#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 204 } |
typedef SchemaTraits | Schema |
typedef ExecutionReportReject204 | ThisType |
Public Types inherited from SbeMessage | |
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 | |
Protected Types inherited from SbeMessage | |
typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
Protected Member Functions inherited from SbeMessage | |
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) |
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize > | |
SbeFields ()=default | |
~SbeFields ()=default | |
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize > | |
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 |
Static Protected Member Functions inherited from SbeMessage | |
static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 14052 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 14057 of file Messages.h.
typedef ExecutionReportReject204 ThisType |
This type alias.
Definition at line 14060 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 14063 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 14069 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 14084 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 14098 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 14109 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 14120 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 14446 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 14959 of file Messages.h.
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inlinenoexcept |
MessageType.ExecutionReport_Reject.
Common header to all outbound business messages.
Definition at line 14147 of file Messages.h.
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inlinenoexcept |
Common header to all outbound business messages.
Definition at line 14156 of file Messages.h.
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inlinenoexcept |
Definition at line 15063 of file Messages.h.
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inlinestatic |
Definition at line 15031 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 14221 of file Messages.h.
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inlinenoexcept |
Indicates cross order purpose.
Definition at line 14729 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 14698 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 14197 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 14885 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 14365 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 14516 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 15040 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 14986 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 14974 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 14824 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 14667 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 14893 of file Messages.h.
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inlinestaticnoexcept |
MessageType.ExecutionReport_Reject.
Definition at line 14136 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 14945 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 14637 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 14386 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 14555 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 14317 of file Messages.h.
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inlinestaticnoexcept |
Identifies current status of order.
Definition at line 14186 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 14794 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 14475 of file Messages.h.
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inlinenoexcept |
Value of origClOrdID field informed from the related request message.
Definition at line 14416 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 14576 of file Messages.h.
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inlinenoexcept |
Time of receipt of related inbound message in the gateway.
Definition at line 14762 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 15004 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 14994 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 14244 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 14308 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 14275 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 14296 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 14455 of file Messages.h.
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inlinenoexcept |
Definition at line 14464 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 14231 of file Messages.h.
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inlinenoexcept |
Indicates cross order purpose.
Definition at line 14740 of file Messages.h.
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inlinenoexcept |
Definition at line 14750 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 14708 of file Messages.h.
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inlinenoexcept |
Definition at line 14717 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 14208 of file Messages.h.
Identifies the trading desk.
Definition at line 14908 of file Messages.h.
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition at line 14375 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 14535 of file Messages.h.
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inlinenoexcept |
Definition at line 14544 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 14834 of file Messages.h.
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inlinenoexcept |
Definition at line 14843 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 14677 of file Messages.h.
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inlinenoexcept |
Definition at line 14686 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 14919 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 14646 of file Messages.h.
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inlinenoexcept |
Definition at line 14655 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 14395 of file Messages.h.
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inlinenoexcept |
Definition at line 14404 of file Messages.h.
Quantity ordered.
Definition at line 14564 of file Messages.h.
Code to identify reason for order rejection.
Please refer to the error codes document for domain information.
Definition at line 14327 of file Messages.h.
Identifies the order tag identification.
Definition at line 14803 of file Messages.h.
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inlinenoexcept |
Definition at line 14812 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 14484 of file Messages.h.
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inlinenoexcept |
Value of origClOrdID field informed from the related request message.
Definition at line 14426 of file Messages.h.
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inlinenoexcept |
Definition at line 14435 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 14586 of file Messages.h.
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inlinenoexcept |
Definition at line 14595 of file Messages.h.
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inlinenoexcept |
Time of receipt of related inbound message in the gateway.
Definition at line 14773 of file Messages.h.
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inlinenoexcept |
Definition at line 14783 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 14255 of file Messages.h.
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inlinenoexcept |
Definition at line 14264 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 14284 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 14174 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 14617 of file Messages.h.
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inlinenoexcept |
Definition at line 14626 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 14865 of file Messages.h.
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inlinenoexcept |
Definition at line 14874 of file Messages.h.
Free ASCII format text string.
Definition at line 14930 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 14504 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation; expressed in UTC.
Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.
Definition at line 14353 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 14165 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 14607 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 14855 of file Messages.h.
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inlinenoexcept |
Definition at line 15053 of file Messages.h.
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inlinenoexcept |
Free ASCII format text string.
Definition at line 14901 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 14495 of file Messages.h.
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inline |
Definition at line 1117 of file MessageSerialization.h.
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inlinenoexcept |
Time of execution/order creation; expressed in UTC.
Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.
Definition at line 14341 of file Messages.h.