#include <OnixS/B3/BOE/messaging/Messages.h>
Public Types | |
| enum | |
| 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 (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 5079 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 5084 of file Messages.h.
| typedef SimpleModifyOrder101 ThisType |
This type alias.
Definition at line 5087 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 101 | |
Definition at line 5090 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 5096 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 5111 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 5125 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 5136 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block. Performs no checks.
Definition at line 5147 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 5271 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Type of account associated with an order.
Definition at line 5648 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 5692 of file Messages.h.
|
inlinenoexcept |
Message type = SimpleModifyOrder.
Common header to all inbound business messages.
Definition at line 5174 of file Messages.h.
|
inlinenoexcept |
Common header to all inbound business messages.
Definition at line 5183 of file Messages.h.
|
inlinenoexcept |
Definition at line 5791 of file Messages.h.
|
inlinestaticconstexpr |
Definition at line 5754 of file Messages.h.
|
inlinenoexcept |
Unique identifier of the order as assigned by the market participant.
Definition at line 5250 of file Messages.h.
|
inlinenoexcept |
Identifies the trader who is inserting an order.
Definition at line 5322 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 5763 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Maximal message size.
Definition at line 5718 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 5706 of file Messages.h.
|
inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 5617 of file Messages.h.
|
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 5658 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Message type = SimpleModifyOrder.
Definition at line 5163 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 5680 of file Messages.h.
|
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 5225 of file Messages.h.
|
inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 5558 of file Messages.h.
|
inlinenoexcept |
Quantity ordered.
Definition at line 5507 of file Messages.h.
|
inlinenoexcept |
Identifies the order tag identification.
Definition at line 5192 of file Messages.h.
|
inlinenoexcept |
Order type.
Definition at line 5430 of file Messages.h.
|
inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 5587 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 5528 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 5734 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 5726 of file Messages.h.
|
inlinenoexcept |
Indicates additional order instruction.
Definition at line 5475 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Market to which the symbol belongs.
Definition at line 5402 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 5369 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the class of the SecurityID (Exchange Symbol).
Definition at line 5390 of file Messages.h.
|
inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 5346 of file Messages.h.
|
inlinenoexcept |
Identifies the original location for routing orders.
Definition at line 5300 of file Messages.h.
|
inlinenoexcept |
Account mnemonic of the order.
Definition at line 5280 of file Messages.h.
|
inlinenoexcept |
Definition at line 5289 of file Messages.h.
Unique identifier of the order as assigned by the market participant.
Definition at line 5260 of file Messages.h.
Identifies the trader who is inserting an order.
Definition at line 5332 of file Messages.h.
|
inlinenoexcept |
Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.
Definition at line 5627 of file Messages.h.
|
inlinenoexcept |
Definition at line 5636 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 5665 of file Messages.h.
|
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 5238 of file Messages.h.
|
inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Definition at line 5567 of file Messages.h.
|
inlinenoexcept |
Definition at line 5576 of file Messages.h.
Quantity ordered.
Definition at line 5516 of file Messages.h.
Identifies the order tag identification.
Definition at line 5201 of file Messages.h.
|
inlinenoexcept |
Definition at line 5210 of file Messages.h.
|
inlinenoexcept |
Order type.
Definition at line 5440 of file Messages.h.
|
inlinenoexcept |
ClOrdID which should be replaced.
Definition at line 5596 of file Messages.h.
|
inlinenoexcept |
Definition at line 5605 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 5538 of file Messages.h.
|
inlinenoexcept |
Definition at line 5547 of file Messages.h.
|
inlinenoexcept |
Indicates additional order instruction.
Definition at line 5486 of file Messages.h.
|
inlinenoexcept |
Definition at line 5496 of file Messages.h.
|
inlinenoexcept |
Security identification as defined by exchange.
Definition at line 5378 of file Messages.h.
|
inlinenoexcept |
Indicates which order should be cancelled due to Self- Trade Prevention.
Definition at line 5357 of file Messages.h.
Identifies the original location for routing orders.
Definition at line 5310 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 5419 of file Messages.h.
|
inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 5462 of file Messages.h.
|
inlinenoexcept |
Side of order.
Definition at line 5410 of file Messages.h.
|
inlinenoexcept |
Definition at line 5781 of file Messages.h.
|
inlinenoexcept |
Specifies how long the order remains in effect.
Definition at line 5452 of file Messages.h.
|
inline |
Definition at line 887 of file MessageSerialization.h.
|
inline |
Writes a human-readable presentation into the destination string.
Definition at line 880 of file MessageSerialization.h.