#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 101 } |
typedef SchemaTraits | Schema |
typedef SimpleModifyOrder101 | 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 AccountType::Enum | accountType () 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 |
Definition at line 4928 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 4933 of file Messages.h.
typedef SimpleModifyOrder101 ThisType |
This type alias.
Definition at line 4936 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 4939 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 4945 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 4960 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 4974 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 4985 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 4996 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 5120 of file Messages.h.
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inlinestaticnoexcept |
Type of account associated with an order.
Definition at line 5497 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 5541 of file Messages.h.
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inlinenoexcept |
Message type = SimpleModifyOrder.
Common header to all inbound business messages.
Definition at line 5023 of file Messages.h.
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inlinenoexcept |
Common header to all inbound business messages.
Definition at line 5032 of file Messages.h.
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inlinenoexcept |
Definition at line 5633 of file Messages.h.
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inlinestatic |
Definition at line 5602 of file Messages.h.
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inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 5099 of file Messages.h.
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inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 5171 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 5611 of file Messages.h.
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inlinestaticnoexcept |
Maximal message size.
Definition at line 5567 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 5555 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 5466 of file Messages.h.
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inlinenoexcept |
Type of account associated with an order.
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 5507 of file Messages.h.
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inlinestaticnoexcept |
Message type = SimpleModifyOrder.
Definition at line 5012 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 5529 of file Messages.h.
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inlinenoexcept |
Resets Market Protections.
When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.
Definition at line 5074 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 5407 of file Messages.h.
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inlinenoexcept |
Quantity ordered.
Definition at line 5356 of file Messages.h.
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inlinenoexcept |
Identifies the order tag identification.
Definition at line 5041 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 5279 of file Messages.h.
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inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 5436 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 5377 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 5583 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 5575 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 5324 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 5251 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 5218 of file Messages.h.
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inlinestaticnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 5239 of file Messages.h.
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inlinenoexcept |
Indicates which order should be canceled due to Self-Trade Prevention.
Definition at line 5195 of file Messages.h.
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inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 5149 of file Messages.h.
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inlinenoexcept |
Account mnemonic of the order.
Definition at line 5129 of file Messages.h.
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inlinenoexcept |
Definition at line 5138 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 5109 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 5181 of file Messages.h.
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inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 5476 of file Messages.h.
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inlinenoexcept |
Definition at line 5485 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 5514 of file Messages.h.
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inlinenoexcept |
Resets Market Protections.
When Market Protections are triggered, the Exchange will not accept new orders for that product group without tag MMProtectionReset: True = Reset Market Maker Protection; False = Do nothing related to Market Maker Protection.
Definition at line 5087 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 5416 of file Messages.h.
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inlinenoexcept |
Definition at line 5425 of file Messages.h.
Quantity ordered.
Definition at line 5365 of file Messages.h.
Identifies the order tag identification.
Definition at line 5050 of file Messages.h.
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inlinenoexcept |
Definition at line 5059 of file Messages.h.
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inlinenoexcept |
Order type.
Definition at line 5289 of file Messages.h.
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inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 5445 of file Messages.h.
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inlinenoexcept |
Definition at line 5454 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 5387 of file Messages.h.
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inlinenoexcept |
Definition at line 5396 of file Messages.h.
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inlinenoexcept |
Indicates additional order instruction.
Definition at line 5335 of file Messages.h.
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inlinenoexcept |
Definition at line 5345 of file Messages.h.
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inlinenoexcept |
Security identification as defined by exchange.
Definition at line 5227 of file Messages.h.
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inlinenoexcept |
Indicates which order should be canceled due to Self-Trade Prevention.
Definition at line 5206 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 5159 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 5268 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 5311 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 5259 of file Messages.h.
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inlinenoexcept |
Definition at line 5623 of file Messages.h.
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inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 5301 of file Messages.h.
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inline |
Definition at line 660 of file MessageSerialization.h.