#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef QuoteStatusReport402 | ThisType |
| 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 19369 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 19374 of file Messages.h.
| typedef QuoteStatusReport402 ThisType |
This type alias.
Definition at line 19377 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 402 | |
Definition at line 19380 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 19386 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 19401 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 19415 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 19426 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block. Performs no checks.
Definition at line 19437 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 19721 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 20150 of file Messages.h.
|
inlinenoexcept |
Message type = QuoteStatusReport.
Common header to all bidirectional business messages.
Definition at line 19464 of file Messages.h.
|
inlinenoexcept |
Common header to all bidirectional business messages.
Definition at line 19474 of file Messages.h.
|
inlinenoexcept |
Definition at line 20260 of file Messages.h.
|
inlinestaticconstexpr |
Definition at line 20223 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 19625 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 20015 of file Messages.h.
|
inlinenoexcept |
Identifies the trading desk.
Definition at line 20079 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 19883 of file Messages.h.
|
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 19963 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is executing an order.
Definition at line 19905 of file Messages.h.
|
inlinenoexcept |
Interest rate of the forward trade.
Definition at line 19928 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 20232 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Maximal message size.
Definition at line 20176 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 20164 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 20087 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Message type = QuoteStatusReport.
Definition at line 19453 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 20137 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 19841 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 19811 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 20000 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote.
Definition at line 19573 of file Messages.h.
|
inlinenoexcept |
Reason Quote was rejected.
Definition at line 19483 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request.
Definition at line 19553 of file Messages.h.
|
inlinenoexcept |
Identifies the status of the quote acknowledgement.
Definition at line 19666 of file Messages.h.
|
inlinenoexcept |
Identifies the type of request that a Quote Status Report is in response to.
Definition at line 19688 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 20194 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 20184 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 19545 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 19512 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 19533 of file Messages.h.
|
inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 19861 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 19730 of file Messages.h.
|
inlinenoexcept |
Definition at line 19739 of file Messages.h.
Broker identifier as assigned by B3 used to indicate the counterparty brokerage firm in a Forward deal.
Definition at line 19635 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 20028 of file Messages.h.
|
inlinenoexcept |
Definition at line 20038 of file Messages.h.
Identifies the trading desk.
Definition at line 20102 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 19893 of file Messages.h.
|
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 19976 of file Messages.h.
|
inlinenoexcept |
Definition at line 19986 of file Messages.h.
Identifies the trader who is executing an order.
Definition at line 19915 of file Messages.h.
|
inlinenoexcept |
Interest rate of the forward trade.
Definition at line 19939 of file Messages.h.
|
inlinenoexcept |
Definition at line 19949 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 20113 of file Messages.h.
Quantity ordered.
Definition at line 19850 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 19821 of file Messages.h.
|
inlinenoexcept |
Definition at line 19830 of file Messages.h.
Unique identifier for quote.
Definition at line 19582 of file Messages.h.
|
inlinenoexcept |
Reason Quote was rejected.
Definition at line 19492 of file Messages.h.
|
inlinenoexcept |
Definition at line 19501 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request.
Definition at line 19562 of file Messages.h.
|
inlinenoexcept |
Identifies the status of the quote acknowledgement.
Definition at line 19675 of file Messages.h.
|
inlinenoexcept |
Identifies the type of request that a Quote Status Report is in response to.
Definition at line 19700 of file Messages.h.
|
inlinenoexcept |
Definition at line 19710 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 19521 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 19871 of file Messages.h.
|
inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 19790 of file Messages.h.
|
inlinenoexcept |
Definition at line 19799 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 19759 of file Messages.h.
|
inlinenoexcept |
Definition at line 19768 of file Messages.h.
Free ASCII format text string.
Definition at line 20124 of file Messages.h.
|
inlinenoexcept |
Indicates who in the contract has control over evoking settlement.
Definition at line 19780 of file Messages.h.
|
inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 19604 of file Messages.h.
|
inlinenoexcept |
Definition at line 19613 of file Messages.h.
|
inline |
Account used for associating risk limits (when defined).
Definition at line 20059 of file Messages.h.
|
inline |
Definition at line 20068 of file Messages.h.
|
inlinenoexcept |
Time of execution/order creation.
Definition at line 19655 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 19750 of file Messages.h.
|
inlinenoexcept |
Definition at line 20250 of file Messages.h.
|
inlinenoexcept |
Free ASCII format text string.
Definition at line 20095 of file Messages.h.
|
inline |
Definition at line 1967 of file MessageSerialization.h.
|
inline |
Writes a human-readable presentation into the destination string.
Definition at line 1960 of file MessageSerialization.h.
|
inlinenoexcept |
Contains the unique identifier for this trade, per instrument + trading date, as assigned by the exchange.
Definition at line 19594 of file Messages.h.
|
inlinenoexcept |
Account used for associating risk limits (when defined).
Definition at line 20049 of file Messages.h.
|
inlinenoexcept |
Time of execution/order creation.
Definition at line 19646 of file Messages.h.