#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 104 } |
typedef SchemaTraits | Schema |
typedef OrderCancelReplaceRequest104 | 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 (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 |
Definition at line 6663 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 6668 of file Messages.h.
typedef OrderCancelReplaceRequest104 ThisType |
This type alias.
Definition at line 6671 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 6674 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 6680 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 6695 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 6709 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 6720 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 6731 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 6855 of file Messages.h.
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inlinenoexcept |
Type of account associated with an order.
Definition at line 7328 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 7541 of file Messages.h.
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inlinenoexcept |
Message type = OrderCancelReplaceRequest.
Common header to all inbound business messages.
Definition at line 6758 of file Messages.h.
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inlinenoexcept |
Common header to all inbound business messages.
Definition at line 6767 of file Messages.h.
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inlinenoexcept |
Definition at line 7644 of file Messages.h.
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inlinestatic |
Definition at line 7612 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 6834 of file Messages.h.
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inlinenoexcept |
Identifies the custodian.
Definition at line 7397 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 7488 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 6906 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 7296 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 7358 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 7621 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 7567 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 7555 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 7427 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 7266 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 7496 of file Messages.h.
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inlinestaticnoexcept |
Message type = OrderCancelReplaceRequest.
Definition at line 6747 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 7529 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 7236 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 6809 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 7147 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 7096 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 6776 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 7014 of file Messages.h.
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inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 7176 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 7117 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 7584 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 7575 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 7064 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 6986 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 6953 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 6974 of file Messages.h.
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inlinenoexcept |
Indicates which order should be canceled due to Self-Trade Prevention.
Definition at line 6930 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 6884 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 6864 of file Messages.h.
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inlinenoexcept |
Definition at line 6873 of file Messages.h.
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inlinenoexcept |
Type of account associated with an order.
Definition at line 7337 of file Messages.h.
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inlinenoexcept |
Definition at line 7346 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 6844 of file Messages.h.
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inlinenoexcept |
Identifies the custodian.
Definition at line 7406 of file Messages.h.
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inlinenoexcept |
Definition at line 7415 of file Messages.h.
Identifies the trading desk.
Definition at line 7503 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 6916 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 7306 of file Messages.h.
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inlinenoexcept |
Definition at line 7316 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 7377 of file Messages.h.
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inlinenoexcept |
Definition at line 7386 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 7437 of file Messages.h.
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inlinenoexcept |
Definition at line 7446 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 7276 of file Messages.h.
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inlinenoexcept |
Definition at line 7285 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 7514 of file Messages.h.
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inlinenoexcept |
Minimum quantity of an order to be executed.
Definition at line 7245 of file Messages.h.
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inlinenoexcept |
Definition at line 7254 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 6822 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 7156 of file Messages.h.
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inlinenoexcept |
Definition at line 7165 of file Messages.h.
Quantity ordered.
Definition at line 7105 of file Messages.h.
Identifies the order tag identification.
Definition at line 6785 of file Messages.h.
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inlinenoexcept |
Definition at line 6794 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 7023 of file Messages.h.
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inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 7185 of file Messages.h.
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inlinenoexcept |
Definition at line 7194 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 7127 of file Messages.h.
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inlinenoexcept |
Definition at line 7136 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 7075 of file Messages.h.
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inlinenoexcept |
Definition at line 7085 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 6962 of file Messages.h.
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inlinenoexcept |
Indicates which order should be canceled due to Self-Trade Prevention.
Definition at line 6941 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 6894 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 7003 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 7216 of file Messages.h.
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inlinenoexcept |
Definition at line 7225 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 7468 of file Messages.h.
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inlinenoexcept |
Definition at line 7477 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 7043 of file Messages.h.
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inlinenoexcept |
Definition at line 7052 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 6994 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 7206 of file Messages.h.
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inlinenoexcept |
Client-assigned identification of a strategy.
Definition at line 7458 of file Messages.h.
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inlinenoexcept |
Definition at line 7634 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 7034 of file Messages.h.
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inline |
Definition at line 754 of file MessageSerialization.h.