#include <OnixS/B3/BOE/messaging/Messages.h>

Public Types
enum	{ TemplateId = 100 }

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 InboundBusinessHeader &	businessHeader () const noexcept

InboundBusinessHeader &	businessHeader () noexcept

bool	ordTagId (OrdTagID &value) const noexcept

ThisType &	setOrdTagId (OrdTagID value) noexcept

ThisType &	setOrdTagIdToNull () noexcept

Boolean::Enum	mmProtectionReset () const noexcept

ThisType &	setMmProtectionReset (Boolean::Enum value) noexcept

ClOrdID	clOrdId () const noexcept

ThisType &	setClOrdId (ClOrdID value) noexcept

bool	account (AccountOptional &value) const noexcept

ThisType &	setAccount (AccountOptional value) noexcept

ThisType &	setAccountToNull () noexcept

StrRef	senderLocation () const noexcept

ThisType &	setSenderLocation (StrRef value) noexcept

StrRef	enteringTrader () const noexcept

ThisType &	setEnteringTrader (StrRef value) noexcept

SelfTradePreventionInstruction::Enum	selfTradePreventionInstruction () const noexcept

ThisType &	setSelfTradePreventionInstruction (SelfTradePreventionInstruction::Enum value) noexcept

SecurityID	securityId () const noexcept

ThisType &	setSecurityId (SecurityID value) noexcept

Side::Enum	side () const noexcept

ThisType &	setSide (Side::Enum value) noexcept

SimpleOrdType::Enum	ordType () const noexcept

ThisType &	setOrdType (SimpleOrdType::Enum value) noexcept

SimpleTimeInForce::Enum	timeInForce () const noexcept

ThisType &	setTimeInForce (SimpleTimeInForce::Enum value) noexcept

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

ThisType &	setRoutingInstruction (RoutingInstruction::Enum value) noexcept

ThisType &	setRoutingInstructionToNull () noexcept

Quantity	orderQty () const noexcept

ThisType &	setOrderQty (Quantity value) noexcept

bool	price (PriceOptional &value) const noexcept

ThisType &	setPrice (PriceOptional value) noexcept

ThisType &	setPriceToNull () noexcept

bool	investorId (InvestorID &value) const noexcept

ThisType &	setInvestorId (InvestorID value) noexcept

ThisType &	setInvestorIdToNull () noexcept

StrRef	memo () const noexcept

ThisType &	setMemo (StrRef value)

ThisType &	resetVariableFields () noexcept

ThisType &	reset () 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::SbeMessage &	container () noexcept

void	zeroPaddingBytes (MessageSizeoffset) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)

void	setFixedStr (MessageSizeoffset, StrRef value) noexcept

void	setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)

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 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

Detailed Description

Definition at line 4268 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 4273 of file Messages.h.

typedef SimpleNewOrder100 ThisType

This type alias.

Definition at line 4276 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 4279 of file Messages.h.

Constructor & Destructor Documentation

SimpleNewOrder100 ( )

default

Initializes a blank instance.

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	(	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	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 4314 of file Messages.h.

SimpleNewOrder100 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 4325 of file Messages.h.

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

bool account ( AccountOptional & value ) const

inlinenoexcept

Account mnemonic of the order.

Definition at line 4460 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 4812 of file Messages.h.

const InboundBusinessHeader& businessHeader ( ) const

inlinenoexcept

Message type = SimpleNewOrder.

Common header to all inbound business messages.

Definition at line 4363 of file Messages.h.

InboundBusinessHeader& businessHeader ( )

inlinenoexcept

Common header to all inbound business messages.

Definition at line 4372 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 4902 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 4871 of file Messages.h.

ClOrdID clOrdId ( ) const

inlinenoexcept

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

Definition at line 4439 of file Messages.h.

StrRef enteringTrader ( ) const

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 4511 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 4880 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticnoexcept

Maximal message size.

Definition at line 4838 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestatic

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

Definition at line 4826 of file Messages.h.

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.

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.

static constexpr MessageType::Enum messageType ( )

inlinestaticnoexcept

Message type = SimpleNewOrder.

Definition at line 4352 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 4800 of file Messages.h.

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.

Quantity orderQty ( ) const

inlinenoexcept

Quantity ordered.

Definition at line 4696 of file Messages.h.

bool ordTagId ( OrdTagID & value ) const

inlinenoexcept

Identifies the order tag identification.

Definition at line 4381 of file Messages.h.

SimpleOrdType::Enum ordType ( ) const

inlinenoexcept

Order type.

Definition at line 4619 of file Messages.h.

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.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 4854 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 4846 of file Messages.h.

bool routingInstruction ( RoutingInstruction::Enum & value ) const

inlinenoexcept

Indicates additional order instruction.

Definition at line 4664 of file Messages.h.

static constexpr StrRef securityExchange ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Market to which the symbol belongs.

Definition at line 4591 of file Messages.h.

SecurityID securityId ( ) const

inlinenoexcept

Security identification as defined by exchange.

Definition at line 4558 of file Messages.h.

static constexpr SecurityIDSource::Enum securityIdSource ( )

inlinestaticnoexcept

Identifies the class of the SecurityID (Exchange Symbol).

Definition at line 4579 of file Messages.h.

SelfTradePreventionInstruction::Enum selfTradePreventionInstruction ( ) const

inlinenoexcept

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

Definition at line 4535 of file Messages.h.

StrRef senderLocation ( ) const

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 4489 of file Messages.h.

ThisType& setAccount ( AccountOptional value )

inlinenoexcept

Account mnemonic of the order.

Definition at line 4469 of file Messages.h.

ThisType& setAccountToNull ( )

inlinenoexcept

Definition at line 4478 of file Messages.h.

ThisType& setClOrdId ( ClOrdID value )

inlinenoexcept

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

Definition at line 4449 of file Messages.h.

ThisType& setEnteringTrader ( StrRef value )

inlinenoexcept

Identifies the trader who is inserting an order.

Definition at line 4521 of file Messages.h.

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.

ThisType& setInvestorIdToNull ( )

inlinenoexcept

Definition at line 4767 of file Messages.h.

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.

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.

ThisType& setOrderQty ( Quantity value )

inlinenoexcept

Quantity ordered.

Definition at line 4705 of file Messages.h.

ThisType& setOrdTagId ( OrdTagID value )

inlinenoexcept

Identifies the order tag identification.

Definition at line 4390 of file Messages.h.

ThisType& setOrdTagIdToNull ( )

inlinenoexcept

Definition at line 4399 of file Messages.h.

ThisType& setOrdType ( SimpleOrdType::Enum value )

inlinenoexcept

Order type.

Definition at line 4629 of file Messages.h.

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.

ThisType& setPriceToNull ( )

inlinenoexcept

Definition at line 4736 of file Messages.h.

ThisType& setRoutingInstruction ( RoutingInstruction::Enum value )

inlinenoexcept

Indicates additional order instruction.

Definition at line 4675 of file Messages.h.

ThisType& setRoutingInstructionToNull ( )

inlinenoexcept

Definition at line 4685 of file Messages.h.

ThisType& setSecurityId ( SecurityID value )

inlinenoexcept

Security identification as defined by exchange.

Definition at line 4567 of file Messages.h.

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.

ThisType& setSenderLocation ( StrRef value )

inlinenoexcept

Identifies the original location for routing orders.

Definition at line 4499 of file Messages.h.

ThisType& setSide ( Side::Enum value )

inlinenoexcept

Side of order.

Definition at line 4608 of file Messages.h.

ThisType& setTimeInForce ( SimpleTimeInForce::Enum value )

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 4651 of file Messages.h.

Side::Enum side ( ) const

inlinenoexcept

Side of order.

Definition at line 4599 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 4892 of file Messages.h.

SimpleTimeInForce::Enum timeInForce ( ) const

inlinenoexcept

Specifies how long the order remains in effect.

Definition at line 4641 of file Messages.h.

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 613 of file MessageSerialization.h.

The documentation for this struct was generated from the following files:

OnixS/B3/BOE/messaging/Messages.h
OnixS/B3/BOE/messaging/MessageSerialization.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation