OnixS C++ B3 BOE Binary Order Entry  1.3.0
API Documentation
QuoteRequest401 Struct Reference

#include <OnixS/B3/BOE/messaging/Messages.h>

Classes

struct  SidesEntry
 

Public Types

enum  { TemplateId = 401 }
 
typedef SchemaTraits Schema
 
typedef QuoteRequest401 ThisType
 
typedef SbeGroup< SidesEntry, GroupSizeEncoding, MessageSizeSides
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 QuoteRequest401 ()=default
 
 QuoteRequest401 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 QuoteRequest401 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 QuoteRequest401 (void *data, EncodedLength length, NoInit)
 
 QuoteRequest401 (const SbeMessage &message)
 
 QuoteRequest401 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
 
const BidirectionalBusinessHeaderbusinessHeader () const noexcept
 
BidirectionalBusinessHeaderbusinessHeader () noexcept
 
SecurityID securityId () const noexcept
 
ThisTypesetSecurityId (SecurityID value) noexcept
 
QuoteReqID quoteReqId () const noexcept
 
ThisTypesetQuoteReqId (QuoteReqID value) noexcept
 
bool quoteId (QuoteIDOptional &value) const noexcept
 
ThisTypesetQuoteId (QuoteIDOptional value) noexcept
 
ThisTypesetQuoteIdToNull () noexcept
 
bool tradeId (TradeIDOptional &value) const noexcept
 
ThisTypesetTradeId (TradeIDOptional value) noexcept
 
ThisTypesetTradeIdToNull () noexcept
 
Firm contraBroker () const noexcept
 
ThisTypesetContraBroker (Firm value) noexcept
 
UTCTimestampNanos transactTime () const noexcept
 
ThisTypesetTransactTime (UTCTimestampNanos value) noexcept
 
Price8 price () const noexcept
 
ThisTypesetPrice (Price8 value) noexcept
 
SettlType::Enum settlType () const noexcept
 
ThisTypesetSettlType (SettlType::Enum value) noexcept
 
bool executeUnderlyingTrade (ExecuteUnderlyingTrade::Enum &value) const noexcept
 
ThisTypesetExecuteUnderlyingTrade (ExecuteUnderlyingTrade::Enum value) noexcept
 
ThisTypesetExecuteUnderlyingTradeToNull () noexcept
 
Quantity orderQty () const noexcept
 
ThisTypesetOrderQty (Quantity value) noexcept
 
StrRef senderLocation () const noexcept
 
ThisTypesetSenderLocation (StrRef value) noexcept
 
StrRef enteringTrader () const noexcept
 
ThisTypesetEnteringTrader (StrRef value) noexcept
 
StrRef executingTrader () const noexcept
 
ThisTypesetExecutingTrader (StrRef value) noexcept
 
Percentage8 fixedRate () const noexcept
 
ThisTypesetFixedRate (Percentage8 value) noexcept
 
DaysToSettlement daysToSettlement () const noexcept
 
ThisTypesetDaysToSettlement (DaysToSettlement value) noexcept
 
Sides sides () const noexcept
 
Sides sides () noexcept
 
Sides sides (Sides::Size length)
 
Sides sides (Sides::Size length, NoFieldsInit)
 
StrRef deskId () const noexcept
 
StrRef memo () const noexcept
 
ThisTypesetDeskId (StrRef value)
 
ThisTypesetMemo (StrRef value)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () 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::SbeMessagecontainer () 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 CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (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
 

Detailed Description

Definition at line 18033 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 18038 of file Messages.h.

Repeating group containing SidesEntry entries.

Definition at line 18217 of file Messages.h.

This type alias.

Definition at line 18041 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 18044 of file Messages.h.

Constructor & Destructor Documentation

QuoteRequest401 ( )
default

Initializes a blank instance.

QuoteRequest401 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 18223 of file Messages.h.

QuoteRequest401 ( 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 18238 of file Messages.h.

QuoteRequest401 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 18252 of file Messages.h.

QuoteRequest401 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 18263 of file Messages.h.

QuoteRequest401 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 18274 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 18810 of file Messages.h.

const BidirectionalBusinessHeader& businessHeader ( ) const
inlinenoexcept

Message type = QuoteRequest.

Common header to all bidirectional business messages.

Definition at line 18301 of file Messages.h.

BidirectionalBusinessHeader& businessHeader ( )
inlinenoexcept

Common header to all bidirectional business messages.

Definition at line 18311 of file Messages.h.

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 18900 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 18869 of file Messages.h.

Firm contraBroker ( ) const
inlinenoexcept

Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward deal.

Definition at line 18442 of file Messages.h.

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 18695 of file Messages.h.

StrRef deskId ( ) const
inlinenoexcept

Identifies the trading desk.

Definition at line 18757 of file Messages.h.

StrRef enteringTrader ( ) const
inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 18606 of file Messages.h.

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 18530 of file Messages.h.

StrRef executingTrader ( ) const
inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 18628 of file Messages.h.

Percentage8 fixedRate ( ) const
inlinenoexcept

Describes the interest to be paid by the forward buyer and received by the forward seller, in proportion to the agreed days to settlement.

Expressed in decimal form. For example, 1% is expressed and sent as 0.01. One basis point is represented as 0.0001.

Definition at line 18654 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 18878 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 18836 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 18824 of file Messages.h.

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 18765 of file Messages.h.

static constexpr MessageType::Enum messageType ( )
inlinestaticnoexcept

Message type = QuoteRequest.

Definition at line 18290 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 18798 of file Messages.h.

Quantity orderQty ( ) const
inlinenoexcept

Quantity ordered.

Definition at line 18564 of file Messages.h.

Price8 price ( ) const
inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 18484 of file Messages.h.

static constexpr Boolean::Enum privateQuote ( )
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 18681 of file Messages.h.

bool quoteId ( QuoteIDOptional value) const
inlinenoexcept

Unique identifier for quote.

Definition at line 18381 of file Messages.h.

QuoteReqID quoteReqId ( ) const
inlinenoexcept

Unique identifier for quote request.

Definition at line 18361 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 18854 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 18844 of file Messages.h.

static constexpr StrRef securityExchange ( )
inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Market to which the symbol belongs.

Definition at line 18353 of file Messages.h.

SecurityID securityId ( ) const
inlinenoexcept

Security identification as defined by exchange.

Definition at line 18320 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )
inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 18341 of file Messages.h.

StrRef senderLocation ( ) const
inlinenoexcept

Identifies the original location for routing orders.

Definition at line 18584 of file Messages.h.

ThisType& setContraBroker ( Firm  value)
inlinenoexcept

Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward deal.

Definition at line 18452 of file Messages.h.

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 18706 of file Messages.h.

ThisType& setDeskId ( StrRef  value)
inline

Identifies the trading desk.

Definition at line 18772 of file Messages.h.

ThisType& setEnteringTrader ( StrRef  value)
inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 18616 of file Messages.h.

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 18543 of file Messages.h.

ThisType& setExecuteUnderlyingTradeToNull ( )
inlinenoexcept

Definition at line 18553 of file Messages.h.

ThisType& setExecutingTrader ( StrRef  value)
inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 18638 of file Messages.h.

ThisType& setFixedRate ( Percentage8  value)
inlinenoexcept

Describes the interest to be paid by the forward buyer and received by the forward seller, in proportion to the agreed days to settlement.

Expressed in decimal form. For example, 1% is expressed and sent as 0.01. One basis point is represented as 0.0001.

Definition at line 18667 of file Messages.h.

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 18783 of file Messages.h.

ThisType& setOrderQty ( Quantity  value)
inlinenoexcept

Quantity ordered.

Definition at line 18573 of file Messages.h.

ThisType& setPrice ( Price8  value)
inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 18494 of file Messages.h.

ThisType& setQuoteId ( QuoteIDOptional  value)
inlinenoexcept

Unique identifier for quote.

Definition at line 18390 of file Messages.h.

ThisType& setQuoteIdToNull ( )
inlinenoexcept

Definition at line 18399 of file Messages.h.

ThisType& setQuoteReqId ( QuoteReqID  value)
inlinenoexcept

Unique identifier for quote request.

Definition at line 18370 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value)
inlinenoexcept

Security identification as defined by exchange.

Definition at line 18329 of file Messages.h.

ThisType& setSenderLocation ( StrRef  value)
inlinenoexcept

Identifies the original location for routing orders.

Definition at line 18594 of file Messages.h.

ThisType& setSettlType ( SettlType::Enum  value)
inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 18516 of file Messages.h.

SettlType::Enum settlType ( ) const
inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 18506 of file Messages.h.

ThisType& setTradeId ( TradeIDOptional  value)
inlinenoexcept

Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.

Definition at line 18421 of file Messages.h.

ThisType& setTradeIdToNull ( )
inlinenoexcept

Definition at line 18430 of file Messages.h.

ThisType& setTransactTime ( UTCTimestampNanos  value)
inlinenoexcept

Time of execution/order creation.

Definition at line 18472 of file Messages.h.

Sides sides ( ) const
inlinenoexcept
Returns
instance of Sides repeating group.

Definition at line 18717 of file Messages.h.

Sides sides ( )
inlinenoexcept
Returns
instance of Sides repeating group.

Definition at line 18725 of file Messages.h.

Sides sides ( Sides::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
noSides(35511) repeating group.

Definition at line 18734 of file Messages.h.

Sides sides ( Sides::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
noSides(35511) repeating group.

Definition at line 18745 of file Messages.h.

const void* tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 18890 of file Messages.h.

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 1386 of file MessageSerialization.h.

bool tradeId ( TradeIDOptional value) const
inlinenoexcept

Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.

Definition at line 18411 of file Messages.h.

UTCTimestampNanos transactTime ( ) const
inlinenoexcept

Time of execution/order creation.

Definition at line 18463 of file Messages.h.


The documentation for this struct was generated from the following files: