39 return Message(message);
57 const Processor& processor)
61 case Negotiate1::TemplateId:
71 case NegotiateResponse2::TemplateId:
81 case NegotiateReject3::TemplateId:
91 case Establish4::TemplateId:
101 case EstablishAck5::TemplateId:
111 case EstablishReject6::TemplateId:
121 case Terminate7::TemplateId:
131 case NotApplied8::TemplateId:
141 case Sequence9::TemplateId:
151 case RetransmitRequest12::TemplateId:
161 case Retransmission13::TemplateId:
171 case RetransmitReject14::TemplateId:
181 case SimpleNewOrder100::TemplateId:
191 case SimpleModifyOrder101::TemplateId:
201 case NewOrderSingle102::TemplateId:
211 case OrderCancelReplaceRequest104::TemplateId:
221 case OrderCancelRequest105::TemplateId:
231 case NewOrderCross106::TemplateId:
241 case ExecutionReportNew200::TemplateId:
251 case ExecutionReportModify201::TemplateId:
261 case ExecutionReportCancel202::TemplateId:
271 case ExecutionReportTrade203::TemplateId:
281 case ExecutionReportReject204::TemplateId:
291 case ExecutionReportForward205::TemplateId:
301 case BusinessMessageReject206::TemplateId:
311 case SecurityDefinitionRequest300::TemplateId:
321 case SecurityDefinitionResponse301::TemplateId:
331 case QuoteRequest401::TemplateId:
341 case QuoteStatusReport402::TemplateId:
351 case Quote403::TemplateId:
361 case QuoteCancel404::TemplateId:
371 case QuoteRequestReject405::TemplateId:
381 case PositionMaintenanceCancelRequest501::TemplateId:
391 case PositionMaintenanceRequest502::TemplateId:
401 case PositionMaintenanceReport503::TemplateId:
411 case AllocationInstruction601::TemplateId:
421 case AllocationReport602::TemplateId:
431 case OrderMassActionRequest701::TemplateId:
441 case OrderMassActionReport702::TemplateId:
OrderCancelRequest message submits a deletion of an existing order by referencing the original client...
NegotiateReject message is sent when B3 rejects a Negotiate message sent by the client.
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_END
OrderMassActionReport message is used to acknowledge an OrderMassActionRequest message.
Sent by client system to replace an existing order.
The client sends the Negotiate message to B3 to initiate a connection. Negotiate is the first message...
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.
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.
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...
Execution Report - Modify message is sent in response to OrderCancelReplaceRequest or SimpleModifyOrd...
Quote message is used as the response to a QuoteRequest message, tradeable, and restricted tradeable ...
MessageTemplateId templateId() const noexcept
The QuoteRequestReject message is used when a QuoteRequest is not accept by B3 due to missing or inco...
The SimpleModifyOrder submits a simple modify request for basic parameters like price and quantity...
SimpleNewOrder message submits a simple new order focused on sent only main parameters with low compl...
BusinessMessageReject message can reject an application-level message which fulfills session level ru...
#define ONIXS_B3_BOE_NODISCARD
EstablishmentReject message is sent when an Establish message is rejected by B3 informing the reason ...
The QuoteStatusReport message is to inform the current status of forward acceptance.
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.
Execution Report – Trade/Trade Bust message is sent with order fills that were traded and processed ...
#define ONIXS_B3_BOE_MESSAGING_NAMESPACE_BEGIN
NewOrderSingle message is used to enter an order in the system; the behavior of an order can be affec...
After negotiation level is complete, the client must send an Establish message to start assigning seq...
The NegotiationResponse message is sent when a Negotiate message from the client is accepted by B3...
RetransmitRequest message is used for client to recover missed messages.
Retransmission message is sent when a RetransmitRequest message from the client is accepted by B3...
Message typify(const SbeMessage &message)
Casts SBE-encoded message to a given type.
AllocationReport message is as response of AllocationInstruction message.
PositionMaintenanceCancelRequest is a solicited cancel of PositionMaintenance message sent by client...
PositionMaintenanceRequest message allows the position owner (holder) to submit requests which will a...
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...
The NewOrderCross message submits a Cross on Order Entry gateway, a two-sided order submitted by a si...
#define ONIXS_B3_BOE_PURE
PositionMaintenanceReport message is sent owner of a position (holder) in response to a PositionMaint...
OrderMassActionRequest is sent by the client system to cancel working orders that belongs to a define...
AllocationInstruction message submits a request to allocate (fully or partially) a non-allocated trad...
NotApplied message is sent when B3 detects messages that already been sent (concept of idempotence) o...
The Quote Request message is used within the context of this Forward transaction in which two parties...
The EstablishmentAck message is sent when an Establish message is accepted by B3. EstablishmentAck me...
bool processTypified(SbeMessage binary, const Processor &processor)
Casts a given binary message according to template/type information and processes the cast messages b...