#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef NewOrderSingle102 | ThisType |
| Public Types inherited from SbeMessage | |
| 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 | |
| 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 |
Definition at line 5853 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 5858 of file Messages.h.
| typedef NewOrderSingle102 ThisType |
This type alias.
Definition at line 5861 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 102 | |
Definition at line 5864 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 5870 of file Messages.h.
|
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 5885 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 5899 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 5910 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block. Performs no checks.
Definition at line 5921 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 6045 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 6664 of file Messages.h.
|
inlinenoexcept |
Message type = NewOrderSingle.
Common header to all inbound business messages.
Definition at line 5948 of file Messages.h.
|
inlinenoexcept |
Common header to all inbound business messages.
Definition at line 5957 of file Messages.h.
|
inlinenoexcept |
Definition at line 6774 of file Messages.h.
|
inlinestaticconstexpr |
Definition at line 6737 of file Messages.h.
|
inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 6024 of file Messages.h.
|
inlinenoexcept |
Identifies the custodian.
Definition at line 6491 of file Messages.h.
|
inlinenoexcept |
Identifies the trading desk.
Definition at line 6612 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 6096 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 6419 of file Messages.h.
|
inlinenoexcept |
Date of order expiration (last day the order can trade), always expressed in terms of the local market date.
Definition at line 6452 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 6746 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Maximal message size.
Definition at line 6690 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 6678 of file Messages.h.
|
inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 6521 of file Messages.h.
|
inlinenoexcept |
Maximum number of shares or contracts within an order to be shown on the match engine at any given time.
Definition at line 6389 of file Messages.h.
|
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 6620 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Message type = NewOrderSingle.
Definition at line 5937 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 6651 of file Messages.h.
|
inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 6359 of file Messages.h.
|
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 5999 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 6277 of file Messages.h.
|
inlinenoexcept |
Identifies the order tag identification.
Definition at line 5966 of file Messages.h.
|
inlinenoexcept |
Order type.
Definition at line 6204 of file Messages.h.
|
inlinenoexcept |
Price per share or contract. Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 6298 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 6707 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 6698 of file Messages.h.
|
inlinenoexcept |
Indicates additional order instruction.
Definition at line 6245 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 6176 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 6143 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 6164 of file Messages.h.
|
inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 6120 of file Messages.h.
|
inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 6074 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 6054 of file Messages.h.
|
inlinenoexcept |
Definition at line 6063 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 6034 of file Messages.h.
|
inlinenoexcept |
Identifies the custodian.
Definition at line 6500 of file Messages.h.
|
inlinenoexcept |
Definition at line 6509 of file Messages.h.
Identifies the trading desk.
Definition at line 6627 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 6106 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 6429 of file Messages.h.
|
inlinenoexcept |
Definition at line 6439 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 6471 of file Messages.h.
|
inlinenoexcept |
Definition at line 6480 of file Messages.h.
|
inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 6531 of file Messages.h.
|
inlinenoexcept |
Definition at line 6540 of file Messages.h.
|
inlinenoexcept |
Maximum number of shares or contracts within an order to be shown on the match engine at any given time.
Definition at line 6399 of file Messages.h.
|
inlinenoexcept |
Definition at line 6408 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 6638 of file Messages.h.
|
inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 6368 of file Messages.h.
|
inlinenoexcept |
Definition at line 6377 of file Messages.h.
|
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 6012 of file Messages.h.
Quantity ordered.
Definition at line 6286 of file Messages.h.
Identifies the order tag identification.
Definition at line 5975 of file Messages.h.
|
inlinenoexcept |
Definition at line 5984 of file Messages.h.
|
inlinenoexcept |
Order type.
Definition at line 6213 of file Messages.h.
|
inlinenoexcept |
Price per share or contract. Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 6308 of file Messages.h.
|
inlinenoexcept |
Definition at line 6317 of file Messages.h.
|
inlinenoexcept |
Indicates additional order instruction.
Definition at line 6256 of file Messages.h.
|
inlinenoexcept |
Definition at line 6266 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 6152 of file Messages.h.
|
inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 6131 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 6084 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 6193 of file Messages.h.
|
inlinenoexcept |
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition at line 6339 of file Messages.h.
|
inlinenoexcept |
Definition at line 6348 of file Messages.h.
|
inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 6562 of file Messages.h.
|
inlinenoexcept |
Definition at line 6571 of file Messages.h.
|
inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 6233 of file Messages.h.
|
inline |
Account used for associating risk limits (when defined).
Definition at line 6592 of file Messages.h.
|
inline |
Definition at line 6601 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 6184 of file Messages.h.
|
inlinenoexcept |
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition at line 6329 of file Messages.h.
|
inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 6552 of file Messages.h.
|
inlinenoexcept |
Definition at line 6764 of file Messages.h.
|
inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 6224 of file Messages.h.
|
inline |
Definition at line 949 of file MessageSerialization.h.
|
inline |
Writes a human-readable presentation into the destination string.
Definition at line 942 of file MessageSerialization.h.
|
inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 6582 of file Messages.h.