#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 402 } |
typedef SchemaTraits | Schema |
typedef QuoteStatusReport402 | ThisType |
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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 | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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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) |
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SbeFields ()=default | |
~SbeFields ()=default | |
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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 |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 19013 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 19018 of file Messages.h.
typedef QuoteStatusReport402 ThisType |
This type alias.
Definition at line 19021 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 19024 of file Messages.h.
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default |
Initializes a blank instance.
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inline |
Initializes an instance over the given memory block.
Definition at line 19030 of file Messages.h.
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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 19045 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 19059 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 19070 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 19081 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 19365 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 19794 of file Messages.h.
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inlinenoexcept |
Message type = QuoteStatusReport.
Common header to all bidirectional business messages.
Definition at line 19108 of file Messages.h.
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inlinenoexcept |
Common header to all bidirectional business messages.
Definition at line 19118 of file Messages.h.
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inlinenoexcept |
Definition at line 19896 of file Messages.h.
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inlinestatic |
Definition at line 19865 of file Messages.h.
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inlinenoexcept |
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward deal.
Definition at line 19269 of file Messages.h.
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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 19659 of file Messages.h.
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inlinenoexcept |
Identifies the trading desk.
Definition at line 19723 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 19527 of file Messages.h.
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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 19607 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 19549 of file Messages.h.
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inlinenoexcept |
Interest rate of the forward trade.
Definition at line 19572 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 19874 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 19820 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 19808 of file Messages.h.
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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 19731 of file Messages.h.
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inlinestaticnoexcept |
Message type = QuoteStatusReport.
Definition at line 19097 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 19781 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 19485 of file Messages.h.
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inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 19455 of file Messages.h.
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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 19644 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote.
Definition at line 19217 of file Messages.h.
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inlinenoexcept |
Reason Quote was rejected.
Definition at line 19127 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote request.
Definition at line 19197 of file Messages.h.
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inlinenoexcept |
Identifies the status of the quote acknowledgement.
Definition at line 19310 of file Messages.h.
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inlinenoexcept |
Identifies the type of request that a Quote Status Report is in response to.
Definition at line 19332 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 19838 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 19828 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 19189 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 19156 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 19177 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 19505 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 19374 of file Messages.h.
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inlinenoexcept |
Definition at line 19383 of file Messages.h.
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward deal.
Definition at line 19279 of file Messages.h.
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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 19672 of file Messages.h.
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inlinenoexcept |
Definition at line 19682 of file Messages.h.
Identifies the trading desk.
Definition at line 19746 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 19537 of file Messages.h.
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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 19620 of file Messages.h.
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inlinenoexcept |
Definition at line 19630 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 19559 of file Messages.h.
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inlinenoexcept |
Interest rate of the forward trade.
Definition at line 19583 of file Messages.h.
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inlinenoexcept |
Definition at line 19593 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 19757 of file Messages.h.
Quantity ordered.
Definition at line 19494 of file Messages.h.
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inlinenoexcept |
Price per share or contract.
Conditionally required if the order type requires a price (not market orders and RLP).
Definition at line 19465 of file Messages.h.
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inlinenoexcept |
Definition at line 19474 of file Messages.h.
Unique identifier for quote.
Definition at line 19226 of file Messages.h.
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inlinenoexcept |
Reason Quote was rejected.
Definition at line 19136 of file Messages.h.
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inlinenoexcept |
Definition at line 19145 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote request.
Definition at line 19206 of file Messages.h.
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inlinenoexcept |
Identifies the status of the quote acknowledgement.
Definition at line 19319 of file Messages.h.
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inlinenoexcept |
Identifies the type of request that a Quote Status Report is in response to.
Definition at line 19344 of file Messages.h.
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inlinenoexcept |
Definition at line 19354 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 19165 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 19515 of file Messages.h.
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inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 19434 of file Messages.h.
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inlinenoexcept |
Definition at line 19443 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 19403 of file Messages.h.
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inlinenoexcept |
Definition at line 19412 of file Messages.h.
Free ASCII format text string.
Definition at line 19768 of file Messages.h.
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inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 19424 of file Messages.h.
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inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 19248 of file Messages.h.
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inlinenoexcept |
Definition at line 19257 of file Messages.h.
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inline |
Account used for associating risk limits (when defined).
Definition at line 19703 of file Messages.h.
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inline |
Definition at line 19712 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 19299 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 19394 of file Messages.h.
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inlinenoexcept |
Definition at line 19886 of file Messages.h.
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inlinenoexcept |
Free ASCII format text string.
Definition at line 19739 of file Messages.h.
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inline |
Definition at line 1467 of file MessageSerialization.h.
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inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 19238 of file Messages.h.
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inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 19693 of file Messages.h.
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inlinenoexcept |
Time of execution/order creation.
Definition at line 19290 of file Messages.h.