#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 204 } |
typedef SchemaTraits | Schema |
typedef ExecutionReportReject204 | ThisType |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Static Public Member Functions | |
static constexpr MessageType::Enum | messageType () noexcept |
static constexpr OrdStatus::Enum | ordStatus () 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 14312 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 14317 of file Messages.h.
typedef ExecutionReportReject204 ThisType |
This type alias.
Definition at line 14320 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 14323 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 14329 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 14344 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 14358 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 14369 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 14380 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 14700 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 15255 of file Messages.h.
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inlinenoexcept |
MessageType.ExecutionReport_Reject.
Common header to all outbound business messages.
Definition at line 14407 of file Messages.h.
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inlinenoexcept |
Common header to all outbound business messages.
Definition at line 14416 of file Messages.h.
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inlinenoexcept |
Definition at line 15365 of file Messages.h.
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inlinestatic |
Definition at line 15333 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 14481 of file Messages.h.
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inlinenoexcept |
Indicates cross order purpose.
Definition at line 14994 of file Messages.h.
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inlinenoexcept |
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition at line 14963 of file Messages.h.
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inlinenoexcept |
Identifies current status of order.
Identifies the type of request that this Cancel Reject is in response to.
Definition at line 14457 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 15180 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 14619 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 14770 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 15342 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 15282 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 15270 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 15089 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 14932 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 15188 of file Messages.h.
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inlinestaticnoexcept |
MessageType.ExecutionReport_Reject.
Definition at line 14396 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 15238 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 14902 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 14640 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Not presented if the order to be cancelled is not found.
Definition at line 14810 of file Messages.h.
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inlinenoexcept |
Code to identify reason for order rejection.
Please refer to the error codes document for domain information.
Definition at line 14577 of file Messages.h.
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inlinestaticnoexcept |
Identifies current status of order.
Definition at line 14446 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 15059 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 14729 of file Messages.h.
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inlinenoexcept |
Value of origClOrdID field informed from the related request message.
Definition at line 14670 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 14841 of file Messages.h.
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inlinenoexcept |
Time of receipt of related inbound message in the gateway.
Definition at line 15027 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 15300 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 15290 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 14504 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 14568 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 14535 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 14556 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 14709 of file Messages.h.
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inlinenoexcept |
Definition at line 14718 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 14491 of file Messages.h.
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inlinenoexcept |
Indicates cross order purpose.
Definition at line 15005 of file Messages.h.
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inlinenoexcept |
Definition at line 15015 of file Messages.h.
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inlinenoexcept |
ID of electronically submitted cross order by the institution (if in response to a cross order).
Definition at line 14973 of file Messages.h.
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inlinenoexcept |
Definition at line 14982 of file Messages.h.
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inlinenoexcept |
Identifies the type of request that this Cancel Reject is in response to.
Definition at line 14468 of file Messages.h.
Identifies the trading desk.
Definition at line 15203 of file Messages.h.
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition at line 14629 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 14789 of file Messages.h.
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inlinenoexcept |
Definition at line 14798 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 15099 of file Messages.h.
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inlinenoexcept |
Definition at line 15108 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 14942 of file Messages.h.
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inlinenoexcept |
Definition at line 14951 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 15214 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 14911 of file Messages.h.
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inlinenoexcept |
Definition at line 14920 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 14649 of file Messages.h.
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inlinenoexcept |
Definition at line 14658 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Not presented if the order to be cancelled is not found.
Definition at line 14820 of file Messages.h.
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inlinenoexcept |
Definition at line 14829 of file Messages.h.
Code to identify reason for order rejection.
Please refer to the error codes document for domain information.
Definition at line 14587 of file Messages.h.
Identifies the order tag identification.
Definition at line 15068 of file Messages.h.
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inlinenoexcept |
Definition at line 15077 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 14738 of file Messages.h.
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inlinenoexcept |
Value of origClOrdID field informed from the related request message.
Definition at line 14680 of file Messages.h.
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inlinenoexcept |
Definition at line 14689 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 14851 of file Messages.h.
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inlinenoexcept |
Definition at line 14860 of file Messages.h.
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inlinenoexcept |
Time of receipt of related inbound message in the gateway.
Definition at line 15038 of file Messages.h.
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inlinenoexcept |
Definition at line 15048 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 14515 of file Messages.h.
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inlinenoexcept |
Definition at line 14524 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 14544 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 14434 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 14882 of file Messages.h.
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inlinenoexcept |
Definition at line 14891 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 15130 of file Messages.h.
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inlinenoexcept |
Definition at line 15139 of file Messages.h.
Free ASCII format text string.
Definition at line 15225 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 14758 of file Messages.h.
|
inline |
Account used for associating risk limits (when defined).
Definition at line 15160 of file Messages.h.
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inline |
Definition at line 15169 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 14607 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 14425 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 14872 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 15120 of file Messages.h.
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inlinenoexcept |
Definition at line 15355 of file Messages.h.
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inlinenoexcept |
Free ASCII format text string.
Definition at line 15196 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 14749 of file Messages.h.
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inline |
Definition at line 1117 of file MessageSerialization.h.
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inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 15150 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 14598 of file Messages.h.