#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 104 } |
typedef SchemaTraits | Schema |
typedef OrderCancelReplaceRequest104 | 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 6733 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 6738 of file Messages.h.
typedef OrderCancelReplaceRequest104 ThisType |
This type alias.
Definition at line 6741 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 6744 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 6750 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 6765 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 6779 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 6790 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 6801 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 6925 of file Messages.h.
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inlinenoexcept |
Type of account associated with an order.
Definition at line 7398 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 7640 of file Messages.h.
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inlinenoexcept |
Message type = OrderCancelReplaceRequest.
Common header to all inbound business messages.
Definition at line 6828 of file Messages.h.
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inlinenoexcept |
Common header to all inbound business messages.
Definition at line 6837 of file Messages.h.
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inlinenoexcept |
Definition at line 7748 of file Messages.h.
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inlinestatic |
Definition at line 7716 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 6904 of file Messages.h.
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inlinenoexcept |
Identifies the custodian.
Definition at line 7467 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 7588 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 6976 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 7366 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 7428 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 7725 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 7666 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 7654 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 7497 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 7336 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 7596 of file Messages.h.
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inlinestaticnoexcept |
Message type = OrderCancelReplaceRequest.
Definition at line 6817 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 7627 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 7306 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 6879 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 7217 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 7166 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 6846 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 7084 of file Messages.h.
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inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 7246 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 7187 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 7683 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 7674 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 7134 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 7056 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 7023 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 7044 of file Messages.h.
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inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 7000 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 6954 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 6934 of file Messages.h.
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inlinenoexcept |
Definition at line 6943 of file Messages.h.
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inlinenoexcept |
Type of account associated with an order.
Definition at line 7407 of file Messages.h.
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inlinenoexcept |
Definition at line 7416 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 6914 of file Messages.h.
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inlinenoexcept |
Identifies the custodian.
Definition at line 7476 of file Messages.h.
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inlinenoexcept |
Definition at line 7485 of file Messages.h.
Identifies the trading desk.
Definition at line 7603 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 6986 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 7376 of file Messages.h.
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inlinenoexcept |
Definition at line 7386 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 7447 of file Messages.h.
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inlinenoexcept |
Definition at line 7456 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 7507 of file Messages.h.
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inlinenoexcept |
Definition at line 7516 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 7346 of file Messages.h.
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inlinenoexcept |
Definition at line 7355 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 7614 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 7315 of file Messages.h.
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inlinenoexcept |
Definition at line 7324 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 6892 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 7226 of file Messages.h.
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inlinenoexcept |
Definition at line 7235 of file Messages.h.
Quantity ordered.
Definition at line 7175 of file Messages.h.
Identifies the order tag identification.
Definition at line 6855 of file Messages.h.
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inlinenoexcept |
Definition at line 6864 of file Messages.h.
|
inlinenoexcept |
Order type.
Definition at line 7093 of file Messages.h.
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inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 7255 of file Messages.h.
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inlinenoexcept |
Definition at line 7264 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 7197 of file Messages.h.
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inlinenoexcept |
Definition at line 7206 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 7145 of file Messages.h.
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inlinenoexcept |
Definition at line 7155 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 7032 of file Messages.h.
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inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 7011 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 6964 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 7073 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 7286 of file Messages.h.
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inlinenoexcept |
Definition at line 7295 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 7538 of file Messages.h.
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inlinenoexcept |
Definition at line 7547 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 7113 of file Messages.h.
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inlinenoexcept |
Definition at line 7122 of file Messages.h.
|
inline |
Account used for associating risk limits (when defined).
Definition at line 7568 of file Messages.h.
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inline |
Definition at line 7577 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 7064 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 7276 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 7528 of file Messages.h.
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inlinenoexcept |
Definition at line 7738 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 7104 of file Messages.h.
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inline |
Definition at line 754 of file MessageSerialization.h.
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inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 7558 of file Messages.h.