OnixS C++ B3 BOE Binary Order Entry 1.3.0
API Documentation
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QuoteRequestReject405 Struct Reference

Classes

struct  SidesEntry

Public Types

enum  
typedef SchemaTraits Schema
typedef QuoteRequestReject405 ThisType
typedef SbeGroup< SidesEntry, GroupSizeEncoding, MessageSizeSides
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 QuoteRequestReject405 ()=default
 QuoteRequestReject405 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 QuoteRequestReject405 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 QuoteRequestReject405 (void *data, EncodedLength length, NoInit)
 QuoteRequestReject405 (const SbeMessage &message)
 QuoteRequestReject405 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
const BidirectionalBusinessHeaderbusinessHeader () const noexcept
BidirectionalBusinessHeaderbusinessHeader () noexcept
bool quoteRequestRejectReason (RejReasonOptional &value) const noexcept
ThisTypesetQuoteRequestRejectReason (RejReasonOptional value) noexcept
ThisTypesetQuoteRequestRejectReasonToNull () noexcept
SecurityID securityId () const noexcept
ThisTypesetSecurityId (SecurityID value) noexcept
QuoteReqID quoteReqId () const noexcept
ThisTypesetQuoteReqId (QuoteReqID value) noexcept
bool quoteId (QuoteIDOptional &value) const noexcept
ThisTypesetQuoteId (QuoteIDOptional value) noexcept
ThisTypesetQuoteIdToNull () noexcept
bool tradeId (TradeIDOptional &value) const noexcept
ThisTypesetTradeId (TradeIDOptional value) noexcept
ThisTypesetTradeIdToNull () noexcept
Firm contraBroker () const noexcept
ThisTypesetContraBroker (Firm value) noexcept
UTCTimestampNanos transactTime () const noexcept
ThisTypesetTransactTime (UTCTimestampNanos value) noexcept
StrRef enteringTrader () const noexcept
ThisTypesetEnteringTrader (StrRef value) noexcept
bool settlType (SettlType::Enum &value) const noexcept
ThisTypesetSettlType (SettlType::Enum value) noexcept
ThisTypesetSettlTypeToNull () noexcept
bool price (Price8Optional &value) const noexcept
ThisTypesetPrice (Price8Optional value) noexcept
ThisTypesetPriceToNull () noexcept
bool orderQty (QuantityOptional &value) const noexcept
ThisTypesetOrderQty (QuantityOptional value) noexcept
ThisTypesetOrderQtyToNull () noexcept
StrRef senderLocation () const noexcept
ThisTypesetSenderLocation (StrRef value) noexcept
StrRef executingTrader () const noexcept
ThisTypesetExecutingTrader (StrRef value) noexcept
bool fixedRate (Percentage8Optional &value) const noexcept
ThisTypesetFixedRate (Percentage8Optional value) noexcept
ThisTypesetFixedRateToNull () noexcept
bool daysToSettlement (DaysToSettlementOptional &value) const noexcept
ThisTypesetDaysToSettlement (DaysToSettlementOptional value) noexcept
ThisTypesetDaysToSettlementToNull () 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
StrRef text () const noexcept
ThisTypesetDeskId (StrRef value)
ThisTypesetMemo (StrRef value)
ThisTypesetText (StrRef value)
ThisTyperesetVariableFields () noexcept
ThisTypereset () 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::SbeMessagecontainer () 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 CharclassName ()
static constexpr StrRef fixType () noexcept

Additional Inherited Members

Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessageversion (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 21336 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 21341 of file Messages.h.

◆ Sides

Repeating group containing SidesEntry entries.

Definition at line 21520 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 21344 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 405 

Definition at line 21347 of file Messages.h.

Constructor & Destructor Documentation

◆ QuoteRequestReject405() [1/6]

QuoteRequestReject405 ( )
default

Initializes a blank instance.

◆ QuoteRequestReject405() [2/6]

QuoteRequestReject405 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 21526 of file Messages.h.

◆ QuoteRequestReject405() [3/6]

QuoteRequestReject405 ( 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 21541 of file Messages.h.

◆ QuoteRequestReject405() [4/6]

QuoteRequestReject405 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 21555 of file Messages.h.

◆ QuoteRequestReject405() [5/6]

QuoteRequestReject405 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 21566 of file Messages.h.

◆ QuoteRequestReject405() [6/6]

QuoteRequestReject405 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 21577 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 22169 of file Messages.h.

◆ businessHeader() [1/2]

const BidirectionalBusinessHeader & businessHeader ( ) const
inlinenoexcept

Message type = QuoteRequestReject.

Common header to all bidirectional business messages.

Definition at line 21604 of file Messages.h.

◆ businessHeader() [2/2]

BidirectionalBusinessHeader & businessHeader ( )
inlinenoexcept

Common header to all bidirectional business messages.

Definition at line 21614 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 22265 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 22234 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 21774 of file Messages.h.

◆ daysToSettlement()

bool daysToSettlement ( DaysToSettlementOptional & value) 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 22023 of file Messages.h.

◆ deskId()

StrRef deskId ( ) const
inlinenoexcept

Identifies the trading desk.

Definition at line 22097 of file Messages.h.

◆ enteringTrader()

StrRef enteringTrader ( ) const
inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 21815 of file Messages.h.

◆ executingTrader()

StrRef executingTrader ( ) const
inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 21950 of file Messages.h.

◆ fixedRate()

bool fixedRate ( Percentage8Optional & value) const
inlinenoexcept

Interest rate of the forward trade.

Definition at line 21973 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 22243 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 22195 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 22183 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 22105 of file Messages.h.

◆ messageType()

constexpr MessageType::Enum messageType ( )
inlinestaticconstexprnoexcept

Message type = QuoteRequestReject.

Definition at line 21593 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 22157 of file Messages.h.

◆ orderQty()

bool orderQty ( QuantityOptional & value) const
inlinenoexcept

Quantity ordered.

Definition at line 21899 of file Messages.h.

◆ price()

bool price ( Price8Optional & value) const
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.

◆ 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 22008 of file Messages.h.

◆ quoteId()

bool quoteId ( QuoteIDOptional & value) const
inlinenoexcept

Unique identifier for quote.

Definition at line 21713 of file Messages.h.

◆ quoteReqId()

QuoteReqID quoteReqId ( ) const
inlinenoexcept

Unique identifier for quote request.

Definition at line 21693 of file Messages.h.

◆ quoteRequestRejectReason()

bool quoteRequestRejectReason ( RejReasonOptional & value) const
inlinenoexcept

Reason Quote was rejected.

Definition at line 21623 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 22214 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 22203 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 21685 of file Messages.h.

◆ securityId()

SecurityID securityId ( ) const
inlinenoexcept

Security identification as defined by exchange.

Definition at line 21652 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )
inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 21673 of file Messages.h.

◆ senderLocation()

StrRef senderLocation ( ) const
inlinenoexcept

Identifies the original location for routing orders.

Definition at line 21928 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 21784 of file Messages.h.

◆ setDaysToSettlement()

ThisType & setDaysToSettlement ( DaysToSettlementOptional 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 22036 of file Messages.h.

◆ setDaysToSettlementToNull()

ThisType & setDaysToSettlementToNull ( )
inlinenoexcept

Definition at line 22046 of file Messages.h.

◆ setDeskId()

ThisType & setDeskId ( StrRef value)
inline

Identifies the trading desk.

Definition at line 22120 of file Messages.h.

◆ setEnteringTrader()

ThisType & setEnteringTrader ( StrRef value)
inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 21825 of file Messages.h.

◆ setExecutingTrader()

ThisType & setExecutingTrader ( StrRef value)
inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 21960 of file Messages.h.

◆ setFixedRate()

ThisType & setFixedRate ( Percentage8Optional value)
inlinenoexcept

Interest rate of the forward trade.

Definition at line 21984 of file Messages.h.

◆ setFixedRateToNull()

ThisType & setFixedRateToNull ( )
inlinenoexcept

Definition at line 21994 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 22131 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( QuantityOptional value)
inlinenoexcept

Quantity ordered.

Definition at line 21908 of file Messages.h.

◆ setOrderQtyToNull()

ThisType & setOrderQtyToNull ( )
inlinenoexcept

Definition at line 21917 of file Messages.h.

◆ setPrice()

ThisType & setPrice ( Price8Optional value)
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.

◆ setPriceToNull()

ThisType & setPriceToNull ( )
inlinenoexcept

Definition at line 21888 of file Messages.h.

◆ setQuoteId()

ThisType & setQuoteId ( QuoteIDOptional value)
inlinenoexcept

Unique identifier for quote.

Definition at line 21722 of file Messages.h.

◆ setQuoteIdToNull()

ThisType & setQuoteIdToNull ( )
inlinenoexcept

Definition at line 21731 of file Messages.h.

◆ setQuoteReqId()

ThisType & setQuoteReqId ( QuoteReqID value)
inlinenoexcept

Unique identifier for quote request.

Definition at line 21702 of file Messages.h.

◆ setQuoteRequestRejectReason()

ThisType & setQuoteRequestRejectReason ( RejReasonOptional value)
inlinenoexcept

Reason Quote was rejected.

Definition at line 21632 of file Messages.h.

◆ setQuoteRequestRejectReasonToNull()

ThisType & setQuoteRequestRejectReasonToNull ( )
inlinenoexcept

Definition at line 21641 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( SecurityID value)
inlinenoexcept

Security identification as defined by exchange.

Definition at line 21661 of file Messages.h.

◆ setSenderLocation()

ThisType & setSenderLocation ( StrRef value)
inlinenoexcept

Identifies the original location for routing orders.

Definition at line 21938 of file Messages.h.

◆ setSettlType()

ThisType & setSettlType ( SettlType::Enum value)
inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 21848 of file Messages.h.

◆ setSettlTypeToNull()

ThisType & setSettlTypeToNull ( )
inlinenoexcept

Definition at line 21857 of file Messages.h.

◆ setText()

ThisType & setText ( StrRef value)
inline

Free ASCII format text string.

Definition at line 22142 of file Messages.h.

◆ settlType()

bool settlType ( SettlType::Enum & value) const
inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 21838 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 21753 of file Messages.h.

◆ setTradeIdToNull()

ThisType & setTradeIdToNull ( )
inlinenoexcept

Definition at line 21762 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UTCTimestampNanos value)
inlinenoexcept

Time of execution/order creation.

Definition at line 21804 of file Messages.h.

◆ sides() [1/4]

Sides sides ( ) const
inlinenoexcept
Returns
instance of Sides repeating group.

Definition at line 22057 of file Messages.h.

◆ sides() [2/4]

Sides sides ( )
inlinenoexcept
Returns
instance of Sides repeating group.

Definition at line 22065 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 22074 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 22085 of file Messages.h.

◆ tail()

const void * tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 22255 of file Messages.h.

◆ text()

StrRef text ( ) const
inlinenoexcept

Free ASCII format text string.

Definition at line 22113 of file Messages.h.

◆ toString()

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 1605 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 21743 of file Messages.h.

◆ transactTime()

UTCTimestampNanos transactTime ( ) const
inlinenoexcept

Time of execution/order creation.

Definition at line 21795 of file Messages.h.