QuoteStatusReport402 Struct Reference

#include <OnixS/B3/BOE/messaging/Messages.h>

Public Types
enum	{ TemplateId = 402 }
typedef SchemaTraits	Schema
typedef QuoteStatusReport402	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	QuoteStatusReport402 ()=default
	QuoteStatusReport402 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	QuoteStatusReport402 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	QuoteStatusReport402 (void *data, EncodedLength length, NoInit)
	QuoteStatusReport402 (const SbeMessage &message)
	QuoteStatusReport402 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
const BidirectionalBusinessHeader &	businessHeader () const noexcept
BidirectionalBusinessHeader &	businessHeader () noexcept
bool	quoteRejectReason (RejReasonOptional &value) const noexcept
ThisType &	setQuoteRejectReason (RejReasonOptional value) noexcept
ThisType &	setQuoteRejectReasonToNull () noexcept
SecurityID	securityId () const noexcept
ThisType &	setSecurityId (SecurityID value) noexcept
QuoteReqID	quoteReqId () const noexcept
ThisType &	setQuoteReqId (QuoteReqID value) noexcept
QuoteID	quoteId () const noexcept
ThisType &	setQuoteId (QuoteID value) 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
QuoteStatus::Enum	quoteStatus () const noexcept
ThisType &	setQuoteStatus (QuoteStatus::Enum value) noexcept
bool	quoteStatusResponseTo (QuoteStatusResponseTo::Enum &value) const noexcept
ThisType &	setQuoteStatusResponseTo (QuoteStatusResponseTo::Enum value) noexcept
ThisType &	setQuoteStatusResponseToToNull () noexcept
bool	account (AccountOptional &value) const noexcept
ThisType &	setAccount (AccountOptional value) noexcept
ThisType &	setAccountToNull () noexcept
bool	side (Side::Enum &value) const noexcept
ThisType &	setSide (Side::Enum value) noexcept
ThisType &	setSideToNull () 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
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
bool	fixedRate (Percentage8Optional &value) const noexcept
ThisType &	setFixedRate (Percentage8Optional value) noexcept
ThisType &	setFixedRateToNull () noexcept
bool	executeUnderlyingTrade (ExecuteUnderlyingTrade::Enum &value) const noexcept
ThisType &	setExecuteUnderlyingTrade (ExecuteUnderlyingTrade::Enum value) noexcept
ThisType &	setExecuteUnderlyingTradeToNull () noexcept
bool	daysToSettlement (DaysToSettlementOptional &value) const noexcept
ThisType &	setDaysToSettlement (DaysToSettlementOptional value) noexcept
ThisType &	setDaysToSettlementToNull () noexcept
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 18655 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 18660 of file Messages.h.

typedef QuoteStatusReport402 ThisType

This type alias.

Definition at line 18663 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 18666 of file Messages.h.

Constructor & Destructor Documentation

QuoteStatusReport402 ( )

default

Initializes a blank instance.

QuoteStatusReport402 ( void *  data, EncodedLength  length, SchemaVersion  version = Schema::Version  )

inline

Initializes an instance over the given memory block.

Definition at line 18672 of file Messages.h.

QuoteStatusReport402 ( 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 18687 of file Messages.h.

QuoteStatusReport402 ( void *  data, EncodedLength  length, NoInit    )

inline

Creates an instance over the given memory block.

Definition at line 18701 of file Messages.h.

QuoteStatusReport402 ( const SbeMessage &  message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 18712 of file Messages.h.

QuoteStatusReport402 ( void *  data, EncodedLength  length, NoInit  , NoCheck    )

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 18723 of file Messages.h.

Member Function Documentation

bool account ( AccountOptional &  value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 19013 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 19413 of file Messages.h.

const BidirectionalBusinessHeader& businessHeader ( ) const

inlinenoexcept

Message type = QuoteStatusReport.

Common header to all bidirectional business messages.

Definition at line 18750 of file Messages.h.

BidirectionalBusinessHeader& businessHeader ( )

inlinenoexcept

Common header to all bidirectional business messages.

Definition at line 18760 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 19510 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns

class name.

Definition at line 19479 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 18911 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 19307 of file Messages.h.

StrRef deskId ( ) const

inlinenoexcept

Identifies the trading desk.

Definition at line 19341 of file Messages.h.

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 19175 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 19255 of file Messages.h.

StrRef executingTrader ( ) const

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 19197 of file Messages.h.

bool fixedRate ( Percentage8Optional &  value ) const

inlinenoexcept

Interest rate of the forward trade.

Definition at line 19220 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 19488 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )

inlinestaticnoexcept

Maximal message size.

Definition at line 19439 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version )

inlinestatic

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

Definition at line 19427 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 19349 of file Messages.h.

static constexpr MessageType::Enum messageType ( )

inlinestaticnoexcept

Message type = QuoteStatusReport.

Definition at line 18739 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 19401 of file Messages.h.

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 19133 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 19103 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 19292 of file Messages.h.

QuoteID quoteId ( ) const

inlinenoexcept

Unique identifier for quote.

Definition at line 18859 of file Messages.h.

bool quoteRejectReason ( RejReasonOptional &  value ) const

inlinenoexcept

Reason Quote was rejected.

Definition at line 18769 of file Messages.h.

QuoteReqID quoteReqId ( ) const

inlinenoexcept

Unique identifier for quote request.

Definition at line 18839 of file Messages.h.

QuoteStatus::Enum quoteStatus ( ) const

inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 18958 of file Messages.h.

bool quoteStatusResponseTo ( QuoteStatusResponseTo::Enum &  value ) const

inlinenoexcept

Identifies the type of request that a Quote Status Report is in response to.

Definition at line 18980 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 19457 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 19447 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 18831 of file Messages.h.

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 18798 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 18819 of file Messages.h.

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 19153 of file Messages.h.

ThisType& setAccount ( AccountOptional  value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 19022 of file Messages.h.

ThisType& setAccountToNull ( )

inlinenoexcept

Definition at line 19031 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 18921 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 19320 of file Messages.h.

ThisType& setDaysToSettlementToNull ( )

inlinenoexcept

Definition at line 19330 of file Messages.h.

ThisType& setDeskId ( StrRef  value )

inline

Identifies the trading desk.

Definition at line 19364 of file Messages.h.

ThisType& setEnteringTrader ( StrRef  value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 19185 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 19268 of file Messages.h.

ThisType& setExecuteUnderlyingTradeToNull ( )

inlinenoexcept

Definition at line 19278 of file Messages.h.

ThisType& setExecutingTrader ( StrRef  value )

inlinenoexcept

Identifies the trader who is executing an order.

Definition at line 19207 of file Messages.h.

ThisType& setFixedRate ( Percentage8Optional  value )

inlinenoexcept

Interest rate of the forward trade.

Definition at line 19231 of file Messages.h.

ThisType& setFixedRateToNull ( )

inlinenoexcept

Definition at line 19241 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 19375 of file Messages.h.

ThisType& setOrderQty ( Quantity  value )

inlinenoexcept

Quantity ordered.

Definition at line 19142 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 19113 of file Messages.h.

ThisType& setPriceToNull ( )

inlinenoexcept

Definition at line 19122 of file Messages.h.

ThisType& setQuoteId ( QuoteID  value )

inlinenoexcept

Unique identifier for quote.

Definition at line 18868 of file Messages.h.

ThisType& setQuoteRejectReason ( RejReasonOptional  value )

inlinenoexcept

Reason Quote was rejected.

Definition at line 18778 of file Messages.h.

ThisType& setQuoteRejectReasonToNull ( )

inlinenoexcept

Definition at line 18787 of file Messages.h.

ThisType& setQuoteReqId ( QuoteReqID  value )

inlinenoexcept

Unique identifier for quote request.

Definition at line 18848 of file Messages.h.

ThisType& setQuoteStatus ( QuoteStatus::Enum  value )

inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 18967 of file Messages.h.

ThisType& setQuoteStatusResponseTo ( QuoteStatusResponseTo::Enum  value )

inlinenoexcept

Identifies the type of request that a Quote Status Report is in response to.

Definition at line 18992 of file Messages.h.

ThisType& setQuoteStatusResponseToToNull ( )

inlinenoexcept

Definition at line 19002 of file Messages.h.

ThisType& setSecurityId ( SecurityID  value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 18807 of file Messages.h.

ThisType& setSenderLocation ( StrRef  value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 19163 of file Messages.h.

ThisType& setSettlType ( SettlType::Enum  value )

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 19082 of file Messages.h.

ThisType& setSettlTypeToNull ( )

inlinenoexcept

Definition at line 19091 of file Messages.h.

ThisType& setSide ( Side::Enum  value )

inlinenoexcept

Side of order.

Definition at line 19051 of file Messages.h.

ThisType& setSideToNull ( )

inlinenoexcept

Definition at line 19060 of file Messages.h.

ThisType& setText ( StrRef  value )

inline

Free ASCII format text string.

Definition at line 19386 of file Messages.h.

bool settlType ( SettlType::Enum &  value ) const

inlinenoexcept

Indicates who in the contract has control over evoking settlement.

Definition at line 19072 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 18890 of file Messages.h.

ThisType& setTradeIdToNull ( )

inlinenoexcept

Definition at line 18899 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 18947 of file Messages.h.

bool side ( Side::Enum &  value ) const

inlinenoexcept

Side of order.

Definition at line 19042 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 19500 of file Messages.h.

StrRef text ( ) const

inlinenoexcept

Free ASCII format text string.

Definition at line 19357 of file Messages.h.

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 1467 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 18880 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 18935 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