#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 203 } |
typedef SchemaTraits | Schema |
typedef ExecutionReportTrade203 | 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 13010 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 13015 of file Messages.h.
typedef ExecutionReportTrade203 ThisType |
This type alias.
Definition at line 13018 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 13021 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 13027 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 13042 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 13056 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 13067 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 13078 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 13259 of file Messages.h.
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inlinenoexcept |
Identify whether the order initiator is an aggressor or not in the trade.
Definition at line 13413 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 14111 of file Messages.h.
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inlinenoexcept |
MessageType.ExecutionReport_Trade.
Common header to all outbound business messages.
Definition at line 13105 of file Messages.h.
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inlinenoexcept |
Common header to all outbound business messages.
Definition at line 13114 of file Messages.h.
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inlinenoexcept |
Definition at line 14224 of file Messages.h.
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inlinestatic |
Definition at line 14192 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 13164 of file Messages.h.
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inlinenoexcept |
Identifies the contra broker firm.
Definition at line 13548 of file Messages.h.
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inlinenoexcept |
Indicates cross order purpose.
Definition at line 13741 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 13710 of file Messages.h.
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inlinenoexcept |
Indicates if one side or the other of a cross order should be prioritized.
Null value indicates report is not related to cross.
Definition at line 13926 of file Messages.h.
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inlinenoexcept |
Type of cross being submitted to a market.
Null value indicates report is not related to cross.
Definition at line 13893 of file Messages.h.
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inlinenoexcept |
Total number of shares or contracts filled.
Definition at line 13392 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 14053 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 13329 of file Messages.h.
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inlinenoexcept |
Optionally sent when reporting a trade bust.
Contains the identifier of the busted trade.
Definition at line 13679 of file Messages.h.
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inlinenoexcept |
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for the current order status (e.g, Partially Filled).
Definition at line 13436 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 14201 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 14138 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 14126 of file Messages.h.
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inlinenoexcept |
Unique ID for all matches that occur as a result of a implied event.
Definition at line 13992 of file Messages.h.
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inlinenoexcept |
Price of last fill.
Definition at line 13308 of file Messages.h.
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inlinenoexcept |
Quantity of shares bought/sold on the last fill.
Definition at line 13288 of file Messages.h.
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inlinenoexcept |
Amount of shares open for further execution, or unexecuted.
Definition at line 13371 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 14061 of file Messages.h.
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inlinestaticnoexcept |
MessageType.ExecutionReport_Trade.
Definition at line 13094 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 14092 of file Messages.h.
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inlinenoexcept |
Used to indicate what an Execution Report represents.
Default value is 1 (Single Security).
Definition at line 13493 of file Messages.h.
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inlinenoexcept |
Reason why a trade occurred.
Definition at line 13459 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 13568 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 13773 of file Messages.h.
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inlinenoexcept |
Identifies current status of order.
Definition at line 13143 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 14155 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 14146 of file Messages.h.
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inlinenoexcept |
Unique identifier present in all messages associated with a spread transaction.
This value allows linking spread summary fill notice, leg fill notices, and leg trade cancellation execution report messages generated from a spread transaction.
Definition at line 13645 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 13196 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 13251 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 13218 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 13239 of file Messages.h.
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inlinenoexcept |
Identifier for the instrument status.
Definition at line 13860 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 13268 of file Messages.h.
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inlinenoexcept |
Definition at line 13277 of file Messages.h.
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inlinenoexcept |
Identify whether the order initiator is an aggressor or not in the trade.
Definition at line 13423 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 13174 of file Messages.h.
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inlinenoexcept |
Definition at line 13183 of file Messages.h.
Identifies the contra broker firm.
Definition at line 13557 of file Messages.h.
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inlinenoexcept |
Indicates cross order purpose.
Definition at line 13752 of file Messages.h.
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inlinenoexcept |
Definition at line 13762 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 13720 of file Messages.h.
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inlinenoexcept |
Definition at line 13729 of file Messages.h.
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inlinenoexcept |
Indicates if one side or the other of a cross order should be prioritized.
Null value indicates report is not related to cross.
Definition at line 13939 of file Messages.h.
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inlinenoexcept |
Definition at line 13949 of file Messages.h.
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inlinenoexcept |
Type of cross being submitted to a market.
Null value indicates report is not related to cross.
Definition at line 13903 of file Messages.h.
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inlinenoexcept |
Definition at line 13912 of file Messages.h.
Total number of shares or contracts filled.
Definition at line 13401 of file Messages.h.
Identifies the trading desk.
Definition at line 14068 of file Messages.h.
Unique identifier of execution message as assigned by the exchange – unique per instrument.
Definition at line 13339 of file Messages.h.
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inlinenoexcept |
Optionally sent when reporting a trade bust.
Contains the identifier of the busted trade.
Definition at line 13689 of file Messages.h.
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inlinenoexcept |
Definition at line 13698 of file Messages.h.
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inlinenoexcept |
Describes the action that triggered this specific Execution Report - see the OrdStatus (39) tag for the current order status (e.g, Partially Filled).
Definition at line 13447 of file Messages.h.
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inline |
Unique ID for all matches that occur as a result of a implied event.
Definition at line 14003 of file Messages.h.
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inline |
Definition at line 14012 of file Messages.h.
Price of last fill.
Definition at line 13317 of file Messages.h.
Quantity of shares bought/sold on the last fill.
Definition at line 13297 of file Messages.h.
Amount of shares open for further execution, or unexecuted.
Definition at line 13381 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 14079 of file Messages.h.
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inlinenoexcept |
Used to indicate what an Execution Report represents.
Default value is 1 (Single Security).
Definition at line 13505 of file Messages.h.
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inlinenoexcept |
Definition at line 13515 of file Messages.h.
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inlinenoexcept |
Reason why a trade occurred.
Definition at line 13470 of file Messages.h.
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inlinenoexcept |
Definition at line 13480 of file Messages.h.
Unique identifier for order as assigned by the exchange.
Definition at line 13577 of file Messages.h.
Quantity ordered.
Definition at line 13782 of file Messages.h.
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inlinenoexcept |
Identifies current status of order.
Definition at line 13152 of file Messages.h.
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inlinenoexcept |
Unique identifier present in all messages associated with a spread transaction.
This value allows linking spread summary fill notice, leg fill notices, and leg trade cancellation execution report messages generated from a spread transaction.
Definition at line 13658 of file Messages.h.
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inlinenoexcept |
Definition at line 13667 of file Messages.h.
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
Definition at line 13207 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 13227 of file Messages.h.
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inlinenoexcept |
Identifier for the instrument status.
Definition at line 13871 of file Messages.h.
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inlinenoexcept |
Definition at line 13881 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 13132 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 13971 of file Messages.h.
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inlinenoexcept |
Definition at line 13980 of file Messages.h.
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inlinenoexcept |
Number of leg fill notice messages sent with spread summary.
Definition at line 13621 of file Messages.h.
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inlinenoexcept |
Definition at line 13630 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 13599 of file Messages.h.
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 13537 of file Messages.h.
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inlinenoexcept |
Identifier for Trading Session.
Definition at line 13805 of file Messages.h.
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inlinenoexcept |
Definition at line 13815 of file Messages.h.
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inlinenoexcept |
Identifier for the instrument group phase.
Definition at line 13838 of file Messages.h.
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inlinenoexcept |
Definition at line 13848 of file Messages.h.
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inline |
Account used for associating risk limits (when defined).
Definition at line 14033 of file Messages.h.
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inline |
Definition at line 14042 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 13359 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 13123 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 13961 of file Messages.h.
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inlinenoexcept |
Definition at line 14214 of file Messages.h.
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inline |
Definition at line 1070 of file MessageSerialization.h.
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inlinenoexcept |
Number of leg fill notice messages sent with spread summary.
Definition at line 13611 of file Messages.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 13589 of file Messages.h.
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inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 13527 of file Messages.h.
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inlinenoexcept |
Identifier for Trading Session.
Definition at line 13794 of file Messages.h.
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inlinenoexcept |
Identifier for the instrument group phase.
Definition at line 13827 of file Messages.h.
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inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 14023 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 13350 of file Messages.h.