#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 702 } |
typedef SchemaTraits | Schema |
typedef OrderMassActionReport702 | 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 25890 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 25895 of file Messages.h.
typedef OrderMassActionReport702 ThisType |
This type alias.
Definition at line 25898 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 25901 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 25907 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 25922 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 25936 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 25947 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 25958 of file Messages.h.
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inlinenoexcept |
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
Definition at line 26279 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 26431 of file Messages.h.
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inlinenoexcept |
Message type = OrderMassActionReport.
Common header to all inbound business messages.
Definition at line 25985 of file Messages.h.
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inlinenoexcept |
Common header to all inbound business messages.
Definition at line 25994 of file Messages.h.
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inlinenoexcept |
Definition at line 26526 of file Messages.h.
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inlinestatic |
Definition at line 26494 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 26059 of file Messages.h.
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inlinenoexcept |
Used to communicate event type which triggers the Order Mass Action Request.
Definition at line 26187 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 26503 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 26458 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 26446 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for mass cancel on behalf purposes.
Definition at line 26365 of file Messages.h.
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inlinenoexcept |
Reason Order Mass Action Request was rejected.
Definition at line 26153 of file Messages.h.
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inlinenoexcept |
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition at line 26081 of file Messages.h.
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inlinenoexcept |
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
Definition at line 26129 of file Messages.h.
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inlinenoexcept |
Specifies the scope of the action.
Definition at line 26026 of file Messages.h.
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inlinenoexcept |
Specifies the type of action requested.
Definition at line 26003 of file Messages.h.
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inlinestaticnoexcept |
Message type = OrderMassActionReport.
Definition at line 25974 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 26417 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 26220 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 26474 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 26466 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 26356 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 26313 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 26344 of file Messages.h.
Asset associated with the security, such as DOL, BGI, OZ1, WDL, CNI, etc.
Definition at line 26290 of file Messages.h.
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inlinenoexcept |
Definition at line 26300 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 26069 of file Messages.h.
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inlinenoexcept |
Used to communicate event type which triggers the Order Mass Action Request.
Definition at line 26199 of file Messages.h.
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inlinenoexcept |
Definition at line 26209 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for mass cancel on behalf purposes.
Definition at line 26375 of file Messages.h.
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inlinenoexcept |
Definition at line 26384 of file Messages.h.
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inlinenoexcept |
Reason Order Mass Action Request was rejected.
Definition at line 26164 of file Messages.h.
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inlinenoexcept |
Definition at line 26174 of file Messages.h.
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inlinenoexcept |
Unique ID of Order Mass Action Report as assigned by the matching engine.
Definition at line 26091 of file Messages.h.
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inlinenoexcept |
Specifies the action taken by matching engine when it receives the Order Mass Action Request.
Definition at line 26140 of file Messages.h.
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inlinenoexcept |
Specifies the scope of the action.
Definition at line 26037 of file Messages.h.
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inlinenoexcept |
Definition at line 26047 of file Messages.h.
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inlinenoexcept |
Specifies the type of action requested.
Definition at line 26013 of file Messages.h.
Identifies the order tag identification.
Definition at line 26229 of file Messages.h.
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inlinenoexcept |
Definition at line 26238 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 26323 of file Messages.h.
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inlinenoexcept |
Definition at line 26332 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 26258 of file Messages.h.
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inlinenoexcept |
Definition at line 26267 of file Messages.h.
Free ASCII format text string.
Definition at line 26402 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation; expressed in UTC.
Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.
Definition at line 26117 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 26249 of file Messages.h.
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inlinenoexcept |
Definition at line 26516 of file Messages.h.
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inlinenoexcept |
Free ASCII format text string.
Definition at line 26395 of file Messages.h.
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inline |
Definition at line 2002 of file MessageSerialization.h.
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inlinenoexcept |
Time of execution/order creation; expressed in UTC.
Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.
Definition at line 26105 of file Messages.h.