#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 403 } |
typedef SchemaTraits | Schema |
typedef Quote403 | ThisType |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Public Member Functions | |
Quote403 ()=default | |
Quote403 (void *data, EncodedLength length, SchemaVersion version=Schema::Version) | |
Quote403 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version) | |
Quote403 (void *data, EncodedLength length, NoInit) | |
Quote403 (const SbeMessage &message) | |
Quote403 (void *data, EncodedLength length, NoInit, NoCheck) noexcept | |
const BidirectionalBusinessHeader & | businessHeader () const noexcept |
BidirectionalBusinessHeader & | businessHeader () noexcept |
SecurityID | securityId () const noexcept |
ThisType & | setSecurityId (SecurityID value) noexcept |
QuoteReqID | quoteReqId () const noexcept |
ThisType & | setQuoteReqId (QuoteReqID value) noexcept |
QuoteID | quoteId () const noexcept |
ThisType & | setQuoteId (QuoteID value) noexcept |
UTCTimestampNanos | transactTime () const noexcept |
ThisType & | setTransactTime (UTCTimestampNanos value) noexcept |
bool | price (Price8Optional &value) const noexcept |
ThisType & | setPrice (Price8Optional value) noexcept |
ThisType & | setPriceToNull () noexcept |
Quantity | orderQty () const noexcept |
ThisType & | setOrderQty (Quantity value) noexcept |
Side::Enum | side () const noexcept |
ThisType & | setSide (Side::Enum value) noexcept |
SettlType::Enum | settlType () const noexcept |
ThisType & | setSettlType (SettlType::Enum value) noexcept |
bool | account (AccountOptional &value) const noexcept |
ThisType & | setAccount (AccountOptional value) noexcept |
ThisType & | setAccountToNull () noexcept |
StrRef | senderLocation () const noexcept |
ThisType & | setSenderLocation (StrRef value) noexcept |
StrRef | enteringTrader () const noexcept |
ThisType & | setEnteringTrader (StrRef value) noexcept |
StrRef | executingTrader () const noexcept |
ThisType & | setExecutingTrader (StrRef value) noexcept |
Percentage8 | fixedRate () const noexcept |
ThisType & | setFixedRate (Percentage8 value) noexcept |
bool | executeUnderlyingTrade (ExecuteUnderlyingTrade::Enum &value) const noexcept |
ThisType & | setExecuteUnderlyingTrade (ExecuteUnderlyingTrade::Enum value) noexcept |
ThisType & | setExecuteUnderlyingTradeToNull () noexcept |
DaysToSettlement | daysToSettlement () const noexcept |
ThisType & | setDaysToSettlement (DaysToSettlement value) noexcept |
bool | tradingSubAccount (AccountOptional &value) const noexcept |
ThisType & | setTradingSubAccount (AccountOptional value) |
ThisType & | setTradingSubAccountToNull () |
StrRef | deskId () const noexcept |
StrRef | memo () const noexcept |
ThisType & | setDeskId (StrRef value) |
ThisType & | setMemo (StrRef value) |
ThisType & | resetVariableFields () noexcept |
ThisType & | reset () noexcept |
std::string | toString () const |
const void * | tail () const noexcept |
EncodedLength | calculateBinarySize () const noexcept |
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SbeMessage () noexcept | |
SbeMessage (void *data, MessageSize size, SchemaVersion version) | |
SbeMessage (void *data, MessageSize size) | |
SbeMessage (void *data, MessageSize size, NoCheck) noexcept | |
void | clear () noexcept |
bool | valid () const noexcept |
MessageTemplateId | templateId () const noexcept |
SchemaVersion | version () const noexcept |
SchemaId | schemaId () const noexcept |
const void * | binary () const noexcept |
void * | binary () noexcept |
const void * | blockEnd () noexcept |
const void * | blockEnd () const noexcept |
MessageSize | bufferSize () const noexcept |
void * | body () noexcept |
BlockLength | blockLength () const noexcept |
const void * | block () const noexcept |
void * | block () noexcept |
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Messaging::SbeMessage & | container () noexcept |
void | zeroPaddingBytes (MessageSizeoffset) noexcept |
void | setOrdinary (MessageSizeoffset, FieldValue value) noexcept |
void | setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since) |
void | setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept |
void | setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since) |
void | setFixedStr (MessageSizeoffset, StrRef value) noexcept |
void | setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since) |
Static Public Member Functions | |
static constexpr MessageType::Enum | messageType () noexcept |
static constexpr SecurityIDSource::Enum | securityIdSource () noexcept |
static constexpr StrRef | securityExchange () noexcept |
static constexpr Boolean::Enum | privateQuote () 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 20011 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 20016 of file Messages.h.
This type alias.
Definition at line 20019 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 20022 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 20028 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 20043 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 20057 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 20068 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 20079 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 20319 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 20592 of file Messages.h.
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inlinenoexcept |
Message type = TermoQuote.
Common header to all bidirectional business messages.
Definition at line 20106 of file Messages.h.
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inlinenoexcept |
Common header to all bidirectional business messages.
Definition at line 20116 of file Messages.h.
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inlinenoexcept |
Definition at line 20686 of file Messages.h.
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inlinestatic |
Definition at line 20655 of file Messages.h.
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inlinenoexcept |
Specifies whether a quote is public, i.e.
available to the market, or private, i.e. available to a specified counterparty only. Deadline for completing the forward deal. For Common, Dollar and Index contracts must be between 16 and 999. And maximum of 90 days for Flexible.
Definition at line 20488 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 20540 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 20370 of file Messages.h.
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inlinenoexcept |
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vista and Termo Vista Registered.
Definition at line 20437 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 20392 of file Messages.h.
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inlinenoexcept |
Interest rate of the forward trade.
Definition at line 20414 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 20664 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 20618 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 20606 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 20548 of file Messages.h.
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inlinestaticnoexcept |
Message type = TermoQuote.
Definition at line 20095 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 20579 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 20257 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 20227 of file Messages.h.
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inlinestaticnoexcept |
Specifies whether a quote is public, i.e.
available to the market, or private, i.e. available to a specified counterparty only.
Definition at line 20474 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote.
Definition at line 20186 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote request.
Definition at line 20166 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 20635 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 20626 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 20158 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 20125 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 20146 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 20348 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 20328 of file Messages.h.
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inlinenoexcept |
Definition at line 20337 of file Messages.h.
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inlinenoexcept |
Deadline for completing the forward deal.
For Common, Dollar and Index contracts must be between 16 and 999. And maximum of 90 days for Flexible.
Definition at line 20499 of file Messages.h.
Identifies the trading desk.
Definition at line 20555 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 20380 of file Messages.h.
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inlinenoexcept |
Specifies if a simultaneous trade of the underlying is to be performed.Required to indicate Termo Vista and Termo Vista Registered.
Definition at line 20450 of file Messages.h.
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inlinenoexcept |
Definition at line 20460 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 20402 of file Messages.h.
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inlinenoexcept |
Interest rate of the forward trade.
Definition at line 20423 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 20566 of file Messages.h.
Quantity ordered.
Definition at line 20266 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 20237 of file Messages.h.
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inlinenoexcept |
Definition at line 20246 of file Messages.h.
Unique identifier for quote.
Definition at line 20195 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote request.
Definition at line 20175 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 20134 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 20358 of file Messages.h.
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inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 20308 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 20286 of file Messages.h.
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inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 20298 of file Messages.h.
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inline |
Account used for associating risk limits (when defined).
Definition at line 20520 of file Messages.h.
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inline |
Definition at line 20529 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 20215 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 20277 of file Messages.h.
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inlinenoexcept |
Definition at line 20676 of file Messages.h.
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inline |
Definition at line 1511 of file MessageSerialization.h.
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inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 20510 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 20206 of file Messages.h.