#include <OnixS/B3/BOE/messaging/Messages.h>
Classes | |
struct | SidesEntry |
Public Types | |
enum | { TemplateId = 405 } |
typedef SchemaTraits | Schema |
typedef QuoteRequestReject405 | ThisType |
typedef SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > | Sides |
![]() | |
typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
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 | |
![]() | |
typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
![]() | |
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) |
![]() | |
SbeFields ()=default | |
~SbeFields ()=default | |
![]() | |
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 constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 21336 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 21341 of file Messages.h.
typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides |
Repeating group containing SidesEntry entries.
Definition at line 21520 of file Messages.h.
typedef QuoteRequestReject405 ThisType |
This type alias.
Definition at line 21344 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 21347 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 21526 of file Messages.h.
|
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 21541 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 21555 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 21566 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 21577 of file Messages.h.
|
inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 22169 of file Messages.h.
|
inlinenoexcept |
Message type = QuoteRequestReject.
Common header to all bidirectional business messages.
Definition at line 21604 of file Messages.h.
|
inlinenoexcept |
Common header to all bidirectional business messages.
Definition at line 21614 of file Messages.h.
|
inlinenoexcept |
Definition at line 22265 of file Messages.h.
|
inlinestatic |
Definition at line 22234 of file Messages.h.
|
inlinenoexcept |
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward deal.
Definition at line 21774 of file Messages.h.
|
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 22023 of file Messages.h.
|
inlinenoexcept |
Identifies the trading desk.
Definition at line 22097 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 21815 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 21950 of file Messages.h.
|
inlinenoexcept |
Interest rate of the forward trade.
Definition at line 21973 of file Messages.h.
|
inlinestaticnoexcept |
FIX message type.
Definition at line 22243 of file Messages.h.
|
inlinestaticnoexcept |
Maximal message size.
Definition at line 22195 of file Messages.h.
|
inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 22183 of file Messages.h.
|
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 22105 of file Messages.h.
|
inlinestaticnoexcept |
Message type = QuoteRequestReject.
Definition at line 21593 of file Messages.h.
|
inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 22157 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 21899 of file Messages.h.
|
inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 21869 of file Messages.h.
|
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 22008 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote.
Definition at line 21713 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request.
Definition at line 21693 of file Messages.h.
|
inlinenoexcept |
Reason Quote was rejected.
Definition at line 21623 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 22214 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 22203 of file Messages.h.
|
inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 21685 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 21652 of file Messages.h.
|
inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 21673 of file Messages.h.
|
inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 21928 of file Messages.h.
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward deal.
Definition at line 21784 of file Messages.h.
|
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 22036 of file Messages.h.
|
inlinenoexcept |
Definition at line 22046 of file Messages.h.
Identifies the trading desk.
Definition at line 22120 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 21825 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 21960 of file Messages.h.
|
inlinenoexcept |
Interest rate of the forward trade.
Definition at line 21984 of file Messages.h.
|
inlinenoexcept |
Definition at line 21994 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 22131 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 21908 of file Messages.h.
|
inlinenoexcept |
Definition at line 21917 of file Messages.h.
|
inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 21879 of file Messages.h.
|
inlinenoexcept |
Definition at line 21888 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote.
Definition at line 21722 of file Messages.h.
|
inlinenoexcept |
Definition at line 21731 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request.
Definition at line 21702 of file Messages.h.
|
inlinenoexcept |
Reason Quote was rejected.
Definition at line 21632 of file Messages.h.
|
inlinenoexcept |
Definition at line 21641 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 21661 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 21938 of file Messages.h.
|
inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 21848 of file Messages.h.
|
inlinenoexcept |
Definition at line 21857 of file Messages.h.
Free ASCII format text string.
Definition at line 22142 of file Messages.h.
|
inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 21838 of file Messages.h.
|
inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 21753 of file Messages.h.
|
inlinenoexcept |
Definition at line 21762 of file Messages.h.
|
inlinenoexcept |
Time of execution/order creation.
Definition at line 21804 of file Messages.h.
|
inlinenoexcept |
Definition at line 22057 of file Messages.h.
|
inlinenoexcept |
Definition at line 22065 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 22074 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 22085 of file Messages.h.
|
inlinenoexcept |
Definition at line 22255 of file Messages.h.
|
inlinenoexcept |
Free ASCII format text string.
Definition at line 22113 of file Messages.h.
|
inline |
Definition at line 1605 of file MessageSerialization.h.
|
inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 21743 of file Messages.h.
|
inlinenoexcept |
Time of execution/order creation.
Definition at line 21795 of file Messages.h.