Public Types
enum
typedef SchemaTraits	Schema
typedef Quote403	ThisType
Public Types inherited from SbeMessage
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
Public Member Functions inherited from SbeMessage
	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
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage &	container () noexcept
void	zeroPaddingBytes (MessageSize offset) noexcept
void	setOrdinary (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

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

Detailed Description

Definition at line 20011 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 20016 of file Messages.h.

◆ ThisType

typedef Quote403 ThisType

This type alias.

Definition at line 20019 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	403

Definition at line 20022 of file Messages.h.

Constructor & Destructor Documentation

◆ Quote403() [1/6]

Quote403 ( )

default

Initializes a blank instance.

◆ Quote403() [2/6]

Quote403	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 20028 of file Messages.h.

◆ Quote403() [3/6]

Quote403	(	void *	data,
		EncodedLength	length,
		NoFieldsInit	,
		SchemaVersion	version = Schema::Version )

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.

◆ Quote403() [4/6]

Quote403	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 20057 of file Messages.h.

◆ Quote403() [5/6]

Quote403 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 20068 of file Messages.h.

◆ Quote403() [6/6]

Quote403	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 20079 of file Messages.h.

Member Function Documentation

◆ account()

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 20319 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 20592 of file Messages.h.

◆ businessHeader() [1/2]

const BidirectionalBusinessHeader & businessHeader ( ) const

inlinenoexcept

Message type = TermoQuote.

Common header to all bidirectional business messages.

Definition at line 20106 of file Messages.h.

◆ businessHeader() [2/2]

BidirectionalBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all bidirectional business messages.

Definition at line 20116 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 20686 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 20655 of file Messages.h.

◆ daysToSettlement()

DaysToSettlement daysToSettlement ( ) const

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.

◆ deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 20540 of file Messages.h.

◆ enteringTrader()

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 20370 of file Messages.h.

◆ executeUnderlyingTrade()

bool executeUnderlyingTrade ( ExecuteUnderlyingTrade::Enum & value ) const

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.

◆ executingTrader()

StrRef executingTrader ( ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 20392 of file Messages.h.

◆ fixedRate()

Percentage8 fixedRate ( ) const

inlinenoexcept

Interest rate of the forward trade.

Definition at line 20414 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 20664 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 20618 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 20606 of file Messages.h.

◆ memo()

StrRef memo ( ) const

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.

◆ messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

Message type = TermoQuote.

Definition at line 20095 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 20579 of file Messages.h.

◆ orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 20257 of file Messages.h.

◆ price()

bool price ( Price8Optional & value ) const

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.

◆ privateQuote()

constexpr Boolean::Enum privateQuote ( )

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 20474 of file Messages.h.

◆ quoteId()

QuoteID quoteId ( ) const

inlinenoexcept

Unique identifier for quote.

Definition at line 20186 of file Messages.h.

◆ quoteReqId()

QuoteReqID quoteReqId ( ) const

inlinenoexcept

Unique identifier for quote request.

Definition at line 20166 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 20635 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 20626 of file Messages.h.

◆ securityExchange()

constexpr StrRef securityExchange ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Market to which the symbol belongs.

Definition at line 20158 of file Messages.h.

◆ securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 20125 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 20146 of file Messages.h.

◆ senderLocation()

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 20348 of file Messages.h.

◆ setAccount()

ThisType & setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 20328 of file Messages.h.

◆ setAccountToNull()

ThisType & setAccountToNull ( )

inlinenoexcept

Definition at line 20337 of file Messages.h.

◆ setDaysToSettlement()

ThisType & setDaysToSettlement ( DaysToSettlement value )

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.

◆ setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 20555 of file Messages.h.

◆ setEnteringTrader()

ThisType & setEnteringTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 20380 of file Messages.h.

◆ setExecuteUnderlyingTrade()

ThisType & setExecuteUnderlyingTrade ( ExecuteUnderlyingTrade::Enum value )

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.

◆ setExecuteUnderlyingTradeToNull()

ThisType & setExecuteUnderlyingTradeToNull ( )

inlinenoexcept

Definition at line 20460 of file Messages.h.

◆ setExecutingTrader()

ThisType & setExecutingTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 20402 of file Messages.h.

◆ setFixedRate()

ThisType & setFixedRate ( Percentage8 value )

inlinenoexcept

Interest rate of the forward trade.

Definition at line 20423 of file Messages.h.

◆ setMemo()

ThisType & setMemo ( StrRef value )

inline

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.

◆ setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 20266 of file Messages.h.

◆ setPrice()

ThisType & setPrice ( Price8Optional value )

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.

◆ setPriceToNull()

ThisType & setPriceToNull ( )

inlinenoexcept

Definition at line 20246 of file Messages.h.

◆ setQuoteId()

ThisType & setQuoteId ( QuoteID value )

inlinenoexcept

Unique identifier for quote.

Definition at line 20195 of file Messages.h.

◆ setQuoteReqId()

ThisType & setQuoteReqId ( QuoteReqID value )

inlinenoexcept

Unique identifier for quote request.

Definition at line 20175 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 20134 of file Messages.h.

◆ setSenderLocation()

ThisType & setSenderLocation ( StrRef value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 20358 of file Messages.h.

◆ setSettlType()

ThisType & setSettlType ( SettlType::Enum value )

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 20308 of file Messages.h.

◆ setSide()

ThisType & setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 20286 of file Messages.h.

◆ settlType()

SettlType::Enum settlType ( ) const

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 20298 of file Messages.h.

◆ setTradingSubAccount()

ThisType & setTradingSubAccount ( AccountOptional value )

inline

Account used for associating risk limits (when defined).

Definition at line 20520 of file Messages.h.

◆ setTradingSubAccountToNull()

ThisType & setTradingSubAccountToNull ( )

inline

Definition at line 20529 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 20215 of file Messages.h.

◆ side()

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 20277 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 20676 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 1511 of file MessageSerialization.h.

◆ tradingSubAccount()

bool tradingSubAccount ( AccountOptional & value ) const

inlinenoexcept

Account used for associating risk limits (when defined).

Definition at line 20510 of file Messages.h.

◆ transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 20206 of file Messages.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ Quote403() [1/6]

◆ Quote403() [2/6]

◆ Quote403() [3/6]

◆ Quote403() [4/6]

◆ Quote403() [5/6]

◆ Quote403() [6/6]

Member Function Documentation

◆ account()

◆ blockLength()

◆ businessHeader() [1/2]

◆ businessHeader() [2/2]

◆ calculateBinarySize()

◆ className()

◆ daysToSettlement()

◆ deskId()

◆ enteringTrader()

◆ executeUnderlyingTrade()

◆ executingTrader()

◆ fixedRate()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ memo()

◆ messageType()

◆ minimalBlockLength()

◆ orderQty()

◆ price()

◆ privateQuote()

◆ quoteId()

◆ quoteReqId()

◆ reset()

◆ resetVariableFields()

◆ securityExchange()

◆ securityId()

◆ securityIdSource()

◆ senderLocation()

◆ setAccount()

◆ setAccountToNull()

◆ setDaysToSettlement()

◆ setDeskId()

◆ setEnteringTrader()

◆ setExecuteUnderlyingTrade()

◆ setExecuteUnderlyingTradeToNull()

◆ setExecutingTrader()

◆ setFixedRate()

◆ setMemo()

◆ setOrderQty()

◆ setPrice()

◆ setPriceToNull()

◆ setQuoteId()

◆ setQuoteReqId()

◆ setSecurityId()

◆ setSenderLocation()

◆ setSettlType()

◆ setSide()

◆ settlType()

◆ setTradingSubAccount()

◆ setTradingSubAccountToNull()

◆ setTransactTime()

◆ side()

◆ tail()

◆ toString()

◆ tradingSubAccount()

◆ transactTime()