#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 202 } |
typedef SchemaTraits | Schema |
typedef ExecutionReportCancel202 | ThisType |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Static Public Member Functions | |
static constexpr MessageType::Enum | messageType () noexcept |
static constexpr SecurityIDSource::Enum | securityIdSource () noexcept |
static constexpr StrRef | securityExchange () noexcept |
static constexpr BlockLength | minimalBlockLength (SchemaVersion version) noexcept |
static constexpr BlockLength | blockLength (SchemaVersion version) noexcept |
static constexpr MessageSize | getMinimalVariableFieldsSize (SchemaVersion version) |
static constexpr UInt64 | getMaxMessageSize (UInt8) noexcept |
static constexpr const Char * | className () |
static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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SbeMessage & | version (SchemaVersion version) noexcept |
GroupList | groups () noexcept |
GroupList | groups () const noexcept |
template<typename Group > | |
void | initGroup (Group &group, typename Group::EntrySize entrySize) noexcept |
template<typename Group > | |
void | setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
template<typename Group > | |
void | constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
template<typename DATA > | |
void | setVarDataField (DATA &data, StrRef value, const void *oldMessageTail) |
VariableLengthFieldList | variableLengthFields () noexcept |
VariableLengthFieldList | variableLengthFields () const noexcept |
void | init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept |
MessageSize | calculateBinarySize (const void *tail) const noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthField (Callable callable, StrRef value, Owner &owner) |
template<class Callable , class Owner > | |
void | setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner) |
template<class Callable , class Owner > | |
StrRef | getVariableLengthField (Callable callable, const Owner &owner) const noexcept |
template<class Callable , class Owner > | |
StrRef | getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept |
template<class Group , class Callable , class Owner > | |
void | resetGroup (Callable callable, Owner &owner) noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept |
template<class Group , class Callable , class Owner > | |
void | resetGroup (Callable callable, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | constructGroup (Callable callable, typename Group::Size length, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | setupGroup (Callable callable, typename Group::Size length, Owner &owner) |
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SbeFields ()=default | |
~SbeFields ()=default | |
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BinaryBlock ()=default | |
~BinaryBlock ()=default | |
Value | ordinary (MessageSizeoffset) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
const Value & | accessOrdinary (MessageSizeoffset) const noexcept |
Value & | accessOrdinary (MessageSizeoffset) noexcept |
Enumeration::Enum | enumeration (MessageSizeoffset) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
Value | decimal (MessageSizeoffset) const noexcept |
bool | decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
StrRef | fixedStr (MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 11855 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 11860 of file Messages.h.
typedef ExecutionReportCancel202 ThisType |
This type alias.
Definition at line 11863 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 11866 of file Messages.h.
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default |
Initializes a blank instance.
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inline |
Initializes an instance over the given memory block.
Definition at line 11872 of file Messages.h.
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inline |
Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.
Definition at line 11887 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 11901 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 11912 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 11923 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 12115 of file Messages.h.
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inlinenoexcept |
Indicates the SessionID that requested the Cancel on behalf.
Definition at line 12735 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 12819 of file Messages.h.
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inlinenoexcept |
MessageType.ExecutionReport_Cancel.
Common header to all outbound business messages.
Definition at line 11950 of file Messages.h.
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inlinenoexcept |
Common header to all outbound business messages.
Definition at line 11959 of file Messages.h.
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inlinenoexcept |
Definition at line 12922 of file Messages.h.
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inlinestatic |
Definition at line 12890 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 12009 of file Messages.h.
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inlinenoexcept |
Total number of shares or contracts filled.
Definition at line 12095 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 12765 of file Messages.h.
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inlinenoexcept |
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition at line 12145 of file Messages.h.
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inlinenoexcept |
Indicates reason of cancelation, if available.
Definition at line 12321 of file Messages.h.
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inlinenoexcept |
Date of order expiration (last day the order can trade), always expressed in terms of the local market date.
Definition at line 12429 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 12899 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 12846 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 12834 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 12673 of file Messages.h.
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inlinenoexcept |
Time of receipt of related inbound message in the market segment path.
For aggressor STOP orders, it indicates the moment when the order is triggered.
Definition at line 12189 of file Messages.h.
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inlinenoexcept |
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition at line 12355 of file Messages.h.
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inlinenoexcept |
Maximum number of shares or contracts within an order to be shown on the match engine at any given time.
Definition at line 12580 of file Messages.h.
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inlinenoexcept |
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
Definition at line 12773 of file Messages.h.
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inlinestaticnoexcept |
MessageType.ExecutionReport_Cancel.
Definition at line 11939 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 12804 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 12550 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 12223 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 12468 of file Messages.h.
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inlinenoexcept |
Identifies current status of order.
Definition at line 11988 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 12643 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 12388 of file Messages.h.
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inlinenoexcept |
Value of origClOrdID field informed from the related request message.
Definition at line 12244 of file Messages.h.
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inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 12489 of file Messages.h.
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inlinenoexcept |
Time of receipt of related inbound message in the gateway.
Definition at line 12611 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 12863 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 12854 of file Messages.h.
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inlinenoexcept |
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
Definition at line 12032 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 12087 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 12054 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 12075 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 12124 of file Messages.h.
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inlinenoexcept |
Definition at line 12133 of file Messages.h.
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inlinenoexcept |
Indicates the SessionID that requested the Cancel on behalf.
Definition at line 12745 of file Messages.h.
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inlinenoexcept |
Definition at line 12754 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 12019 of file Messages.h.
Total number of shares or contracts filled.
Definition at line 12104 of file Messages.h.
Identifies the trading desk.
Definition at line 12780 of file Messages.h.
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition at line 12155 of file Messages.h.
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inlinenoexcept |
Indicates reason of cancelation, if available.
Definition at line 12332 of file Messages.h.
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inlinenoexcept |
Definition at line 12342 of file Messages.h.
Date of order expiration (last day the order can trade), always expressed in terms of the local market date.
Definition at line 12448 of file Messages.h.
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inlinenoexcept |
Definition at line 12457 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 12683 of file Messages.h.
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inlinenoexcept |
Definition at line 12692 of file Messages.h.
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inlinenoexcept |
Time of receipt of related inbound message in the market segment path.
For aggressor STOP orders, it indicates the moment when the order is triggered.
Definition at line 12202 of file Messages.h.
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inlinenoexcept |
Definition at line 12212 of file Messages.h.
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inlinenoexcept |
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition at line 12367 of file Messages.h.
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inlinenoexcept |
Definition at line 12377 of file Messages.h.
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inlinenoexcept |
Maximum number of shares or contracts within an order to be shown on the match engine at any given time.
Definition at line 12590 of file Messages.h.
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inlinenoexcept |
Definition at line 12599 of file Messages.h.
Free ASCII format text field. This field may be used to convey client's relevant info. It's always echoed in the reports.
Definition at line 12791 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 12559 of file Messages.h.
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inlinenoexcept |
Definition at line 12568 of file Messages.h.
Unique identifier for order as assigned by the exchange.
Definition at line 12232 of file Messages.h.
Quantity ordered.
Definition at line 12477 of file Messages.h.
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inlinenoexcept |
Identifies current status of order.
Definition at line 11997 of file Messages.h.
Identifies the order tag identification.
Definition at line 12652 of file Messages.h.
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inlinenoexcept |
Definition at line 12661 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 12397 of file Messages.h.
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inlinenoexcept |
Value of origClOrdID field informed from the related request message.
Definition at line 12254 of file Messages.h.
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inlinenoexcept |
Definition at line 12263 of file Messages.h.
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inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 12499 of file Messages.h.
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inlinenoexcept |
Definition at line 12508 of file Messages.h.
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inlinenoexcept |
Time of receipt of related inbound message in the gateway.
Definition at line 12622 of file Messages.h.
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inlinenoexcept |
Definition at line 12632 of file Messages.h.
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
Definition at line 12043 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 12063 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 11977 of file Messages.h.
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inlinenoexcept |
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition at line 12530 of file Messages.h.
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inlinenoexcept |
Definition at line 12539 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 12714 of file Messages.h.
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inlinenoexcept |
Definition at line 12723 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 12417 of file Messages.h.
Indicates date of trading day (expressed in local time at place of trade).
Sent in number of days since Unix epoch.
Definition at line 12285 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 12175 of file Messages.h.
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inlinenoexcept |
Indicates if an order has been triggered and is available for trading.
Used with Stop (Limit, with protection) orders and the At the Close validity.
Definition at line 12309 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 11968 of file Messages.h.
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inlinenoexcept |
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition at line 12520 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 12704 of file Messages.h.
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inlinenoexcept |
Definition at line 12912 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 12408 of file Messages.h.
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inline |
Definition at line 1023 of file MessageSerialization.h.
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inlinenoexcept |
Indicates date of trading day (expressed in local time at place of trade).
Sent in number of days since Unix epoch.
Definition at line 12275 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 12166 of file Messages.h.
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inlinenoexcept |
Indicates if an order has been triggered and is available for trading.
Used with Stop (Limit, with protection) orders and the At the Close validity.
Definition at line 12298 of file Messages.h.