#include <OnixS/B3/BOE/messaging/Messages.h>

Classes
struct	SidesEntry

Public Types
enum	{ TemplateId = 106 }

typedef SchemaTraits	Schema

typedef NewOrderCross106	ThisType

typedef SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize >	Sides

Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength

typedef MessageSize	BlockLength

Public Member Functions
	NewOrderCross106 ()=default

	NewOrderCross106 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)

	NewOrderCross106 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)

	NewOrderCross106 (void *data, EncodedLength length, NoInit)

	NewOrderCross106 (const SbeMessage &message)

	NewOrderCross106 (void *data, EncodedLength length, NoInit, NoCheck) noexcept

const InboundBusinessHeader &	businessHeader () const noexcept

InboundBusinessHeader &	businessHeader () noexcept

CrossID	crossId () const noexcept

ThisType &	setCrossId (CrossID value) noexcept

StrRef	senderLocation () const noexcept

ThisType &	setSenderLocation (StrRef value) noexcept

StrRef	enteringTrader () const noexcept

ThisType &	setEnteringTrader (StrRef value) noexcept

bool	executingTrader (StrRef &value) const noexcept

ThisType &	setExecutingTrader (StrRef value) noexcept

ThisType &	setExecutingTraderToNull () noexcept

SecurityID	securityId () const noexcept

ThisType &	setSecurityId (SecurityID value) noexcept

Quantity	orderQty () const noexcept

ThisType &	setOrderQty (Quantity value) noexcept

Price	price () const noexcept

ThisType &	setPrice (Price value) noexcept

bool	crossedIndicator (CrossedIndicator::Enum &value) const noexcept

ThisType &	setCrossedIndicator (CrossedIndicator::Enum value) noexcept

ThisType &	setCrossedIndicatorToNull () noexcept

bool	crossType (CrossType::Enum &value) const noexcept

ThisType &	setCrossType (CrossType::Enum value) noexcept

ThisType &	setCrossTypeToNull () noexcept

bool	crossPrioritization (CrossPrioritization::Enum &value) const noexcept

ThisType &	setCrossPrioritization (CrossPrioritization::Enum value) noexcept

ThisType &	setCrossPrioritizationToNull () noexcept

bool	maxSweepQty (QuantityOptional &value) const noexcept

ThisType &	setMaxSweepQty (QuantityOptional value) noexcept

ThisType &	setMaxSweepQtyToNull () noexcept

Sides	sides () const noexcept

Sides	sides () noexcept

Sides	sides (Sides::Size length)

Sides	sides (Sides::Size length, NoFieldsInit)

StrRef	deskId () const noexcept

StrRef	memo () const noexcept

ThisType &	setDeskId (StrRef value)

ThisType &	setMemo (StrRef value)

ThisType &	resetVariableFields () noexcept

ThisType &	reset () noexcept

std::string	toString () const

const void *	tail () const noexcept

EncodedLength	calculateBinarySize () const noexcept

Public Member Functions inherited from SbeMessage
	SbeMessage () noexcept

	SbeMessage (void *data, MessageSize size, SchemaVersion version)

	SbeMessage (void *data, MessageSize size)

	SbeMessage (void *data, MessageSize size, NoCheck) noexcept

void	clear () noexcept

bool	valid () const noexcept

MessageTemplateId	templateId () const noexcept

SchemaVersion	version () const noexcept

SchemaId	schemaId () const noexcept

const void *	binary () const noexcept

void *	binary () noexcept

const void *	blockEnd () noexcept

const void *	blockEnd () const noexcept

MessageSize	bufferSize () const noexcept

void *	body () noexcept

BlockLength	blockLength () const noexcept

const void *	block () const noexcept

void *	block () noexcept

Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage &	container () noexcept

void	zeroPaddingBytes (MessageSizeoffset) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)

void	setFixedStr (MessageSizeoffset, StrRef value) noexcept

void	setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)

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
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

Detailed Description

Definition at line 8329 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 8334 of file Messages.h.

typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides

Repeating group containing SidesEntry entries.

Definition at line 8534 of file Messages.h.

typedef NewOrderCross106 ThisType

This type alias.

Definition at line 8337 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 8340 of file Messages.h.

Constructor & Destructor Documentation

NewOrderCross106 ( )

default

Initializes a blank instance.

NewOrderCross106	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = `Schema::Version`
	)

inline

Initializes an instance over the given memory block.

Definition at line 8540 of file Messages.h.

NewOrderCross106	(	void *	data,
		EncodedLength	length,
		NoFieldsInit	,
		SchemaVersion	version = `Schema::Version`
	)

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 8555 of file Messages.h.

NewOrderCross106	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 8569 of file Messages.h.

NewOrderCross106 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 8580 of file Messages.h.

NewOrderCross106	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck
	)

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 8591 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 9040 of file Messages.h.

const InboundBusinessHeader& businessHeader ( ) const

inlinenoexcept

Message type = NewOrderCross.

Common header to all inbound business messages.

Definition at line 8618 of file Messages.h.

InboundBusinessHeader& businessHeader ( )

inlinenoexcept

Common header to all inbound business messages.

Definition at line 8627 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 9133 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 9102 of file Messages.h.

bool crossedIndicator ( CrossedIndicator::Enum & value ) const

inlinenoexcept

Indicates cross order purpose.

Definition at line 8818 of file Messages.h.

CrossID crossId ( ) const

inlinenoexcept

ID of electronically submitted cross order by the institution (if in response to a cross order).

Definition at line 8637 of file Messages.h.

bool crossPrioritization ( CrossPrioritization::Enum & value ) const

inlinenoexcept

Indicates if one side or the other of a cross order should be prioritized.

Null value indicates none is prioritized.

Definition at line 8883 of file Messages.h.

bool crossType ( CrossType::Enum & value ) const

inlinenoexcept

Type of cross being submitted to a market.

Null value indicates all or none cross.

Definition at line 8851 of file Messages.h.

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 8985 of file Messages.h.

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 8680 of file Messages.h.

bool executingTrader ( StrRef & value ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 8702 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 9111 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticnoexcept

Maximal message size.

Definition at line 9067 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestatic

Minimal variable fields size (when variable-length fields are empty).

Definition at line 9055 of file Messages.h.

bool maxSweepQty ( QuantityOptional & value ) const

inlinenoexcept

Maximum sweep quantity.

Definition at line 8916 of file Messages.h.

StrRef memo ( ) const

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 8993 of file Messages.h.

static constexpr MessageType::Enum messageType ( )

inlinestaticnoexcept

Message type = NewOrderCross.

Definition at line 8607 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 9026 of file Messages.h.

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 8775 of file Messages.h.

Price price ( ) const

inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 8796 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 9085 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 9075 of file Messages.h.

static constexpr StrRef securityExchange ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Market to which the symbol belongs.

Definition at line 8767 of file Messages.h.

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 8734 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 8755 of file Messages.h.

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 8658 of file Messages.h.

ThisType& setCrossedIndicator ( CrossedIndicator::Enum value )

inlinenoexcept

Indicates cross order purpose.

Definition at line 8829 of file Messages.h.

ThisType& setCrossedIndicatorToNull ( )

inlinenoexcept

Definition at line 8839 of file Messages.h.

ThisType& setCrossId ( CrossID value )

inlinenoexcept

ID of electronically submitted cross order by the institution (if in response to a cross order).

Definition at line 8647 of file Messages.h.

ThisType& setCrossPrioritization ( CrossPrioritization::Enum value )

inlinenoexcept

Indicates if one side or the other of a cross order should be prioritized.

Null value indicates none is prioritized.

Definition at line 8895 of file Messages.h.

ThisType& setCrossPrioritizationToNull ( )

inlinenoexcept

Definition at line 8905 of file Messages.h.

ThisType& setCrossType ( CrossType::Enum value )

inlinenoexcept

Type of cross being submitted to a market.

Null value indicates all or none cross.

Definition at line 8861 of file Messages.h.

ThisType& setCrossTypeToNull ( )

inlinenoexcept

Definition at line 8870 of file Messages.h.

ThisType& setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 9000 of file Messages.h.

ThisType& setEnteringTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 8690 of file Messages.h.

ThisType& setExecutingTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 8712 of file Messages.h.

ThisType& setExecutingTraderToNull ( )

inlinenoexcept

Definition at line 8722 of file Messages.h.

ThisType& setMaxSweepQty ( QuantityOptional value )

inlinenoexcept

Maximum sweep quantity.

Definition at line 8925 of file Messages.h.

ThisType& setMaxSweepQtyToNull ( )

inlinenoexcept

Definition at line 8934 of file Messages.h.

ThisType& setMemo ( StrRef value )

inline

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 9011 of file Messages.h.

ThisType& setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 8784 of file Messages.h.

ThisType& setPrice ( Price value )

inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 8806 of file Messages.h.

ThisType& setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 8743 of file Messages.h.

ThisType& setSenderLocation ( StrRef value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 8668 of file Messages.h.

Sides sides ( ) const

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 8945 of file Messages.h.

Sides sides ( )

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 8953 of file Messages.h.

Sides sides ( Sides::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: noSides(552) repeating group.

Definition at line 8962 of file Messages.h.

Sides sides	(	Sides::Size	length,
		NoFieldsInit
	)

inline

Setup repeating group with the given number of entries.

Returns: noSides(552) repeating group.

Definition at line 8973 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 9123 of file Messages.h.

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 848 of file MessageSerialization.h.

The documentation for this struct was generated from the following files:

OnixS/B3/BOE/messaging/Messages.h
OnixS/B3/BOE/messaging/MessageSerialization.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation