#include <OnixS/B3/BOE/messaging/Messages.h>
Classes | |
| struct | SidesEntry |
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef QuoteRequestReject405 | ThisType |
| typedef SbeGroup< SidesEntry, GroupSizeEncoding, MessageSize > | Sides |
| Public Types inherited from SbeMessage | |
| 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 | |
| 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 |
Definition at line 21716 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 21721 of file Messages.h.
| typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides |
Repeating group containing SidesEntry entries.
Definition at line 21913 of file Messages.h.
| typedef QuoteRequestReject405 ThisType |
This type alias.
Definition at line 21724 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 405 | |
Definition at line 21727 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 21919 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 21934 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 21948 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 21959 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block. Performs no checks.
Definition at line 21970 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 22562 of file Messages.h.
|
inlinenoexcept |
Message type = QuoteRequestReject.
Common header to all bidirectional business messages.
Definition at line 21997 of file Messages.h.
|
inlinenoexcept |
Common header to all bidirectional business messages.
Definition at line 22007 of file Messages.h.
|
inlinenoexcept |
Definition at line 22666 of file Messages.h.
|
inlinestaticconstexpr |
Definition at line 22629 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 22167 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 22416 of file Messages.h.
|
inlinenoexcept |
Identifies the trading desk.
Definition at line 22490 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 22208 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 22343 of file Messages.h.
|
inlinenoexcept |
Interest rate of the forward trade.
Definition at line 22366 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 22638 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Maximal message size.
Definition at line 22588 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 22576 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 22498 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Message type = QuoteRequestReject.
Definition at line 21986 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 22550 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 22292 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 22262 of file Messages.h.
|
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 22401 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote.
Definition at line 22106 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request.
Definition at line 22086 of file Messages.h.
|
inlinenoexcept |
Reason Quote was rejected.
Definition at line 22016 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 22607 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 22596 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 22078 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 22045 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 22066 of file Messages.h.
|
inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 22321 of file Messages.h.
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward deal.
Definition at line 22177 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 22429 of file Messages.h.
|
inlinenoexcept |
Definition at line 22439 of file Messages.h.
Identifies the trading desk.
Definition at line 22513 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 22218 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 22353 of file Messages.h.
|
inlinenoexcept |
Interest rate of the forward trade.
Definition at line 22377 of file Messages.h.
|
inlinenoexcept |
Definition at line 22387 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 22524 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 22301 of file Messages.h.
|
inlinenoexcept |
Definition at line 22310 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 22272 of file Messages.h.
|
inlinenoexcept |
Definition at line 22281 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote.
Definition at line 22115 of file Messages.h.
|
inlinenoexcept |
Definition at line 22124 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request.
Definition at line 22095 of file Messages.h.
|
inlinenoexcept |
Reason Quote was rejected.
Definition at line 22025 of file Messages.h.
|
inlinenoexcept |
Definition at line 22034 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 22054 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 22331 of file Messages.h.
|
inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 22241 of file Messages.h.
|
inlinenoexcept |
Definition at line 22250 of file Messages.h.
Free ASCII format text string.
Definition at line 22535 of file Messages.h.
|
inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 22231 of file Messages.h.
|
inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 22146 of file Messages.h.
|
inlinenoexcept |
Definition at line 22155 of file Messages.h.
|
inlinenoexcept |
Time of execution/order creation.
Definition at line 22197 of file Messages.h.
|
inlinenoexcept |
Definition at line 22450 of file Messages.h.
|
inlinenoexcept |
Definition at line 22458 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 22467 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 22478 of file Messages.h.
|
inlinenoexcept |
Definition at line 22656 of file Messages.h.
|
inlinenoexcept |
Free ASCII format text string.
Definition at line 22506 of file Messages.h.
|
inline |
Definition at line 2153 of file MessageSerialization.h.
|
inline |
Writes a human-readable presentation into the destination string.
Definition at line 2146 of file MessageSerialization.h.
|
inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 22136 of file Messages.h.
|
inlinenoexcept |
Time of execution/order creation.
Definition at line 22188 of file Messages.h.