value);
25499 setEnumeration<MassActionScope>(offset, value);
25520 return ordinary<ClOrdID>(offset);
25530 setOrdinary(offset, value);
25544 return enumeration<ExecRestatementReasonValidForMassCancel>(value, offset,
NullUint8EnumEncoding());
25556 setEnumeration<ExecRestatementReasonValidForMassCancel>(offset, value);
25585 setOrdinary(offset, value);
25605 return enumeration<Side>(value, offset,
NullChar());
25614 setEnumeration<Side>(offset, value);
25636 return fixedStr<length>(value, offset);
25647 setFixedStr<length>(offset, value);
25657 setFixedStr<length>(offset,
StrRef());
25679 setOrdinary(offset, value);
25698 return SecurityIDSource::ExchangeSymbol;
25731 setOrdinary(offset, value);
25754 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25768 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25769 minimalBlockLength(version);
25782 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
25794 static_cast<UInt64
>(MessageHeaderBuilder::Size) +
25795 blockLength(Schema::Version);
25809 setMassActionScopeToNull();
25810 setExecRestatementReasonToNull();
25811 setOrdTagIdToNull();
25814 setSecurityIdToNull();
25815 setInvestorIdToNull();
25817 resetVariableFields();
25827 return "OrderMassActionRequest701";
25838 "OrderMassActionRequest701");
25843 std::string toString()
const;
25854 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
25855 MessageHeader::Size));
25864 SbeMessage::calculateBinarySize(tail());
25872 minimalBlockLength(version) +
25873 MessageHeader::Size +
25874 getMinimalVariableFieldsSize(version);
25877 *
this, length, minimalRequiredLength);
25880 void checkCompatibility()
const 25882 assert(TemplateId == templateId());
25884 checkSchema<Schema>(schemaId(), version());
25885 checkLength(bufferSize(), version());
25901 enum { TemplateId = 702 };
25913 checkVersion<Schema>(version);
25914 checkLength(length, version);
25915 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25929 checkVersion<Schema>(version);
25930 checkLength(length, version);
25931 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25932 resetVariableFields();
25942 checkCompatibility();
25951 assert(message.
valid());
25953 checkCompatibility();
25966 assert(schemaId() == Schema::Id);
25967 assert(version() >= Schema::MinimalVersion);
25968 assert(TemplateId == templateId());
25977 return MessageType::OrderMassActionReport;
25990 return accessOrdinary<OutboundBusinessHeader>(offset);
25998 return accessOrdinary<OutboundBusinessHeader>(offset);
26008 return enumeration<MassActionType>(offset);
26019 setEnumeration<MassActionType>(offset, value);
26043 setEnumeration<MassActionScope>(offset, value);
26064 return ordinary<ClOrdID>(offset);
26074 setOrdinary(offset, value);
26086 return ordinary<MassActionReportID>(offset);
26096 setOrdinary(offset, value);
26110 return ordinary<UTCTimestampNanos>(offset);
26122 setOrdinary(offset, value);
26134 return enumeration<MassActionResponse>(offset);
26146 setEnumeration<MassActionResponse>(offset, value);
26159 return enumeration<MassActionRejectReason>(value, offset,
NullUInt8());
26170 setEnumeration<MassActionRejectReason>(offset, value);
26193 return enumeration<ExecRestatementReasonValidForMassCancel>(value, offset,
NullUint8EnumEncoding());
26205 setEnumeration<ExecRestatementReasonValidForMassCancel>(offset, value);
26234 setOrdinary(offset, value);
26254 return enumeration<Side>(value, offset,
NullChar());
26263 setEnumeration<Side>(offset, value);
26285 return fixedStr<length>(value, offset);
26296 setFixedStr<length>(offset, value);
26306 setFixedStr<length>(offset,
StrRef());
26328 setOrdinary(offset, value);
26347 return SecurityIDSource::ExchangeSymbol;
26380 setOrdinary(offset, value);
26398 return getVariableLengthField(textAccess(), *
this);
26404 setVariableLengthField(
26422 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26436 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26437 minimalBlockLength(version);
26450 ONIXS_B3_BOE_ASSERT(version >= Schema::MinimalVersion),
26477 setMassActionScopeToNull();
26478 setMassActionRejectReasonToNull();
26479 setExecRestatementReasonToNull();
26480 setOrdTagIdToNull();
26483 setSecurityIdToNull();
26484 setInvestorIdToNull();
26486 resetVariableFields();
26496 return "OrderMassActionReport702";
26507 "OrderMassActionReport702");
26512 std::string toString()
const;
26530 SbeMessage::calculateBinarySize(tail());
26538 minimalBlockLength(version) +
26539 MessageHeader::Size +
26540 getMinimalVariableFieldsSize(version);
26543 *
this, length, minimalRequiredLength);
26547 void checkVarLenFields()
const 26549 variableLengthFields().
26550 checkTail<TextEncoding>();
26553 void checkCompatibility()
const 26555 assert(TemplateId == templateId());
26557 checkSchema<Schema>(schemaId(), version());
26558 checkLength(bufferSize(), version());
26559 checkVarLenFields();
26571 variableLengthFields().
26572 head<TextEncoding>();
26578 ThisType& setTextToNull()
26581 setVariableLengthFieldToNull(textAccess(), *
this);
OrderCancelRequest message submits a deletion of an existing order by referencing the original client...
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleModifyOrder.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
Identify whether the order initiator is an aggressor or not in the trade.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr const Char * className()
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
StrRef clientIP() const noexcept
Source IP from client system.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
SchemaTraits Schema
Used template schema.
static constexpr const Char * className()
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setInvestorIdToNull() noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Modify.
DeltaInMillis keepAliveInterval() const noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message...
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
MessageCounter count() const noexcept
Number of messages to be retransmitted.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
static constexpr Side::Enum side() noexcept
Side of order.
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
ThisType & setSecurityStrategyType(StrRef value) noexcept
Indicates the type of Strategy created.
ThisType & setPriceToNull() noexcept
ThisType & setStrategyIdToNull() noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
const void * tail() const noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
UInt32 RejReasonOptional
Optional code to identify reason for order rejection.
StrRef deskId() const noexcept
Identifies the trading desk.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
The time point without the time-zone information.
ThisType & setAccountTypeToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
NegotiateReject message is sent when B3 rejects a Negotiate message sent by the client.
NewOrderCross106(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
NegotiateReject3 ThisType
This type alias.
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
static constexpr const Char * className()
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
ThisType & setPriceToNull() noexcept
bool mmProtectionReset(Boolean::Enum &value) const noexcept
Resets Market Protections.
RetransmitRequest12(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
ThisType & setStopPxToNull() noexcept
Enum
Specifies how long the order remains in effect.
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_END
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
Quote403(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Enum
Type of cross being submitted to a market.
Side::Enum side() const noexcept
Side of order.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be canceled.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Unique identifier of the order as assigned by the market participant.
EstablishReject6(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishAck.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
OrderMassActionReport702(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
QuoteCancel404(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
ExecutionReportModify201(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setInvestorIdToNull() noexcept
Operations over a repeating group instance.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Enum
Status of Position Maintenance Request.
NewOrderSingle102 ThisType
This type alias.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setLegSide(Side::Enum value) noexcept
The side of this individual leg (multileg security).
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setEstablishmentRejectCode(EstablishRejectCode::Enum value) noexcept
Identifies the code of reject establishment.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionRequest.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
QuoteID quoteId() const noexcept
Unique identifier for quote.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
AllocationInstruction601(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
Positions positions() const noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
UInt64 BusinessRejectRefID
Value of business-level identification field on the message being referenced.
static constexpr const Char * className()
Entity class name.
Enum
Identifies the code of reject establishment.
Terminate7(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SchemaTraits Schema
Used template schema.
ThisType & setSecurityResponseType(SecurityResponseType::Enum value) noexcept
Type of Security Definition message response.
static constexpr StrRef fixType() noexcept
FIX message type.
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
OrderMassActionReport702(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setOrigClOrdIdToNull() noexcept
NewOrderCross106(const SbeMessage &message)
Creates an instance over the given SBE message.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
#define ONIXS_B3_BOE_LTWT_STRUCT
bool massActionRejectReason(MassActionRejectReason::Enum &value) const noexcept
Reason Order Mass Action Request was rejected.
OrderMassActionReport message is used to acknowledge an OrderMassActionRequest message.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceRequest.
ThisType & setCancelOnDisconnectType(CancelOnDisconnectType::Enum value) noexcept
Criteria used to initiate cancel on disconnect mechanism by the gateway.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
SessionID sessionId() const noexcept
Message type = Terminate.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setExecuteUnderlyingTradeToNull() noexcept
UInt64 ClOrdIDOptional
Optional unique identifier of the order as assigned by the market participant.
bool clOrdId(ClOrdIDOptional &value) const noexcept
Unique identifier of the order as assigned by the market participant.
const void * tail() const noexcept
Establish4(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setAccountToNull() noexcept
Sent by client system to replace an existing order.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
EncodedLength calculateBinarySize() const noexcept
ThisType & setExecRefId(ExecIDOptional value) noexcept
Optionally sent when reporting a trade bust.
StrRef clientAppVersion() const noexcept
Application version as informed during certification process.
EstablishReject6(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr const Char * className()
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setExpireDateToNull() noexcept
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
PosType::Enum posType() const noexcept
Used to identify the type of quantity.
The client sends the Negotiate message to B3 to initiate a connection. Negotiate is the first message...
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
UTCTimestampNanos timestamp() const noexcept
Time of request.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Cancel.
static constexpr const Char * className()
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Quantity allocQty() const noexcept
Quantity allocated to specific sub-account.
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
SecurityDefinitionRequest300 ThisType
This type alias.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Side::Enum side() const noexcept
Side of order.
ThisType & setOrdTagIdToNull() noexcept
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
OrderCancelRequest105 ThisType
This type alias.
SecurityDefinitionResponse301(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
bool quoteRequestRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Cancel.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setPriceToNull() noexcept
ExecutionReportTrade203(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Sequence9(const SbeMessage &message)
Creates an instance over the given SBE message.
OrdType::Enum ordType() const noexcept
Order type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
OrderMassActionReport702(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setLongQty(QuantityOptional value) noexcept
Long Quantity.
GroupSizeEncoding::BlockLength BlockLength
Type to present the length of binary data of the repeating group entry.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
Percentage8 fixedRate() const noexcept
Interest rate of the forward trade.
ThisType & setQuoteStatus(QuoteStatus::Enum value) noexcept
Identifies the status of the quote acknowledgement.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Repeating group dimensions.
StrRef text() const noexcept
Free ASCII format text string.
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exer...
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setSecurityIdToNull() noexcept
IntegralConstant< UInt64, 0ULL > NullPosMaintRptIDOptional
Null value for an optional PosMaintRptIDOptional field.
SchemaTraits Schema
Used template schema.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setExecRefId(ExecIDOptional value) noexcept
Optionally sent when reporting a trade bust.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ExecutionReportNew200(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
ThisType & setCrossedIndicatorToNull() noexcept
SchemaTraits Schema
Used template schema.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SessionID sessionId() const noexcept
Message type = NegotiateReject.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setStrategyIdToNull() noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Retransmission13(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
PosMaintRptID posMaintRptId() const noexcept
Unique identifier for this position report.
ThisType & setAllocReportType(AllocReportType::Enum value) noexcept
Describes the specific type or purpose of an Allocation Report message.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setCxlRejResponseTo(CxlRejResponseTo::Enum value) noexcept
Identifies the type of request that this Cancel Reject is in response to.
ThisType & setTradeId(TradeID value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSideToNull() noexcept
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
ExecutionReportTrade203(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setStrategyIdToNull() noexcept
ExecutionReportModify201(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
DeltaInMillis keepAliveInterval() const noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setExecRestatementReason(ExecRestatementReason::Enum value) noexcept
Indicates reason of cancelation, if available.
UInt16 DaysToSettlementOptional
Optional deadline for completing the forward deal.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setContraBroker(Firm value) noexcept
Identifies the contra broker firm.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setInvestorIdToNull() noexcept
ThisType & setLastIncomingSeqNo(SeqNumOptional value) noexcept
If establishmentRejectCode = EstablishRejectCode.INVALID_NEXTSEQNO, indicates the application sequenc...
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifier for the instrument status.
UInt64 MassActionReportID
Unique ID of Order Mass Action Report as assigned by the matching engine.
ThisType & setExecRestatementReasonToNull() noexcept
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
ThisType & setAllocQty(Quantity value) noexcept
Quantity allocated to specific sub-account.
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
SbeGroup< LegsEntry, GroupSizeEncoding, MessageSize > Legs
Repeating group containing LegsEntry entries.
ThisType & setPosReqIdToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
The SecurityDefinitionRequest message creates a User Defined Spread (UDS) instrument. User-Defined Spreads provide users of the electronic trading platform the ability to create strategies composed by their choice of leg instruments, leg ratio and leg side.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequestReject.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
EncodedLength calculateBinarySize() const noexcept
ThisType & setAccountToNull() noexcept
Establish4(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
SessionID sessionId() const noexcept
Message type = EstablishAck.
UInt64 ExecID
Unique identifier of execution message as assigned by exchange.
MassActionResponse::Enum massActionResponse() const noexcept
Specifies the action taken by matching engine when it receives the Order Mass Action Request...
EncodedLength calculateBinarySize() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
UInt32 SessionIDOptional
Optional client connection identification on the gateway assigned by B3.
ThisType & setReceivedTimeToNull() noexcept
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
EncodedLength calculateBinarySize() const noexcept
ThisType & setExecRefIdToNull() noexcept
ThisType & setCustodianInfoToNull() noexcept
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
ThisType & setProtectionPriceToNull() noexcept
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
static constexpr const Char * className()
bool mmProtectionReset(Boolean::Enum &value) const noexcept
Resets Market Protections.
SimpleModifyOrder101(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setExecRefIdToNull() noexcept
OrderMassActionRequest701(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderCross.
ThisType & setTotNoRelatedSymToNull() noexcept
static constexpr const Char * className()
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
Side::Enum side() const noexcept
Side of order.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
QuoteRequestReject405(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Execution Report - Reject message notifies the reason a client request was not accepted by Matching E...
Terminate message is sent to indicate that the sender is going to disconnect the TCP socket connectio...
bool allocRejCode(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setPosReqId(PosReqIDOptional value) noexcept
Unique identifier for the position maintenance request.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
QuoteCancel404(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setRoutingInstructionToNull() noexcept
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
RetransmitReject message is sent when a RetransmitRequest message is rejected by B3. More details are described in the Message Specification Guidelines document.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt64 OrderIDOptional
Optional exchange-generated order identifier.
QuoteRequestReject405(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ExecutionReportReject204(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool account(AccountOptional &value) const noexcept
Identifies the type of quote cancel.
ThisType & setCustodianInfoToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = TermoQuote.
const void * tail() const noexcept
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the client.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrdTagIdToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Interval time expressed in milliseconds.
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
ThisType & setLegSideToNull() noexcept
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & setTradeIdToNull() noexcept
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
SimpleNewOrder100(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setExpireDateToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
Side::Enum side() const noexcept
Side of order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
const void * tail() const noexcept
ExecutionReport - Cancel message is sent in response to Order Cancel Request as well as to report uns...
Execution Report - New message is sent in response to a NewOrderSingle or SimpleNewOrder messages...
SimpleNewOrder100 ThisType
This type alias.
static constexpr const Char * className()
NewOrderSingle102(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
const void * tail() const noexcept
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ThisType & setText(StrRef value)
Free ASCII format text string.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setOrderIdToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Sequence9(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Timestamp clearingBusinessDate() const noexcept
The 'Clearing Business Date' referred to by this request.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
#define ONIXS_B3_BOE_NOTHROW
ThisType & setAccountToNull() noexcept
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSettlTypeToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
SchemaTraits Schema
Used template schema.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
const void * tail() const noexcept
RetransmitReject14 ThisType
This type alias.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Execution Report - Modify message is sent in response to OrderCancelReplaceRequest or SimpleModifyOrd...
static constexpr AccountType::Enum accountType() noexcept
Type of account associated with an order.
ThisType & setFixedRateToNull() noexcept
static constexpr const Char * className()
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
const void * tail() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceRequest.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
ThisType & setExecutingTraderToNull() noexcept
ThisType & setInvestorIdToNull() noexcept
ThisType & setStrategyIdToNull() noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelRequest.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionReport.
EncodedLength calculateBinarySize() const noexcept
SimpleModifyOrder101(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
UInt64 SecurityReqRespID
Unique ID of a Security Definition Request/Response.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
SchemaTraits Schema
Used template schema.
bool totNoRelatedSym(TotNoRelatedSym &value) const noexcept
Number of leg fill notice messages sent with spread summary.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
StrRef deskId() const noexcept
Identifies the trading desk.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
Positions positions(Positions::Size length)
Setup repeating group with the given number of entries.
bool tradingSessionSubId(TradingSessionSubID::Enum &value) const noexcept
Identifier for the instrument group phase.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setText(StrRef value)
Free ASCII format text string.
OrderMassActionRequest701(const SbeMessage &message)
Creates an instance over the given SBE message.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
EstablishAck5(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
QuoteRequest401(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UInt16 DaysToSettlement
Deadline for completing the forward deal.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
Used to communicate event type which triggers the Order Mass Action Request.
static constexpr const Char * className()
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
BusinessMessageReject206(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setTradeIdToNull() noexcept
ThisType & setOrigClOrdIdToNull() noexcept
ThisType & setMinQtyToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_New.
Negotiate1(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderCross.
ExecutionReportReject204 ThisType
This type alias.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
ThisType & setExecRestatementReason(ExecRestatementReasonValidForMassCancel::Enum value) noexcept
Used to communicate event type which triggers the Order Mass Action Request.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
bool valid() const noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
bool shortQty(QuantityOptional &value) const noexcept
Short Quantity.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being canceled.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setFixedRate(Percentage8 value) noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller...
static constexpr const Char * className()
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
EncodedLength calculateBinarySize() const noexcept
Boolean::Enum aggressorIndicator() const noexcept
Identify whether the order initiator is an aggressor or not in the trade.
const void * tail() const noexcept
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ExecutionReportCancel202(const SbeMessage &message)
Creates an instance over the given SBE message.
AllocationInstruction601(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderCategory(OrderCategory::Enum value) noexcept
Reason why a trade occurred.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt64 CrossID
Identifier for a cross order.
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ExecutionReportForward205(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
SchemaTraits Schema
Used template schema.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Terminate7 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setStrategyIdToNull() noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
SchemaTraits Schema
Used template schema.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
QuoteRequest401(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Side::Enum side() const noexcept
Side of order.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationInstruction.
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionRequest.
ThisType & setReceivedTimeToNull() noexcept
PositionMaintenanceRequest502 ThisType
This type alias.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderIdToNull() noexcept
Enum
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
EstablishReject6 ThisType
This type alias.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
Sequence9 ThisType
This type alias.
UInt64 CrossIDOptional
Identifier for a cross order.
ThisType & setExpireDateToNull() noexcept
ExecutionReportModify201(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setCrossTypeToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
const void * tail() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
bool enteringFirm(FirmOptional &value) const noexcept
Identifies the broker firm that will enter orders.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setSecurityStrategyTypeToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
Enum
Specifies the type of action requested.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Terminate7(const SbeMessage &message)
Creates an instance over the given SBE message.
SessionID sessionId() const noexcept
Message type = RetransmitRequest.
ThisType & setMaxFloorToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
PositionMaintenanceRequest502(const SbeMessage &message)
Creates an instance over the given SBE message.
RejReason ordRejReason() const noexcept
Code to identify reason for order rejection.
bool execRestatementReason(ExecRestatementReason::Enum &value) const noexcept
Indicates reason of cancelation, if available.
ThisType & setOrigClOrdIdToNull() noexcept
Quote403(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ExecutionReportReject204(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setStrategyIdToNull() noexcept
ThisType & setSecurityIdToNull() noexcept
ThisType & setAssetToNull() noexcept
RejReason businessRejectReason() const noexcept
Code to identify the reason of the rejection.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
QuoteRequest401 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setQuoteRequestRejectReasonToNull() noexcept
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderMassActionRequest.
static constexpr const Char * className()
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
UInt16 BlockLength
Root block length.
static constexpr StrRef fixType() noexcept
FIX message type.
SBE-encoded repeating group.
const void * tail() const noexcept
OrderCancelRequest105(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
ExecutionReportModify201(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setProtectionPriceToNull() noexcept
NotApplied8(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_New.
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
SchemaTraits Schema
Used template schema.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
SeqNum fromSeqNo() const noexcept
Message type = NotApplied.
Quote message is used as the response to a QuoteRequest message, tradeable, and restricted tradeable ...
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
EstablishAck5(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt64 PosReqIDOptional
Optional unique identifier for the position maintenance request.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
Enum
Specifies if a simultaneous trade of the underlying is to be performed.
ThisType & setMaxFloorToNull() noexcept
LocalMktDate timestampToLocalMktDate(const Timestamp ×tamp) noexcept
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
OrdType::Enum ordType() const noexcept
Order type.
static constexpr const Char * className()
SessionID sessionId() const noexcept
Message type = RetransmitReject.
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setExpireDateToNull() noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
Used to communicate event type which triggers the Order Mass Action Request.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
static constexpr const Char * className()
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
SchemaTraits Schema
Used template schema.
IntegralConstant< UInt32, 0 > NullSeqNumOptional
Null value for an optional SeqNumOptional field.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setRefSeqNum(SeqNum value) noexcept
Message sequence number of rejected message.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
Enum
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
const void * tail() const noexcept
Enum
Identifies the code of termination.
ThisType & setAccountToNull() noexcept
Enum
Maintenance Action to be performed.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setQuoteRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
EncodedLength calculateBinarySize() const noexcept
bool lastIncomingSeqNo(SeqNumOptional &value) const noexcept
If establishmentRejectCode = EstablishRejectCode.INVALID_NEXTSEQNO, indicates the application sequenc...
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = AllocationReport.
ThisType & setAllocNoOrdersType(AllocNoOrdersType::Enum value) noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
const InboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceCancelRequest.
ThisType & setExecuteUnderlyingTradeToNull() noexcept
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
const void * tail() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
CrossID crossId() const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
Establish4(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Enum
Identifies status of allocation.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for mass cancel on behalf purposes.
ThisType & setAccountToNull() noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setMassActionScopeToNull() noexcept
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setMmProtectionResetToNull() noexcept
Boolean::Enum aggressorIndicator() const noexcept
Identify whether the order initiator is an aggressor or not in the trade.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setOrigPosReqRefIdToNull() noexcept
static constexpr FlowType::Enum serverFlow() noexcept
Type of flow from client to server.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteStatusReport.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
static constexpr const Char * className()
SecurityID securityId() const noexcept
Security identification as defined by exchange.
StrRef text() const noexcept
Free ASCII format text string.
const void * tail() const noexcept
const void * tail() const noexcept
SchemaTraits Schema
Used template schema.
IntegralConstant< UInt16, 65535 > NullDaysToSettlementOptional
Null value for an optional DaysToSettlementOptional field.
SbeGroup< PositionsEntry, GroupSizeEncoding, MessageSize > Positions
Repeating group containing PositionsEntry entries.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setProtectionPrice(PriceOptional value) noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
StrRef legSymbol() const noexcept
Multileg instrument's individual security’s Symbol.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setStopPxToNull() noexcept
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setPrice(Price value) noexcept
Price per share or contract.
ThisType & setMmProtectionResetToNull() noexcept
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setSecurityIdToNull() noexcept
ThisType & setPosMaintAction(PosMaintAction::Enum value) noexcept
Maintenance Action to be performed.
Price8 price() const noexcept
Price per share or contract.
ThisType & setTradingSessionSubIdToNull() noexcept
SimpleModifyOrder101(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Enum
Identifies allocation transaction type.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
StrRef deskId() const noexcept
Identifies the trading desk.
The QuoteRequestReject message is used when a QuoteRequest is not accept by B3 due to missing or inco...
Sides sides() const noexcept
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
Sides sides() const noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setCrossPrioritizationToNull() noexcept
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
Sequence9(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool tradingSessionId(TradingSessionID::Enum &value) const noexcept
Identifier for Trading Session.
EncodedLength calculateBinarySize() const noexcept
bool secondaryOrderId(OrderIDOptional &value) const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPriceToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool posReqId(PosReqIDOptional &value) const noexcept
Unique identifier for the position maintenance request.
SecurityDefinitionRequest300(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
Repeating group dimensions.
UInt32 RejReason
Code to identify reason for order rejection.
const void * tail() const noexcept
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
static constexpr MessageType::Enum messageType() noexcept
Message type = Retransmission.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
ExecutionReportTrade203(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Enum
Type of Security Definition message response.
ThisType & setQuoteRejectReasonToNull() noexcept
Enum
Defines message type.
bool posMaintRptRefId(PosMaintRptIDOptional &value) const noexcept
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being canceled...
The SimpleModifyOrder submits a simple modify request for basic parameters like price and quantity...
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
ThisType & setExecutingTraderToNull() noexcept
bool side(Side::Enum &value) const noexcept
Side of order.
SchemaTraits Schema
Used template schema.
StrRef text() const noexcept
Free ASCII format text string.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
SeqNum nextSeqNo() const noexcept
The sequence number of the first retransmitted message.
ThisType & setInvestorIdToNull() noexcept
UInt32 AccountOptional
Optional account mnemonic.
bool actionRequestedFromSessionId(SessionIDOptional &value) const noexcept
Indicates the SessionID that requested the Cancel on behalf.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
EstablishReject6(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setInvestorIdToNull() noexcept
ThisType & setPosReqId(PosReqID value) noexcept
Unique identifier for the position maintenance request.
ThisType & setPosMaintResult(RejReasonOptional value) noexcept
Identifies reason for rejection.
ThisType & setMinQtyToNull() noexcept
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price...
SidesEntry ThisType
This type alias.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
IntegralConstant< UInt64, 0ULL > NullOrderIDOptional
Null value for an optional OrderIDOptional field.
SeqNum lastIncomingSeqNo() const noexcept
Indicates the application sequence number of the last application message received by the server from...
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
AllocationInstruction601(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
UInt64 PosMaintRptID
Unique identifier for this position maintenance report message.
UInt32 Firm
Identification of the broker firm.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
StrRef deskId() const noexcept
Identifies the trading desk.
ExecutionReportNew200 ThisType
This type alias.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setFixedRateToNull() noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
bool quoteReqId(QuoteReqIDOptional &value) const noexcept
Unique identifier for quote request.
static constexpr const Char * className()
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
const void * tail() const noexcept
Enum
Identifies the code of reject negotiation.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
NewOrderCross106(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Null values definition for optional Price8Optional field.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setFixedRate(Percentage8 value) noexcept
Interest rate of the forward trade.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
SecurityDefinitionResponse301 ThisType
This type alias.
ThisType & setClientAppName(StrRef value)
Application name as informed during certification process.
#define ONIXS_B3_BOE_CONSTEXPR
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setTradeIdToNull() noexcept
ThisType & setLegRatioQty(RatioQty value) noexcept
The ratio of quantity for this individual leg relative to the entire multileg security.
Positions positions() noexcept
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
NotApplied8 ThisType
This type alias.
AllocType::Enum allocType() const noexcept
Describes the specific type or purpose of an Allocation message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
OrderCancelReplaceRequest104 ThisType
This type alias.
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool protectionPrice(PriceOptional &value) const noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
OrderMassActionRequest701(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Negotiate1(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr StrRef fixType() noexcept
FIX message type.
UInt64 MassActionReportIDOptional
Optional unique ID of Order Mass Action Report as assigned by the matching engine.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteRequest.
ThisType & setOrderQtyToNull() noexcept
bool price(Price8Optional &value) const noexcept
Price per share or contract.
Enum
Used to communicate a reason for a solicited cancel.
UInt64 SecurityIDOptional
Optional security identification as defined by exchange.
ThisType & setText(StrRef value)
Free ASCII format text string.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Trade.
ThisType & setPosMaintRptRefId(PosMaintRptIDOptional value) noexcept
Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being canceled...
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
StrRef text() const noexcept
Free ASCII format text string.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setAllocTransType(AllocTransType::Enum value) noexcept
Identifies allocation transaction type.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
Enum
Describes the specific type or purpose of an Allocation Report message.
SchemaTraits Schema
Used template schema.
UInt64 SecurityID
Security identification as defined by exchange.
CancelOnDisconnectType::Enum cancelOnDisconnectType() const noexcept
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Quote403 ThisType
This type alias.
static constexpr const Char * className()
Entity class name.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
AllocNoOrdersType::Enum allocNoOrdersType() const noexcept
Indicates how the orders being booked and allocated by an Allocation Instruction. ...
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
SchemaTraits Schema
Used template schema.
SimpleModifyOrder101(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
ThisType & setAllocAccount(Account value) noexcept
Sub-account mnemonic.
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setTradingSessionIdToNull() noexcept
SimpleNewOrder message submits a simple new order focused on sent only main parameters with low compl...
UInt64 PosMaintRptIDOptional
Optional unique identifier for this position maintenance report message.
UInt32 SessionID
Client connection identification on the gateway assigned by B3.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
Null values definition for optional UTCTimestampNanosOptional field.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
UInt16 MessageSize
Message length type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMaxFloorToNull() noexcept
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be replaced.
static constexpr MessageType::Enum messageType() noexcept
Message type = NotApplied.
ThisType & setCount(MessageCounter value) noexcept
Number of messages to be retransmitted.
Firm contraBroker() const noexcept
Identifies the contra broker firm.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setAccountToNull() noexcept
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
SimpleNewOrder100(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
IntegralConstant< UInt8, 0 > NullUint8EnumEncoding
Null value for an optional Uint8EnumEncoding field.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
StrRef deskId() const noexcept
Identifies the trading desk.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
EncodedLength calculateBinarySize() const noexcept
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setSecondaryExecIdToNull() noexcept
Enum
Indicates reason of cancelation, if available.
bool tradeId(TradeIDOptional &value) const noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
NewOrderSingle102(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setTimeInForce(SimpleTimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
NotApplied8(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
const void * tail() const noexcept
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool legSide(Side::Enum &value) const noexcept
The side of this individual leg (multileg security).
ThisType & setQuoteIdToNull() noexcept
SecurityDefinitionResponse301(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef text() const noexcept
Free ASCII format text string.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Enum
Describes the specific type or purpose of an Allocation message.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setOrigClOrdIdToNull() noexcept
Enum
Used to indicate what an Execution Report represents.
SchemaTraits Schema
Used template schema.
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateResponse.
BusinessMessageReject206 ThisType
This type alias.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Forward.
NegotiateResponse2(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
UInt64 QuoteReqID
Unique identifier for quote request.
Null values definition for optional CustodianInfo field.
static constexpr MessageType::Enum messageType() noexcept
Message type = QuoteCancel.
static constexpr const Char * className()
ThisType & setRetransmitRejectCode(RetransmitRejectCode::Enum value) noexcept
Identifies the code of reject retransmission.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = NewOrderSingle.
bool currentSessionVerId(SessionVerIDOptional &value) const noexcept
The current sessionVerID informed at the first Negotiate message for that specific session...
ThisType & setTradeId(TradeID value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setMassActionReportIdToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setLastPx(Price value) noexcept
Price of last fill.
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be canceled due to Self-Trade Prevention.
static constexpr const Char * className()
UInt8 OrdTagID
Identifies the order tag identification.
ThisType & setClearingBusinessDate(Timestamp value) noexcept
The 'Clearing Business Date' referred to by this request.
ThisType & setOrdTagIdToNull() noexcept
ExecutionReportForward205(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool secondaryExecId(ExecIDOptional &value) const noexcept
Unique identifier present in all messages associated with a spread transaction.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
ThisType & setCrossedIndicatorToNull() noexcept
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
SeqNum fromSeqNo() const noexcept
The first applied sequence number.
ExecType::Enum execType() const noexcept
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
const void * tail() const noexcept
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
BusinessMessageReject message can reject an application-level message which fulfills session level ru...
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the client.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool maxSweepQty(QuantityOptional &value) const noexcept
Maximum sweep quantity.
ExecutionReportReject204(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
Unique identifier present in all messages associated with a spread transaction.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setSettlTypeToNull() noexcept
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message...
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTradeDateToNull() noexcept
bool execRefId(ExecIDOptional &value) const noexcept
Optionally sent when reporting a trade bust.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setNextSeqNo(SeqNum value) noexcept
The next application sequence number to be produced by the gateway.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
static constexpr MessageType::Enum messageType() noexcept
Message type = TermoQuote.
static constexpr const Char * className()
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
RetransmitReject14(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
UInt64 QuoteIDOptional
Optional unique identifier for quote.
NegotiateResponse2(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
ThisType & setSideToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setCrossTypeToNull() noexcept
const void * tail() const noexcept
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
const void * tail() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr const Char * className()
Entity class name.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for mass cancel on behalf purposes.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
EncodedLength calculateBinarySize() const noexcept
Quantity orderQty() const noexcept
Quantity ordered.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Side::Enum side() const noexcept
Side of order.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setAssetToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setCrossedIndicatorToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool crossedIndicator(CrossedIndicator::Enum &value) const noexcept
Indicates cross order purpose.
ThisType & setOrderIdToNull() noexcept
Self trade prevention investor identification is composed of the prefix and document.
ThisType & setFixedRateToNull() noexcept
SchemaTraits Schema
Used template schema.
ThisType & setOrigClOrdIdToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool secondaryExecId(ExecIDOptional &value) const noexcept
Unique identifier present in all messages associated with a spread transaction.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
const void * tail() const noexcept
PositionsEntry ThisType
This type alias.
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
ThisType & setMassActionRejectReasonToNull() noexcept
#define ONIXS_B3_BOE_NODISCARD
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
ExecutionReportCancel202(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
SchemaTraits Schema
Used template schema.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
EncodedLength calculateBinarySize() const noexcept
EncodedLength calculateBinarySize() const noexcept
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
Enum
Used to identify the type of quantity.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
const InboundBusinessHeader & businessHeader() const noexcept
Message type = OrderCancelReplaceRequest.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
EstablishReject6(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
TerminationCode::Enum terminationCode() const noexcept
Identifies the code of termination.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
IntegralConstant< UInt64, 0ULL > NullBusinessRejectRefID
Null value for an optional BusinessRejectRefID field.
Quantity orderQty() const noexcept
Quantity ordered.
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderMassActionRequest701(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
RetransmitRejectCode::Enum retransmitRejectCode() const noexcept
Identifies the code of reject retransmission.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
Legs legs() const noexcept
SidesEntry ThisType
This type alias.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setSecurityResponseId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition message.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
Custodian information is required for going private offer.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
Negotiate1 ThisType
This type alias.
Firm contraBroker() const noexcept
Identifies the contra broker firm.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setQuoteReqIdToNull() noexcept
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setTradeId(TradeIDOptional value) noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
static constexpr const Char * className()
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setExecutingTraderToNull() noexcept
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
SecurityDefinitionRequest300(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
RatioQty legRatioQty() const noexcept
The ratio of quantity for this individual leg relative to the entire multileg security.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
EstablishmentReject message is sent when an Establish message is rejected by B3 informing the reason ...
Sequence9(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
IntegralConstant< UInt64, 0ULL > NullCrossIDOptional
Null value for an optional CrossIDOptional field.
MessageCounter count() const noexcept
Maximum number of messages to be retransmitted.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
StrRef text() const noexcept
Free ASCII format text string.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool tradeId(TradeIDOptional &value) const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
SimpleOrdType::Enum ordType() const noexcept
Order type.
ThisType & setPosMaintRptRefIdToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
Percentage8 fixedRate() const noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller...
ThisType & setNegotiationRejectCode(NegotiationRejectCode::Enum value) noexcept
Identifies the code of reject negotiation.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
EncodedLength calculateBinarySize() const noexcept
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Specifies whether a quote is public, i.e.
The QuoteStatusReport message is to inform the current status of forward acceptance.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = BusinessMessageReject.
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
const InboundBusinessHeader & businessHeader() const noexcept
Message type = SimpleNewOrder.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setThresholdAmountToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool protectionPrice(PriceOptional &value) const noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMaxSweepQty(QuantityOptional value) noexcept
Maximum sweep quantity.
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setPriceToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
IntegralConstant< UInt32, 0 > NullFirmOptional
Null value for an optional FirmOptional field.
ThisType & setOrdType(OrdType::Enum value) noexcept
Order type.
ThisType & setAllocId(AllocID value) noexcept
Unique identifier for this allocation instruction message.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Specifies whether a quote is public, i.e.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setQuoteId(QuoteID value) noexcept
Unique identifier for quote.
Enum
Identifier for the instrument status.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
StrRef deskId() const noexcept
Identifies the trading desk.
QuoteStatus::Enum quoteStatus() const noexcept
Identifies the status of the quote acknowledgement.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
OrderCancelReplaceRequest104(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setRefMsgType(MessageType::Enum value) noexcept
MsgType of the FIX message being referenced.
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
ExecutionReportForward205(const SbeMessage &message)
Creates an instance over the given SBE message.
Side::Enum side() const noexcept
Side of order.
ThisType & setCodTimeoutWindow(DeltaInMillis value) noexcept
Gateway will not trigger CoD if the customer reconnects within the timeout window (milliseconds) whic...
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
RetransmitRequest12(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setShortQty(QuantityOptional value) noexcept
Short Quantity.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setAccountToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionReport.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setContraryInstructionIndicator(Boolean::Enum value) noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted: The exer...
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr MessageType::Enum messageType() noexcept
Message type = Terminate.
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
UInt32 FirmOptional
Optional identification of the broker firm.
ThisType & setEnteringFirm(FirmOptional value) noexcept
Identifies the broker firm that will enter orders.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
IntegralConstant< UInt8, 0 > NullOrdTagID
Null value for an optional OrdTagID field.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitRequest.
TradeID tradeId() const noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
NegotiateResponse2(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SessionID sessionId() const noexcept
Message type = Establish.
Entries::Size Size
Number of entries in the group.
ThisType & setInvestorIdToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
QuoteStatusReport402 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
The SecurityDefinitioresponse message is sent in response to an attempt to create a new security defi...
ThisType & setCumQty(Quantity value) noexcept
Total number of shares or contracts filled.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
The QuoteCancel message is used to cancel a previous QuoteRequest message.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
AllocationInstruction601(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr StrRef fixType() noexcept
FIX message type.
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
OrderMassActionReport702(const SbeMessage &message)
Creates an instance over the given SBE message.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
StrRef symbol() const noexcept
B3 requires that this field is properly set.
EncodedLength calculateBinarySize() const noexcept
ThisType & setMinQtyToNull() noexcept
static constexpr const Char * className()
IntegralConstant< UInt32, 0 > NullTradeIDOptional
Null value for an optional TradeIDOptional field.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
ThisType & setSymbol(StrRef value) noexcept
B3 requires that this field is properly set.
ThisType & setMassActionScopeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setMassActionReportId(MassActionReportIDOptional value) noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
OrdType::Enum ordType() const noexcept
Order type.
const void * tail() const noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Null values definition for optional PriceOffsetOptional field.
ThisType & setSideToNull() noexcept
ThisType & setAllocType(AllocType::Enum value) noexcept
Describes the specific type or purpose of an Allocation message.
ThisType & setLongQtyToNull() noexcept
ThisType & setOrderIdToNull() noexcept
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Enum
Identifies the type of position transaction.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
IntegralConstant< UInt64, 0ULL > NullClOrdIDOptional
Null value for an optional ClOrdIDOptional field.
IntegralConstant< UInt16, 0 > NullUint16EnumEncoding
Null value for an optional Uint16EnumEncoding field.
static constexpr const Char * className()
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be canceled due to Self-Trade Prevention.
ThisType & setPosType(PosType::Enum value) noexcept
Used to identify the type of quantity.
Quantity orderQty() const noexcept
Quantity ordered.
UInt32 SeqNumOptional
Optional sequence number of a given SessionID/SessionVerID.
SchemaTraits Schema
Used template schema.
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
ThisType & setRoutingInstructionToNull() noexcept
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setOrderId(OrderID value) noexcept
Unique identifier for order as assigned by the exchange.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
Value of origClOrdID field informed from the related request message.
ThisType & setThresholdAmountToNull() noexcept
IntegralConstant< UInt64, 0ULL > NullQuoteIDOptional
Null value for an optional QuoteIDOptional field.
ThisType & setOrdType(SimpleOrdType::Enum value) noexcept
Order type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price...
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being canceled.
ThisType & setQuoteReqId(QuoteReqIDOptional value) noexcept
Unique identifier for quote request.
OrderCancelRequest105(const SbeMessage &message)
Creates an instance over the given SBE message.
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ExecutionReportReject204(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
NewOrderCross106 ThisType
This type alias.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Repeating group dimensions.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setAccountToNull() noexcept
ThisType & setOrderCategoryToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool executeUnderlyingTrade(ExecuteUnderlyingTrade::Enum &value) const noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setIndividualAllocId(AllocID value) noexcept
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
NewOrderCross106(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPrice(Price8 value) noexcept
Price per share or contract.
UInt16 LocalMktDateOptional
Local calendar date: days since Unix epoch (January 1st, 1970).
ThisType & setThresholdAmount(PriceOffsetOptional value) noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price...
ThisType & setCrossIdToNull() noexcept
static constexpr const Char * className()
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setSettlTypeToNull() noexcept
AllocID individualAllocId() const noexcept
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
Enum
Type of Account associated with an order.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
Quantity cumQty() const noexcept
Total number of shares or contracts filled.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
EncodedLength calculateBinarySize() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
DaysToSettlement daysToSettlement() const noexcept
Specifies whether a quote is public, i.e.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
bool posMaintResult(RejReasonOptional &value) const noexcept
Identifies reason for rejection.
Execution Report – Trade/Trade Bust message is sent with order fills that were traded and processed ...
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_BEGIN
static constexpr StrRef fixType() noexcept
FIX message type.
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
NotApplied8(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTimeInForceToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Timestamp tradeDate() const noexcept
Indicates date of trading day (expressed in local time at place of trade).
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
UInt64 QuoteReqIDOptional
Optional unique identifier for quote request.
ThisType & setClientIP(StrRef value)
Source IP from client system.
RetransmitRequest12(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
ThisType & setQuoteStatusResponseToToNull() noexcept
Int32 StrategyIDOptional
Optional unique identification of a client-assigned strategy.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
SchemaTraits Schema
Used template schema.
RetransmitReject14(const SbeMessage &message)
Creates an instance over the given SBE message.
MessageType::Enum refMsgType() const noexcept
MsgType of the FIX message being referenced.
OrderMassActionRequest701(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr MessageType::Enum messageType() noexcept
Message type = Establish.
SchemaTraits Schema
Used template schema.
bool custodianInfo(CustodianInfo &value) const noexcept
Identifies the custodian.
Quantity longQty() const noexcept
Used to identify the type of quantity.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Modify.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool execRefId(ExecIDOptional &value) const noexcept
Optionally sent when reporting a trade bust.
ThisType & setSecondaryOrderId(OrderIDOptional value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
AllocReportID allocReportId() const noexcept
Unique identifier for this message.
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setQuoteRequestRejectReason(RejReasonOptional value) noexcept
Reason Quote was rejected.
EstablishReject6(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Side::Enum side() const noexcept
Side of order.
OrdType::Enum ordType() const noexcept
Order type.
UInt64 ExecIDOptional
Optional unique identifier of execution message as assigned by exchange.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & setAccountToNull() noexcept
QuoteStatusReport402(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
NewOrderSingle message is used to enter an order in the system; the behavior of an order can be affec...
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
bool fixedRate(Percentage8Optional &value) const noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller...
PositionMaintenanceCancelRequest501(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr OrdStatus::Enum ordStatus() noexcept
Identifies current status of order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
const void * tail() const noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
SchemaTraits Schema
Used template schema.
static constexpr StrRef fixType() noexcept
FIX message type.
IntegralConstant< UInt64, 0ULL > NullSecurityIDOptional
Null value for an optional SecurityIDOptional field.
ThisType & setMinQtyToNull() noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
const void * tail() const noexcept
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr MessageType::Enum messageType() noexcept
Message type = EstablishReject.
Retransmission13(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Terminate7(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
UInt64 SessionVerID
Session version identification: unique identification of a sequence of messages to be transmitted to ...
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
ThisType & setAccountToNull() noexcept
Enum
Identifies the code of reject retransmission.
PositionMaintenanceReport503(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
const void * tail() const noexcept
Null values definition for optional InvestorID field.
After negotiation level is complete, the client must send an Establish message to start assigning seq...
ThisType & setSide(Side::Enum value) noexcept
Side of order.
bool routingInstruction(RoutingInstruction::Enum &value) const noexcept
Indicates additional order instruction.
ThisType & setExecuteUnderlyingTrade(ExecuteUnderlyingTrade::Enum value) noexcept
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vis...
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SessionID sessionId() const noexcept
Message type = Retransmission.
EncodedLength calculateBinarySize() const noexcept
SimpleTimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool crossPrioritization(CrossPrioritization::Enum &value) const noexcept
Indicates if one side or the other of a cross order should be prioritized.
Quantity orderQty() const noexcept
Quantity ordered.
static constexpr const Char * className()
EncodedLength calculateBinarySize() const noexcept
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setLastPx(Price value) noexcept
Price of last fill.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
ExecutionReportReject204(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
static constexpr QuoteCancelType::Enum quoteCancelType() noexcept
Identifies the type of quote cancel.
ThisType & setOrigClOrdId(ClOrdIDOptional value) noexcept
ClOrdID which should be canceled.
Sides sides() const noexcept
IntegralConstant< UInt64, 0ULL > NullExecIDOptional
Null value for an optional ExecIDOptional field.
QuoteID quoteId() const noexcept
Unique identifier for quote.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Enum
Identifier for the instrument group phase.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setClOrdId(ClOrdIDOptional value) noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
bool quoteStatusResponseTo(QuoteStatusResponseTo::Enum &value) const noexcept
Identifies the type of request that a Quote Status Report is in response to.
IntegralConstant< Char, '\x0'> NullChar
Null value for an optional Char field.
static constexpr const Char * className()
ThisType & setCrossIdToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setMaxFloorToNull() noexcept
SessionID sessionId() const noexcept
Message type = EstablishReject.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr const Char * className()
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setMaxFloor(QuantityOptional value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
UInt64 SessionVerIDOptional
Optional session version identification: unique identification of a sequence of messages to be transm...
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Retransmission13(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderQty(QuantityOptional value) noexcept
Quantity ordered.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
EncodedLength calculateBinarySize() const noexcept
EncodedLength calculateBinarySize() const noexcept
StrRef senderLocation() const noexcept
Side of order.
ThisType & setAsset(StrRef value) noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool massActionScope(MassActionScope::Enum &value) const noexcept
Specifies the scope of the action.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
ThisType & setTradingSessionSubId(TradingSessionSubID::Enum value) noexcept
Identifier for the instrument group phase.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setDaysToSettlementToNull() noexcept
ThisType & setCount(MessageCounter value) noexcept
Maximum number of messages to be retransmitted.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelReplaceRequest.
IntegralConstant< UInt64, 0ULL > NullSessionVerIDOptional
Null value for an optional SessionVerIDOptional field.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
SessionID sessionId() const noexcept
Message type = Negotiate.
std::basic_string_view< Char > StrRef
SettlType::Enum settlType() const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & setReceivedTimeToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
ThisType & setCurrentSessionVerId(SessionVerIDOptional value) noexcept
The current sessionVerID informed at the first Negotiate message for that specific session...
NewOrderSingle102(const SbeMessage &message)
Creates an instance over the given SBE message.
NotApplied8(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
BusinessMessageReject206(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
const void * tail() const noexcept
SchemaTraits Schema
Used template schema.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setCrossPrioritizationToNull() noexcept
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
ThisType & setDaysToSettlementToNull() noexcept
QuoteStatusReport402(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Describes the interest to be paid by the forward buyer and received by the forward seller...
ThisType & setOrigPosReqRefIdToNull() noexcept
ThisType & setAccountToNull() noexcept
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
MassActionReportID massActionReportId() const noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
ThisType & setTradeIdToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
PositionMaintenanceReport503(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
constexpr std::enable_if< MaxMessageSizeTraits< Message >::UseCustomValue, MessageSize >::type getMaxMessageSize(UInt8)
Calculates the buffer size for a message with the given number of repeating group items...
static constexpr MessageType::Enum messageType() noexcept
Message type = BusinessMessageReject.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool execRestatementReason(ExecRestatementReasonValidForMassCancel::Enum &value) const noexcept
Used to communicate event type which triggers the Order Mass Action Request.
SchemaTraits Schema
Used template schema.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Quote403(const SbeMessage &message)
Creates an instance over the given SBE message.
SimpleModifyOrder101 ThisType
This type alias.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
const void * tail() const noexcept
The NegotiationResponse message is sent when a Negotiate message from the client is accepted by B3...
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
ThisType & setMassActionResponse(MassActionResponse::Enum value) noexcept
Specifies the action taken by matching engine when it receives the Order Mass Action Request...
bool price(PriceOptional &value) const noexcept
Price per share or contract.
IntegralConstant< Int32, 0 > NullStrategyIDOptional
Null value for an optional StrategyIDOptional field.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
StrRef deskId() const noexcept
Identifies the trading desk.
static constexpr Boolean::Enum privateQuote() noexcept
Specifies whether a quote is public, i.e.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setActionRequestedFromSessionIdToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool daysToSettlement(DaysToSettlementOptional &value) const noexcept
Deadline for completing the forward deal.
ExecutionReportCancel202(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ExecutionReportNew200(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
Negotiate1(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UTCTimestampNanos timestamp() const noexcept
Time of request.
UInt32 Account
Account mnemonic.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
AllocStatus::Enum allocStatus() const noexcept
Identifies status of allocation.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & setSecurityReqId(SecurityReqRespID value) noexcept
Unique ID of a Security Definition Request.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setQuoteId(QuoteIDOptional value) noexcept
Unique identifier for quote.
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
Deadline for completing the forward deal.
ThisType & setAccountTypeToNull() noexcept
Enum
Indicates additional order instruction.
static constexpr const Char * className()
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setOrigClOrdIdToNull() noexcept
RetransmitRequest message is used for client to recover missed messages.
bool crossType(CrossType::Enum &value) const noexcept
Type of cross being submitted to a market.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
RetransmitReject14(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be canceled due to Self-Trade Prevention.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Side::Enum side() const noexcept
Side of order.
ThisType & setPosTransType(PosTransType::Enum value) noexcept
Identifies the type of position transaction.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setBusinessRejectRefId(BusinessRejectRefID value) noexcept
The value of the business-level “ID” field on the message being referenced.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
BusinessMessageReject206(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
OrderMassActionReport702(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
MassActionType::Enum massActionType() const noexcept
Specifies the type of action requested.
Account allocAccount() const noexcept
Sub-account mnemonic.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
IntegralConstant< UInt64, 0ULL > NullQuantityOptional
Null value for an optional QuantityOptional field.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setFixedRate(Percentage8Optional value) noexcept
Interest rate of the forward trade.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
PosMaintStatus::Enum posMaintStatus() const noexcept
Status of Position Maintenance Request.
ThisType & setExpireDateToNull() noexcept
ExecutionReportNew200(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
StrRef credentials() const noexcept
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
Enum
Defines the type of interest behind a trade i.e. why a trade occurred.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
NegotiateReject3(const SbeMessage &message)
Creates an instance over the given SBE message.
AllocationInstruction601 ThisType
This type alias.
ThisType & setActionRequestedFromSessionId(SessionIDOptional value) noexcept
Indicates the SessionID that requested the Cancel on behalf.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
bool businessRejectRefId(BusinessRejectRefID &value) const noexcept
The value of the business-level “ID” field on the message being referenced.
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be canceled due to Self-Trade Prevention.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SecurityDefinitionResponse301(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
NegotiateResponse2(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = SecurityDefinitionResponse.
CxlRejResponseTo::Enum cxlRejResponseTo() const noexcept
Identifies current status of order.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
ThisType & setSecondaryOrderIdToNull() noexcept
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Enum
Identifies current status of order.
ThisType & setOrderId(OrderIDOptional value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setCrossPrioritization(CrossPrioritization::Enum value) noexcept
Indicates if one side or the other of a cross order should be prioritized.
#define ONIXS_B3_BOE_DEFAULT
PositionMaintenanceRequest502(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderCancelRequest.
static constexpr MessageType::Enum messageType() noexcept
Message type = NegotiateReject.
ThisType & setBusinessRejectRefIdToNull() noexcept
ThisType & setAccountToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Enum
Reason Order Mass Action Request was rejected.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setCrossIdToNull() noexcept
const OutboundBusinessHeader & businessHeader() const noexcept
Message type = PositionMaintenanceReport.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
SecurityResponseType::Enum securityResponseType() const noexcept
Type of Security Definition message response.
ExecutionReportModify201(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for mass cancel on behalf purposes.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool price(PriceOptional &value) const noexcept
Price per share or contract.
OrderCancelReplaceRequest104(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
AllocReportType::Enum allocReportType() const noexcept
Describes the specific type or purpose of an Allocation Report message.
StrRef deskId() const noexcept
Identifies the trading desk.
EstablishRejectCode::Enum establishmentRejectCode() const noexcept
Identifies the code of reject establishment.
ThisType & setPosMaintStatus(PosMaintStatus::Enum value) noexcept
Status of Position Maintenance Request.
QuoteCancel404 ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SchemaTraits Schema
Used template schema.
ThisType & setSecurityId(SecurityIDOptional value) noexcept
Security identification as defined by exchange.
ExecutionReportNew200(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMassActionRejectReason(MassActionRejectReason::Enum value) noexcept
Reason Order Mass Action Request was rejected.
ThisType & setInvestorIdToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationInstruction.
SecurityDefinitionRequest300(const SbeMessage &message)
Creates an instance over the given SBE message.
bool price(Price8Optional &value) const noexcept
Price per share or contract.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setTradingSessionId(TradingSessionID::Enum value) noexcept
Identifier for Trading Session.
TradeID tradeId() const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
RetransmitRequest12(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setStopPxToNull() noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
PosTransType::Enum posTransType() const noexcept
Identifies the type of position transaction.
IntegralConstant< UInt32, 0 > NullSessionIDOptional
Null value for an optional SessionIDOptional field.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
Negotiate1(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for mass cancel on behalf purposes.
static constexpr MessageType::Enum messageType() noexcept
MessageType.ExecutionReport_Reject.
bool side(Side::Enum &value) const noexcept
Side of order.
bool clOrdId(ClOrdIDOptional &value) const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
static constexpr MessageType::Enum messageType() noexcept
Message type = SecurityDefinitionResponse.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setLegSymbol(StrRef value) noexcept
Multileg instrument's individual security’s Symbol.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
Enum
Identifies the type of request that this cancel reject is in response to.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
Side::Enum side() const noexcept
Side of order.
static constexpr MessageType::Enum messageType() noexcept
Message type = OrderMassActionRequest.
PositionsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
Negotiate1(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be canceled due to Self-Trade Prevention.
QuoteCancel404(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setAllocStatus(AllocStatus::Enum value) noexcept
Identifies status of allocation.
ThisType & setPriceToNull() noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setAccountToNull() noexcept
Enum
Identifies the type of request that a Quote Status Report is in response to.
ThisType & setMarketSegmentReceivedTimeToNull() noexcept
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
AllocationInstruction601(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Enum
Identifies the class of the SecurityID.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
ThisType & setQuoteIdToNull() noexcept
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
ThisType & setMassActionType(MassActionType::Enum value) noexcept
Specifies the type of action requested.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setKeepAliveInterval(DeltaInMillis value) noexcept
Longest time in milliseconds the initiator should remain silent before sending Sequence message...
bool executingTrader(StrRef &value) const noexcept
Identifies the trader who is executing an order.
SeqNum refSeqNum() const noexcept
Message sequence number of rejected message.
Enum
Specifies the scope of the action. All Day and MOC orders will be cancelled. GTC, GTD and MOA orders ...
OrdStatus::Enum ordStatus() const noexcept
Identifies current status of order.
char Char
Character type alias.
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ThisType & setCrossPrioritizationToNull() noexcept
const void * tail() const noexcept
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setClearingBusinessDate(Timestamp value) noexcept
The 'Clearing Business Date' referred to by this request.
Quantity orderQty() const noexcept
Quantity ordered.
Terminate7(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr MessageType::Enum messageType() noexcept
Message type = RetransmitReject.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
ThisType & setBusinessRejectReason(RejReason value) noexcept
Code to identify the reason of the rejection.
SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > Sides
Repeating group containing SidesEntry entries.
ThisType & setMinQtyToNull() noexcept
AllocationReport602(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
EstablishAck5 ThisType
This type alias.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSelfTradePreventionInstruction(SelfTradePreventionInstruction::Enum value) noexcept
Indicates which order should be canceled due to Self-Trade Prevention.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setMarketSegmentReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the market segment path.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Quantity lastQty() const noexcept
Quantity of shares bought/sold on the last fill.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setMultiLegReportingTypeToNull() noexcept
Price price() const noexcept
Price per share or contract.
ThisType & setFromSeqNo(SeqNum value) noexcept
The first applied sequence number.
Positions positions(Positions::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
AllocationReport602(const SbeMessage &message)
Creates an instance over the given SBE message.
Enum
Specifies the action taken by matching engine when it receives the Order Mass Action Request...
SeqNum nextSeqNo() const noexcept
The next application sequence number to be produced by the gateway.
ThisType & setCurrentSessionVerIdToNull() noexcept
Enum
Identifier for Trading Session.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
OrdType::Enum ordType() const noexcept
Order type.
QuoteStatusReport402(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
SchemaTraits Schema
Used template schema.
OrdType::Enum ordType() const noexcept
Order type.
const void * tail() const noexcept
ThisType & setPriceToNull() noexcept
bool crossId(CrossIDOptional &value) const noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
PositionMaintenanceCancelRequest501 ThisType
This type alias.
OrderMassActionReport702 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Enum
Indicates if one side or the other of a cross order should be prioritized.
NewOrderSingle102(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SchemaTraits Schema
Used template schema.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool origPosReqRefId(PosReqIDOptional &value) const noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being canceled.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
PosMaintAction::Enum posMaintAction() const noexcept
Maintenance Action to be performed.
ThisType & setInvestorIdToNull() noexcept
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
bool accountType(AccountType::Enum &value) const noexcept
Type of account associated with an order.
bool orderCategory(OrderCategory::Enum &value) const noexcept
Reason why a trade occurred.
ThisType & setOrigPosReqRefId(PosReqIDOptional value) noexcept
Reference to the PosReqID (710) of a previous maintenance request that is being canceled.
EstablishAck5(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Enum
Identifies the type of quote cancel.
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
MessageSize EncodedLength
Length of the message binary data.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
Optional UTC timestamp with nanosecond precision.
Side::Enum side() const noexcept
Side of order.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
ThisType & setPosMaintRptId(PosMaintRptID value) noexcept
Unique identifier for this position report.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
SessionVerID sessionVerId() const noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
SimpleNewOrder100(const SbeMessage &message)
Creates an instance over the given SBE message.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrdRejReason(RejReason value) noexcept
Code to identify reason for order rejection.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setPriceToNull() noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setStopPx(PriceOptional value) noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
NegotiateResponse2 ThisType
This type alias.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Trade.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
const void * tail() const noexcept
ThisType & setStrategyIdToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
ThisType & setMaxFloorToNull() noexcept
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
ThisType & setSecondaryExecId(ExecIDOptional value) noexcept
Unique identifier present in all messages associated with a spread transaction.
Enum
Specifies how long the order remains in effect.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequestReject.
StrRef enteringTrader() const noexcept
Identifies the trader who is inserting an order.
UInt64 AllocID
Unique identifier for this allocation instruction message.
AllocationReport602 ThisType
This type alias.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
Retransmission message is sent when a RetransmitRequest message from the client is accepted by B3...
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
IntegralConstant< UInt64, 0ULL > NullPosReqIDOptional
Null value for an optional PosReqIDOptional field.
Side::Enum side() const noexcept
Side of order.
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Quote403(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setAccountToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
SchemaTraits Schema
Used template schema.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
PositionMaintenanceRequest502(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef deskId() const noexcept
Specifies whether a quote is public, i.e.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSecurityTradingStatusToNull() noexcept
const void * tail() const noexcept
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
ThisType & setEnteringFirm(Firm value) noexcept
Identifies the broker firm that will enter orders.
bool execRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum &value) const noexcept
Used to communicate a reason for a solicited cancel.
ThisType & setAccountType(AccountType::Enum value) noexcept
Type of account associated with an order.
QuoteCancel404(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setTradeId(TradeID value) noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
NegotiateReject3(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
AllocationReport message is as response of AllocationInstruction message.
UTCTimestampNanos timestamp() const noexcept
Time of request.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
UInt64 Quantity
Quantity in order/trade.
SchemaTraits Schema
Used template schema.
ThisType & setShortQtyToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
SimpleNewOrder100(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
ThisType & setAllocRejCode(RejReasonOptional value) noexcept
Identifies reason for rejection.
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceCancelRequest.
IntegralConstant< UInt16, 0 > NullLocalMktDateOptional
Null value for an optional LocalMktDateOptional field.
ThisType & setDaysToSettlement(DaysToSettlementOptional value) noexcept
Deadline for completing the forward deal.
SecurityReqRespID securityResponseId() const noexcept
Unique ID of a Security Definition message.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
ThisType & setAccountToNull() noexcept
ThisType & setMmProtectionReset(Boolean::Enum value) noexcept
Resets Market Protections.
ThisType & setQuoteIdToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setDaysToSettlement(DaysToSettlement value) noexcept
Deadline for completing the forward deal.
SimpleNewOrder100(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr const Char * className()
QuoteRequest401(const SbeMessage &message)
Creates an instance over the given SBE message.
Establish4(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
AllocationReport602(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleNewOrder.
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setAllocReportId(AllocReportID value) noexcept
Unique identifier for this message.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef memo() const noexcept
Type of account associated with an order.
ThisType & setOrdTagIdToNull() noexcept
SettlType::Enum settlType() const noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderID orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setCrossType(CrossType::Enum value) noexcept
Type of cross being submitted to a market.
UInt8 TotNoRelatedSym
Number of leg fill notice messages sent with spread summary.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setStopPxToNull() noexcept
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
QuoteCancel404(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setWorkingIndicator(Boolean::Enum value) noexcept
Indicates if an order has been triggered and is available for trading.
ThisType & setLongQty(Quantity value) noexcept
Long quantity.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setStopPxToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
ThisType & setSecurityTradingStatusToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
SchemaTraits Schema
Used template schema.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteRequest.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
static constexpr const Char * className()
Entity class name.
ThisType & setMultiLegReportingTypeToNull() noexcept
static constexpr const Char * className()
UInt64 ClOrdID
Unique identifier of the order as assigned by the market participant.
ThisType & setRequestTimestamp(UTCTimestampNanos value) noexcept
Matches Negotiate timestamp.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setOnbehalfFirm(FirmOptional value) noexcept
Identifies the broker firm who executes their orders on behalf.
ThisType & setLeavesQty(Quantity value) noexcept
Amount of shares open for further execution, or unexecuted.
static constexpr StrRef fixType() noexcept
FIX message type.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr const Char * className()
Retransmission13(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr const Char * className()
ThisType & setCustodianInfo(CustodianInfo value) noexcept
Identifies the custodian.
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
SidesEntry ThisType
This type alias.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be canceled due to Self-Trade Prevention.
ExecutionReportForward205(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
PositionMaintenanceCancelRequest is a solicited cancel of PositionMaintenance message sent by client...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt32 TradeIDOptional
Optional unique identification assigned to the trade entity once it is received or matched by the exc...
SecurityID securityId() const noexcept
Security identification as defined by exchange.
AllocationReport602(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTradeDateToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Enum
Identifies the status of the quote acknowledgement.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
PositionMaintenanceRequest message allows the position owner (holder) to submit requests which will a...
QuoteStatusReport402(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrdTagIdToNull() noexcept
Sequence message specifies the sequence number of the next business message both: Recoverable (B3 to ...
StrRef deskId() const noexcept
Identifies the trading desk.
TradeID tradeId() const noexcept
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exch...
ThisType & setCrossTypeToNull() noexcept
static constexpr MessageType::Enum messageType() noexcept
Message type = Sequence.
static constexpr StrRef fixType() noexcept
FIX message type.
Execution Report – Forward message is sent with order fills were traded and processed on Matching En...
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
ThisType & setQuantity(Quantity value) noexcept
Overall/total quantity (e.g. number of shares).
EncodedLength calculateBinarySize() const noexcept
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
UInt64 PosReqID
Unique identifier for the position maintenance request.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
OrderMassActionRequest701 ThisType
This type alias.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
UTC timestamp with nanosecond precision.
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ExecutionReportForward205 ThisType
This type alias.
bool massActionReportId(MassActionReportIDOptional &value) const noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
static constexpr const Char * className()
RetransmitReject14(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMassActionReportId(MassActionReportID value) noexcept
Unique ID of Order Mass Action Report as assigned by the matching engine.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
PositionMaintenanceReport503(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
const void * tail() const noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setAccountToNull() noexcept
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
bool orderQty(QuantityOptional &value) const noexcept
Quantity ordered.
StrRef deskId() const noexcept
Identifies the trading desk.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setAccountToNull() noexcept
bool fixedRate(Percentage8Optional &value) const noexcept
Interest rate of the forward trade.
EncodedLength calculateBinarySize() const noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
const void * tail() const noexcept
Side::Enum side() const noexcept
Side of order.
ThisType & setLastQty(Quantity value) noexcept
Quantity of shares bought/sold on the last fill.
ThisType & setQuoteStatusResponseTo(QuoteStatusResponseTo::Enum value) noexcept
Identifies the type of request that a Quote Status Report is in response to.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool thresholdAmount(PriceOffsetOptional &value) const noexcept
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price...
The NewOrderCross message submits a Cross on Order Entry gateway, a two-sided order submitted by a si...
ThisType & setPriceToNull() noexcept
NotApplied8(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
OrderCancelRequest105(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
const void * tail() const noexcept
ThisType & setNextSeqNo(SeqNum value) noexcept
The sequence number of the first retransmitted message.
#define ONIXS_B3_BOE_LTWT_EXPORTED
EstablishAck5(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt64 QuoteID
Unique identifier for quote.
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
ThisType & setMaxFloorToNull() noexcept
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & setPriceToNull() noexcept
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
EncodedLength calculateBinarySize() const noexcept
SeqNum nextSeqNo() const noexcept
The next application sequence number to be produced by the client.
NegotiateReject3(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
ThisType & setInvestorId(InvestorID value) noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
EstablishAck5(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
OrderCancelReplaceRequest104(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
NegotiateResponse2(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
IntegralConstant< UInt32, 0 > NullAccountOptional
Null value for an optional AccountOptional field.
SchemaTraits Schema
Used template schema.
static constexpr StrRef fixType() noexcept
FIX message type.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
ThisType & setOnbehalfFirmToNull() noexcept
Terminate7(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SchemaTraits Schema
Used template schema.
ThisType & setRoutingInstruction(RoutingInstruction::Enum value) noexcept
Indicates additional order instruction.
ThisType & setOrdStatus(OrdStatus::Enum value) noexcept
Identifies current status of order.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTotNoRelatedSym(TotNoRelatedSym value) noexcept
Number of leg fill notice messages sent with spread summary.
static constexpr MessageType::Enum messageType() noexcept
Message type = SimpleModifyOrder.
ThisType & setSecondaryExecIdToNull() noexcept
static constexpr const Char * className()
NegotiateReject3(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
OrderCancelRequest105(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
const void * tail() const noexcept
IntegralConstant< UInt32, 0 > NullRejReasonOptional
Null value for an optional RejReasonOptional field.
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
ExecutionReportNew200(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setExecuteUnderlyingTradeToNull() noexcept
const void * tail() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Side::Enum side() const noexcept
Side of order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Attributes of SBE message schema.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
StrRef executingTrader() const noexcept
Identifies the trader who is executing an order.
StrRef deskId() const noexcept
Identifies the trading desk.
ExecutionReportModify201 ThisType
This type alias.
static constexpr StrRef legSecurityExchange() noexcept
Exchange code the leg security belongs to.
ThisType & setExecType(ExecType::Enum value) noexcept
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for t...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Quote403(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr const Char * className()
ThisType & setEnteringFirmToNull() noexcept
ThisType & setExecRestatementReason(ExecRestatementReasonValidForSingleCancel::Enum value) noexcept
Used to communicate a reason for a solicited cancel.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setExecutingTraderToNull() noexcept
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
Enum
Indicates who in the contract has control over evoking settlement.
UInt64 QuantityOptional
Optional quantity in order/trade.
Retransmission13 ThisType
This type alias.
NegotiationRejectCode::Enum negotiationRejectCode() const noexcept
Identifies the code of reject negotiation.
SecurityID securityId() const noexcept
Security identification as defined by exchange.
Side::Enum side() const noexcept
Side of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Repeating group dimensions.
Enum
Criteria used to initiate cancel on disconnect mechanism by the gateway.
Boolean::Enum contraryInstructionIndicator() const noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted: The exer...
ThisType & setPrice(PriceOptional value) noexcept
Price per share or contract.
RetransmitReject14(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
LegsEntry ThisType
This type alias.
ThisType & setAllocRejCodeToNull() noexcept
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
SeqNum nextSeqNo() const noexcept
Message type = Sequence.
RetransmitRequest12 ThisType
This type alias.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
UInt32 SeqNum
Sequence number of a given SessionID/SessionVerID.
static constexpr StrRef fixType() noexcept
FIX message type.
Quantity orderQty() const noexcept
Quantity ordered.
SimpleModifyOrder101(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SchemaTraits Schema
Used template schema.
DaysToSettlement daysToSettlement() const noexcept
Specifies whether a quote is public, i.e.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
ThisType & setAggressorIndicator(Boolean::Enum value) noexcept
Identify whether the order initiator is an aggressor or not in the trade.
static constexpr MessageType::Enum messageType() noexcept
Message type = AllocationReport.
ThisType & setReceivedTime(UTCTimestampNanosOptional value) noexcept
Time of receipt of related inbound message in the gateway.
ThisType & setExecRestatementReasonToNull() noexcept
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
bool orderId(OrderIDOptional &value) const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setCrossedIndicator(CrossedIndicator::Enum value) noexcept
Indicates cross order purpose.
ThisType & setExecId(ExecID value) noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setCredentials(StrRef value)
Credentials to identify/authenticate the client. The format is a JSON with the following data: { "aut...
SchemaTraits Schema
Used template schema.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setClOrdIdToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMemo(StrRef value)
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setPosMaintResultToNull() noexcept
Retransmission13(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Reject.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
bool longQty(QuantityOptional &value) const noexcept
Long Quantity.
ThisType & setOrdTagIdToNull() noexcept
const void * tail() const noexcept
Quantity orderQty() const noexcept
Quantity ordered.
StrRef clientAppName() const noexcept
Application name as informed during certification process.
QuoteRequestReject405 ThisType
This type alias.
QuoteRequestReject405(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
const OutboundBusinessHeader & businessHeader() const noexcept
MessageType.ExecutionReport_Forward.
PosReqID posReqId() const noexcept
Unique identifier for the position maintenance request.
UTCTimestampNanos transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool maxFloor(QuantityOptional &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
Null values definition for optional Percentage8Optional field.
Enum
Indicates which order should be canceled due to self-trade prevention.
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ExecutionReportTrade203(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool securityStrategyType(StrRef &value) const noexcept
Indicates the type of Strategy created.
UTCTimestampNanos requestTimestamp() const noexcept
Matches Negotiate timestamp.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
PositionMaintenanceReport message is sent owner of a position (holder) in response to a PositionMaint...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setAccountToNull() noexcept
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
ThisType & setOrdTagId(OrdTagID value) noexcept
Identifies the order tag identification.
bool ordTagId(OrdTagID &value) const noexcept
Identifies the order tag identification.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
bool securityId(SecurityIDOptional &value) const noexcept
Security identification as defined by exchange.
Boolean::Enum workingIndicator() const noexcept
Indicates if an order has been triggered and is available for trading.
ExecutionReportCancel202(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
EncodedLength calculateBinarySize() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
QuoteRequest401(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setStrategyId(StrategyIDOptional value) noexcept
Client-assigned identification of a strategy.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setClOrdId(ClOrdID value) noexcept
Unique identifier of the order as assigned by the market participant.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
Repeating group dimensions.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setContraBroker(Firm value) noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setCount(MessageCounter value) noexcept
How many messages haven´t been applied?.
ThisType & setLastIncomingSeqNo(SeqNum value) noexcept
Indicates the application sequence number of the last application message received by the server from...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrdTagIdToNull() noexcept
AllocationReport602(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
static constexpr const Char * className()
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
AllocTransType::Enum allocTransType() const noexcept
Identifies allocation transaction type.
ExecutionReportCancel202(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
BusinessMessageReject206(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
NewOrderSingle102(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Quantity leavesQty() const noexcept
Amount of shares open for further execution, or unexecuted.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
bool onbehalfFirm(FirmOptional &value) const noexcept
Identifies the broker firm who executes their orders on behalf.
#define ONIXS_B3_BOE_CONST_OR_CONSTEXPR
OrderID secondaryOrderId() const noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setTradingSessionIdToNull() noexcept
NegotiateReject3(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
TimeInForce::Enum timeInForce() const noexcept
Specifies how long the order remains in effect.
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setMinQtyToNull() noexcept
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
ExecutionReportTrade203 ThisType
This type alias.
OrderMassActionRequest is sent by the client system to cancel working orders that belongs to a define...
SecurityReqRespID securityReqId() const noexcept
Unique ID of a Security Definition Request.
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
ThisType & setClientAppVersion(StrRef value)
Application version as informed during certification process.
ThisType & setExpireDateToNull() noexcept
ExecutionReportCancel202 ThisType
This type alias.
SchemaTraits Schema
Used template schema.
AllocationInstruction message submits a request to allocate (fully or partially) a non-allocated trad...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
Boolean::Enum contraryInstructionIndicator() const noexcept
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exer...
ExecutionReportForward205(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SecurityDefinitionResponse301(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
AllocID allocId() const noexcept
Unique identifier for this allocation instruction message.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
UInt64 OrderID
Exchange-generated order identifier.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setStopPxToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setTimestamp(UTCTimestampNanos value) noexcept
Time of request.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool enteringFirm(FirmOptional &value) const noexcept
Type of flow from client to server.
ThisType & setLastIncomingSeqNoToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
bool asset(StrRef &value) const noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
ThisType & setCrossId(CrossID value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
SchemaTraits Schema
Used template schema.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr const Char * className()
Entity class name.
DeltaInMillis codTimeoutWindow() const noexcept
Gateway will not trigger CoD if the customer reconnects within the timeout window (milliseconds) whic...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
EncodedLength calculateBinarySize() const noexcept
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setText(StrRef value)
Free ASCII format text string.
ThisType & setSettlType(SettlType::Enum value) noexcept
Indicates who in the contract has control over evoking settlement.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setEnteringTrader(StrRef value) noexcept
Identifies the trader who is inserting an order.
IntegralConstant< UInt8, 0 > NullTotNoRelatedSym
Null value for an optional TotNoRelatedSym field.
static constexpr const Char * className()
ExecutionReportTrade203(const SbeMessage &message)
Creates an instance over the given SBE message.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setSenderLocation(StrRef value) noexcept
Identifies the original location for routing orders.
Null values definition for optional PriceOptional field.
ThisType & setText(StrRef value)
Free ASCII format text string.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Firm contraBroker() const noexcept
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward dea...
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction() const noexcept
Indicates which order should be canceled due to Self-Trade Prevention.
QuoteReqID quoteReqId() const noexcept
Unique identifier for quote request.
UInt32 TradeID
The unique identification assigned to the trade entity once it is received or matched by the exchange...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setInvestorIdToNull() noexcept
Price lastPx() const noexcept
Price of last fill.
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
Enum
Type of message flow from client to server or from server to client.
SchemaTraits Schema
Used template schema.
ThisType & setCrossId(CrossIDOptional value) noexcept
ID of electronically submitted cross order by the institution (if in response to a cross order)...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setOrdTagIdToNull() noexcept
Firm enteringFirm() const noexcept
Type of flow from client to server.
Establish4 ThisType
This type alias.
ThisType & setQuoteReqId(QuoteReqID value) noexcept
Unique identifier for quote request.
bool asset(StrRef &value) const noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Boolean::Enum mmProtectionReset() const noexcept
Resets Market Protections.
StrRef deskId() const noexcept
Identifies the trading desk.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
NotApplied message is sent when B3 detects messages that already been sent (concept of idempotence) o...
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
UInt32 MessageCounter
Counter of related messages.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMaxSweepQtyToNull() noexcept
bool strategyId(StrategyIDOptional &value) const noexcept
Client-assigned identification of a strategy.
bool minQty(QuantityOptional &value) const noexcept
Minimum quantity of an order to be executed.
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Establish4(const SbeMessage &message)
Creates an instance over the given SBE message.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setPriceToNull() noexcept
const void * tail() const noexcept
ThisType & setExecutingTrader(StrRef value) noexcept
Identifies the trader who is executing an order.
MessageCounter count() const noexcept
How many messages haven´t been applied?.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteStatusReport.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setTransactTime(UTCTimestampNanos value) noexcept
Time of execution/order creation; expressed in UTC.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
bool account(AccountOptional &value) const noexcept
Account mnemonic of the order.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all outbound business messages.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
RetransmitRequest12(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr MessageType::Enum messageType() noexcept
Message type = PositionMaintenanceReport.
SchemaTraits Schema
Used template schema.
Enum
Indicates cross order purpose.
EncodedLength calculateBinarySize() const noexcept
ThisType & setSide(Side::Enum value) noexcept
Side of order.
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
UInt64 AllocReportID
Unique identifier for this allocation report message.
ThisType & setRoutingInstructionToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Firm enteringFirm() const noexcept
Type of flow from client to server.
Sequence9(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageType::Enum messageType() noexcept
Message type = NewOrderSingle.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SchemaTraits Schema
Used template schema.
PositionMaintenanceCancelRequest501(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr MessageType::Enum messageType() noexcept
Message type = Negotiate.
static constexpr PosType::Enum posType() noexcept
Used to identify the type of quantity.
ThisType & setClOrdIdToNull() noexcept
PositionMaintenanceReport503 ThisType
This type alias.
static constexpr SecurityIDSource::Enum securityIdSource() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
QuoteStatusReport402(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setMultiLegReportingType(MultiLegReportingType::Enum value) noexcept
Used to indicate what an Execution Report represents.
ThisType & setReceivedTimeToNull() noexcept
SecurityID securityId() const noexcept
Security identification as defined by exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
SchemaTraits Schema
Used template schema.
OutboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
const void * tail() const noexcept
static constexpr const Char * className()
ThisType & setOrderQty(Quantity value) noexcept
Quantity ordered.
SimpleOrdType::Enum ordType() const noexcept
Order type.
bool quoteRejectReason(RejReasonOptional &value) const noexcept
Reason Quote was rejected.
ThisType & setTradingSessionSubIdToNull() noexcept
ThisType & setOrdTagIdToNull() noexcept
ThisType & setSessionVerId(SessionVerID value) noexcept
Session version identification: unique identification of a sequence of messages to be transmitted to/...
ThisType & setSecondaryOrderId(OrderID value) noexcept
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
Side::Enum side() const noexcept
Side of order.
bool receivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the gateway.
OrderCancelRequest105(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
BidirectionalBusinessHeader & businessHeader() noexcept
Common header to all bidirectional business messages.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr const Char * className()
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr const Char * className()
#define ONIXS_B3_BOE_UNUSED
static constexpr FlowType::Enum clientFlow() noexcept
Type of flow from client to server.
bool multiLegReportingType(MultiLegReportingType::Enum &value) const noexcept
Used to indicate what an Execution Report represents.
QuoteRequestReject405(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Timestamp clearingBusinessDate() const noexcept
The 'Clearing Business Date' referred to by this request.
ThisType & setPrice(Price8Optional value) noexcept
Price per share or contract.
The Quote Request message is used within the context of this Forward transaction in which two parties...
bool settlType(SettlType::Enum &value) const noexcept
Indicates who in the contract has control over evoking settlement.
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
bool investorId(InvestorID &value) const noexcept
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
IntegralConstant< UInt64, 0ULL > NullMassActionReportIDOptional
Null value for an optional MassActionReportIDOptional field.
ThisType & setProtectionPrice(PriceOptional value) noexcept
Conditionally returned on execution reports for Market and Stop Protect orders.
ThisType & setTerminationCode(TerminationCode::Enum value) noexcept
Identifies the code of termination.
ThisType & setSecurityId(SecurityID value) noexcept
Security identification as defined by exchange.
ThisType & setTradeId(TradeIDOptional value) noexcept
The unique ID assigned to the trade entity once it is received or matched by the exchange or central ...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef memo() const noexcept
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
bool quoteId(QuoteIDOptional &value) const noexcept
Unique identifier for quote.
IntegralConstant< UInt64, 0ULL > NullQuoteReqIDOptional
Null value for an optional QuoteReqIDOptional field.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifier for the instrument status.
ClOrdID clOrdId() const noexcept
Unique identifier of the order as assigned by the market participant.
ThisType & setText(StrRef value)
Free ASCII format text string.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr StrRef securityExchange() noexcept
Identifies the class of the SecurityID (Exchange Symbol).
ThisType & setAccount(AccountOptional value) noexcept
Account mnemonic of the order.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setMultiLegReportingTypeToNull() noexcept
ExecID execId() const noexcept
Unique identifier of execution message as assigned by the exchange – unique per instrument.
bool stopPx(PriceOptional &value) const noexcept
The stop price of a stop limit order (Conditionally required if OrdType = 4).
InboundBusinessHeader & businessHeader() noexcept
Common header to all inbound business messages.
ThisType & setMinQty(QuantityOptional value) noexcept
Minimum quantity of an order to be executed.
BusinessMessageReject206(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool price(PriceOptional &value) const noexcept
Price per share or contract.
const BidirectionalBusinessHeader & businessHeader() const noexcept
Message type = QuoteCancel.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
The EstablishmentAck message is sent when an Establish message is accepted by B3. EstablishmentAck me...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Quantity quantity() const noexcept
Overall/total quantity (e.g. number of shares).
ThisType & setAsset(StrRef value) noexcept
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
Value of origClOrdID field informed from the related request message.
Price lastPx() const noexcept
Price of last fill.
bool price(Price8Optional &value) const noexcept
Price per share or contract.
ThisType & setRoutingInstructionToNull() noexcept
bool side(Side::Enum &value) const noexcept
Side of order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setDeskId(StrRef value)
Identifies the trading desk.
ThisType & setDaysToSettlementToNull() noexcept
bool marketSegmentReceivedTime(UTCTimestampNanosOptional &value) const noexcept
Time of receipt of related inbound message in the market segment path.
Quantity orderQty() const noexcept
Quantity ordered.
ThisType & setSessionId(SessionID value) noexcept
Client connection identification on the gateway assigned by B3.
bool origClOrdId(ClOrdIDOptional &value) const noexcept
ClOrdID which should be replaced.
StrRef senderLocation() const noexcept
Identifies the original location for routing orders.
ThisType & setOrdTagIdToNull() noexcept
ThisType & setEnteringFirmToNull() noexcept
SessionID sessionId() const noexcept
Message type = NegotiateResponse.