QuoteRequestReject405 Struct Reference

#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
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 BidirectionalBusinessHeader &	businessHeader () const noexcept
BidirectionalBusinessHeader &	businessHeader () noexcept
bool	quoteRequestRejectReason (RejReasonOptional &value) const noexcept
ThisType &	setQuoteRequestRejectReason (RejReasonOptional value) noexcept
ThisType &	setQuoteRequestRejectReasonToNull () 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
StrRef	enteringTrader () const noexcept
ThisType &	setEnteringTrader (StrRef value) noexcept
bool	settlType (SettlType::Enum &value) const noexcept
ThisType &	setSettlType (SettlType::Enum value) noexcept
ThisType &	setSettlTypeToNull () noexcept
bool	price (Price8Optional &value) const noexcept
ThisType &	setPrice (Price8Optional value) noexcept
ThisType &	setPriceToNull () noexcept
bool	orderQty (QuantityOptional &value) const noexcept
ThisType &	setOrderQty (QuantityOptional value) noexcept
ThisType &	setOrderQtyToNull () noexcept
StrRef	senderLocation () const noexcept
ThisType &	setSenderLocation (StrRef value) noexcept
StrRef	executingTrader () const noexcept
ThisType &	setExecutingTrader (StrRef value) noexcept
bool	fixedRate (Percentage8Optional &value) const noexcept
ThisType &	setFixedRate (Percentage8Optional value) noexcept
ThisType &	setFixedRateToNull () noexcept
bool	daysToSettlement (DaysToSettlementOptional &value) const noexcept
ThisType &	setDaysToSettlement (DaysToSettlementOptional value) noexcept
ThisType &	setDaysToSettlementToNull () 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
ThisType &	setDeskId (StrRef value)
ThisType &	setMemo (StrRef value)
ThisType &	setText (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 20922 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 20927 of file Messages.h.

typedef SbeGroup<SidesEntry, GroupSizeEncoding, MessageSize> Sides

Repeating group containing SidesEntry entries.

Definition at line 21072 of file Messages.h.

typedef QuoteRequestReject405 ThisType

This type alias.

Definition at line 20930 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 20933 of file Messages.h.

Constructor & Destructor Documentation

QuoteRequestReject405 ( )

default

Initializes a blank instance.

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

inline

Initializes an instance over the given memory block.

Definition at line 21078 of file Messages.h.

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 21093 of file Messages.h.

QuoteRequestReject405 ( void *  data, EncodedLength  length, NoInit    )

inline

Creates an instance over the given memory block.

Definition at line 21107 of file Messages.h.

QuoteRequestReject405 ( const SbeMessage &  message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 21118 of file Messages.h.

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 21129 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 21727 of file Messages.h.

const BidirectionalBusinessHeader& businessHeader ( ) const

inlinenoexcept

Message type = QuoteRequestReject.

Common header to all bidirectional business messages.

Definition at line 21156 of file Messages.h.

BidirectionalBusinessHeader& businessHeader ( )

inlinenoexcept

Common header to all bidirectional business messages.

Definition at line 21166 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 21823 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns

class name.

Definition at line 21792 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 21326 of file Messages.h.

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 21581 of file Messages.h.

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 21655 of file Messages.h.

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 21373 of file Messages.h.

StrRef executingTrader ( ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 21508 of file Messages.h.

bool fixedRate ( Percentage8Optional &  value ) const

inlinenoexcept

Interest rate of the forward trade.

Definition at line 21531 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 21801 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )

inlinestaticnoexcept

Maximal message size.

Definition at line 21753 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version )

inlinestatic

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

Definition at line 21741 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 21663 of file Messages.h.

static constexpr MessageType::Enum messageType ( )

inlinestaticnoexcept

Message type = QuoteRequestReject.

Definition at line 21145 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 21715 of file Messages.h.

bool orderQty ( QuantityOptional &  value ) const

inlinenoexcept

Quantity ordered.

Definition at line 21457 of file Messages.h.

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 21427 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 21566 of file Messages.h.

bool quoteId ( QuoteIDOptional &  value ) const

inlinenoexcept

Unique identifier for quote.

Definition at line 21265 of file Messages.h.

QuoteReqID quoteReqId ( ) const

inlinenoexcept

Unique identifier for quote request.

Definition at line 21245 of file Messages.h.

bool quoteRequestRejectReason ( RejReasonOptional &  value ) const

inlinenoexcept

Reason Quote was rejected.

Definition at line 21175 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21772 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21761 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 21237 of file Messages.h.

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 21204 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 21225 of file Messages.h.

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 21486 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 21336 of file Messages.h.

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 21594 of file Messages.h.

ThisType& setDaysToSettlementToNull ( )

inlinenoexcept

Definition at line 21604 of file Messages.h.

ThisType& setDeskId ( StrRef  value )

inline

Identifies the trading desk.

Definition at line 21678 of file Messages.h.

ThisType& setEnteringTrader ( StrRef  value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 21383 of file Messages.h.

ThisType& setExecutingTrader ( StrRef  value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 21518 of file Messages.h.

ThisType& setFixedRate ( Percentage8Optional  value )

inlinenoexcept

Interest rate of the forward trade.

Definition at line 21542 of file Messages.h.

ThisType& setFixedRateToNull ( )

inlinenoexcept

Definition at line 21552 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 21689 of file Messages.h.

ThisType& setOrderQty ( QuantityOptional  value )

inlinenoexcept

Quantity ordered.

Definition at line 21466 of file Messages.h.

ThisType& setOrderQtyToNull ( )

inlinenoexcept

Definition at line 21475 of file Messages.h.

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 21437 of file Messages.h.

ThisType& setPriceToNull ( )

inlinenoexcept

Definition at line 21446 of file Messages.h.

ThisType& setQuoteId ( QuoteIDOptional  value )

inlinenoexcept

Unique identifier for quote.

Definition at line 21274 of file Messages.h.

ThisType& setQuoteIdToNull ( )

inlinenoexcept

Definition at line 21283 of file Messages.h.

ThisType& setQuoteReqId ( QuoteReqID  value )

inlinenoexcept

Unique identifier for quote request.

Definition at line 21254 of file Messages.h.

ThisType& setQuoteRequestRejectReason ( RejReasonOptional  value )

inlinenoexcept

Reason Quote was rejected.

Definition at line 21184 of file Messages.h.

ThisType& setQuoteRequestRejectReasonToNull ( )

inlinenoexcept

Definition at line 21193 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 21213 of file Messages.h.

ThisType& setSenderLocation ( StrRef  value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 21496 of file Messages.h.

ThisType& setSettlType ( SettlType::Enum  value )

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 21406 of file Messages.h.

ThisType& setSettlTypeToNull ( )

inlinenoexcept

Definition at line 21415 of file Messages.h.

ThisType& setText ( StrRef  value )

inline

Free ASCII format text string.

Definition at line 21700 of file Messages.h.

bool settlType ( SettlType::Enum &  value ) const

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 21396 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 21305 of file Messages.h.

ThisType& setTradeIdToNull ( )

inlinenoexcept

Definition at line 21314 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 21362 of file Messages.h.

Sides sides ( ) const

inlinenoexcept

Returns

instance of Sides repeating group.

Definition at line 21615 of file Messages.h.

Sides sides ( )

inlinenoexcept

Returns

instance of Sides repeating group.

Definition at line 21623 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 21632 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 21643 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 21813 of file Messages.h.

StrRef text ( ) const

inlinenoexcept

Free ASCII format text string.

Definition at line 21671 of file Messages.h.

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 1605 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 21295 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 21350 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