Classes
struct	SidesEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef QuoteRequest401	ThisType
typedef SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize >	Sides
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 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
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 18033 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 18038 of file Messages.h.

◆ Sides

typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides

Repeating group containing SidesEntry entries.

Definition at line 18217 of file Messages.h.

◆ ThisType

typedef QuoteRequest401 ThisType

This type alias.

Definition at line 18041 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	401

Definition at line 18044 of file Messages.h.

Constructor & Destructor Documentation

◆ QuoteRequest401() [1/6]

QuoteRequest401 ( )

default

Initializes a blank instance.

◆ QuoteRequest401() [2/6]

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() [3/6]

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() [4/6]

QuoteRequest401	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 18252 of file Messages.h.

◆ QuoteRequest401() [5/6]

QuoteRequest401 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 18263 of file Messages.h.

◆ QuoteRequest401() [6/6]

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

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 18810 of file Messages.h.

◆ businessHeader() [1/2]

const BidirectionalBusinessHeader & businessHeader ( ) const

inlinenoexcept

Message type = QuoteRequest.

Common header to all bidirectional business messages.

Definition at line 18301 of file Messages.h.

◆ businessHeader() [2/2]

BidirectionalBusinessHeader & businessHeader ( )

inlinenoexcept

Common header to all bidirectional business messages.

Definition at line 18311 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 18900 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 18869 of file Messages.h.

◆ contraBroker()

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 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.

◆ deskId()

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 18757 of file Messages.h.

◆ enteringTrader()

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 18606 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 18530 of file Messages.h.

◆ executingTrader()

StrRef executingTrader ( ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 18628 of file Messages.h.

◆ fixedRate()

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.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 18878 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 18836 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 18824 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 18765 of file Messages.h.

◆ messageType()

constexpr MessageType::Enum messageType ( )

inlinestaticconstexprnoexcept

Message type = QuoteRequest.

Definition at line 18290 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 18798 of file Messages.h.

◆ orderQty()

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 18564 of file Messages.h.

◆ price()

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.

◆ 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 18681 of file Messages.h.

◆ quoteId()

bool quoteId ( QuoteIDOptional & value ) const

inlinenoexcept

Unique identifier for quote.

Definition at line 18381 of file Messages.h.

◆ quoteReqId()

QuoteReqID quoteReqId ( ) const

inlinenoexcept

Unique identifier for quote request.

Definition at line 18361 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 18854 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 18844 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 18353 of file Messages.h.

◆ securityId()

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 18320 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 18341 of file Messages.h.

◆ senderLocation()

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 18584 of file Messages.h.

◆ setContraBroker()

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.

◆ 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 18706 of file Messages.h.

◆ setDeskId()

ThisType & setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 18772 of file Messages.h.

◆ setEnteringTrader()

ThisType & setEnteringTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 18616 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 18543 of file Messages.h.

◆ setExecuteUnderlyingTradeToNull()

ThisType & setExecuteUnderlyingTradeToNull ( )

inlinenoexcept

Definition at line 18553 of file Messages.h.

◆ setExecutingTrader()

ThisType & setExecutingTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 18638 of file Messages.h.

◆ setFixedRate()

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.

◆ 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 18783 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 18573 of file Messages.h.

◆ setPrice()

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.

◆ setQuoteId()

ThisType & setQuoteId ( QuoteIDOptional value )

inlinenoexcept

Unique identifier for quote.

Definition at line 18390 of file Messages.h.

◆ setQuoteIdToNull()

ThisType & setQuoteIdToNull ( )

inlinenoexcept

Definition at line 18399 of file Messages.h.

◆ setQuoteReqId()

ThisType & setQuoteReqId ( QuoteReqID value )

inlinenoexcept

Unique identifier for quote request.

Definition at line 18370 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 18329 of file Messages.h.

◆ setSenderLocation()

ThisType & setSenderLocation ( StrRef value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 18594 of file Messages.h.

◆ setSettlType()

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()

SettlType::Enum settlType ( ) const

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 18506 of file Messages.h.

◆ setTradeId()

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.

◆ setTradeIdToNull()

ThisType & setTradeIdToNull ( )

inlinenoexcept

Definition at line 18430 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation.

Definition at line 18472 of file Messages.h.

◆ sides() [1/4]

Sides sides ( ) const

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 18717 of file Messages.h.

◆ sides() [2/4]

Sides sides ( )

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 18725 of file Messages.h.

◆ sides() [3/4]

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() [4/4]

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.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 18890 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 1386 of file MessageSerialization.h.

◆ tradeId()

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.

◆ transactTime()

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation.

Definition at line 18463 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Schema

◆ Sides

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ QuoteRequest401() [1/6]

◆ QuoteRequest401() [2/6]

◆ QuoteRequest401() [3/6]

◆ QuoteRequest401() [4/6]

◆ QuoteRequest401() [5/6]

◆ QuoteRequest401() [6/6]

Member Function Documentation

◆ blockLength()

◆ businessHeader() [1/2]

◆ businessHeader() [2/2]

◆ calculateBinarySize()

◆ className()

◆ contraBroker()

◆ daysToSettlement()

◆ deskId()

◆ enteringTrader()

◆ executeUnderlyingTrade()

◆ executingTrader()

◆ fixedRate()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ memo()

◆ messageType()

◆ minimalBlockLength()

◆ orderQty()

◆ price()

◆ privateQuote()

◆ quoteId()

◆ quoteReqId()

◆ reset()

◆ resetVariableFields()

◆ securityExchange()

◆ securityId()

◆ securityIdSource()

◆ senderLocation()

◆ setContraBroker()

◆ setDaysToSettlement()

◆ setDeskId()

◆ setEnteringTrader()

◆ setExecuteUnderlyingTrade()

◆ setExecuteUnderlyingTradeToNull()

◆ setExecutingTrader()

◆ setFixedRate()

◆ setMemo()

◆ setOrderQty()

◆ setPrice()

◆ setQuoteId()

◆ setQuoteIdToNull()

◆ setQuoteReqId()

◆ setSecurityId()

◆ setSenderLocation()

◆ setSettlType()

◆ settlType()

◆ setTradeId()

◆ setTradeIdToNull()

◆ setTransactTime()

◆ sides() [1/4]

◆ sides() [2/4]

◆ sides() [3/4]

◆ sides() [4/4]

◆ tail()

◆ toString()

◆ tradeId()

◆ transactTime()