Classes
struct	SidesEntry

Public Types
enum
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 (MessageSize offset) noexcept
void	setOrdinary (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

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 (MessageSize offset) const noexcept
const Value &	accessOrdinary (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Value	decimal (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 8433 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 8438 of file Messages.h.

◆ Sides

typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides

Repeating group containing SidesEntry entries.

Definition at line 8672 of file Messages.h.

◆ ThisType

typedef NewOrderCross106 ThisType

This type alias.

Definition at line 8441 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	106

Definition at line 8444 of file Messages.h.

Constructor & Destructor Documentation

◆ NewOrderCross106() [1/6]

NewOrderCross106 ( )

default

Initializes a blank instance.

◆ NewOrderCross106() [2/6]

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

inline

Initializes an instance over the given memory block.

Definition at line 8678 of file Messages.h.

◆ NewOrderCross106() [3/6]

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 8693 of file Messages.h.

◆ NewOrderCross106() [4/6]

NewOrderCross106	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 8707 of file Messages.h.

◆ NewOrderCross106() [5/6]

NewOrderCross106 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 8718 of file Messages.h.

◆ NewOrderCross106() [6/6]

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 8729 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 9178 of file Messages.h.

◆ businessHeader() [1/2]

const InboundBusinessHeader & businessHeader ( ) const

inlinenoexcept

Message type = NewOrderCross.

Common header to all inbound business messages.

Definition at line 8756 of file Messages.h.

◆ businessHeader() [2/2]

InboundBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all inbound business messages.

Definition at line 8765 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 9271 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 9240 of file Messages.h.

◆ crossedIndicator()

bool crossedIndicator ( CrossedIndicator::Enum & value ) const

inlinenoexcept

Indicates cross order purpose.

Definition at line 8956 of file Messages.h.

◆ crossId()

CrossID crossId ( ) const

inlinenoexcept

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

Definition at line 8775 of file Messages.h.

◆ crossPrioritization()

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 9021 of file Messages.h.

◆ crossType()

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 8989 of file Messages.h.

◆ deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 9123 of file Messages.h.

◆ enteringTrader()

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 8818 of file Messages.h.

◆ executingTrader()

bool executingTrader ( StrRef & value ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 8840 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 9249 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 9205 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 9193 of file Messages.h.

◆ maxSweepQty()

bool maxSweepQty ( QuantityOptional & value ) const

inlinenoexcept

Maximum sweep quantity.

Definition at line 9054 of file Messages.h.

◆ memo()

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 9131 of file Messages.h.

◆ messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

Message type = NewOrderCross.

Definition at line 8745 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 9164 of file Messages.h.

◆ orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 8913 of file Messages.h.

◆ price()

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 8934 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 9223 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 9213 of file Messages.h.

◆ securityExchange()

constexpr StrRef securityExchange ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Market to which the symbol belongs.

Definition at line 8905 of file Messages.h.

◆ securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 8872 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 8893 of file Messages.h.

◆ senderLocation()

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 8796 of file Messages.h.

◆ setCrossedIndicator()

ThisType & setCrossedIndicator ( CrossedIndicator::Enum value )

inlinenoexcept

Indicates cross order purpose.

Definition at line 8967 of file Messages.h.

◆ setCrossedIndicatorToNull()

ThisType & setCrossedIndicatorToNull ( )

inlinenoexcept

Definition at line 8977 of file Messages.h.

◆ setCrossId()

ThisType & setCrossId ( CrossID value )

inlinenoexcept

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

Definition at line 8785 of file Messages.h.

◆ setCrossPrioritization()

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 9033 of file Messages.h.

◆ setCrossPrioritizationToNull()

ThisType & setCrossPrioritizationToNull ( )

inlinenoexcept

Definition at line 9043 of file Messages.h.

◆ setCrossType()

ThisType & setCrossType ( CrossType::Enum value )

inlinenoexcept

Type of cross being submitted to a market.

Null value indicates all or none cross.

Definition at line 8999 of file Messages.h.

◆ setCrossTypeToNull()

ThisType & setCrossTypeToNull ( )

inlinenoexcept

Definition at line 9008 of file Messages.h.

◆ setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 9138 of file Messages.h.

◆ setEnteringTrader()

ThisType & setEnteringTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 8828 of file Messages.h.

◆ setExecutingTrader()

ThisType & setExecutingTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 8850 of file Messages.h.

◆ setExecutingTraderToNull()

ThisType & setExecutingTraderToNull ( )

inlinenoexcept

Definition at line 8860 of file Messages.h.

◆ setMaxSweepQty()

ThisType & setMaxSweepQty ( QuantityOptional value )

inlinenoexcept

Maximum sweep quantity.

Definition at line 9063 of file Messages.h.

◆ setMaxSweepQtyToNull()

ThisType & setMaxSweepQtyToNull ( )

inlinenoexcept

Definition at line 9072 of file Messages.h.

◆ setMemo()

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 9149 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 8922 of file Messages.h.

◆ setPrice()

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 8944 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 8881 of file Messages.h.

◆ setSenderLocation()

ThisType & setSenderLocation ( StrRef value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 8806 of file Messages.h.

◆ sides() [1/4]

Sides sides ( ) const

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 9083 of file Messages.h.

◆ sides() [2/4]

Sides sides ( )

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 9091 of file Messages.h.

◆ sides() [3/4]

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 9100 of file Messages.h.

◆ sides() [4/4]

Sides sides	(	Sides::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: noSides(552) repeating group.

Definition at line 9111 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 9261 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 848 of file MessageSerialization.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Schema

◆ Sides

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ NewOrderCross106() [1/6]

◆ NewOrderCross106() [2/6]

◆ NewOrderCross106() [3/6]

◆ NewOrderCross106() [4/6]

◆ NewOrderCross106() [5/6]

◆ NewOrderCross106() [6/6]

Member Function Documentation

◆ blockLength()

◆ businessHeader() [1/2]

◆ businessHeader() [2/2]

◆ calculateBinarySize()

◆ className()

◆ crossedIndicator()

◆ crossId()

◆ crossPrioritization()

◆ crossType()

◆ deskId()

◆ enteringTrader()

◆ executingTrader()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ maxSweepQty()

◆ memo()

◆ messageType()

◆ minimalBlockLength()

◆ orderQty()

◆ price()

◆ reset()

◆ resetVariableFields()

◆ securityExchange()

◆ securityId()

◆ securityIdSource()

◆ senderLocation()

◆ setCrossedIndicator()

◆ setCrossedIndicatorToNull()

◆ setCrossId()

◆ setCrossPrioritization()

◆ setCrossPrioritizationToNull()

◆ setCrossType()

◆ setCrossTypeToNull()

◆ setDeskId()

◆ setEnteringTrader()

◆ setExecutingTrader()

◆ setExecutingTraderToNull()

◆ setMaxSweepQty()

◆ setMaxSweepQtyToNull()

◆ setMemo()

◆ setOrderQty()

◆ setPrice()

◆ setSecurityId()

◆ setSenderLocation()

◆ sides() [1/4]

◆ sides() [2/4]

◆ sides() [3/4]

◆ sides() [4/4]

◆ tail()

◆ toString()