NewOrderSingle102 Struct Reference

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

Public Types
enum	{ TemplateId = 102 }
typedef SchemaTraits	Schema
typedef NewOrderSingle102	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	NewOrderSingle102 ()=default
	NewOrderSingle102 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	NewOrderSingle102 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	NewOrderSingle102 (void *data, EncodedLength length, NoInit)
	NewOrderSingle102 (const SbeMessage &message)
	NewOrderSingle102 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
const InboundBusinessHeader &	businessHeader () const noexcept
InboundBusinessHeader &	businessHeader () noexcept
bool	ordTagId (OrdTagID &value) const noexcept
ThisType &	setOrdTagId (OrdTagID value) noexcept
ThisType &	setOrdTagIdToNull () noexcept
Boolean::Enum	mmProtectionReset () const noexcept
ThisType &	setMmProtectionReset (Boolean::Enum value) noexcept
ClOrdID	clOrdId () const noexcept
ThisType &	setClOrdId (ClOrdID value) noexcept
bool	account (AccountOptional &value) const noexcept
ThisType &	setAccount (AccountOptional value) noexcept
ThisType &	setAccountToNull () noexcept
StrRef	senderLocation () const noexcept
ThisType &	setSenderLocation (StrRef value) noexcept
StrRef	enteringTrader () const noexcept
ThisType &	setEnteringTrader (StrRef value) noexcept
SelfTradePreventionInstruction::Enum	selfTradePreventionInstruction () const noexcept
ThisType &	setSelfTradePreventionInstruction (SelfTradePreventionInstruction::Enum value) noexcept
SecurityID	securityId () const noexcept
ThisType &	setSecurityId (SecurityID value) noexcept
Side::Enum	side () const noexcept
ThisType &	setSide (Side::Enum value) noexcept
OrdType::Enum	ordType () const noexcept
ThisType &	setOrdType (OrdType::Enum value) noexcept
TimeInForce::Enum	timeInForce () const noexcept
ThisType &	setTimeInForce (TimeInForce::Enum value) noexcept
bool	routingInstruction (RoutingInstruction::Enum &value) const noexcept
ThisType &	setRoutingInstruction (RoutingInstruction::Enum value) noexcept
ThisType &	setRoutingInstructionToNull () noexcept
Quantity	orderQty () const noexcept
ThisType &	setOrderQty (Quantity value) noexcept
bool	price (PriceOptional &value) const noexcept
ThisType &	setPrice (PriceOptional value) noexcept
ThisType &	setPriceToNull () noexcept
bool	stopPx (PriceOptional &value) const noexcept
ThisType &	setStopPx (PriceOptional value) noexcept
ThisType &	setStopPxToNull () noexcept
bool	minQty (QuantityOptional &value) const noexcept
ThisType &	setMinQty (QuantityOptional value) noexcept
ThisType &	setMinQtyToNull () noexcept
bool	maxFloor (QuantityOptional &value) const noexcept
ThisType &	setMaxFloor (QuantityOptional value) noexcept
ThisType &	setMaxFloorToNull () noexcept
bool	executingTrader (StrRef &value) const noexcept
ThisType &	setExecutingTrader (StrRef value) noexcept
ThisType &	setExecutingTraderToNull () noexcept
bool	expireDate (Timestamp &value) const noexcept
ThisType &	setExpireDate (Timestamp value) noexcept
ThisType &	setExpireDateToNull () noexcept
bool	custodianInfo (CustodianInfo &value) const noexcept
ThisType &	setCustodianInfo (CustodianInfo value) noexcept
ThisType &	setCustodianInfoToNull () noexcept
bool	investorId (InvestorID &value) const noexcept
ThisType &	setInvestorId (InvestorID value) noexcept
ThisType &	setInvestorIdToNull () noexcept
bool	strategyId (StrategyIDOptional &value) const noexcept
ThisType &	setStrategyId (StrategyIDOptional value) noexcept
ThisType &	setStrategyIdToNull () noexcept
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 5695 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 5700 of file Messages.h.

typedef NewOrderSingle102 ThisType

This type alias.

Definition at line 5703 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 5706 of file Messages.h.

Constructor & Destructor Documentation

NewOrderSingle102 ( )

default

Initializes a blank instance.

NewOrderSingle102 ( void *  data, EncodedLength  length, SchemaVersion  version = Schema::Version  )

inline

Initializes an instance over the given memory block.

Definition at line 5712 of file Messages.h.

NewOrderSingle102 ( 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 5727 of file Messages.h.

NewOrderSingle102 ( void *  data, EncodedLength  length, NoInit    )

inline

Creates an instance over the given memory block.

Definition at line 5741 of file Messages.h.

NewOrderSingle102 ( const SbeMessage &  message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 5752 of file Messages.h.

NewOrderSingle102 ( void *  data, EncodedLength  length, NoInit  , NoCheck    )

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 5763 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional &  value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 5887 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 6477 of file Messages.h.

const InboundBusinessHeader& businessHeader ( ) const

inlinenoexcept

Message type = NewOrderSingle.

Common header to all inbound business messages.

Definition at line 5790 of file Messages.h.

InboundBusinessHeader& businessHeader ( )

inlinenoexcept

Common header to all inbound business messages.

Definition at line 5799 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 6575 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns

class name.

Definition at line 6544 of file Messages.h.

ClOrdID clOrdId ( ) const

inlinenoexcept

Unique identifier of the order as assigned by the market participant.

Definition at line 5866 of file Messages.h.

bool custodianInfo ( CustodianInfo &  value ) const

inlinenoexcept

Identifies the custodian.

Definition at line 6333 of file Messages.h.

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 6424 of file Messages.h.

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 5938 of file Messages.h.

bool executingTrader ( StrRef &  value ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 6261 of file Messages.h.

bool expireDate ( Timestamp &  value ) const

inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Definition at line 6294 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 6553 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )

inlinestaticnoexcept

Maximal message size.

Definition at line 6503 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version )

inlinestatic

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

Definition at line 6491 of file Messages.h.

bool investorId ( InvestorID &  value ) const

inlinenoexcept

Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.

Definition at line 6363 of file Messages.h.

bool maxFloor ( QuantityOptional &  value ) const

inlinenoexcept

Maximum number of shares or contracts within an order to be shown on the match engine at any given time.

Definition at line 6231 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 6432 of file Messages.h.

static constexpr MessageType::Enum messageType ( )

inlinestaticnoexcept

Message type = NewOrderSingle.

Definition at line 5779 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 6465 of file Messages.h.

bool minQty ( QuantityOptional &  value ) const

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 6201 of file Messages.h.

Boolean::Enum mmProtectionReset ( ) const

inlinenoexcept

Resets Market Protections.

When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.

Definition at line 5841 of file Messages.h.

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 6119 of file Messages.h.

bool ordTagId ( OrdTagID &  value ) const

inlinenoexcept

Identifies the order tag identification.

Definition at line 5808 of file Messages.h.

OrdType::Enum ordType ( ) const

inlinenoexcept

Order type.

Definition at line 6046 of file Messages.h.

bool price ( PriceOptional &  value ) const

inlinenoexcept

Price per share or contract.

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

Definition at line 6140 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 6520 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 6511 of file Messages.h.

bool routingInstruction ( RoutingInstruction::Enum &  value ) const

inlinenoexcept

Indicates additional order instruction.

Definition at line 6087 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 6018 of file Messages.h.

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 5985 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 6006 of file Messages.h.

SelfTradePreventionInstruction::Enum selfTradePreventionInstruction ( ) const

inlinenoexcept

Indicates which order should be canceled due to Self-Trade Prevention.

Definition at line 5962 of file Messages.h.

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 5916 of file Messages.h.

ThisType& setAccount ( AccountOptional  value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 5896 of file Messages.h.

ThisType& setAccountToNull ( )

inlinenoexcept

Definition at line 5905 of file Messages.h.

ThisType& setClOrdId ( ClOrdID  value )

inlinenoexcept

Unique identifier of the order as assigned by the market participant.

Definition at line 5876 of file Messages.h.

ThisType& setCustodianInfo ( CustodianInfo  value )

inlinenoexcept

Identifies the custodian.

Definition at line 6342 of file Messages.h.

ThisType& setCustodianInfoToNull ( )

inlinenoexcept

Definition at line 6351 of file Messages.h.

ThisType& setDeskId ( StrRef  value )

inline

Identifies the trading desk.

Definition at line 6439 of file Messages.h.

ThisType& setEnteringTrader ( StrRef  value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 5948 of file Messages.h.

ThisType& setExecutingTrader ( StrRef  value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 6271 of file Messages.h.

ThisType& setExecutingTraderToNull ( )

inlinenoexcept

Definition at line 6281 of file Messages.h.

ThisType& setExpireDate ( Timestamp  value )

inlinenoexcept

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

Definition at line 6313 of file Messages.h.

ThisType& setExpireDateToNull ( )

inlinenoexcept

Definition at line 6322 of file Messages.h.

ThisType& setInvestorId ( InvestorID  value )

inlinenoexcept

Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.

Definition at line 6373 of file Messages.h.

ThisType& setInvestorIdToNull ( )

inlinenoexcept

Definition at line 6382 of file Messages.h.

ThisType& setMaxFloor ( QuantityOptional  value )

inlinenoexcept

Maximum number of shares or contracts within an order to be shown on the match engine at any given time.

Definition at line 6241 of file Messages.h.

ThisType& setMaxFloorToNull ( )

inlinenoexcept

Definition at line 6250 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 6450 of file Messages.h.

ThisType& setMinQty ( QuantityOptional  value )

inlinenoexcept

Minimum quantity of an order to be executed.

Definition at line 6210 of file Messages.h.

ThisType& setMinQtyToNull ( )

inlinenoexcept

Definition at line 6219 of file Messages.h.

ThisType& setMmProtectionReset ( Boolean::Enum  value )

inlinenoexcept

Resets Market Protections.

When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.

Definition at line 5854 of file Messages.h.

ThisType& setOrderQty ( Quantity  value )

inlinenoexcept

Quantity ordered.

Definition at line 6128 of file Messages.h.

ThisType& setOrdTagId ( OrdTagID  value )

inlinenoexcept

Identifies the order tag identification.

Definition at line 5817 of file Messages.h.

ThisType& setOrdTagIdToNull ( )

inlinenoexcept

Definition at line 5826 of file Messages.h.

ThisType& setOrdType ( OrdType::Enum  value )

inlinenoexcept

Order type.

Definition at line 6055 of file Messages.h.

ThisType& setPrice ( PriceOptional  value )

inlinenoexcept

Price per share or contract.

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

Definition at line 6150 of file Messages.h.

ThisType& setPriceToNull ( )

inlinenoexcept

Definition at line 6159 of file Messages.h.

ThisType& setRoutingInstruction ( RoutingInstruction::Enum  value )

inlinenoexcept

Indicates additional order instruction.

Definition at line 6098 of file Messages.h.

ThisType& setRoutingInstructionToNull ( )

inlinenoexcept

Definition at line 6108 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 5994 of file Messages.h.

ThisType& setSelfTradePreventionInstruction ( SelfTradePreventionInstruction::Enum  value )

inlinenoexcept

Indicates which order should be canceled due to Self-Trade Prevention.

Definition at line 5973 of file Messages.h.

ThisType& setSenderLocation ( StrRef  value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 5926 of file Messages.h.

ThisType& setSide ( Side::Enum  value )

inlinenoexcept

Side of order.

Definition at line 6035 of file Messages.h.

ThisType& setStopPx ( PriceOptional  value )

inlinenoexcept

The stop price of a stop limit order (Conditionally required if OrdType = 4).

Definition at line 6181 of file Messages.h.

ThisType& setStopPxToNull ( )

inlinenoexcept

Definition at line 6190 of file Messages.h.

ThisType& setStrategyId ( StrategyIDOptional  value )

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 6404 of file Messages.h.

ThisType& setStrategyIdToNull ( )

inlinenoexcept

Definition at line 6413 of file Messages.h.

ThisType& setTimeInForce ( TimeInForce::Enum  value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 6075 of file Messages.h.

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 6026 of file Messages.h.

bool stopPx ( PriceOptional &  value ) const

inlinenoexcept

The stop price of a stop limit order (Conditionally required if OrdType = 4).

Definition at line 6171 of file Messages.h.

bool strategyId ( StrategyIDOptional &  value ) const

inlinenoexcept

Client-assigned identification of a strategy.

Definition at line 6394 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 6565 of file Messages.h.

TimeInForce::Enum timeInForce ( ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 6066 of file Messages.h.

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 707 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