#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef Quote403 | 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 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 | |
| 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 (MessageSize offset) const noexcept |
| const Value & | accessOrdinary (MessageSize offset) const noexcept |
| Enumeration::Enum | enumeration (MessageSize offset) const noexcept |
| Value | decimal (MessageSize offset) const noexcept |
| StrRef | fixedStr (MessageSize offset) const noexcept |
| Static Protected Member Functions inherited from SbeMessage | |
| static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 20375 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 20380 of file Messages.h.
This type alias.
Definition at line 20383 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 403 | |
Definition at line 20386 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 20392 of file Messages.h.
|
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 20407 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 20421 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 20432 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block. Performs no checks.
Definition at line 20443 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 20683 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 20956 of file Messages.h.
|
inlinenoexcept |
Message type = TermoQuote.
Common header to all bidirectional business messages.
Definition at line 20470 of file Messages.h.
|
inlinenoexcept |
Common header to all bidirectional business messages.
Definition at line 20480 of file Messages.h.
|
inlinenoexcept |
Definition at line 21058 of file Messages.h.
|
inlinestaticconstexpr |
Definition at line 21021 of file Messages.h.
|
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 20852 of file Messages.h.
|
inlinenoexcept |
Identifies the trading desk.
Definition at line 20904 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 20734 of file Messages.h.
|
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 20801 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 20756 of file Messages.h.
|
inlinenoexcept |
Interest rate of the forward trade.
Definition at line 20778 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 21030 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Maximal message size.
Definition at line 20982 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 20970 of file Messages.h.
|
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 20912 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Message type = TermoQuote.
Definition at line 20459 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 20943 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 20621 of file Messages.h.
|
inlinenoexcept |
Price per share or contract. Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 20591 of file Messages.h.
|
inlinestaticconstexprnoexcept |
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 20838 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote.
Definition at line 20550 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request.
Definition at line 20530 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 20999 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 20990 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 20522 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 20489 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 20510 of file Messages.h.
|
inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 20712 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 20692 of file Messages.h.
|
inlinenoexcept |
Definition at line 20701 of file Messages.h.
|
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 20863 of file Messages.h.
Identifies the trading desk.
Definition at line 20919 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 20744 of file Messages.h.
|
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 20814 of file Messages.h.
|
inlinenoexcept |
Definition at line 20824 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 20766 of file Messages.h.
|
inlinenoexcept |
Interest rate of the forward trade.
Definition at line 20787 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 20930 of file Messages.h.
Quantity ordered.
Definition at line 20630 of file Messages.h.
|
inlinenoexcept |
Price per share or contract. Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 20601 of file Messages.h.
|
inlinenoexcept |
Definition at line 20610 of file Messages.h.
Unique identifier for quote.
Definition at line 20559 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request.
Definition at line 20539 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 20498 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 20722 of file Messages.h.
|
inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 20672 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 20650 of file Messages.h.
|
inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 20662 of file Messages.h.
|
inline |
Account used for associating risk limits (when defined).
Definition at line 20884 of file Messages.h.
|
inline |
Definition at line 20893 of file Messages.h.
|
inlinenoexcept |
Time of execution/order creation.
Definition at line 20579 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 20641 of file Messages.h.
|
inlinenoexcept |
Definition at line 21048 of file Messages.h.
|
inline |
Definition at line 2029 of file MessageSerialization.h.
|
inline |
Writes a human-readable presentation into the destination string.
Definition at line 2022 of file MessageSerialization.h.
|
inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 20874 of file Messages.h.
|
inlinenoexcept |
Time of execution/order creation.
Definition at line 20570 of file Messages.h.