#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, MessageSize > | Sides |
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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 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 |
bool | quoteId (QuoteIDOptional &value) const noexcept |
ThisType & | setQuoteId (QuoteIDOptional value) noexcept |
ThisType & | setQuoteIdToNull () noexcept |
bool | tradeId (TradeIDOptional &value) const noexcept |
ThisType & | setTradeId (TradeIDOptional value) noexcept |
ThisType & | setTradeIdToNull () noexcept |
Firm | contraBroker () const noexcept |
ThisType & | setContraBroker (Firm value) noexcept |
UTCTimestampNanos | transactTime () const noexcept |
ThisType & | setTransactTime (UTCTimestampNanos value) noexcept |
Price8 | price () const noexcept |
ThisType & | setPrice (Price8 value) noexcept |
SettlType::Enum | settlType () const noexcept |
ThisType & | setSettlType (SettlType::Enum value) noexcept |
bool | executeUnderlyingTrade (ExecuteUnderlyingTrade::Enum &value) const noexcept |
ThisType & | setExecuteUnderlyingTrade (ExecuteUnderlyingTrade::Enum value) noexcept |
ThisType & | setExecuteUnderlyingTradeToNull () noexcept |
Quantity | orderQty () const noexcept |
ThisType & | setOrderQty (Quantity value) 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 |
DaysToSettlement | daysToSettlement () const noexcept |
ThisType & | setDaysToSettlement (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 |
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 18033 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 18038 of file Messages.h.
typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides |
Repeating group containing SidesEntry entries.
Definition at line 18217 of file Messages.h.
typedef QuoteRequest401 ThisType |
This type alias.
Definition at line 18041 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 18044 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 18223 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 18238 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 18252 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 18263 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 18274 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 18810 of file Messages.h.
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inlinenoexcept |
Message type = QuoteRequest.
Common header to all bidirectional business messages.
Definition at line 18301 of file Messages.h.
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inlinenoexcept |
Common header to all bidirectional business messages.
Definition at line 18311 of file Messages.h.
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inlinenoexcept |
Definition at line 18900 of file Messages.h.
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inlinestatic |
Definition at line 18869 of file Messages.h.
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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.
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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 18695 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 18757 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 18606 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 18530 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 18628 of file Messages.h.
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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.
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inlinestaticnoexcept |
FIX message type.
Definition at line 18878 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 18836 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 18824 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 18765 of file Messages.h.
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inlinestaticnoexcept |
Message type = QuoteRequest.
Definition at line 18290 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 18798 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 18564 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 18484 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 18681 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote.
Definition at line 18381 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote request.
Definition at line 18361 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 18854 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 18844 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 18353 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 18320 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 18341 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 18584 of file Messages.h.
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.
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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 18706 of file Messages.h.
Identifies the trading desk.
Definition at line 18772 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 18616 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 18543 of file Messages.h.
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inlinenoexcept |
Definition at line 18553 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 18638 of file Messages.h.
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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.
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.
Quantity ordered.
Definition at line 18573 of file Messages.h.
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.
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inlinenoexcept |
Unique identifier for quote.
Definition at line 18390 of file Messages.h.
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inlinenoexcept |
Definition at line 18399 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote request.
Definition at line 18370 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 18329 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 18594 of file Messages.h.
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inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 18516 of file Messages.h.
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inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 18506 of file Messages.h.
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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.
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inlinenoexcept |
Definition at line 18430 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 18472 of file Messages.h.
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inlinenoexcept |
Definition at line 18717 of file Messages.h.
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inlinenoexcept |
Definition at line 18725 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 18734 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 18745 of file Messages.h.
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inlinenoexcept |
Definition at line 18890 of file Messages.h.
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inline |
Definition at line 1386 of file MessageSerialization.h.
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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.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 18463 of file Messages.h.