#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

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 (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
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 (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 17703 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 17708 of file Messages.h.

typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides

Repeating group containing SidesEntry entries.

Definition at line 17853 of file Messages.h.

typedef QuoteRequest401 ThisType

This type alias.

Definition at line 17711 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 17714 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 17859 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 17874 of file Messages.h.

QuoteRequest401	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 17888 of file Messages.h.

QuoteRequest401 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 17899 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 17910 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 18452 of file Messages.h.

const BidirectionalBusinessHeader& businessHeader ( ) const

inlinenoexcept

Message type = QuoteRequest.

Common header to all bidirectional business messages.

Definition at line 17937 of file Messages.h.

BidirectionalBusinessHeader& businessHeader ( )

inlinenoexcept

Common header to all bidirectional business messages.

Definition at line 17947 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 18542 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 18511 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 18078 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 18337 of file Messages.h.

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 18399 of file Messages.h.

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 18248 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 18172 of file Messages.h.

StrRef executingTrader ( ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 18270 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 18296 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 18520 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticnoexcept

Maximal message size.

Definition at line 18478 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestatic

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

Definition at line 18466 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 18407 of file Messages.h.

static constexpr MessageType::Enum messageType ( )

inlinestaticnoexcept

Message type = QuoteRequest.

Definition at line 17926 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 18440 of file Messages.h.

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 18206 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 18126 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 18323 of file Messages.h.

bool quoteId ( QuoteIDOptional & value ) const

inlinenoexcept

Unique identifier for quote.

Definition at line 18017 of file Messages.h.

QuoteReqID quoteReqId ( ) const

inlinenoexcept

Unique identifier for quote request.

Definition at line 17997 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 18496 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 18486 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 17989 of file Messages.h.

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 17956 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 17977 of file Messages.h.

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 18226 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 18088 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 18348 of file Messages.h.

ThisType& setDeskId ( StrRef value )

inline

Identifies the trading desk.

Definition at line 18414 of file Messages.h.

ThisType& setEnteringTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 18258 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 18185 of file Messages.h.

ThisType& setExecuteUnderlyingTradeToNull ( )

inlinenoexcept

Definition at line 18195 of file Messages.h.

ThisType& setExecutingTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 18280 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 18309 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 18425 of file Messages.h.

ThisType& setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 18215 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 18136 of file Messages.h.

ThisType& setQuoteId ( QuoteIDOptional value )

inlinenoexcept

Unique identifier for quote.

Definition at line 18026 of file Messages.h.

ThisType& setQuoteIdToNull ( )

inlinenoexcept

Definition at line 18035 of file Messages.h.

ThisType& setQuoteReqId ( QuoteReqID value )

inlinenoexcept

Unique identifier for quote request.

Definition at line 18006 of file Messages.h.

ThisType& setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 17965 of file Messages.h.

ThisType& setSenderLocation ( StrRef value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 18236 of file Messages.h.

ThisType& setSettlType ( SettlType::Enum value )

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 18158 of file Messages.h.

SettlType::Enum settlType ( ) const

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 18148 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 18057 of file Messages.h.

ThisType& setTradeIdToNull ( )

inlinenoexcept

Definition at line 18066 of file Messages.h.

ThisType& setTransactTime ( UTCTimestampNanos value )

inlinenoexcept

Time of execution/order creation; expressed in UTC.

Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.

Definition at line 18114 of file Messages.h.

Sides sides ( ) const

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 18359 of file Messages.h.

Sides sides ( )

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 18367 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 18376 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 18387 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 18532 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 18047 of file Messages.h.

UTCTimestampNanos transactTime ( ) const

inlinenoexcept

Time of execution/order creation; expressed in UTC.

Please note that although the clock is specified in nanoseconds, the actual accuracy of the exchange's clocks is milliseconds.

Definition at line 18102 of file Messages.h.

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

OnixS/B3/BOE/messaging/Messages.h
OnixS/B3/BOE/messaging/MessageSerialization.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation