#include <OnixS/B3/BOE/messaging/Messages.h>
Classes | |
struct | PositionsEntry |
Public Types | |
enum | { TemplateId = 503 } |
typedef SchemaTraits | Schema |
typedef PositionMaintenanceReport503 | ThisType |
typedef SbeGroup< PositionsEntry, GroupSizeEncoding, MessageSize > | Positions |
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 23001 of file Messages.h.
typedef SbeGroup<PositionsEntry, GroupSizeEncoding, MessageSize> Positions |
Repeating group containing PositionsEntry entries.
Definition at line 23181 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 23006 of file Messages.h.
typedef PositionMaintenanceReport503 ThisType |
This type alias.
Definition at line 23009 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 23012 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 23187 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 23202 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 23216 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 23227 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 23238 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 23613 of file Messages.h.
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inlinenoexcept |
Type of account associated with an order.
Definition at line 23501 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 23839 of file Messages.h.
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inlinenoexcept |
Message type = PositionMaintenanceReport.
Common header to all inbound business messages.
Definition at line 23265 of file Messages.h.
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inlinenoexcept |
Common header to all inbound business messages.
Definition at line 23274 of file Messages.h.
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inlinenoexcept |
Definition at line 23935 of file Messages.h.
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inlinestatic |
Definition at line 23903 of file Messages.h.
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inlinenoexcept |
The 'Clearing Business Date' referred to by this request.
It must be set with the current date.
Definition at line 23531 of file Messages.h.
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inlinenoexcept |
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exercise should not happen to an ITM position or it should happen to an ATM or OTM position, always using the values of tags 709-PosTransType and 712-PosMaintAction to determine which operation will take place.
Should not be submitted when false.
Definition at line 23701 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 23767 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 23912 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 23865 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 23853 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 23775 of file Messages.h.
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inlinestaticnoexcept |
Message type = PositionMaintenanceReport.
Definition at line 23254 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 23827 of file Messages.h.
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inlinenoexcept |
Reference to the PosReqID (710) of a previous maintenance request that is being canceled.
Definition at line 23471 of file Messages.h.
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inlinenoexcept |
Definition at line 23727 of file Messages.h.
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inlinenoexcept |
Definition at line 23735 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 23744 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 23755 of file Messages.h.
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inlinenoexcept |
Maintenance Action to be performed.
Definition at line 23393 of file Messages.h.
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inlinenoexcept |
Identifies reason for rejection.
Required when PosMaintStatus = 2.
Definition at line 23665 of file Messages.h.
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inlinenoexcept |
Unique identifier for this position report.
Definition at line 23353 of file Messages.h.
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inlinenoexcept |
Status of Position Maintenance Request.
Definition at line 23415 of file Messages.h.
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inlinenoexcept |
Unique identifier for the position maintenance request.
Definition at line 23283 of file Messages.h.
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inlinenoexcept |
Identifies the type of position transaction.
Definition at line 23373 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 23884 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 23873 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 23345 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 23312 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 23333 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 23642 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 23622 of file Messages.h.
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inlinenoexcept |
Definition at line 23631 of file Messages.h.
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inlinenoexcept |
Type of account associated with an order.
Definition at line 23510 of file Messages.h.
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inlinenoexcept |
Definition at line 23519 of file Messages.h.
The 'Clearing Business Date' referred to by this request.
It must be set with the current date.
Definition at line 23541 of file Messages.h.
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inlinenoexcept |
Used to indicate when a contrary instruction for exercise or abandonment is being submitted :The exercise should not happen to an ITM position or it should happen to an ATM or OTM position, always using the values of tags 709-PosTransType and 712-PosMaintAction to determine which operation will take place.
Should not be submitted when false.
Definition at line 23716 of file Messages.h.
Identifies the trading desk.
Definition at line 23790 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 23801 of file Messages.h.
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inlinenoexcept |
Reference to the PosReqID (710) of a previous maintenance request that is being canceled.
Definition at line 23481 of file Messages.h.
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inlinenoexcept |
Definition at line 23490 of file Messages.h.
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inlinenoexcept |
Maintenance Action to be performed.
Definition at line 23403 of file Messages.h.
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inlinenoexcept |
Identifies reason for rejection.
Required when PosMaintStatus = 2.
Definition at line 23675 of file Messages.h.
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inlinenoexcept |
Definition at line 23684 of file Messages.h.
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inlinenoexcept |
Unique identifier for this position report.
Definition at line 23362 of file Messages.h.
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inlinenoexcept |
Status of Position Maintenance Request.
Definition at line 23425 of file Messages.h.
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inlinenoexcept |
Unique identifier for the position maintenance request.
Definition at line 23292 of file Messages.h.
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inlinenoexcept |
Definition at line 23301 of file Messages.h.
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inlinenoexcept |
Identifies the type of position transaction.
Definition at line 23382 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 23321 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 23652 of file Messages.h.
Free ASCII format text string.
Definition at line 23812 of file Messages.h.
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inlinenoexcept |
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
Definition at line 23566 of file Messages.h.
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inlinenoexcept |
Definition at line 23576 of file Messages.h.
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inlinenoexcept |
The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
Definition at line 23450 of file Messages.h.
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inlinenoexcept |
Definition at line 23459 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 23602 of file Messages.h.
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inlinenoexcept |
Definition at line 23925 of file Messages.h.
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inlinenoexcept |
Free ASCII format text string.
Definition at line 23783 of file Messages.h.
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inlinenoexcept |
Used to indicate the minimum acceptable offset between the Strike Price and the Market Price.
Definition at line 23554 of file Messages.h.
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inline |
Definition at line 1780 of file MessageSerialization.h.
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inlinenoexcept |
The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
Definition at line 23439 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 23590 of file Messages.h.