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OnixS C++ B3 BOE Binary Order Entry
1.2.0
API Documentation
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OnixS C++ B3 BOE Binary Order Entry
1.2.0
API Documentation
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| ▼NOnixS | |
| ▼NB3 | |
| ▼NBOE | |
| ►NEncoding | |
| CBase64Encoding | BASE64 encoding service |
| ►NExceptions | |
| CBusinessRejectInReplyOnEstablishException | Received the BusinessReject message in reply to the Establish or Negotiate messages |
| CCannotEstablishLinkException | The telecommunication link cannot be established |
| CEstablishRejectException | The Establish message is rejected by the exchange |
| CLinkErrorException | A telecommunication link error is detected |
| CNegotiateRejectException | The Negotiate message is rejected by the exchange |
| CProgramIsFinishingException | The program is finishing its execution |
| CResponseTimeoutException | A response has not been received during the specified timeout |
| CSbeMessageAttachedExceptionBase | |
| CSessionException | A Session-related exception |
| CTerminateInReplyOnEstablishException | Received the Terminate message in reply to the Establish or Negotiate messages |
| CTypedSbeMessageAttachedExceptionBase | |
| CUnexpectedMessageTypeException | An unexpected message type is received |
| CUnexpectedSequenceNumberException | An unexpected message sequence number is detected |
| ►NMessaging | |
| CAccountType | Type of Account associated with an order |
| CAllocationInstruction601 | AllocationInstruction message submits a request to allocate (fully or partially) a non-allocated trade to block an issuer position, preventing it to be assigned to an exercise executed by a holder during current session |
| CAllocationReport602 | AllocationReport message is as response of AllocationInstruction message |
| CAllocNoOrdersType | Indicates how the orders being booked and allocated by an Allocation Instruction |
| CAllocReportType | Describes the specific type or purpose of an Allocation Report message |
| CAllocStatus | Identifies status of allocation |
| CAllocTransType | Identifies allocation transaction type |
| CAllocType | Describes the specific type or purpose of an Allocation message |
| ►CBidirectionalBusinessHeader | Header used for business messages that can go inbound or outbound |
| CNullSendingTime | Null values definition for optional SendingTime field |
| CBinaryBlock | Services to access fields stored in an SBE-encoded block of fixed-length fields |
| CBoolean | Boolean type |
| CBusinessMessageReject206 | BusinessMessageReject message can reject an application-level message which fulfills session level rules but fails the business rules |
| CCancelOnDisconnectType | Criteria used to initiate cancel on disconnect mechanism by the gateway |
| CClientAppEncoding | DATA Field |
| CCredentialsEncoding | DATA Field |
| CCrossedIndicator | Indicates cross order purpose |
| CCrossPrioritization | Indicates if one side or the other of a cross order should be prioritized |
| CCrossType | Type of cross being submitted to a market |
| CCustodianInfo | Custodian information is required for going private offer |
| CCxlRejResponseTo | Identifies the type of request that this cancel reject is in response to |
| CDeltaInMillis | Interval time expressed in milliseconds |
| CDeskIDEncoding | DATA Field |
| CEstablish4 | After negotiation level is complete, the client must send an Establish message to start assigning sequence numbers and also to keep the connection active. Once the connection is established, client can submit orders and quotes |
| CEstablishAck5 | The EstablishmentAck message is sent when an Establish message is accepted by B3. EstablishmentAck message contains next sequence number. At the start of a session, default value is 1 (one) |
| CEstablishReject6 | EstablishmentReject message is sent when an Establish message is rejected by B3 informing the reason of rejection |
| CEstablishRejectCode | Identifies the code of reject establishment |
| CExecRestatementReason | Indicates reason of cancelation, if available |
| CExecRestatementReasonValidForMassCancel | Used to communicate event type which triggers mass cancelation |
| CExecRestatementReasonValidForSingleCancel | Used to communicate a reason for a solicited cancel |
| CExecType | Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for the current order status (e.g, Partially Filled) |
| CExecuteUnderlyingTrade | Specifies if a simultaneous trade of the underlying is to be performed |
| CExecutionReportCancel202 | ExecutionReport - Cancel message is sent in response to Order Cancel Request as well as to report unsolicited cancellation of orders due to: Market Operations or Cancel On Disconnect mechanism |
| CExecutionReportForward205 | Execution Report – Forward message is sent with order fills were traded and processed on Matching Engine for Forward exclusively (Termo) |
| CExecutionReportModify201 | Execution Report - Modify message is sent in response to OrderCancelReplaceRequest or SimpleModifyOrder messages |
| CExecutionReportNew200 | Execution Report - New message is sent in response to a NewOrderSingle or SimpleNewOrder messages, or also from a restated iceberg order |
| CExecutionReportReject204 | Execution Report - Reject message notifies the reason a client request was not accepted by Matching Engine |
| CExecutionReportTrade203 | Execution Report – Trade/Trade Bust message is sent with order fills that were traded and processed on Matching Engine. Also, trade bust included on behalf of B3’s desk |
| CFieldsInitPolicy | The policy to create messages with null-initialized optional fields |
| CFieldsNoInitPolicy | The policy to create messages without initialized optional fields |
| CFixedPointDecimal | Forward declarations |
| CFloatingPointDecimal | A real number with a floating exponent |
| CFlowType | Type of message flow from client to server or from server to client |
| CGroupSizeEncoding | Repeating group dimensions |
| CHasEmptyCredentials | Assume the credentials filed of the message is empty |
| CHasNoVariableFieldsOrGroups | Assume the message has a constant size |
| ►CInboundBusinessHeader | Header used for inbound business messages |
| CNullSendingTime | Null values definition for optional SendingTime field |
| CIntegralConstant | Integral constant |
| CInvestorID | Self trade prevention investor identification is composed of the prefix and document |
| CLocalWatch | Local watch |
| CMassActionRejectReason | Reason Order Mass Action Request was rejected |
| CMassActionResponse | Specifies the action taken by matching engine when it receives the Order Mass Action Request |
| CMassActionScope | Specifies the scope of the action |
| CMassActionType | Specifies the type of action requested |
| CMemoEncoding | DATA Field |
| CMessageBatch | The message batch wrapper |
| CMessageBatchChecker | |
| CMessageBatchCombiner | The class can be used to combine messages with different types to the batch for sending |
| CMessageHeader | Message identifiers and length of message root |
| CMessageHolder | Contains the SimpleOpenFramingHeader, the SBE message, and the data buffer |
| CMessageType | Defines message type |
| CMonth | The months in year |
| CMultiLegReportingType | Used to indicate what an Execution Report represents |
| CNegotiate1 | The client sends the Negotiate message to B3 to initiate a connection. Negotiate is the first message that the client must sent to start the communication between client and gateway through a TCP socket connection |
| CNegotiateReject3 | NegotiateReject message is sent when B3 rejects a Negotiate message sent by the client |
| CNegotiateResponse2 | The NegotiationResponse message is sent when a Negotiate message from the client is accepted by B3 |
| CNegotiationRejectCode | Identifies the code of reject negotiation |
| CNetworkMessage | A network BOE message |
| ►CNewOrderCross106 | The NewOrderCross message submits a Cross on Order Entry gateway, a two-sided order submitted by a single party/broker at the same price and quantity |
| CSidesEntry | Repeating group dimensions |
| CNewOrderSingle102 | NewOrderSingle message is used to enter an order in the system; the behavior of an order can be affected by many parameters such as order type and order type qualifier |
| CNotApplied8 | NotApplied message is sent when B3 detects messages that already been sent (concept of idempotence) or an invalid message format from the client |
| CNullCustodianInfo | Null values definition for optional CustodianInfo field |
| CNullInvestorID | Null values definition for optional InvestorID field |
| CNullPercentage8Optional | Null values definition for optional Percentage8Optional field |
| CNullPrice8Optional | Null values definition for optional Price8Optional field |
| CNullPriceOffsetOptional | Null values definition for optional PriceOffsetOptional field |
| CNullPriceOptional | Null values definition for optional PriceOptional field |
| CNullUTCTimestampNanosOptional | Null values definition for optional UTCTimestampNanosOptional field |
| COrderCancelReplaceRequest104 | Sent by client system to replace an existing order |
| COrderCancelRequest105 | OrderCancelRequest message submits a deletion of an existing order by referencing the original client order id |
| COrderCategory | Defines the type of interest behind a trade i.e |
| COrderMassActionReport702 | OrderMassActionReport message is used to acknowledge an OrderMassActionRequest message |
| COrderMassActionRequest701 | OrderMassActionRequest is sent by the client system to cancel working orders that belongs to a defined criteria as per client definition |
| COrdStatus | Identifies current status of order |
| COrdType | Order type |
| ►COutboundBusinessHeader | Header used for outbound business messages |
| CNullSendingTime | Null values definition for optional SendingTime field |
| CPositionMaintenanceCancelRequest501 | PositionMaintenanceCancelRequest is a solicited cancel of PositionMaintenance message sent by client |
| ►CPositionMaintenanceReport503 | PositionMaintenanceReport message is sent owner of a position (holder) in response to a PositionMaintenanceRequest message and is used to confirm that a request has been successfully processed or rejected |
| CPositionsEntry | Repeating group dimensions |
| CPositionMaintenanceRequest502 | PositionMaintenanceRequest message allows the position owner (holder) to submit requests which will affect the position. Generally, the holder of the position or clearing organization is a central party but can also be a party providing investment services |
| CPosMaintAction | Maintenance Action to be performed |
| CPosMaintStatus | Status of Position Maintenance Request |
| CPossResend | Indicates that message may contain information that has been sent under another sequence number |
| CPosTransType | Identifies the type of position transaction |
| CPosType | Used to identify the type of quantity |
| CQuote403 | Quote message is used as the response to a QuoteRequest message, tradeable, and restricted tradeable quoting markets |
| CQuoteCancel404 | The QuoteCancel message is used to cancel a previous QuoteRequest message |
| CQuoteCancelType | Identifies the type of quote cancel |
| ►CQuoteRequest401 | The Quote Request message is used within the context of this Forward transaction in which two parties have completed a deal outside the Exchange and are initiating the negotiation process to formalize and execute this operation on the Exchange |
| CSidesEntry | Repeating group dimensions |
| ►CQuoteRequestReject405 | The QuoteRequestReject message is used when a QuoteRequest is not accept by B3 due to missing or incorrect details to reject QuoteRequest messages for all quoting models |
| CSidesEntry | Repeating group dimensions |
| CQuoteStatus | Identifies the status of the quote acknowledgement |
| CQuoteStatusReport402 | The QuoteStatusReport message is to inform the current status of forward acceptance |
| CQuoteStatusResponseTo | Identifies the type of request that a Quote Status Report is in response to |
| CRetransmission13 | Retransmission message is sent when a RetransmitRequest message from the client is accepted by B3 |
| CRetransmitReject14 | RetransmitReject message is sent when a RetransmitRequest message is rejected by B3. More details are described in the Message Specification Guidelines document |
| CRetransmitRejectCode | Identifies the code of reject retransmission |
| CRetransmitRequest12 | RetransmitRequest message is used for client to recover missed messages |
| CRoutingInstruction | Indicates additional order instruction |
| CSbeFields | Base services to access fields stored in an SBE-encoded block of memory |
| CSbeGroup | SBE-encoded repeating group |
| ►CSbeGroupEntries | Operations over SBE-encoded repeating group entries |
| CIterator | An iterator over SBE-encoded group entries |
| CSbeGroupEntry | Operations over a repeating group instance |
| CSbeGroupList | Groups list |
| ►CSbeMessage | SBE-encoded message |
| CNoCheck | |
| CNoFieldsInit | For tagged constructors |
| CNoInit | |
| CSbeVariableLengthFieldList | Variable-length fields list |
| CSchemaTraits | Attributes of SBE message schema |
| ►CSecurityDefinitionRequest300 | 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 |
| CLegsEntry | Repeating group dimensions |
| CSecurityDefinitionResponse301 | The SecurityDefinitioresponse message is sent in response to an attempt to create a new security definition |
| CSecurityIDSource | Identifies the class of the SecurityID |
| CSecurityResponseType | Type of Security Definition message response |
| CSecurityTradingStatus | Identifier for the instrument status |
| CSelfTradePreventionInstruction | Indicates which order should be canceled due to self-trade prevention |
| CSequence9 | Sequence message specifies the sequence number of the next business message both: Recoverable (B3 to client) and Idempotent (client to B3) flows. It is also used as heartbeat |
| CSettlType | Indicates who in the contract has control over evoking settlement |
| CSide | Side of order |
| CSimpleModifyOrder101 | The SimpleModifyOrder submits a simple modify request for basic parameters like price and quantity. The client sends the SimpleModifyOrder message to B3 to modify some order values only |
| CSimpleNewOrder100 | SimpleNewOrder message submits a simple new order focused on sent only main parameters with low complexity. Used by client to enter a simple order in the system |
| CSimpleOpenFramingHeader | Simple Open Framing Header |
| CSimpleOrdType | Order type |
| CSimpleTimeInForce | Specifies how long the order remains in effect |
| CTerminate7 | Terminate message is sent to indicate that the sender is going to disconnect the TCP socket connection |
| CTerminationCode | Identifies the code of termination |
| CTextEncoding | DATA Field |
| CTimeInForce | Specifies how long the order remains in effect |
| CTimeSpan | Time interval |
| CTimeSpanFormat | Timespan formatting patterns |
| CTimestamp | The time point without the time-zone information |
| CTimestampFormat | Timestamp formatting patterns |
| CTimeTraits | Miscellaneous time characteristics |
| CTimeUnit | Unit of time used for measurement |
| CTradingSessionID | Identifier for Trading Session |
| CTradingSessionSubID | Identifier for the instrument group phase |
| CUTCTimestampNanos | UTC timestamp with nanosecond precision |
| CUTCTimestampNanosOptional | Optional UTC timestamp with nanosecond precision |
| CUtcWatch | |
| ►NScheduling | |
| CCounterparty | Parameters required to establish the connection with the counterparty |
| CDayOfWeek | The day of the week |
| CSessionConnectionSettings | Connection-related settings |
| CSessionSchedule | Session Schedule |
| CSessionScheduler | Session Scheduler |
| CSessionSchedulerListener | SessionScheduler events notifications |
| CSessionSchedulerOptions | Scheduler options |
| CTimeOfDay | Time of day |
| ►NTesting | |
| CClientMessageListener | Client's messages Listener |
| CClientSessionMessageListener | Client's session messages Listener |
| CGateway | B3 BOE Gateway Emulator |
| CMessagePtr | Message container |
| ►NThreading | |
| ►NImplementation | |
| ►CFutureBase | Base implementation of SharedFuture<T> |
| Cmoving_init_t | |
| CFutureGetReturn | |
| CFutureGetReturn< void > | |
| CCondition | Condition variable - a synchronization objects that allows threads to wait for certain events (conditions) to occur |
| CFutureStatus | State of a SharedFuture object (similar to std::future_status, |
| CGuard | Performs automatic acquisition and release of a synchronization object |
| CMutex | Mutex |
| CSemaphore | Semaphore |
| CSharedFuture | Represents a future result of an asynchronous operation - a result that will eventually appear in the Future after the processing is complete |
| CThisThread | Current thread related tasks |
| CThreadAffinity | Represents set of CPU indices |
| ►NTools | |
| CNic | Network interface card helpers |
| CPriorityAndPolicyTraits | |
| CPtrTraits | |
| CReactorType | Network reactor type |
| CReceivedDataTimestamp | Represents a timestamp of the received data |
| CSeqNumberTraits | |
| CSession | A FIXP Session |
| CSessionErrorReason | Session Error Reason |
| CSessionListener | Session's Listener |
| CSessionReactor | Session's network stack reactor interface |
| ►CSessionSettings | Session settings |
| CDefault | Default session settings |
| CKey | The keys that are used to load settings from the configuration file |
| CSessionStateId | Session state ID |
| CSessionStorage | Session's storage |
| CSessionStorageType | Session Storage Type |
| CSessionWarningReason | Session Warning Reason |
| CSocketOption | Socket option of the SOL_SOCKET level |
| CTcpDirectAttr | TCPDirect Attributes to pass configuration details (a wrapper around the zf_attr struct) |
| CTcpDirectStack | A high-level wrapper over the TCPDirect network stack |
| ►CTcpInfo | TCP state information |
| CTcpCaState | TCP congestion avoidance state |
| CTcpState | State of the connection |
| CTcpStandardStack | A high-level wrapper over the TCP standard stack |
| CThreadingModel | Threading model |
| CThreadParams |