OnixS C++ B3 BOE Binary Order Entry 1.3.0
API Documentation
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SimpleNewOrder100 Struct Reference

Public Types

enum  
typedef SchemaTraits Schema
typedef SimpleNewOrder100 ThisType
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 SimpleNewOrder100 ()=default
 SimpleNewOrder100 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 SimpleNewOrder100 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 SimpleNewOrder100 (void *data, EncodedLength length, NoInit)
 SimpleNewOrder100 (const SbeMessage &message)
 SimpleNewOrder100 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
const InboundBusinessHeaderbusinessHeader () const noexcept
InboundBusinessHeaderbusinessHeader () noexcept
bool ordTagId (OrdTagID &value) const noexcept
ThisTypesetOrdTagId (OrdTagID value) noexcept
ThisTypesetOrdTagIdToNull () noexcept
Boolean::Enum mmProtectionReset () const noexcept
ThisTypesetMmProtectionReset (Boolean::Enum value) noexcept
ClOrdID clOrdId () const noexcept
ThisTypesetClOrdId (ClOrdID value) noexcept
bool account (AccountOptional &value) const noexcept
ThisTypesetAccount (AccountOptional value) noexcept
ThisTypesetAccountToNull () noexcept
StrRef senderLocation () const noexcept
ThisTypesetSenderLocation (StrRef value) noexcept
StrRef enteringTrader () const noexcept
ThisTypesetEnteringTrader (StrRef value) noexcept
SelfTradePreventionInstruction::Enum selfTradePreventionInstruction () const noexcept
ThisTypesetSelfTradePreventionInstruction (SelfTradePreventionInstruction::Enum value) noexcept
SecurityID securityId () const noexcept
ThisTypesetSecurityId (SecurityID value) noexcept
Side::Enum side () const noexcept
ThisTypesetSide (Side::Enum value) noexcept
SimpleOrdType::Enum ordType () const noexcept
ThisTypesetOrdType (SimpleOrdType::Enum value) noexcept
SimpleTimeInForce::Enum timeInForce () const noexcept
ThisTypesetTimeInForce (SimpleTimeInForce::Enum value) noexcept
bool routingInstruction (RoutingInstruction::Enum &value) const noexcept
ThisTypesetRoutingInstruction (RoutingInstruction::Enum value) noexcept
ThisTypesetRoutingInstructionToNull () noexcept
Quantity orderQty () const noexcept
ThisTypesetOrderQty (Quantity value) noexcept
bool price (PriceOptional &value) const noexcept
ThisTypesetPrice (PriceOptional value) noexcept
ThisTypesetPriceToNull () noexcept
bool investorId (InvestorID &value) const noexcept
ThisTypesetInvestorId (InvestorID value) noexcept
ThisTypesetInvestorIdToNull () noexcept
StrRef memo () const noexcept
ThisTypesetMemo (StrRef value)
ThisTyperesetVariableFields () noexcept
ThisTypereset () 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::SbeMessagecontainer () noexcept
void zeroPaddingBytes (MessageSize offset) noexcept
void setOrdinary (MessageSize offset, FieldValue value) noexcept
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions

static constexpr MessageType::Enum messageType () noexcept
static constexpr SecurityIDSource::Enum securityIdSource () noexcept
static constexpr StrRef securityExchange () 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 CharclassName ()
static constexpr StrRef fixType () noexcept

Additional Inherited Members

Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessageversion (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

Detailed Description

Definition at line 4268 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 4273 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 4276 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 100 

Definition at line 4279 of file Messages.h.

Constructor & Destructor Documentation

◆ SimpleNewOrder100() [1/6]

SimpleNewOrder100 ( )
default

Initializes a blank instance.

◆ SimpleNewOrder100() [2/6]

SimpleNewOrder100 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 4285 of file Messages.h.

◆ SimpleNewOrder100() [3/6]

SimpleNewOrder100 ( 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 4300 of file Messages.h.

◆ SimpleNewOrder100() [4/6]

SimpleNewOrder100 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 4314 of file Messages.h.

◆ SimpleNewOrder100() [5/6]

SimpleNewOrder100 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 4325 of file Messages.h.

◆ SimpleNewOrder100() [6/6]

SimpleNewOrder100 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 4336 of file Messages.h.

Member Function Documentation

◆ account()

bool account ( AccountOptional & value) const
inlinenoexcept

Account mnemonic of the order.

Definition at line 4460 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 4812 of file Messages.h.

◆ businessHeader() [1/2]

const InboundBusinessHeader & businessHeader ( ) const
inlinenoexcept

Message type = SimpleNewOrder.

Common header to all inbound business messages.

Definition at line 4363 of file Messages.h.

◆ businessHeader() [2/2]

InboundBusinessHeader & businessHeader ( )
inlinenoexcept

Common header to all inbound business messages.

Definition at line 4372 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 4902 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 4871 of file Messages.h.

◆ clOrdId()

ClOrdID clOrdId ( ) const
inlinenoexcept

Unique identifier of the order as assigned by the market participant.

Definition at line 4439 of file Messages.h.

◆ enteringTrader()

StrRef enteringTrader ( ) const
inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 4511 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 4880 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 4838 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 4826 of file Messages.h.

◆ investorId()

bool investorId ( InvestorID & value) const
inlinenoexcept

Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.

Definition at line 4748 of file Messages.h.

◆ memo()

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 4778 of file Messages.h.

◆ messageType()

constexpr MessageType::Enum messageType ( )
inlinestaticconstexprnoexcept

Message type = SimpleNewOrder.

Definition at line 4352 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 4800 of file Messages.h.

◆ mmProtectionReset()

Boolean::Enum mmProtectionReset ( ) const
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 4414 of file Messages.h.

◆ orderQty()

Quantity orderQty ( ) const
inlinenoexcept

Quantity ordered.

Definition at line 4696 of file Messages.h.

◆ ordTagId()

bool ordTagId ( OrdTagID & value) const
inlinenoexcept

Identifies the order tag identification.

Definition at line 4381 of file Messages.h.

◆ ordType()

SimpleOrdType::Enum ordType ( ) const
inlinenoexcept

Order type.

Definition at line 4619 of file Messages.h.

◆ price()

bool price ( PriceOptional & 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 4717 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 4854 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 4846 of file Messages.h.

◆ routingInstruction()

bool routingInstruction ( RoutingInstruction::Enum & value) const
inlinenoexcept

Indicates additional order instruction.

Definition at line 4664 of file Messages.h.

◆ securityExchange()

constexpr StrRef securityExchange ( )
inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Market to which the symbol belongs.

Definition at line 4591 of file Messages.h.

◆ securityId()

SecurityID securityId ( ) const
inlinenoexcept

Security identification as defined by exchange.

Definition at line 4558 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource::Enum securityIdSource ( )
inlinestaticconstexprnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 4579 of file Messages.h.

◆ selfTradePreventionInstruction()

SelfTradePreventionInstruction::Enum selfTradePreventionInstruction ( ) const
inlinenoexcept

Indicates which order should be cancelled due to Self- Trade Prevention.

Definition at line 4535 of file Messages.h.

◆ senderLocation()

StrRef senderLocation ( ) const
inlinenoexcept

Identifies the original location for routing orders.

Definition at line 4489 of file Messages.h.

◆ setAccount()

ThisType & setAccount ( AccountOptional value)
inlinenoexcept

Account mnemonic of the order.

Definition at line 4469 of file Messages.h.

◆ setAccountToNull()

ThisType & setAccountToNull ( )
inlinenoexcept

Definition at line 4478 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( ClOrdID value)
inlinenoexcept

Unique identifier of the order as assigned by the market participant.

Definition at line 4449 of file Messages.h.

◆ setEnteringTrader()

ThisType & setEnteringTrader ( StrRef value)
inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 4521 of file Messages.h.

◆ setInvestorId()

ThisType & setInvestorId ( InvestorID value)
inlinenoexcept

Unique identifier of investor for self trade prevention/mass cancel on behalf purposes.

Definition at line 4758 of file Messages.h.

◆ setInvestorIdToNull()

ThisType & setInvestorIdToNull ( )
inlinenoexcept

Definition at line 4767 of file Messages.h.

◆ setMemo()

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 4785 of file Messages.h.

◆ setMmProtectionReset()

ThisType & setMmProtectionReset ( Boolean::Enum value)
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 4427 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( Quantity value)
inlinenoexcept

Quantity ordered.

Definition at line 4705 of file Messages.h.

◆ setOrdTagId()

ThisType & setOrdTagId ( OrdTagID value)
inlinenoexcept

Identifies the order tag identification.

Definition at line 4390 of file Messages.h.

◆ setOrdTagIdToNull()

ThisType & setOrdTagIdToNull ( )
inlinenoexcept

Definition at line 4399 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( SimpleOrdType::Enum value)
inlinenoexcept

Order type.

Definition at line 4629 of file Messages.h.

◆ setPrice()

ThisType & setPrice ( PriceOptional value)
inlinenoexcept

Price per share or contract.

Conditionally required if the order type requires a price (not market orders and RLP).

Definition at line 4727 of file Messages.h.

◆ setPriceToNull()

ThisType & setPriceToNull ( )
inlinenoexcept

Definition at line 4736 of file Messages.h.

◆ setRoutingInstruction()

ThisType & setRoutingInstruction ( RoutingInstruction::Enum value)
inlinenoexcept

Indicates additional order instruction.

Definition at line 4675 of file Messages.h.

◆ setRoutingInstructionToNull()

ThisType & setRoutingInstructionToNull ( )
inlinenoexcept

Definition at line 4685 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( SecurityID value)
inlinenoexcept

Security identification as defined by exchange.

Definition at line 4567 of file Messages.h.

◆ setSelfTradePreventionInstruction()

ThisType & setSelfTradePreventionInstruction ( SelfTradePreventionInstruction::Enum value)
inlinenoexcept

Indicates which order should be cancelled due to Self- Trade Prevention.

Definition at line 4546 of file Messages.h.

◆ setSenderLocation()

ThisType & setSenderLocation ( StrRef value)
inlinenoexcept

Identifies the original location for routing orders.

Definition at line 4499 of file Messages.h.

◆ setSide()

ThisType & setSide ( Side::Enum value)
inlinenoexcept

Side of order.

Definition at line 4608 of file Messages.h.

◆ setTimeInForce()

ThisType & setTimeInForce ( SimpleTimeInForce::Enum value)
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 4651 of file Messages.h.

◆ side()

Side::Enum side ( ) const
inlinenoexcept

Side of order.

Definition at line 4599 of file Messages.h.

◆ tail()

const void * tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 4892 of file Messages.h.

◆ timeInForce()

SimpleTimeInForce::Enum timeInForce ( ) const
inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 4641 of file Messages.h.

◆ toString()

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 613 of file MessageSerialization.h.