After sending the initial Negotiate or Establish message the telecommunication link error is detected...
The time point without the time-zone information.
NegotiateReject message is sent when B3 rejects a Negotiate message sent by the client.
#define ONIXS_B3_BOE_API_DECL(typeKind, typeName)
Unexpected SBE Schema version is received from B3.
OrderMassActionReport message is used to acknowledge an OrderMassActionRequest message.
virtual void onRetransmitReject(const Messaging::RetransmitReject14 &, Session *)
Invoked when RetransmitReject14 message has received.
virtual void onExecutionReportForward(const Messaging::ExecutionReportForward205 &, Session *)
Invoked when ExecutionReportForward205 message has received.
virtual void onAllocationReport(const Messaging::AllocationReport602 &, Session *)
Invoked when AllocationReport602 message has received.
virtual void onEstablishReject(const Messaging::EstablishReject6 &, Session *)
Invoked when EstablishReject6 message has received.
Received an unexpected NextSeqNo value.
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...
RetransmitReject message is sent when a RetransmitRequest message is rejected by B3. More details are described in the Message Specification Guidelines document.
Error setting socket option.
virtual void onNegotiateResponse(const Messaging::NegotiateResponse2 &, Session *)
Invoked when NegotiateResponse2 message has received.
virtual void onExecutionReportReject(const Messaging::ExecutionReportReject204 &, Session *)
Invoked when ExecutionReportReject204 message has received.
virtual void onExecutionReportNew(const Messaging::ExecutionReportNew200 &, Session *)
Invoked when ExecutionReportNew200 message has received.
virtual void onTerminate(const Messaging::Terminate7 &, Session *)
Invoked when Terminate7 message has received.
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...
#define ONIXS_B3_BOE_NOTHROW
Execution Report - Modify message is sent in response to OrderCancelReplaceRequest or SimpleModifyOrd...
Raised when the license will expire in less than SessionSettings::licenseAlertingDaysBeforeExpiration...
Session state cannot be restored.
An exception is thrown from the user-provided Session Storage.
Incoming message sequence gap is detected.
The incoming message has a sequence number is out of the expected range and the PossRetransFlag is se...
Quote message is used as the response to a QuoteRequest message, tradeable, and restricted tradeable ...
#define ONIXS_B3_BOE_EXPORTED
virtual void onQuoteStatusReport(const Messaging::QuoteStatusReport402 &, Session *)
Invoked when QuoteStatusReport402 message has received.
virtual void onNotApplied(const Messaging::NotApplied8 &, Session *)
Raised when the AsyncFileBasedStorage queue exceeded SessionSettings::asyncFileBasedStorageQueueMaxSi...
The QuoteRequestReject message is used when a QuoteRequest is not accept by B3 due to missing or inco...
Represents a timestamp of the received data.
The Terminate message is received in reply to the Establish message.
Raised when the KeepAliveInterval has expired and no keep alive message is received.
Telecommunication link error is detected.
BusinessMessageReject message can reject an application-level message which fulfills session level ru...
virtual void onQuoteCancel(const Messaging::QuoteCancel404 &, Session *)
Invoked when QuoteCancel404 message has received.
virtual void onSecurityDefinitionResponse(const Messaging::SecurityDefinitionResponse301 &, Session *)
Invoked when SecurityDefinitionResponse301 message has received.
Telecommunication link error is detected.
virtual void onQuote(const Messaging::Quote403 &, Session *)
Invoked when Quote403 message has received.
virtual void onWarning(SessionWarningReason::Enum, const std::string &, Session *, Messaging::SbeMessage)
Called when a warning condition is detected.
EstablishmentReject message is sent when an Establish message is rejected by B3 informing the reason ...
virtual void onRetransmission(const Messaging::Retransmission13 &, Session *)
Invoked when Retransmission13 message has received.
The QuoteStatusReport message is to inform the current status of forward acceptance.
virtual void onExecutionReportTrade(const Messaging::ExecutionReportTrade203 &, Session *)
Invoked when ExecutionReportTrade203 message has received.
Connection cannot be restored.
The Retransmit Reject message is received in reply to the Retransmit Request message.
The SecurityDefinitioresponse message is sent in response to an attempt to create a new security defi...
The QuoteCancel message is used to cancel a previous QuoteRequest message.
Connection cannot be established.
Execution Report – Trade/Trade Bust message is sent with order fills that were traded and processed ...
virtual void onNegotiateReject(const Messaging::NegotiateReject3 &, Session *)
Invoked when NegotiateReject3 message has received.
Messaging::Timestamp time_
The timestamp.
Received a message with an unexpected sessionId.
The Negotiation Reject message is received in reply to the Negotiation message.
An exception is thrown from the user-provided Session Storage.
The NegotiationResponse message is sent when a Negotiate message from the client is accepted by B3...
Session state cannot be restored.
After sending the initial Negotiate or Establish message the telecommunication link error is detected...
virtual void onExecutionReportCancel(const Messaging::ExecutionReportCancel202 &, Session *)
Invoked when ExecutionReportCancel202 message has received.
The Establishment Reject message is received in reply to the Establish message.
virtual void onPositionMaintenanceReport(const Messaging::PositionMaintenanceReport503 &, Session *)
Invoked when PositionMaintenanceReport503 message has received.
virtual void onQuoteRequest(const Messaging::QuoteRequest401 &, Session *)
Invoked when QuoteRequest401 message has received.
virtual void onError(SessionErrorReason::Enum, const std::string &, Session *, Messaging::SbeMessage)
Called when an error condition is detected.
General session-related warning.
virtual void onReceivedBytes(const char *, size_t, const ReceivedDataTimestamp &, Session *)
Called as soon as bytes are received from the wire.
virtual void onSequence(const Messaging::Sequence9 &, Session *)
Invoked when Sequence9 message has received.
First message received is not the NegotiationResponse or EstablishmentAck message.
A message with unexpected sessionVerId is received.
Session state cannot be restored.
Received an invalid incoming message.
virtual void onExecutionReportModify(const Messaging::ExecutionReportModify201 &, Session *)
Invoked when ExecutionReportModify201 message has received.
Retransmission message is sent when a RetransmitRequest message from the client is accepted by B3...
The incoming message has a sequence number less than expected and the PossRetransFlag is not set...
AllocationReport message is as response of AllocationInstruction message.
Timestamp provided by the OS kernel / user-level network stack.
The maximum size of the incoming message gap queue is exceeded.
Exception was thrown from user's event handler.
Sequence message specifies the sequence number of the next business message both: Recoverable (B3 to ...
Execution Report – Forward message is sent with order fills were traded and processed on Matching En...
Received an unsupported message type.
The Exchange sent the initial Terminate message.
Exception during processing of an incoming message.
PositionMaintenanceReport message is sent owner of a position (holder) in response to a PositionMaint...
virtual void onQuoteRequestReject(const Messaging::QuoteRequestReject405 &, Session *)
Invoked when QuoteRequestReject405 message has received.
virtual void onOrderMassActionReport(const Messaging::OrderMassActionReport702 &, Session *)
Invoked when OrderMassActionReport702 message has received.
virtual void onBusinessMessageReject(const Messaging::BusinessMessageReject206 &, Session *)
Invoked when BusinessMessageReject206 message has received.
virtual void onEstablishAck(const Messaging::EstablishAck5 &, Session *)
Invoked when EstablishAck5 message has received.
virtual void onStateChange(SessionStateId::Enum, SessionStateId::Enum, Session *)
Called when the session changes its state.
NotApplied message is sent when B3 detects messages that already been sent (concept of idempotence) o...
static const char * toString(Enum type) noexcept
A general session-related error.
When two times the KeepAliveInterval has expired and no keep alive message is received then the sessi...
The Quote Request message is used within the context of this Forward transaction in which two parties...
virtual void onMessageSending(char *, size_t, Session *)
Called when the SBE message is about to be sent to the wire.
The EstablishmentAck message is sent when an Establish message is accepted by B3. EstablishmentAck me...