#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 102 } |
typedef SchemaTraits | Schema |
typedef NewOrderSingle102 | 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 5731 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 5736 of file Messages.h.
typedef NewOrderSingle102 ThisType |
This type alias.
Definition at line 5739 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 5742 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 5748 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 5763 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 5777 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 5788 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 5799 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 5923 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 6542 of file Messages.h.
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inlinenoexcept |
Message type = NewOrderSingle.
Common header to all inbound business messages.
Definition at line 5826 of file Messages.h.
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inlinenoexcept |
Common header to all inbound business messages.
Definition at line 5835 of file Messages.h.
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inlinenoexcept |
Definition at line 6645 of file Messages.h.
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inlinestatic |
Definition at line 6614 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 5902 of file Messages.h.
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inlinenoexcept |
Identifies the custodian.
Definition at line 6369 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 6490 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 5974 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 6297 of file Messages.h.
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inlinenoexcept |
Date of order expiration (last day the order can trade), always expressed in terms of the local market date.
Definition at line 6330 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 6623 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 6568 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 6556 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 6399 of file Messages.h.
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inlinenoexcept |
Maximum number of shares or contracts within an order to be shown on the match engine at any given time.
Definition at line 6267 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 6498 of file Messages.h.
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inlinestaticnoexcept |
Message type = NewOrderSingle.
Definition at line 5815 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 6529 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 6237 of file Messages.h.
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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 5877 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 6155 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 5844 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 6082 of file Messages.h.
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inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 6176 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 6585 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 6576 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 6123 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 6054 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 6021 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 6042 of file Messages.h.
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inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 5998 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 5952 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 5932 of file Messages.h.
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inlinenoexcept |
Definition at line 5941 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 5912 of file Messages.h.
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inlinenoexcept |
Identifies the custodian.
Definition at line 6378 of file Messages.h.
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inlinenoexcept |
Definition at line 6387 of file Messages.h.
Identifies the trading desk.
Definition at line 6505 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 5984 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 6307 of file Messages.h.
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inlinenoexcept |
Definition at line 6317 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 6349 of file Messages.h.
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inlinenoexcept |
Definition at line 6358 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 6409 of file Messages.h.
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inlinenoexcept |
Definition at line 6418 of file Messages.h.
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inlinenoexcept |
Maximum number of shares or contracts within an order to be shown on the match engine at any given time.
Definition at line 6277 of file Messages.h.
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inlinenoexcept |
Definition at line 6286 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 6516 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 6246 of file Messages.h.
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inlinenoexcept |
Definition at line 6255 of file Messages.h.
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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 5890 of file Messages.h.
Quantity ordered.
Definition at line 6164 of file Messages.h.
Identifies the order tag identification.
Definition at line 5853 of file Messages.h.
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inlinenoexcept |
Definition at line 5862 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 6091 of file Messages.h.
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inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 6186 of file Messages.h.
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inlinenoexcept |
Definition at line 6195 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 6134 of file Messages.h.
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inlinenoexcept |
Definition at line 6144 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 6030 of file Messages.h.
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inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 6009 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 5962 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 6071 of file Messages.h.
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inlinenoexcept |
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition at line 6217 of file Messages.h.
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inlinenoexcept |
Definition at line 6226 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 6440 of file Messages.h.
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inlinenoexcept |
Definition at line 6449 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 6111 of file Messages.h.
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inline |
Account used for associating risk limits (when defined).
Definition at line 6470 of file Messages.h.
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inline |
Definition at line 6479 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 6062 of file Messages.h.
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inlinenoexcept |
The stop price of a stop limit order (Conditionally required if OrdType = 4).
Definition at line 6207 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 6430 of file Messages.h.
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inlinenoexcept |
Definition at line 6635 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 6102 of file Messages.h.
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inline |
Definition at line 707 of file MessageSerialization.h.
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inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 6460 of file Messages.h.