42 enum { TemplateId = 1 };
63 assert(message.
valid());
78 assert(schemaId() == Schema::Id);
79 assert(version() >= Schema::MinimalVersion);
80 assert(TemplateId == templateId());
89 return MessageType::SequenceReset;
99 return ApplVerID::FIX50SP2;
133 minimalBlockLength(version);
138 ONIXS_B3_UMDF_MD_NODISCARD
152 ONIXS_B3_UMDF_MD_NODISCARD
156 return "SequenceReset_1";
161 ONIXS_B3_UMDF_MD_NODISCARD
170 ONIXS_B3_UMDF_MD_NODISCARD
171 std::string toString()
const;
178 minimalBlockLength(version) +
179 MessageHeader::Size +
180 getMinimalVariableFieldsSize(version);
183 *
this, length, minimalRequiredLength);
186 void checkCompatibility()
const 188 assert(TemplateId == templateId());
190 checkSchema<Schema>(schemaId(), version());
191 checkLength(bufferSize(), version());
204 enum { TemplateId = 2 };
216 checkCompatibility();
225 assert(message.
valid());
227 checkCompatibility();
240 assert(schemaId() == Schema::Id);
241 assert(version() >= Schema::MinimalVersion);
242 assert(TemplateId == templateId());
251 return MessageType::Sequence;
261 return ApplVerID::FIX50SP2;
266 ONIXS_B3_UMDF_MD_NODISCARD
272 return ordinary<SeqNum>(offset);
297 minimalBlockLength(version);
302 ONIXS_B3_UMDF_MD_NODISCARD
316 ONIXS_B3_UMDF_MD_NODISCARD
325 ONIXS_B3_UMDF_MD_NODISCARD
334 ONIXS_B3_UMDF_MD_NODISCARD
335 std::string toString()
const;
342 minimalBlockLength(version) +
343 MessageHeader::Size +
344 getMinimalVariableFieldsSize(version);
347 *
this, length, minimalRequiredLength);
350 void checkCompatibility()
const 352 assert(TemplateId == templateId());
354 checkSchema<Schema>(schemaId(), version());
355 checkLength(bufferSize(), version());
368 enum { TemplateId = 9 };
380 checkCompatibility();
389 assert(message.
valid());
391 checkCompatibility();
404 assert(schemaId() == Schema::Id);
405 assert(version() >= Schema::MinimalVersion);
406 assert(TemplateId == templateId());
415 return MessageType::MarketDataIncrementalRefresh;
425 return ApplVerID::FIX50SP2;
434 return UpdateAction::NEW;
443 return EntryType::EMPTY_BOOK;
448 ONIXS_B3_UMDF_MD_NODISCARD
454 return ordinary<SecurityID>(offset);
463 return SecurityIDSource::EXCHANGE_SYMBOL;
468 ONIXS_B3_UMDF_MD_NODISCARD
478 ONIXS_B3_UMDF_MD_NODISCARD
484 return ordinary<MatchEventIndicator>(offset);
488 ONIXS_B3_UMDF_MD_NODISCARD
522 minimalBlockLength(version);
527 ONIXS_B3_UMDF_MD_NODISCARD
541 ONIXS_B3_UMDF_MD_NODISCARD
545 return "EmptyBook_9";
550 ONIXS_B3_UMDF_MD_NODISCARD
559 ONIXS_B3_UMDF_MD_NODISCARD
560 std::string toString()
const;
567 minimalBlockLength(version) +
568 MessageHeader::Size +
569 getMinimalVariableFieldsSize(version);
572 *
this, length, minimalRequiredLength);
575 void checkCompatibility()
const 577 assert(TemplateId == templateId());
579 checkSchema<Schema>(schemaId(), version());
580 checkLength(bufferSize(), version());
593 enum { TemplateId = 11 };
605 checkCompatibility();
614 assert(message.
valid());
616 checkCompatibility();
629 assert(schemaId() == Schema::Id);
630 assert(version() >= Schema::MinimalVersion);
631 assert(TemplateId == templateId());
640 return MessageType::MarketDataIncrementalRefresh;
650 return ApplVerID::FIX50SP2;
659 return UpdateAction::NEW;
668 return EntryType::EMPTY_BOOK;
673 ONIXS_B3_UMDF_MD_NODISCARD
679 return ordinary<MatchEventIndicator>(offset);
683 ONIXS_B3_UMDF_MD_NODISCARD
717 minimalBlockLength(version);
722 ONIXS_B3_UMDF_MD_NODISCARD
736 ONIXS_B3_UMDF_MD_NODISCARD
740 return "ChannelReset_11";
745 ONIXS_B3_UMDF_MD_NODISCARD
754 ONIXS_B3_UMDF_MD_NODISCARD
755 std::string toString()
const;
762 minimalBlockLength(version) +
763 MessageHeader::Size +
764 getMinimalVariableFieldsSize(version);
767 *
this, length, minimalRequiredLength);
770 void checkCompatibility()
const 772 assert(TemplateId == templateId());
774 checkSchema<Schema>(schemaId(), version());
775 checkLength(bufferSize(), version());
788 enum { TemplateId = 3 };
800 checkCompatibility();
809 assert(message.
valid());
811 checkCompatibility();
824 assert(schemaId() == Schema::Id);
825 assert(version() >= Schema::MinimalVersion);
826 assert(TemplateId == templateId());
835 return MessageType::SecurityStatus;
845 return ApplVerID::FIX50SP2;
850 ONIXS_B3_UMDF_MD_NODISCARD
856 return ordinary<SecurityID>(offset);
865 return SecurityIDSource::EXCHANGE_SYMBOL;
870 ONIXS_B3_UMDF_MD_NODISCARD
880 ONIXS_B3_UMDF_MD_NODISCARD
886 return ordinary<MatchEventIndicator>(offset);
890 ONIXS_B3_UMDF_MD_NODISCARD
896 return enumeration<TradingSessionID>(offset);
900 ONIXS_B3_UMDF_MD_NODISCARD
907 return enumeration<SecurityTradingStatus>(offset);
915 ONIXS_B3_UMDF_MD_NODISCARD
923 return enumeration<SecurityTradingEvent>(value, offset,
NullUInt8());
928 ONIXS_B3_UMDF_MD_NODISCARD
939 ONIXS_B3_UMDF_MD_NODISCARD
950 ONIXS_B3_UMDF_MD_NODISCARD
961 ONIXS_B3_UMDF_MD_NODISCARD
995 minimalBlockLength(version);
1000 ONIXS_B3_UMDF_MD_NODISCARD
1014 ONIXS_B3_UMDF_MD_NODISCARD
1018 return "SecurityStatus_3";
1023 ONIXS_B3_UMDF_MD_NODISCARD
1032 ONIXS_B3_UMDF_MD_NODISCARD
1033 std::string toString()
const;
1040 minimalBlockLength(version) +
1041 MessageHeader::Size +
1042 getMinimalVariableFieldsSize(version);
1045 *
this, length, minimalRequiredLength);
1048 void checkCompatibility()
const 1050 assert(TemplateId == templateId());
1052 checkSchema<Schema>(schemaId(), version());
1053 checkLength(bufferSize(), version());
1066 enum { TemplateId = 10 };
1078 checkCompatibility();
1087 assert(message.
valid());
1089 checkCompatibility();
1102 assert(schemaId() == Schema::Id);
1103 assert(version() >= Schema::MinimalVersion);
1104 assert(TemplateId == templateId());
1113 return MessageType::SecurityStatus;
1123 return ApplVerID::FIX50SP2;
1127 ONIXS_B3_UMDF_MD_NODISCARD
1134 return fixedStr<length>(offset);
1139 ONIXS_B3_UMDF_MD_NODISCARD
1145 return ordinary<MatchEventIndicator>(offset);
1149 ONIXS_B3_UMDF_MD_NODISCARD
1155 return enumeration<TradingSessionID>(offset);
1159 ONIXS_B3_UMDF_MD_NODISCARD
1166 return enumeration<TradingSessionSubID>(offset);
1171 ONIXS_B3_UMDF_MD_NODISCARD
1179 return enumeration<SecurityTradingEvent>(value, offset,
NullUInt8());
1184 ONIXS_B3_UMDF_MD_NODISCARD
1195 ONIXS_B3_UMDF_MD_NODISCARD
1206 ONIXS_B3_UMDF_MD_NODISCARD
1240 minimalBlockLength(version);
1245 ONIXS_B3_UMDF_MD_NODISCARD
1259 ONIXS_B3_UMDF_MD_NODISCARD
1263 return "SecurityGroupPhase_10";
1268 ONIXS_B3_UMDF_MD_NODISCARD
1277 ONIXS_B3_UMDF_MD_NODISCARD
1278 std::string toString()
const;
1285 minimalBlockLength(version) +
1286 MessageHeader::Size +
1287 getMinimalVariableFieldsSize(version);
1290 *
this, length, minimalRequiredLength);
1293 void checkCompatibility()
const 1295 assert(TemplateId == templateId());
1297 checkSchema<Schema>(schemaId(), version());
1298 checkLength(bufferSize(), version());
1311 enum { TemplateId = 12 };
1337 assert(version >= Schema::MinimalVersion);
1338 assert(length >= minimalBlockLength(version));
1342 ONIXS_B3_UMDF_MD_NODISCARD
1348 return ordinary<SecurityID>(offset);
1358 return SecurityIDSource::EXCHANGE_SYMBOL;
1363 ONIXS_B3_UMDF_MD_NODISCARD
1372 ONIXS_B3_UMDF_MD_NODISCARD
1379 return fixedStr<length>(offset);
1391 minimalBlockLength(version);
1411 ONIXS_B3_UMDF_MD_NODISCARD
1415 return "SecurityDefinition_12.UnderlyingsEntry";
1448 assert(version >= Schema::MinimalVersion);
1449 assert(length >= minimalBlockLength(version));
1453 ONIXS_B3_UMDF_MD_NODISCARD
1459 return ordinary<SecurityID>(offset);
1469 return SecurityIDSource::EXCHANGE_SYMBOL;
1474 ONIXS_B3_UMDF_MD_NODISCARD
1484 ONIXS_B3_UMDF_MD_NODISCARD
1494 ONIXS_B3_UMDF_MD_NODISCARD
1500 return enumeration<SecurityType>(offset);
1504 ONIXS_B3_UMDF_MD_NODISCARD
1510 return enumeration<Side>(offset);
1514 ONIXS_B3_UMDF_MD_NODISCARD
1521 return fixedStr<length>(offset);
1533 minimalBlockLength(version);
1553 ONIXS_B3_UMDF_MD_NODISCARD
1557 return "SecurityDefinition_12.LegsEntry";
1591 assert(version >= Schema::MinimalVersion);
1592 assert(length >= minimalBlockLength(version));
1596 ONIXS_B3_UMDF_MD_NODISCARD
1602 return enumeration<InstrAttribType>(offset);
1607 ONIXS_B3_UMDF_MD_NODISCARD
1613 return enumeration<InstrAttribValue>(offset);
1625 minimalBlockLength(version);
1645 ONIXS_B3_UMDF_MD_NODISCARD
1649 return "SecurityDefinition_12.InstrAttribsEntry";
1668 checkCompatibility();
1677 assert(message.
valid());
1679 checkCompatibility();
1692 assert(schemaId() == Schema::Id);
1693 assert(version() >= Schema::MinimalVersion);
1694 assert(TemplateId == templateId());
1703 return MessageType::SecurityDefinition;
1713 return ApplVerID::FIX50SP2;
1717 ONIXS_B3_UMDF_MD_NODISCARD
1723 return ordinary<SecurityID>(offset);
1727 ONIXS_B3_UMDF_MD_NODISCARD
1734 return fixedStr<length>(offset);
1738 ONIXS_B3_UMDF_MD_NODISCARD
1744 return enumeration<SecurityIDSource>(offset);
1748 ONIXS_B3_UMDF_MD_NODISCARD
1755 return fixedStr<length>(offset);
1759 ONIXS_B3_UMDF_MD_NODISCARD
1766 return fixedStr<length>(offset);
1770 ONIXS_B3_UMDF_MD_NODISCARD
1777 return enumeration<SecurityUpdateAction>(offset);
1781 ONIXS_B3_UMDF_MD_NODISCARD
1787 return enumeration<SecurityType>(offset);
1792 ONIXS_B3_UMDF_MD_NODISCARD
1798 return ordinary<UInt16>(offset);
1803 ONIXS_B3_UMDF_MD_NODISCARD
1809 return ordinary<UInt32>(offset);
1813 ONIXS_B3_UMDF_MD_NODISCARD
1823 ONIXS_B3_UMDF_MD_NODISCARD
1835 ONIXS_B3_UMDF_MD_NODISCARD
1849 ONIXS_B3_UMDF_MD_NODISCARD
1861 ONIXS_B3_UMDF_MD_NODISCARD
1873 ONIXS_B3_UMDF_MD_NODISCARD
1883 ONIXS_B3_UMDF_MD_NODISCARD
1893 ONIXS_B3_UMDF_MD_NODISCARD
1903 ONIXS_B3_UMDF_MD_NODISCARD
1914 ONIXS_B3_UMDF_MD_NODISCARD
1924 ONIXS_B3_UMDF_MD_NODISCARD
1934 ONIXS_B3_UMDF_MD_NODISCARD
1944 ONIXS_B3_UMDF_MD_NODISCARD
1954 ONIXS_B3_UMDF_MD_NODISCARD
1962 FieldValue fieldValue;
1973 ONIXS_B3_UMDF_MD_NODISCARD
1980 return fixedStr<length>(value, offset);
1985 ONIXS_B3_UMDF_MD_NODISCARD
1993 FieldValue fieldValue;
2006 ONIXS_B3_UMDF_MD_NODISCARD
2014 FieldValue fieldValue;
2025 ONIXS_B3_UMDF_MD_NODISCARD
2035 ONIXS_B3_UMDF_MD_NODISCARD
2043 FieldValue fieldValue;
2055 ONIXS_B3_UMDF_MD_NODISCARD
2063 FieldValue fieldValue;
2074 ONIXS_B3_UMDF_MD_NODISCARD
2081 return fixedStr<length>(value, offset);
2085 ONIXS_B3_UMDF_MD_NODISCARD
2092 return fixedStr<length>(offset);
2098 ONIXS_B3_UMDF_MD_NODISCARD
2105 return fixedStr<length>(offset);
2109 ONIXS_B3_UMDF_MD_NODISCARD
2119 ONIXS_B3_UMDF_MD_NODISCARD
2129 ONIXS_B3_UMDF_MD_NODISCARD
2136 return fixedStr<length>(offset);
2140 ONIXS_B3_UMDF_MD_NODISCARD
2147 return fixedStr<length>(value, offset);
2151 ONIXS_B3_UMDF_MD_NODISCARD
2158 return fixedStr<length>(value, offset);
2162 ONIXS_B3_UMDF_MD_NODISCARD
2169 return fixedStr<length>(value, offset);
2173 ONIXS_B3_UMDF_MD_NODISCARD
2179 return enumeration<LotType>(value, offset,
NullUInt8());
2183 ONIXS_B3_UMDF_MD_NODISCARD
2189 return ordinary(value, offset,
NullUInt8());
2193 ONIXS_B3_UMDF_MD_NODISCARD
2199 return enumeration<Product>(offset);
2203 ONIXS_B3_UMDF_MD_NODISCARD
2211 return enumeration<ExerciseStyle>(value, offset,
NullUInt8());
2215 ONIXS_B3_UMDF_MD_NODISCARD
2221 return enumeration<PutOrCall>(value, offset,
NullUInt8());
2225 ONIXS_B3_UMDF_MD_NODISCARD
2231 return enumeration<PriceType>(value, offset,
NullUInt8NULL());
2235 ONIXS_B3_UMDF_MD_NODISCARD
2245 ONIXS_B3_UMDF_MD_NODISCARD
2253 return enumeration<GovernanceIndicator>(value, offset,
NullUInt8());
2257 ONIXS_B3_UMDF_MD_NODISCARD
2265 return enumeration<SecurityMatchType>(value, offset,
NullUInt8());
2270 ONIXS_B3_UMDF_MD_NODISCARD
2276 return enumeration<Boolean>(value, offset,
NullUInt8());
2281 ONIXS_B3_UMDF_MD_NODISCARD
2289 return enumeration<MultiLegModel>(value, offset,
NullUInt8());
2295 ONIXS_B3_UMDF_MD_NODISCARD
2303 return enumeration<MultiLegPriceMethod>(value, offset,
NullUInt8());
2307 ONIXS_B3_UMDF_MD_NODISCARD
2317 ONIXS_B3_UMDF_MD_NODISCARD
2321 return getGroup<Underlyings>(
2322 UnderlyingsAccess(),
2327 ONIXS_B3_UMDF_MD_NODISCARD
2331 return getGroup<Legs>(LegsAccess(), *
this);
2335 ONIXS_B3_UMDF_MD_NODISCARD
2339 return getGroup<InstrAttribs>(
2340 InstrAttribsAccess(),
2345 ONIXS_B3_UMDF_MD_NODISCARD
2349 return getVariableLengthField(
2350 securityDescAccess(),
2376 minimalBlockLength(version);
2381 ONIXS_B3_UMDF_MD_NODISCARD
2390 static_cast<MessageSize>(TextEncoding::Size) + static_cast<MessageSize>(Underlyings::EmptySize) +
static_cast<MessageSize>(Legs::EmptySize) + static_cast<MessageSize>(InstrAttribs::EmptySize);
2395 ONIXS_B3_UMDF_MD_NODISCARD
2399 return "SecurityDefinition_12";
2404 ONIXS_B3_UMDF_MD_NODISCARD
2413 ONIXS_B3_UMDF_MD_NODISCARD
2414 std::string toString()
const;
2421 minimalBlockLength(version) +
2422 MessageHeader::Size +
2423 getMinimalVariableFieldsSize(version);
2426 *
this, length, minimalRequiredLength);
2430 void checkVarLenFields()
const 2433 tail<Underlyings>().
2435 checkVariableLengthFields<InstrAttribs>().
2436 checkTail<TextEncoding>();
2439 void checkCompatibility()
const 2441 assert(TemplateId == templateId());
2443 checkSchema<Schema>(schemaId(), version());
2444 checkLength(bufferSize(), version());
2445 checkVarLenFields();
2449 struct UnderlyingsAccess
2458 head<Underlyings>();
2472 tail<Underlyings>().
2478 struct InstrAttribsAccess
2487 tail<Underlyings>().
2489 head<InstrAttribs>();
2494 struct securityDescAccess
2503 tail<Underlyings>().
2505 variableLengthFields<InstrAttribs>().
2506 head<TextEncoding>();
2520 enum { TemplateId = 5 };
2532 checkCompatibility();
2541 assert(message.
valid());
2543 checkCompatibility();
2556 assert(schemaId() == Schema::Id);
2557 assert(version() >= Schema::MinimalVersion);
2558 assert(TemplateId == templateId());
2567 return MessageType::News;
2577 return ApplVerID::FIX50SP2;
2582 ONIXS_B3_UMDF_MD_NODISCARD
2599 return SecurityIDSource::EXCHANGE_SYMBOL;
2604 ONIXS_B3_UMDF_MD_NODISCARD
2614 ONIXS_B3_UMDF_MD_NODISCARD
2620 return ordinary<MatchEventIndicator>(offset);
2624 ONIXS_B3_UMDF_MD_NODISCARD
2630 return enumeration<NewsSource>(offset);
2635 ONIXS_B3_UMDF_MD_NODISCARD
2642 return fixedStr<length>(value, offset);
2647 ONIXS_B3_UMDF_MD_NODISCARD
2653 return ordinary<UInt16>(offset);
2657 ONIXS_B3_UMDF_MD_NODISCARD
2663 return ordinary<UInt16>(offset);
2669 ONIXS_B3_UMDF_MD_NODISCARD
2675 return ordinary(value, offset,
NullNewsID());
2679 ONIXS_B3_UMDF_MD_NODISCARD
2689 ONIXS_B3_UMDF_MD_NODISCARD
2695 return ordinary<UInt32>(offset);
2699 ONIXS_B3_UMDF_MD_NODISCARD
2703 return getVariableLengthField(headlineAccess(), *
this);
2707 ONIXS_B3_UMDF_MD_NODISCARD
2711 return getVariableLengthField(textAccess(), *
this);
2715 ONIXS_B3_UMDF_MD_NODISCARD
2719 return getVariableLengthField(uRLLinkAccess(), *
this);
2744 minimalBlockLength(version);
2749 ONIXS_B3_UMDF_MD_NODISCARD
2758 static_cast<MessageSize>(VarString::Size) + static_cast<MessageSize>(VarString::Size) +
static_cast<MessageSize>(VarString::Size);
2763 ONIXS_B3_UMDF_MD_NODISCARD
2772 ONIXS_B3_UMDF_MD_NODISCARD
2781 ONIXS_B3_UMDF_MD_NODISCARD
2782 std::string toString()
const;
2789 minimalBlockLength(version) +
2790 MessageHeader::Size +
2791 getMinimalVariableFieldsSize(version);
2794 *
this, length, minimalRequiredLength);
2798 void checkVarLenFields()
const 2800 variableLengthFields().
2801 checkTail<VarString>().
2802 checkTail<VarString>().
2803 checkTail<VarString>();
2806 void checkCompatibility()
const 2808 assert(TemplateId == templateId());
2810 checkSchema<Schema>(schemaId(), version());
2811 checkLength(bufferSize(), version());
2812 checkVarLenFields();
2816 struct headlineAccess
2822 variableLengthFields().
2834 variableLengthFields().
2841 struct uRLLinkAccess
2847 variableLengthFields().
2864 enum { TemplateId = 15 };
2876 checkCompatibility();
2885 assert(message.
valid());
2887 checkCompatibility();
2900 assert(schemaId() == Schema::Id);
2901 assert(version() >= Schema::MinimalVersion);
2902 assert(TemplateId == templateId());
2911 return MessageType::MarketDataIncrementalRefresh;
2921 return ApplVerID::FIX50SP2;
2926 ONIXS_B3_UMDF_MD_NODISCARD
2932 return ordinary<SecurityID>(offset);
2941 return SecurityIDSource::EXCHANGE_SYMBOL;
2946 ONIXS_B3_UMDF_MD_NODISCARD
2956 ONIXS_B3_UMDF_MD_NODISCARD
2962 return ordinary<MatchEventIndicator>(offset);
2966 ONIXS_B3_UMDF_MD_NODISCARD
2972 return enumeration<UpdateAction>(offset);
2981 return EntryType::OPENING_PRICE;
2986 ONIXS_B3_UMDF_MD_NODISCARD
2992 return enumeration<OpenCloseSettlFlag>(offset);
2996 ONIXS_B3_UMDF_MD_NODISCARD
3002 return decimal<Price>(offset);
3007 ONIXS_B3_UMDF_MD_NODISCARD
3020 ONIXS_B3_UMDF_MD_NODISCARD
3030 ONIXS_B3_UMDF_MD_NODISCARD
3041 ONIXS_B3_UMDF_MD_NODISCARD
3047 return ordinary(value, offset,
NullRptSeq());
3080 ONIXS_B3_UMDF_MD_NODISCARD
3094 ONIXS_B3_UMDF_MD_NODISCARD
3098 return "OpeningPrice_15";
3103 ONIXS_B3_UMDF_MD_NODISCARD
3112 ONIXS_B3_UMDF_MD_NODISCARD
3113 std::string toString()
const;
3120 minimalBlockLength(version) +
3121 MessageHeader::Size +
3122 getMinimalVariableFieldsSize(version);
3125 *
this, length, minimalRequiredLength);
3128 void checkCompatibility()
const 3130 assert(TemplateId == templateId());
3132 checkSchema<Schema>(schemaId(), version());
3133 checkLength(bufferSize(), version());
3146 enum { TemplateId = 16 };
3158 checkCompatibility();
3167 assert(message.
valid());
3169 checkCompatibility();
3182 assert(schemaId() == Schema::Id);
3183 assert(version() >= Schema::MinimalVersion);
3184 assert(TemplateId == templateId());
3193 return MessageType::MarketDataIncrementalRefresh;
3203 return ApplVerID::FIX50SP2;
3208 ONIXS_B3_UMDF_MD_NODISCARD
3214 return ordinary<SecurityID>(offset);
3223 return SecurityIDSource::EXCHANGE_SYMBOL;
3228 ONIXS_B3_UMDF_MD_NODISCARD
3238 ONIXS_B3_UMDF_MD_NODISCARD
3244 return ordinary<MatchEventIndicator>(offset);
3248 ONIXS_B3_UMDF_MD_NODISCARD
3254 return enumeration<UpdateAction>(offset);
3263 return EntryType::OPENING_PRICE;
3272 return OpenCloseSettlFlag::THEORETICAL_PRICE;
3277 ONIXS_B3_UMDF_MD_NODISCARD
3287 ONIXS_B3_UMDF_MD_NODISCARD
3297 ONIXS_B3_UMDF_MD_NODISCARD
3307 ONIXS_B3_UMDF_MD_NODISCARD
3318 ONIXS_B3_UMDF_MD_NODISCARD
3324 return ordinary(value, offset,
NullRptSeq());
3349 minimalBlockLength(version);
3354 ONIXS_B3_UMDF_MD_NODISCARD
3368 ONIXS_B3_UMDF_MD_NODISCARD
3372 return "TheoreticalOpeningPrice_16";
3377 ONIXS_B3_UMDF_MD_NODISCARD
3383 "TheoreticalOpeningPrice_16");
3387 ONIXS_B3_UMDF_MD_NODISCARD
3388 std::string toString()
const;
3395 minimalBlockLength(version) +
3396 MessageHeader::Size +
3397 getMinimalVariableFieldsSize(version);
3400 *
this, length, minimalRequiredLength);
3403 void checkCompatibility()
const 3405 assert(TemplateId == templateId());
3407 checkSchema<Schema>(schemaId(), version());
3408 checkLength(bufferSize(), version());
3421 enum { TemplateId = 17 };
3433 checkCompatibility();
3442 assert(message.
valid());
3444 checkCompatibility();
3457 assert(schemaId() == Schema::Id);
3458 assert(version() >= Schema::MinimalVersion);
3459 assert(TemplateId == templateId());
3468 return MessageType::MarketDataIncrementalRefresh;
3478 return ApplVerID::FIX50SP2;
3483 ONIXS_B3_UMDF_MD_NODISCARD
3489 return ordinary<SecurityID>(offset);
3498 return SecurityIDSource::EXCHANGE_SYMBOL;
3503 ONIXS_B3_UMDF_MD_NODISCARD
3513 ONIXS_B3_UMDF_MD_NODISCARD
3519 return ordinary<MatchEventIndicator>(offset);
3528 return UpdateAction::NEW;
3537 return EntryType::CLOSING_PRICE;
3542 ONIXS_B3_UMDF_MD_NODISCARD
3548 return enumeration<OpenCloseSettlFlag>(offset);
3552 ONIXS_B3_UMDF_MD_NODISCARD
3558 return decimal<Price8>(offset);
3562 ONIXS_B3_UMDF_MD_NODISCARD
3570 FieldValue fieldValue;
3582 ONIXS_B3_UMDF_MD_NODISCARD
3592 ONIXS_B3_UMDF_MD_NODISCARD
3603 ONIXS_B3_UMDF_MD_NODISCARD
3609 return ordinary(value, offset,
NullRptSeq());
3637 minimalBlockLength(version);
3642 ONIXS_B3_UMDF_MD_NODISCARD
3656 ONIXS_B3_UMDF_MD_NODISCARD
3660 return "ClosingPrice_17";
3665 ONIXS_B3_UMDF_MD_NODISCARD
3674 ONIXS_B3_UMDF_MD_NODISCARD
3675 std::string toString()
const;
3682 minimalBlockLength(version) +
3683 MessageHeader::Size +
3684 getMinimalVariableFieldsSize(version);
3687 *
this, length, minimalRequiredLength);
3690 void checkCompatibility()
const 3692 assert(TemplateId == templateId());
3694 checkSchema<Schema>(schemaId(), version());
3695 checkLength(bufferSize(), version());
3708 enum { TemplateId = 19 };
3720 checkCompatibility();
3729 assert(message.
valid());
3731 checkCompatibility();
3744 assert(schemaId() == Schema::Id);
3745 assert(version() >= Schema::MinimalVersion);
3746 assert(TemplateId == templateId());
3755 return MessageType::MarketDataIncrementalRefresh;
3765 return ApplVerID::FIX50SP2;
3770 ONIXS_B3_UMDF_MD_NODISCARD
3776 return ordinary<SecurityID>(offset);
3785 return SecurityIDSource::EXCHANGE_SYMBOL;
3790 ONIXS_B3_UMDF_MD_NODISCARD
3800 ONIXS_B3_UMDF_MD_NODISCARD
3806 return ordinary<MatchEventIndicator>(offset);
3810 ONIXS_B3_UMDF_MD_NODISCARD
3816 return enumeration<UpdateAction>(offset);
3825 return EntryType::IMBALANCE;
3830 ONIXS_B3_UMDF_MD_NODISCARD
3836 return ordinary<ImbalanceCondition>(offset);
3840 ONIXS_B3_UMDF_MD_NODISCARD
3850 ONIXS_B3_UMDF_MD_NODISCARD
3861 ONIXS_B3_UMDF_MD_NODISCARD
3867 return ordinary(value, offset,
NullRptSeq());
3892 minimalBlockLength(version);
3897 ONIXS_B3_UMDF_MD_NODISCARD
3911 ONIXS_B3_UMDF_MD_NODISCARD
3915 return "AuctionImbalance_19";
3920 ONIXS_B3_UMDF_MD_NODISCARD
3929 ONIXS_B3_UMDF_MD_NODISCARD
3930 std::string toString()
const;
3937 minimalBlockLength(version) +
3938 MessageHeader::Size +
3939 getMinimalVariableFieldsSize(version);
3942 *
this, length, minimalRequiredLength);
3945 void checkCompatibility()
const 3947 assert(TemplateId == templateId());
3949 checkSchema<Schema>(schemaId(), version());
3950 checkLength(bufferSize(), version());
3963 enum { TemplateId = 20 };
3975 checkCompatibility();
3984 assert(message.
valid());
3986 checkCompatibility();
3999 assert(schemaId() == Schema::Id);
4000 assert(version() >= Schema::MinimalVersion);
4001 assert(TemplateId == templateId());
4010 return MessageType::MarketDataIncrementalRefresh;
4020 return ApplVerID::FIX50SP2;
4025 ONIXS_B3_UMDF_MD_NODISCARD
4031 return ordinary<SecurityID>(offset);
4040 return SecurityIDSource::EXCHANGE_SYMBOL;
4045 ONIXS_B3_UMDF_MD_NODISCARD
4055 ONIXS_B3_UMDF_MD_NODISCARD
4061 return ordinary<MatchEventIndicator>(offset);
4070 return UpdateAction::NEW;
4079 return EntryType::PRICE_BAND;
4083 ONIXS_B3_UMDF_MD_NODISCARD
4091 return enumeration<PriceBandType>(value, offset,
NullUInt8());
4095 ONIXS_B3_UMDF_MD_NODISCARD
4103 return enumeration<PriceLimitType>(value, offset,
NullUInt8());
4109 ONIXS_B3_UMDF_MD_NODISCARD
4117 return enumeration<PriceBandMidpointPriceType>(value, offset,
NullUInt8());
4124 ONIXS_B3_UMDF_MD_NODISCARD
4137 ONIXS_B3_UMDF_MD_NODISCARD
4150 ONIXS_B3_UMDF_MD_NODISCARD
4160 ONIXS_B3_UMDF_MD_NODISCARD
4171 ONIXS_B3_UMDF_MD_NODISCARD
4177 return ordinary(value, offset,
NullRptSeq());
4202 minimalBlockLength(version);
4207 ONIXS_B3_UMDF_MD_NODISCARD
4221 ONIXS_B3_UMDF_MD_NODISCARD
4225 return "PriceBand_20";
4230 ONIXS_B3_UMDF_MD_NODISCARD
4239 ONIXS_B3_UMDF_MD_NODISCARD
4240 std::string toString()
const;
4247 minimalBlockLength(version) +
4248 MessageHeader::Size +
4249 getMinimalVariableFieldsSize(version);
4252 *
this, length, minimalRequiredLength);
4255 void checkCompatibility()
const 4257 assert(TemplateId == templateId());
4259 checkSchema<Schema>(schemaId(), version());
4260 checkLength(bufferSize(), version());
4273 enum { TemplateId = 21 };
4285 checkCompatibility();
4294 assert(message.
valid());
4296 checkCompatibility();
4309 assert(schemaId() == Schema::Id);
4310 assert(version() >= Schema::MinimalVersion);
4311 assert(TemplateId == templateId());
4320 return MessageType::MarketDataIncrementalRefresh;
4330 return ApplVerID::FIX50SP2;
4335 ONIXS_B3_UMDF_MD_NODISCARD
4341 return ordinary<SecurityID>(offset);
4350 return SecurityIDSource::EXCHANGE_SYMBOL;
4355 ONIXS_B3_UMDF_MD_NODISCARD
4365 ONIXS_B3_UMDF_MD_NODISCARD
4371 return ordinary<MatchEventIndicator>(offset);
4380 return UpdateAction::NEW;
4389 return EntryType::QUANTITY_BAND;
4395 ONIXS_B3_UMDF_MD_NODISCARD
4409 ONIXS_B3_UMDF_MD_NODISCARD
4421 ONIXS_B3_UMDF_MD_NODISCARD
4432 ONIXS_B3_UMDF_MD_NODISCARD
4438 return ordinary(value, offset,
NullRptSeq());
4466 minimalBlockLength(version);
4471 ONIXS_B3_UMDF_MD_NODISCARD
4485 ONIXS_B3_UMDF_MD_NODISCARD
4489 return "QuantityBand_21";
4494 ONIXS_B3_UMDF_MD_NODISCARD
4503 ONIXS_B3_UMDF_MD_NODISCARD
4504 std::string toString()
const;
4511 minimalBlockLength(version) +
4512 MessageHeader::Size +
4513 getMinimalVariableFieldsSize(version);
4516 *
this, length, minimalRequiredLength);
4519 void checkCompatibility()
const 4521 assert(TemplateId == templateId());
4523 checkSchema<Schema>(schemaId(), version());
4524 checkLength(bufferSize(), version());
4537 enum { TemplateId = 22 };
4549 checkCompatibility();
4558 assert(message.
valid());
4560 checkCompatibility();
4573 assert(schemaId() == Schema::Id);
4574 assert(version() >= Schema::MinimalVersion);
4575 assert(TemplateId == templateId());
4584 return MessageType::MarketDataIncrementalRefresh;
4594 return ApplVerID::FIX50SP2;
4599 ONIXS_B3_UMDF_MD_NODISCARD
4605 return ordinary<SecurityID>(offset);
4614 return SecurityIDSource::EXCHANGE_SYMBOL;
4619 ONIXS_B3_UMDF_MD_NODISCARD
4629 ONIXS_B3_UMDF_MD_NODISCARD
4635 return ordinary<MatchEventIndicator>(offset);
4644 return UpdateAction::NEW;
4653 return EntryType::PRICE_BAND;
4657 ONIXS_B3_UMDF_MD_NODISCARD
4665 return enumeration<PriceBandType>(value, offset,
NullUInt8());
4669 ONIXS_B3_UMDF_MD_NODISCARD
4677 return enumeration<PriceLimitType>(value, offset,
NullUInt8());
4683 ONIXS_B3_UMDF_MD_NODISCARD
4691 return enumeration<PriceBandMidpointPriceType>(value, offset,
NullUInt8());
4698 ONIXS_B3_UMDF_MD_NODISCARD
4711 ONIXS_B3_UMDF_MD_NODISCARD
4724 ONIXS_B3_UMDF_MD_NODISCARD
4734 ONIXS_B3_UMDF_MD_NODISCARD
4745 ONIXS_B3_UMDF_MD_NODISCARD
4751 return ordinary(value, offset,
NullRptSeq());
4776 minimalBlockLength(version);
4781 ONIXS_B3_UMDF_MD_NODISCARD
4795 ONIXS_B3_UMDF_MD_NODISCARD
4799 return "PriceBand_22";
4804 ONIXS_B3_UMDF_MD_NODISCARD
4813 ONIXS_B3_UMDF_MD_NODISCARD
4814 std::string toString()
const;
4821 minimalBlockLength(version) +
4822 MessageHeader::Size +
4823 getMinimalVariableFieldsSize(version);
4826 *
this, length, minimalRequiredLength);
4829 void checkCompatibility()
const 4831 assert(TemplateId == templateId());
4833 checkSchema<Schema>(schemaId(), version());
4834 checkLength(bufferSize(), version());
4847 enum { TemplateId = 24 };
4859 checkCompatibility();
4868 assert(message.
valid());
4870 checkCompatibility();
4883 assert(schemaId() == Schema::Id);
4884 assert(version() >= Schema::MinimalVersion);
4885 assert(TemplateId == templateId());
4894 return MessageType::MarketDataIncrementalRefresh;
4904 return ApplVerID::FIX50SP2;
4909 ONIXS_B3_UMDF_MD_NODISCARD
4915 return ordinary<SecurityID>(offset);
4924 return SecurityIDSource::EXCHANGE_SYMBOL;
4929 ONIXS_B3_UMDF_MD_NODISCARD
4939 ONIXS_B3_UMDF_MD_NODISCARD
4945 return ordinary<MatchEventIndicator>(offset);
4949 ONIXS_B3_UMDF_MD_NODISCARD
4955 return enumeration<UpdateAction>(offset);
4964 return EntryType::SESSION_HIGH_PRICE;
4969 ONIXS_B3_UMDF_MD_NODISCARD
4979 ONIXS_B3_UMDF_MD_NODISCARD
4985 return decimal<Price>(offset);
4989 ONIXS_B3_UMDF_MD_NODISCARD
5000 ONIXS_B3_UMDF_MD_NODISCARD
5006 return ordinary(value, offset,
NullRptSeq());
5031 minimalBlockLength(version);
5036 ONIXS_B3_UMDF_MD_NODISCARD
5050 ONIXS_B3_UMDF_MD_NODISCARD
5054 return "HighPrice_24";
5059 ONIXS_B3_UMDF_MD_NODISCARD
5068 ONIXS_B3_UMDF_MD_NODISCARD
5069 std::string toString()
const;
5076 minimalBlockLength(version) +
5077 MessageHeader::Size +
5078 getMinimalVariableFieldsSize(version);
5081 *
this, length, minimalRequiredLength);
5084 void checkCompatibility()
const 5086 assert(TemplateId == templateId());
5088 checkSchema<Schema>(schemaId(), version());
5089 checkLength(bufferSize(), version());
5102 enum { TemplateId = 25 };
5114 checkCompatibility();
5123 assert(message.
valid());
5125 checkCompatibility();
5138 assert(schemaId() == Schema::Id);
5139 assert(version() >= Schema::MinimalVersion);
5140 assert(TemplateId == templateId());
5149 return MessageType::MarketDataIncrementalRefresh;
5159 return ApplVerID::FIX50SP2;
5164 ONIXS_B3_UMDF_MD_NODISCARD
5170 return ordinary<SecurityID>(offset);
5179 return SecurityIDSource::EXCHANGE_SYMBOL;
5184 ONIXS_B3_UMDF_MD_NODISCARD
5194 ONIXS_B3_UMDF_MD_NODISCARD
5200 return ordinary<MatchEventIndicator>(offset);
5204 ONIXS_B3_UMDF_MD_NODISCARD
5210 return enumeration<UpdateAction>(offset);
5219 return EntryType::SESSION_LOW_PRICE;
5224 ONIXS_B3_UMDF_MD_NODISCARD
5234 ONIXS_B3_UMDF_MD_NODISCARD
5240 return decimal<Price>(offset);
5244 ONIXS_B3_UMDF_MD_NODISCARD
5255 ONIXS_B3_UMDF_MD_NODISCARD
5261 return ordinary(value, offset,
NullRptSeq());
5286 minimalBlockLength(version);
5291 ONIXS_B3_UMDF_MD_NODISCARD
5305 ONIXS_B3_UMDF_MD_NODISCARD
5309 return "LowPrice_25";
5314 ONIXS_B3_UMDF_MD_NODISCARD
5323 ONIXS_B3_UMDF_MD_NODISCARD
5324 std::string toString()
const;
5331 minimalBlockLength(version) +
5332 MessageHeader::Size +
5333 getMinimalVariableFieldsSize(version);
5336 *
this, length, minimalRequiredLength);
5339 void checkCompatibility()
const 5341 assert(TemplateId == templateId());
5343 checkSchema<Schema>(schemaId(), version());
5344 checkLength(bufferSize(), version());
5357 enum { TemplateId = 27 };
5369 checkCompatibility();
5378 assert(message.
valid());
5380 checkCompatibility();
5393 assert(schemaId() == Schema::Id);
5394 assert(version() >= Schema::MinimalVersion);
5395 assert(TemplateId == templateId());
5404 return MessageType::MarketDataIncrementalRefresh;
5414 return ApplVerID::FIX50SP2;
5419 ONIXS_B3_UMDF_MD_NODISCARD
5425 return ordinary<SecurityID>(offset);
5434 return SecurityIDSource::EXCHANGE_SYMBOL;
5439 ONIXS_B3_UMDF_MD_NODISCARD
5449 ONIXS_B3_UMDF_MD_NODISCARD
5455 return ordinary<MatchEventIndicator>(offset);
5464 return UpdateAction::NEW;
5473 return EntryType::TRADE;
5477 ONIXS_B3_UMDF_MD_NODISCARD
5483 return enumeration<TradingSessionID>(offset);
5487 ONIXS_B3_UMDF_MD_NODISCARD
5493 return ordinary<TradeCondition>(offset);
5497 ONIXS_B3_UMDF_MD_NODISCARD
5503 return decimal<Price>(offset);
5507 ONIXS_B3_UMDF_MD_NODISCARD
5513 return ordinary<Quantity>(offset);
5519 ONIXS_B3_UMDF_MD_NODISCARD
5525 return ordinary<TradeID>(offset);
5529 ONIXS_B3_UMDF_MD_NODISCARD
5539 ONIXS_B3_UMDF_MD_NODISCARD
5550 ONIXS_B3_UMDF_MD_NODISCARD
5560 ONIXS_B3_UMDF_MD_NODISCARD
5571 ONIXS_B3_UMDF_MD_NODISCARD
5577 return ordinary(value, offset,
NullRptSeq());
5583 ONIXS_B3_UMDF_MD_NODISCARD
5595 ONIXS_B3_UMDF_MD_NODISCARD
5605 ONIXS_B3_UMDF_MD_NODISCARD
5611 return enumeration<TrdSubType>(value, offset,
NullUInt8NULL());
5644 ONIXS_B3_UMDF_MD_NODISCARD
5658 ONIXS_B3_UMDF_MD_NODISCARD
5662 return "LastTradePrice_27";
5667 ONIXS_B3_UMDF_MD_NODISCARD
5676 ONIXS_B3_UMDF_MD_NODISCARD
5677 std::string toString()
const;
5684 minimalBlockLength(version) +
5685 MessageHeader::Size +
5686 getMinimalVariableFieldsSize(version);
5689 *
this, length, minimalRequiredLength);
5692 void checkCompatibility()
const 5694 assert(TemplateId == templateId());
5696 checkSchema<Schema>(schemaId(), version());
5697 checkLength(bufferSize(), version());
5710 enum { TemplateId = 28 };
5713 enum { SinceVersion = 9 };
5725 assert(this->version() >= SinceVersion);
5726 checkCompatibility();
5735 assert(message.
valid());
5736 assert(this->version() >= SinceVersion);
5738 checkCompatibility();
5751 assert(schemaId() == Schema::Id);
5752 assert(version() >= SinceVersion);
5753 assert(TemplateId == templateId());
5762 return MessageType::MarketDataIncrementalRefresh;
5772 return ApplVerID::FIX50SP2;
5777 ONIXS_B3_UMDF_MD_NODISCARD
5783 return ordinary<SecurityID>(offset);
5792 return SecurityIDSource::EXCHANGE_SYMBOL;
5797 ONIXS_B3_UMDF_MD_NODISCARD
5807 ONIXS_B3_UMDF_MD_NODISCARD
5813 return ordinary<MatchEventIndicator>(offset);
5822 return UpdateAction::NEW;
5831 return EntryType::SETTLEMENT_PRICE;
5836 ONIXS_B3_UMDF_MD_NODISCARD
5846 ONIXS_B3_UMDF_MD_NODISCARD
5852 return decimal<Price>(offset);
5856 ONIXS_B3_UMDF_MD_NODISCARD
5867 ONIXS_B3_UMDF_MD_NODISCARD
5873 return enumeration<OpenCloseSettlFlag>(offset);
5877 ONIXS_B3_UMDF_MD_NODISCARD
5883 return enumeration<PriceType>(value, offset,
NullUInt8NULL());
5887 ONIXS_B3_UMDF_MD_NODISCARD
5893 return enumeration<SettlPriceType>(offset);
5898 ONIXS_B3_UMDF_MD_NODISCARD
5904 return ordinary(value, offset,
NullRptSeq());
5937 ONIXS_B3_UMDF_MD_NODISCARD
5951 ONIXS_B3_UMDF_MD_NODISCARD
5955 return "SettlementPrice_28";
5960 ONIXS_B3_UMDF_MD_NODISCARD
5969 ONIXS_B3_UMDF_MD_NODISCARD
5970 std::string toString()
const;
5977 minimalBlockLength(version) +
5978 MessageHeader::Size +
5979 getMinimalVariableFieldsSize(version);
5982 *
this, length, minimalRequiredLength);
5985 void checkCompatibility()
const 5987 assert(TemplateId == templateId());
5989 checkSchema<Schema>(schemaId(), version());
5990 checkLength(bufferSize(), version());
6003 enum { TemplateId = 29 };
6006 enum { SinceVersion = 9 };
6018 assert(this->version() >= SinceVersion);
6019 checkCompatibility();
6028 assert(message.
valid());
6029 assert(this->version() >= SinceVersion);
6031 checkCompatibility();
6044 assert(schemaId() == Schema::Id);
6045 assert(version() >= SinceVersion);
6046 assert(TemplateId == templateId());
6055 return MessageType::MarketDataIncrementalRefresh;
6065 return ApplVerID::FIX50SP2;
6070 ONIXS_B3_UMDF_MD_NODISCARD
6076 return ordinary<SecurityID>(offset);
6085 return SecurityIDSource::EXCHANGE_SYMBOL;
6090 ONIXS_B3_UMDF_MD_NODISCARD
6100 ONIXS_B3_UMDF_MD_NODISCARD
6106 return ordinary<MatchEventIndicator>(offset);
6115 return UpdateAction::NEW;
6124 return EntryType::OPEN_INTEREST;
6129 ONIXS_B3_UMDF_MD_NODISCARD
6139 ONIXS_B3_UMDF_MD_NODISCARD
6145 return ordinary<Quantity>(offset);
6149 ONIXS_B3_UMDF_MD_NODISCARD
6160 ONIXS_B3_UMDF_MD_NODISCARD
6166 return ordinary(value, offset,
NullRptSeq());
6199 ONIXS_B3_UMDF_MD_NODISCARD
6213 ONIXS_B3_UMDF_MD_NODISCARD
6217 return "OpenInterest_29";
6222 ONIXS_B3_UMDF_MD_NODISCARD
6231 ONIXS_B3_UMDF_MD_NODISCARD
6232 std::string toString()
const;
6239 minimalBlockLength(version) +
6240 MessageHeader::Size +
6241 getMinimalVariableFieldsSize(version);
6244 *
this, length, minimalRequiredLength);
6247 void checkCompatibility()
const 6249 assert(TemplateId == templateId());
6251 checkSchema<Schema>(schemaId(), version());
6252 checkLength(bufferSize(), version());
6265 enum { TemplateId = 30 };
6277 checkCompatibility();
6286 assert(message.
valid());
6288 checkCompatibility();
6301 assert(schemaId() == Schema::Id);
6302 assert(version() >= Schema::MinimalVersion);
6303 assert(TemplateId == templateId());
6312 return MessageType::MarketDataSnapshotFullRefresh;
6322 return ApplVerID::FIX50SP2;
6327 ONIXS_B3_UMDF_MD_NODISCARD
6333 return ordinary<SecurityID>(offset);
6342 return SecurityIDSource::EXCHANGE_SYMBOL;
6347 ONIXS_B3_UMDF_MD_NODISCARD
6359 ONIXS_B3_UMDF_MD_NODISCARD
6365 return ordinary<SeqNum>(offset);
6370 ONIXS_B3_UMDF_MD_NODISCARD
6376 return ordinary<UInt32>(offset);
6380 ONIXS_B3_UMDF_MD_NODISCARD
6386 return ordinary<UInt32>(offset);
6390 ONIXS_B3_UMDF_MD_NODISCARD
6396 return ordinary<UInt32>(offset);
6401 ONIXS_B3_UMDF_MD_NODISCARD
6407 return ordinary<UInt16>(offset);
6414 ONIXS_B3_UMDF_MD_NODISCARD
6420 return ordinary(value, offset,
NullRptSeq());
6448 minimalBlockLength(version);
6453 ONIXS_B3_UMDF_MD_NODISCARD
6467 ONIXS_B3_UMDF_MD_NODISCARD
6471 return "SnapshotFullRefresh_Header_30";
6476 ONIXS_B3_UMDF_MD_NODISCARD
6482 "SnapshotFullRefresh_Header_30");
6486 ONIXS_B3_UMDF_MD_NODISCARD
6487 std::string toString()
const;
6494 minimalBlockLength(version) +
6495 MessageHeader::Size +
6496 getMinimalVariableFieldsSize(version);
6499 *
this, length, minimalRequiredLength);
6502 void checkCompatibility()
const 6504 assert(TemplateId == templateId());
6506 checkSchema<Schema>(schemaId(), version());
6507 checkLength(bufferSize(), version());
6520 enum { TemplateId = 50 };
6532 checkCompatibility();
6541 assert(message.
valid());
6543 checkCompatibility();
6556 assert(schemaId() == Schema::Id);
6557 assert(version() >= Schema::MinimalVersion);
6558 assert(TemplateId == templateId());
6567 return MessageType::MarketDataIncrementalRefresh;
6577 return ApplVerID::FIX50SP2;
6582 ONIXS_B3_UMDF_MD_NODISCARD
6588 return ordinary<SecurityID>(offset);
6597 return SecurityIDSource::EXCHANGE_SYMBOL;
6602 ONIXS_B3_UMDF_MD_NODISCARD
6611 ONIXS_B3_UMDF_MD_NODISCARD
6617 return ordinary<MatchEventIndicator>(offset);
6621 ONIXS_B3_UMDF_MD_NODISCARD
6627 return enumeration<UpdateAction>(offset);
6631 ONIXS_B3_UMDF_MD_NODISCARD
6637 return enumeration<EntryType>(offset);
6642 ONIXS_B3_UMDF_MD_NODISCARD
6653 ONIXS_B3_UMDF_MD_NODISCARD
6659 return ordinary<Quantity>(offset);
6665 ONIXS_B3_UMDF_MD_NODISCARD
6671 return ordinary<EntryPositionNo>(offset);
6675 ONIXS_B3_UMDF_MD_NODISCARD
6687 ONIXS_B3_UMDF_MD_NODISCARD
6699 ONIXS_B3_UMDF_MD_NODISCARD
6705 return ordinary<OrderID>(offset);
6710 ONIXS_B3_UMDF_MD_NODISCARD
6716 return ordinary(value, offset,
NullRptSeq());
6720 ONIXS_B3_UMDF_MD_NODISCARD
6754 minimalBlockLength(version);
6759 ONIXS_B3_UMDF_MD_NODISCARD
6773 ONIXS_B3_UMDF_MD_NODISCARD
6777 return "Order_MBO_50";
6782 ONIXS_B3_UMDF_MD_NODISCARD
6791 ONIXS_B3_UMDF_MD_NODISCARD
6792 std::string toString()
const;
6799 minimalBlockLength(version) +
6800 MessageHeader::Size +
6801 getMinimalVariableFieldsSize(version);
6804 *
this, length, minimalRequiredLength);
6807 void checkCompatibility()
const 6809 assert(TemplateId == templateId());
6811 checkSchema<Schema>(schemaId(), version());
6812 checkLength(bufferSize(), version());
6825 enum { TemplateId = 51 };
6837 checkCompatibility();
6846 assert(message.
valid());
6848 checkCompatibility();
6861 assert(schemaId() == Schema::Id);
6862 assert(version() >= Schema::MinimalVersion);
6863 assert(TemplateId == templateId());
6872 return MessageType::MarketDataIncrementalRefresh;
6882 return ApplVerID::FIX50SP2;
6887 ONIXS_B3_UMDF_MD_NODISCARD
6893 return ordinary<SecurityID>(offset);
6902 return SecurityIDSource::EXCHANGE_SYMBOL;
6907 ONIXS_B3_UMDF_MD_NODISCARD
6916 ONIXS_B3_UMDF_MD_NODISCARD
6922 return ordinary<MatchEventIndicator>(offset);
6931 return UpdateAction::DELETE;
6935 ONIXS_B3_UMDF_MD_NODISCARD
6941 return enumeration<EntryType>(offset);
6947 ONIXS_B3_UMDF_MD_NODISCARD
6953 return ordinary<EntryPositionNo>(offset);
6957 ONIXS_B3_UMDF_MD_NODISCARD
6969 ONIXS_B3_UMDF_MD_NODISCARD
6975 return ordinary<OrderID>(offset);
6979 ONIXS_B3_UMDF_MD_NODISCARD
6990 ONIXS_B3_UMDF_MD_NODISCARD
6996 return ordinary(value, offset,
NullRptSeq());
7024 minimalBlockLength(version);
7029 ONIXS_B3_UMDF_MD_NODISCARD
7043 ONIXS_B3_UMDF_MD_NODISCARD
7047 return "DeleteOrder_MBO_51";
7052 ONIXS_B3_UMDF_MD_NODISCARD
7061 ONIXS_B3_UMDF_MD_NODISCARD
7062 std::string toString()
const;
7069 minimalBlockLength(version) +
7070 MessageHeader::Size +
7071 getMinimalVariableFieldsSize(version);
7074 *
this, length, minimalRequiredLength);
7077 void checkCompatibility()
const 7079 assert(TemplateId == templateId());
7081 checkSchema<Schema>(schemaId(), version());
7082 checkLength(bufferSize(), version());
7095 enum { TemplateId = 52 };
7107 checkCompatibility();
7116 assert(message.
valid());
7118 checkCompatibility();
7131 assert(schemaId() == Schema::Id);
7132 assert(version() >= Schema::MinimalVersion);
7133 assert(TemplateId == templateId());
7142 return MessageType::MarketDataIncrementalRefresh;
7152 return ApplVerID::FIX50SP2;
7157 ONIXS_B3_UMDF_MD_NODISCARD
7163 return ordinary<SecurityID>(offset);
7172 return SecurityIDSource::EXCHANGE_SYMBOL;
7177 ONIXS_B3_UMDF_MD_NODISCARD
7186 ONIXS_B3_UMDF_MD_NODISCARD
7192 return ordinary<MatchEventIndicator>(offset);
7196 ONIXS_B3_UMDF_MD_NODISCARD
7202 return enumeration<UpdateAction>(offset);
7206 ONIXS_B3_UMDF_MD_NODISCARD
7212 return enumeration<EntryType>(offset);
7217 ONIXS_B3_UMDF_MD_NODISCARD
7223 return ordinary<EntryPositionNo>(offset);
7227 ONIXS_B3_UMDF_MD_NODISCARD
7238 ONIXS_B3_UMDF_MD_NODISCARD
7244 return ordinary(value, offset,
NullRptSeq());
7272 minimalBlockLength(version);
7277 ONIXS_B3_UMDF_MD_NODISCARD
7291 ONIXS_B3_UMDF_MD_NODISCARD
7295 return "MassDeleteOrders_MBO_52";
7300 ONIXS_B3_UMDF_MD_NODISCARD
7306 "MassDeleteOrders_MBO_52");
7310 ONIXS_B3_UMDF_MD_NODISCARD
7311 std::string toString()
const;
7318 minimalBlockLength(version) +
7319 MessageHeader::Size +
7320 getMinimalVariableFieldsSize(version);
7323 *
this, length, minimalRequiredLength);
7326 void checkCompatibility()
const 7328 assert(TemplateId == templateId());
7330 checkSchema<Schema>(schemaId(), version());
7331 checkLength(bufferSize(), version());
7344 enum { TemplateId = 53 };
7356 checkCompatibility();
7365 assert(message.
valid());
7367 checkCompatibility();
7380 assert(schemaId() == Schema::Id);
7381 assert(version() >= Schema::MinimalVersion);
7382 assert(TemplateId == templateId());
7391 return MessageType::MarketDataIncrementalRefresh;
7401 return ApplVerID::FIX50SP2;
7406 ONIXS_B3_UMDF_MD_NODISCARD
7412 return ordinary<SecurityID>(offset);
7421 return SecurityIDSource::EXCHANGE_SYMBOL;
7426 ONIXS_B3_UMDF_MD_NODISCARD
7435 ONIXS_B3_UMDF_MD_NODISCARD
7441 return ordinary<MatchEventIndicator>(offset);
7450 return UpdateAction::NEW;
7459 return EntryType::TRADE;
7463 ONIXS_B3_UMDF_MD_NODISCARD
7469 return enumeration<TradingSessionID>(offset);
7473 ONIXS_B3_UMDF_MD_NODISCARD
7479 return ordinary<TradeCondition>(offset);
7483 ONIXS_B3_UMDF_MD_NODISCARD
7489 return decimal<Price>(offset);
7493 ONIXS_B3_UMDF_MD_NODISCARD
7499 return ordinary<Quantity>(offset);
7505 ONIXS_B3_UMDF_MD_NODISCARD
7511 return ordinary<TradeID>(offset);
7515 ONIXS_B3_UMDF_MD_NODISCARD
7525 ONIXS_B3_UMDF_MD_NODISCARD
7536 ONIXS_B3_UMDF_MD_NODISCARD
7546 ONIXS_B3_UMDF_MD_NODISCARD
7552 return enumeration<TrdSubType>(value, offset,
NullUInt8NULL());
7556 ONIXS_B3_UMDF_MD_NODISCARD
7567 ONIXS_B3_UMDF_MD_NODISCARD
7573 return ordinary(value, offset,
NullRptSeq());
7601 minimalBlockLength(version);
7606 ONIXS_B3_UMDF_MD_NODISCARD
7620 ONIXS_B3_UMDF_MD_NODISCARD
7629 ONIXS_B3_UMDF_MD_NODISCARD
7638 ONIXS_B3_UMDF_MD_NODISCARD
7639 std::string toString()
const;
7646 minimalBlockLength(version) +
7647 MessageHeader::Size +
7648 getMinimalVariableFieldsSize(version);
7651 *
this, length, minimalRequiredLength);
7654 void checkCompatibility()
const 7656 assert(TemplateId == templateId());
7658 checkSchema<Schema>(schemaId(), version());
7659 checkLength(bufferSize(), version());
7672 enum { TemplateId = 54 };
7684 checkCompatibility();
7693 assert(message.
valid());
7695 checkCompatibility();
7708 assert(schemaId() == Schema::Id);
7709 assert(version() >= Schema::MinimalVersion);
7710 assert(TemplateId == templateId());
7719 return MessageType::MarketDataIncrementalRefresh;
7729 return ApplVerID::FIX50SP2;
7734 ONIXS_B3_UMDF_MD_NODISCARD
7740 return ordinary<SecurityID>(offset);
7749 return SecurityIDSource::EXCHANGE_SYMBOL;
7754 ONIXS_B3_UMDF_MD_NODISCARD
7763 ONIXS_B3_UMDF_MD_NODISCARD
7769 return ordinary<MatchEventIndicator>(offset);
7778 return UpdateAction::NEW;
7787 return EntryType::TRADE;
7791 ONIXS_B3_UMDF_MD_NODISCARD
7797 return enumeration<TradingSessionID>(offset);
7801 ONIXS_B3_UMDF_MD_NODISCARD
7807 return ordinary<TradeCondition>(offset);
7811 ONIXS_B3_UMDF_MD_NODISCARD
7817 return decimal<Price>(offset);
7821 ONIXS_B3_UMDF_MD_NODISCARD
7827 return ordinary<Quantity>(offset);
7833 ONIXS_B3_UMDF_MD_NODISCARD
7839 return ordinary<TradeID>(offset);
7843 ONIXS_B3_UMDF_MD_NODISCARD
7853 ONIXS_B3_UMDF_MD_NODISCARD
7864 ONIXS_B3_UMDF_MD_NODISCARD
7874 ONIXS_B3_UMDF_MD_NODISCARD
7885 ONIXS_B3_UMDF_MD_NODISCARD
7891 return ordinary(value, offset,
NullRptSeq());
7897 ONIXS_B3_UMDF_MD_NODISCARD
7909 ONIXS_B3_UMDF_MD_NODISCARD
7919 ONIXS_B3_UMDF_MD_NODISCARD
7925 return enumeration<TrdSubType>(value, offset,
NullUInt8NULL());
7958 ONIXS_B3_UMDF_MD_NODISCARD
7972 ONIXS_B3_UMDF_MD_NODISCARD
7976 return "ForwardTrade_54";
7981 ONIXS_B3_UMDF_MD_NODISCARD
7990 ONIXS_B3_UMDF_MD_NODISCARD
7991 std::string toString()
const;
7998 minimalBlockLength(version) +
7999 MessageHeader::Size +
8000 getMinimalVariableFieldsSize(version);
8003 *
this, length, minimalRequiredLength);
8006 void checkCompatibility()
const 8008 assert(TemplateId == templateId());
8010 checkSchema<Schema>(schemaId(), version());
8011 checkLength(bufferSize(), version());
8024 enum { TemplateId = 55 };
8036 checkCompatibility();
8045 assert(message.
valid());
8047 checkCompatibility();
8060 assert(schemaId() == Schema::Id);
8061 assert(version() >= Schema::MinimalVersion);
8062 assert(TemplateId == templateId());
8071 return MessageType::MarketDataIncrementalRefresh;
8081 return ApplVerID::FIX50SP2;
8086 ONIXS_B3_UMDF_MD_NODISCARD
8092 return ordinary<SecurityID>(offset);
8101 return SecurityIDSource::EXCHANGE_SYMBOL;
8106 ONIXS_B3_UMDF_MD_NODISCARD
8120 return UpdateAction::NEW;
8129 return EntryType::EXECUTION_SUMMARY;
8133 ONIXS_B3_UMDF_MD_NODISCARD
8139 return enumeration<AggressorSide>(offset);
8143 ONIXS_B3_UMDF_MD_NODISCARD
8149 return decimal<Price>(offset);
8153 ONIXS_B3_UMDF_MD_NODISCARD
8159 return ordinary<Quantity>(offset);
8164 ONIXS_B3_UMDF_MD_NODISCARD
8175 ONIXS_B3_UMDF_MD_NODISCARD
8185 ONIXS_B3_UMDF_MD_NODISCARD
8196 ONIXS_B3_UMDF_MD_NODISCARD
8202 return ordinary(value, offset,
NullRptSeq());
8206 ONIXS_B3_UMDF_MD_NODISCARD
8240 minimalBlockLength(version);
8245 ONIXS_B3_UMDF_MD_NODISCARD
8259 ONIXS_B3_UMDF_MD_NODISCARD
8263 return "ExecutionSummary_55";
8268 ONIXS_B3_UMDF_MD_NODISCARD
8277 ONIXS_B3_UMDF_MD_NODISCARD
8278 std::string toString()
const;
8285 minimalBlockLength(version) +
8286 MessageHeader::Size +
8287 getMinimalVariableFieldsSize(version);
8290 *
this, length, minimalRequiredLength);
8293 void checkCompatibility()
const 8295 assert(TemplateId == templateId());
8297 checkSchema<Schema>(schemaId(), version());
8298 checkLength(bufferSize(), version());
8311 enum { TemplateId = 56 };
8323 checkCompatibility();
8332 assert(message.
valid());
8334 checkCompatibility();
8347 assert(schemaId() == Schema::Id);
8348 assert(version() >= Schema::MinimalVersion);
8349 assert(TemplateId == templateId());
8358 return MessageType::MarketDataIncrementalRefresh;
8368 return ApplVerID::FIX50SP2;
8373 ONIXS_B3_UMDF_MD_NODISCARD
8379 return ordinary<SecurityID>(offset);
8388 return SecurityIDSource::EXCHANGE_SYMBOL;
8393 ONIXS_B3_UMDF_MD_NODISCARD
8402 ONIXS_B3_UMDF_MD_NODISCARD
8408 return ordinary<MatchEventIndicator>(offset);
8417 return UpdateAction::NEW;
8426 return EntryType::EXECUTION_STATISTICS;
8430 ONIXS_B3_UMDF_MD_NODISCARD
8436 return enumeration<TradingSessionID>(offset);
8441 ONIXS_B3_UMDF_MD_NODISCARD
8451 ONIXS_B3_UMDF_MD_NODISCARD
8457 return ordinary<QuantityVolume>(offset);
8461 ONIXS_B3_UMDF_MD_NODISCARD
8472 ONIXS_B3_UMDF_MD_NODISCARD
8484 ONIXS_B3_UMDF_MD_NODISCARD
8490 return ordinary<NumberOfTrades>(offset);
8494 ONIXS_B3_UMDF_MD_NODISCARD
8505 ONIXS_B3_UMDF_MD_NODISCARD
8511 return ordinary(value, offset,
NullRptSeq());
8536 minimalBlockLength(version);
8541 ONIXS_B3_UMDF_MD_NODISCARD
8555 ONIXS_B3_UMDF_MD_NODISCARD
8559 return "ExecutionStatistics_56";
8564 ONIXS_B3_UMDF_MD_NODISCARD
8573 ONIXS_B3_UMDF_MD_NODISCARD
8574 std::string toString()
const;
8581 minimalBlockLength(version) +
8582 MessageHeader::Size +
8583 getMinimalVariableFieldsSize(version);
8586 *
this, length, minimalRequiredLength);
8589 void checkCompatibility()
const 8591 assert(TemplateId == templateId());
8593 checkSchema<Schema>(schemaId(), version());
8594 checkLength(bufferSize(), version());
8607 enum { TemplateId = 57 };
8619 checkCompatibility();
8628 assert(message.
valid());
8630 checkCompatibility();
8643 assert(schemaId() == Schema::Id);
8644 assert(version() >= Schema::MinimalVersion);
8645 assert(TemplateId == templateId());
8654 return MessageType::MarketDataIncrementalRefresh;
8664 return ApplVerID::FIX50SP2;
8669 ONIXS_B3_UMDF_MD_NODISCARD
8675 return ordinary<SecurityID>(offset);
8684 return SecurityIDSource::EXCHANGE_SYMBOL;
8689 ONIXS_B3_UMDF_MD_NODISCARD
8698 ONIXS_B3_UMDF_MD_NODISCARD
8704 return ordinary<MatchEventIndicator>(offset);
8713 return UpdateAction::DELETE;
8722 return EntryType::TRADE_BUST;
8726 ONIXS_B3_UMDF_MD_NODISCARD
8732 return enumeration<TradingSessionID>(offset);
8736 ONIXS_B3_UMDF_MD_NODISCARD
8742 return decimal<Price>(offset);
8746 ONIXS_B3_UMDF_MD_NODISCARD
8752 return ordinary<Quantity>(offset);
8758 ONIXS_B3_UMDF_MD_NODISCARD
8764 return ordinary<TradeID>(offset);
8769 ONIXS_B3_UMDF_MD_NODISCARD
8779 ONIXS_B3_UMDF_MD_NODISCARD
8790 ONIXS_B3_UMDF_MD_NODISCARD
8796 return ordinary(value, offset,
NullRptSeq());
8824 minimalBlockLength(version);
8829 ONIXS_B3_UMDF_MD_NODISCARD
8843 ONIXS_B3_UMDF_MD_NODISCARD
8847 return "TradeBust_57";
8852 ONIXS_B3_UMDF_MD_NODISCARD
8861 ONIXS_B3_UMDF_MD_NODISCARD
8862 std::string toString()
const;
8869 minimalBlockLength(version) +
8870 MessageHeader::Size +
8871 getMinimalVariableFieldsSize(version);
8874 *
this, length, minimalRequiredLength);
8877 void checkCompatibility()
const 8879 assert(TemplateId == templateId());
8881 checkSchema<Schema>(schemaId(), version());
8882 checkLength(bufferSize(), version());
8895 enum { TemplateId = 71 };
8921 assert(version >= Schema::MinimalVersion);
8922 assert(length >= minimalBlockLength(version));
8927 ONIXS_B3_UMDF_MD_NODISCARD
8938 ONIXS_B3_UMDF_MD_NODISCARD
8944 return ordinary<Quantity>(offset);
8950 ONIXS_B3_UMDF_MD_NODISCARD
8956 return ordinary<EntryPositionNo>(offset);
8960 ONIXS_B3_UMDF_MD_NODISCARD
8972 ONIXS_B3_UMDF_MD_NODISCARD
8984 ONIXS_B3_UMDF_MD_NODISCARD
8990 return ordinary<OrderID>(offset);
8994 ONIXS_B3_UMDF_MD_NODISCARD
9000 return enumeration<EntryType>(offset);
9012 minimalBlockLength(version);
9032 ONIXS_B3_UMDF_MD_NODISCARD
9036 return "SnapshotFullRefresh_Orders_MBO_71.Entry";
9055 checkCompatibility();
9064 assert(message.
valid());
9066 checkCompatibility();
9079 assert(schemaId() == Schema::Id);
9080 assert(version() >= Schema::MinimalVersion);
9081 assert(TemplateId == templateId());
9090 return MessageType::MarketDataSnapshotFullRefresh;
9100 return ApplVerID::FIX50SP2;
9105 ONIXS_B3_UMDF_MD_NODISCARD
9111 return ordinary<SecurityID>(offset);
9120 return SecurityIDSource::EXCHANGE_SYMBOL;
9125 ONIXS_B3_UMDF_MD_NODISCARD
9134 ONIXS_B3_UMDF_MD_NODISCARD
9138 return getGroup<Entries>(EntriesAccess(), *
this);
9163 minimalBlockLength(version);
9168 ONIXS_B3_UMDF_MD_NODISCARD
9182 ONIXS_B3_UMDF_MD_NODISCARD
9186 return "SnapshotFullRefresh_Orders_MBO_71";
9191 ONIXS_B3_UMDF_MD_NODISCARD
9197 "SnapshotFullRefresh_Orders_MBO_71");
9201 ONIXS_B3_UMDF_MD_NODISCARD
9202 std::string toString()
const;
9209 minimalBlockLength(version) +
9210 MessageHeader::Size +
9211 getMinimalVariableFieldsSize(version);
9214 *
this, length, minimalRequiredLength);
9218 void checkVarLenFields()
const 9221 checkTail<Entries>();
9224 void checkCompatibility()
const 9226 assert(TemplateId == templateId());
9228 checkSchema<Schema>(schemaId(), version());
9229 checkLength(bufferSize(), version());
9230 checkVarLenFields();
9234 struct EntriesAccess
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryBuyer(FirmOptional &value) const
For reporting trades (buying party).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
Entity class name.
ChannelReset_11(const SbeMessage &message)
Creates an instance over the given SBE message.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
OpenInterest_29(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD ImbalanceCondition imbalanceCondition() const
IMBALANCE_MORE_BUYERS, IMBALANCE_MORE_SELLERS, All bits off => BALANCED.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef legSecurityExchange()
Leg's Exchange Code.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD UInt16 partCount() const
Total number of parts for the text of a News message.
MassDeleteOrders_MBO_52()
Initializes a blank instance.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD bool contractSettlMonth(MaturityMonthYear &value) const
Specifies when the contract will settle.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntrySeller(FirmOptional &value) const
For reporting trades (selling party).
ONIXS_B3_UMDF_MD_NODISCARD bool enteringFirm(FirmOptional &value) const
Identifies the broker firm.
Enum
Describes how the price limits are expressed.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool transactTime(UTCTimestampNanos &value) const
Timestamp when the business transaction represented by the message occurred.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
SchemaTraits Schema
Used template schema.
GroupSizeEncoding::BlockLength BlockLength
Type to present the length of binary data of the repeating group entry.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ClosingPrice_17(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Open Interest.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD bool priceType(PriceType::Enum &value) const
Code to represent the price type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD TradingSessionID::Enum tradingSessionId() const
Identifier for trading session.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Closing Price.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
Trading status for security groups.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool priceLimitType(PriceLimitType::Enum &value) const
Describes how the price limits are expressed.
#define ONIXS_B3_UMDF_MD_DEFAULT
ONIXS_B3_UMDF_MD_NODISCARD bool multiLegModel(MultiLegModel::Enum &value) const
Defines whether the security is pre-defined or user- defined.
ONIXS_B3_UMDF_MD_NODISCARD NewsSource::Enum newsSource() const
Source of the News.
Sequence_2(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Opening Price.
The theoretical opening price is also sent on this block and is calculated and updated based on the o...
ONIXS_B3_UMDF_MD_NODISCARD UpdateAction::Enum mDUpdateAction() const
Update Action (DELETE_FROM, DELETE_THRU).
ONIXS_B3_UMDF_MD_NODISCARD bool endDate(Timestamp &value) const
End date of a financing deal, i.e.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Trade.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
SecurityDefinition_12(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD bool maturityMonthYear(MaturityMonthYear &value) const
Month and year of the maturity.
Int64 QuantityVolumeOptional
Volume Quantity.
DeleteOrder_MBO_51(const SbeMessage &message)
Creates an instance over the given SBE message.
Null values definition for optional MaturityMonthYear field.
Used to reset the incremental stream or indicate the loop on instrument definition or snapshot recove...
ONIXS_B3_UMDF_MD_NODISCARD TradeID tradeId() const
Contains the unique identifier for this trade per instrument + trading date, as assigned by the excha...
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
Conveys market information of B3 market surveillance notifications and news produced by agencies...
ONIXS_B3_UMDF_MD_NODISCARD bool trdSubType(TrdSubType::Enum &value) const
Sub type of trade assigned to a trade.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
Carries auction imbalance information, indicating the remaining quantity and to which side (buyer or ...
Carries the summary information about opening trading session events per market data stream...
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
#define ONIXS_B3_UMDF_MD_NOTHROW
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD OrderID secondaryOrderId() const
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
static ONIXS_B3_UMDF_MD_API OpenCloseSettlFlag::Enum openCloseSettlFlag()
Indicates this is a theoretical opening price.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryPx(PriceOptional &value) const
Price per share or contract.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
IntegralConstant< UInt32, 1 > SeqNum1
Sequence Number, fixed to 1.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD bool securityValidityTimestamp(UTCTimestampSeconds &value) const
Indicates the UTC timestamp when trading for this security expires, i.e.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
Summary information about closing trading sessions per market data stream..
ONIXS_B3_UMDF_MD_NODISCARD StrRef securityGroup() const
Security Group.
ONIXS_B3_UMDF_MD_NODISCARD OpenCloseSettlFlag::Enum openCloseSettlFlag() const
Identifies if the opening price represents or not a daily opening price.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Type of the Market Data Entry.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD Product::Enum product() const
Type of product.
#define ONIXS_B3_UMDF_MD_CONSTEXPR
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Price Band.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event.
ONIXS_B3_UMDF_MD_NODISCARD bool sellerDays(UInt16NULL &value) const
Specifies the number of days that may elapse before delivery of the security.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
UInt32 EntryPositionNo
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.
ONIXS_B3_UMDF_MD_NODISCARD bool vwapPx(PriceOptional &value) const
Volume-weighted average price.
Total number of contracts in a commodity or options market that are still open..
ONIXS_B3_UMDF_MD_NODISCARD bool putOrCall(PutOrCall::Enum &value) const
Indicates whether an option contract is a put or call.
ONIXS_B3_UMDF_MD_NODISCARD Quantity mDEntrySize() const
Quantity or volume represented by the Market Data Entry.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Type of the Market Data Entry.
TradeBust_57(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Execution Statistics.
ONIXS_B3_UMDF_MD_NODISCARD OpenCloseSettlFlag::Enum openCloseSettlFlag() const
Identifies if the settlement price represents a daily, preliminary or an entry from previous business...
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
Entity class name.
UInt16 BlockLength
Root block length..
QuantityBand_21(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
MassDeleteOrders_MBO_52(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD AggressorSide::Enum aggressorSide() const
Which side is aggressor of all fills.
HighPrice_24()
Initializes a blank instance.
UInt16 SettlType
Indicates order settlement period in days. (e.g. 0, D1, D2, D3, D60, D120 etc.) If present...
ONIXS_B3_UMDF_MD_NODISCARD bool tradingReferencePrice(PriceOptional &value) const
Reference price for the current trading price range.
MessageSize EncodedLength
Length of the message binary data.
ExecutionSummary_55(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_NODISCARD bool lowLimitPrice(PriceOptional &value) const
Allowable low limit price for the trading day.
ONIXS_B3_UMDF_MD_NODISCARD TradeCondition tradeCondition() const
Set of conditions describing a trade.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntrySeller(FirmOptional &value) const
For reporting trades (selling party).
ONIXS_B3_UMDF_MD_NODISCARD bool countryOfIssue(StrRef &value) const
ISO 3166-1 alpha-2 country code.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Execution Summary.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
ONIXS_B3_UMDF_MD_NODISCARD StrRef text() const
Free format text string.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
SchemaTraits Schema
Used template schema.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
PriceBand_22(const SbeMessage &message)
Creates an instance over the given SBE message.
Disseminates the creation or modification of a new order..
ONIXS_B3_UMDF_MD_NODISCARD UInt32 totNoRelatedSym() const
Total number of instruments to be returned in the current replay loop.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
Trade_53()
Initializes a blank instance.
UInt16 UInt16
2-byte unsigned integer, from 0 to 65535..
SchemaTraits Schema
Used template schema.
ExecutionStatistics_56()
Initializes a blank instance.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD bool datedDate(Timestamp &value) const
The date of the security activation, if different from the IssueDate.
The lowest price traded for the security in the trading session..
Int32 LocalMktDate32Optional
Optional local date (as opposed to UTC).
ForwardTrade_54(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool settlCurrency(StrRef &value) const
Currency used for the settlement.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
Enum
Action used when updating the security.
ONIXS_B3_UMDF_MD_NODISCARD Price mDEntryPx() const
Settlement Price.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
News_5()
Initializes a blank instance.
Set of indicators for the end of updates for a given event. It also indicates if this message is a re...
#define ONIXS_B3_UMDF_MD_ASSERT(CHECK)
Set of conditions describing an imbalance..
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
The highest price traded for the security in the trading session..
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
Entity class name.
Market Data Incremental Refresh - Empty Book.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntrySeller(FirmOptional &value) const
For reporting trades (selling party).
ONIXS_B3_UMDF_MD_NODISCARD OpenCloseSettlFlag::Enum openCloseSettlFlag() const
Identifies if the closing price represents a daily or entry from previous business day...
Enum
Describes the lot type for the instruments. Used for the Equities segment.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD EntryType::Enum mDEntryType() const
Entry Type (BID or OFFER).
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD bool startDate(Timestamp &value) const
Start date of a financing deal, i.e.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
SnapshotFullRefresh_Orders_MBO_71(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
TradeBust_57(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD TradeCondition tradeCondition() const
Set of conditions describing a trade.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
IntegralConstant< UInt16, 0 > NullLocalMktDateOptional
Null value for an optional LocalMktDateOptional field.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD bool multiLegPriceMethod(MultiLegPriceMethod::Enum &value) const
Defines the method used when applying the multileg price to the legs.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SecurityStatus_3(const SbeMessage &message)
Creates an instance over the given SBE message.
Operations over a repeating group instance.
Represents time point without time-zone information.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Trade.
UInt64 SecurityIDOptional
Security ID as defined by B3's Trading System.
SbeGroup< UnderlyingsEntry, GroupSizeEncoding, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
Enum
Indicates the type of price banding (tunnel).
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Opening Price.
Order_MBO_50(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID legSecurityId() const
Leg's security ID.
SecurityGroupPhase_10(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
UInt64 UInt64NULL
8-byte unsigned integer, from 1 to 18446744073709551615 (2^64-1), NULL (optional) value = 0...
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
#define ONIXS_B3_UMDF_MD_CONST_OR_CONSTEXPR
ONIXS_B3_UMDF_MD_NODISCARD StrRef legSymbol() const
Leg symbol.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
UTC timestamp with nanosecond precision (Unix Epoch).
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD bool avgDailyTradedQty(QuantityVolumeOptional &value) const
Daily average shares traded within 30 days – equity market only.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
ONIXS_B3_UMDF_MD_NODISCARD bool tickSizeDenominator(UInt8 &value) const
Number of decimals for pricing the instrument.
ExecutionStatistics_56(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD UInt16 partNumber() const
Number of the part for this message. Starts from 1.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryBuyer(FirmOptional &value) const
For reporting trades (buying party).
IntegralConstant< Int32, 0 > NullLocalMktDate32Optional
Null value for an optional LocalMktDate32Optional field.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD OrderID secondaryOrderId() const
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
ONIXS_B3_UMDF_MD_NODISCARD bool tradSesOpenTime(UTCTimestampNanos &value) const
Estimated end of the current auction.
IntegralConstant< UInt16, 0 > NullUInt16NULL
Null value for an optional UInt16NULL field.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
SBE-encoded repeating group.
Enum
Type of exercise of a derivatives security.
ClosingPrice_17()
Initializes a blank instance.
SecurityGroupPhase_10(const SbeMessage &message)
Creates an instance over the given SBE message.
SchemaTraits Schema
Used template schema.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
Entity class name.
QuantityBand_21()
Initializes a blank instance.
TheoreticalOpeningPrice_16(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
ONIXS_B3_UMDF_MD_NODISCARD TradeID tradeId() const
Contains the unique identifier for this trade per instrument + trading date, as assigned by the excha...
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
ONIXS_B3_UMDF_MD_NODISCARD SecurityUpdateAction::Enum securityUpdateAction() const
Action used when updating the security.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD StrRef headline() const
The headline of a News message.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
SchemaTraits Schema
Used template schema.
Enum
Type of the Market Data Entry.
ONIXS_B3_UMDF_MD_NODISCARD bool cxlQty(QuantityOptional &value) const
Total quantity canceled during matching process (e.g.
ONIXS_B3_UMDF_MD_NODISCARD bool languageCode(StrRef &value) const
Indicates the language the news is in.
SchemaTraits Schema
Used template schema.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
IntegralConstant< Int64,-9223372036854775807LL-1 > NullQuantityVolumeOptional
Null value for an optional QuantityVolumeOptional field.
UTC timestamp with second precision (Unix Epoch).
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
PriceBand_22(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
Null values definition for optional PriceOptional field.
ONIXS_B3_UMDF_MD_NODISCARD bool tradingReferencePrice(Fixed8 &value) const
Reference price for the current trading price range.
SecurityDefinition_12()
Initializes a blank instance.
SchemaTraits Schema
Used template schema.
PriceBand_20(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
TheoreticalOpeningPrice_16(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD SecurityType::Enum legSecurityType() const
Leg's security type.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt32 UInt32NULL
4-byte unsigned integer, from 1 to 4294967295 (2^32-1), NULL (optional) value = 0..
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
SettlementPrice_28()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD EntryPositionNo mDEntryPositionNo() const
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.
Enum
Indicates whether an option contract is a put or call.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
ONIXS_B3_UMDF_MD_NODISCARD bool marketSegmentId(MarketSegmentID &value) const
Market segment.
SnapshotFullRefresh_Orders_MBO_71()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
LowPrice_25()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
ONIXS_B3_UMDF_MD_NODISCARD TradeID tradeId() const
Contains the unique identifier for this trade per instrument + trading date, as assigned by the excha...
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD Side::Enum legSide() const
Side of this leg.
ONIXS_B3_UMDF_MD_NODISCARD Price mDEntryPx() const
Trading Session Low Price.
Set of conditions describing a trade..
ONIXS_B3_UMDF_MD_NODISCARD EntryPositionNo mDEntryPositionNo() const
Display position of a bid or offer where orders will be deleted (up or down from this position)...
ONIXS_B3_UMDF_MD_NODISCARD bool maturityDate(Timestamp &value) const
Date of instrument maturity.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
ONIXS_B3_UMDF_MD_NODISCARD StrRef cfiCode() const
Classification of Financial Instruments (CFI code) values, which indicate the type of security using ...
SchemaTraits Schema
Used template schema.
LastTradePrice_27(const SbeMessage &message)
Creates an instance over the given SBE message.
Enum
Status related to a given Instrument or phase related to a SecurityGroup where the instrument belongs...
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD TradingSessionSubID::Enum tradingSessionSubId() const
Phase related to a given SecurityGroup.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
TradeBust_57()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD bool sharesIssued(UInt64NULL &value) const
Share capital.
SecurityGroupPhase_10()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD Price mDEntryPx() const
Value of the statistics.
ONIXS_B3_UMDF_MD_NODISCARD bool lastTradeDate(Timestamp &value) const
Date the instrument last traded.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD Price mDEntryPx() const
Price of the Market Data Entry.
The latest price traded for the security in the trading session..
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
ONIXS_B3_UMDF_MD_NODISCARD InstrAttribType::Enum instrAttribType() const
Code to represent the type of instrument attributes.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
ONIXS_B3_UMDF_MD_NODISCARD UInt16 securitySubType() const
Instrument's security sub type.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool securityId(SecurityIDOptional &value) const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryInterestRate(Percentage &value) const
Interest Rate of the Termo Trade.
ONIXS_B3_UMDF_MD_NODISCARD StrRef securityDesc() const
Non-normative textual description for the financial instrument.
ExecutionSummary_55(const SbeMessage &message)
Creates an instance over the given SBE message.
HighPrice_24(const SbeMessage &message)
Creates an instance over the given SBE message.
SequenceReset_1()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp issueDate() const
The date on which the security is issued/activated.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
Channel Reset (remove all instruments, empty all books and statistics).
char Char
Character type alias.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
OpenInterest_29(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD bool exerciseStyle(ExerciseStyle::Enum &value) const
Exercise Style.
UInt8 UInt8
1-byte unsigned integer, from 0 to 255..
Enum
Sub type of trade assigned to a trade.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_NODISCARD UpdateAction::Enum mDUpdateAction() const
Update Action (NEW or DELETE).
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD QuantityVolume tradeVolume() const
Total traded volume for the session.
OpeningPrice_15(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
Order_MBO_50()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD SecurityIDSource::Enum securityIdSource() const
Identifies the class of the SecurityID.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
IntegralConstant< UInt64, 0ULL > NullClearingHouseID
Null value for an optional ClearingHouseID field.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_END
PriceBand_20(const SbeMessage &message)
Creates an instance over the given SBE message.
Settlement price or the previous day’s adjusted closing price..
UInt64 ClearingHouseID
ClearingHouseID (SecurityAltID).
ChannelReset_11()
Initializes a blank instance.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool priceLimitType(PriceLimitType::Enum &value) const
Describes how the price limits are expressed.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_NODISCARD bool strikePrice(PriceOptional &value) const
Strike price of an option.
Null values definition for optional UTCTimestampNanos field.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
QuantityBand_21(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
Enum
Code to represent the price type. If absent (zero), the default value is DECIMALS.
Relays execution summary information on one instrument..
static ONIXS_B3_UMDF_MD_API SeqNum1 newSeqNo()
New sequence number. Always one.
UInt32 TradeID
Contains the unique identifier for this trade per instrument + trading date, as assigned by the excha...
UInt32 SeqNum
Sequence number inside the given channel.
ONIXS_B3_UMDF_MD_NODISCARD OrderID secondaryOrderId() const
Exchange-generated order identifier that changes for each order modification event, or quantity replenishment in disclosed orders.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
ONIXS_B3_UMDF_MD_NODISCARD bool legRatioQty(RatioQty &value) const
Ratio of quantity for this leg relative to the entire security.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD NumberOfTrades numberOfTrades() const
Number of trades executed in the session.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
SettlementPrice_28(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
ONIXS_B3_UMDF_MD_NODISCARD SecurityType::Enum securityType() const
Instrument's security type.
ONIXS_B3_UMDF_MD_NODISCARD bool minTradeVol(QuantityOptional &value) const
The minimum trading volume for the security.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
UInt16 MessageSize
Message length type.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD bool sellerDays(UInt16NULL &value) const
Specifies the number of days that may elapse before delivery of the security.
ONIXS_B3_UMDF_MD_NODISCARD bool strikeCurrency(StrRef &value) const
Currency of option's strike price.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
UInt32 FirmOptional
Identifies the broker firm.
ONIXS_B3_UMDF_MD_NODISCARD StrRef symbol() const
Instrument's ticker symbol.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD bool settlType(SettlType &value) const
Order settlement period in days.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Trading Session High Price.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD bool netChgPrevDay(PriceOffset8Optional &value) const
Net change from previous trading day’s closing price vs.
Sequence_2(const SbeMessage &message)
Creates an instance over the given SBE message.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD Quantity mDEntrySize() const
Quantity or volume represented by the Market Data Entry.
ONIXS_B3_UMDF_MD_NODISCARD TradingSessionID::Enum tradingSessionId() const
Identifier for trading session.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD Timestamp localMktDateToTimestamp(LocalMktDate days)
Converts days since epoch to Timestamp value.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SettlementPrice_28(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD bool minCrossQty(QuantityOptional &value) const
Minimum quantity of a cross order for the security.
UInt64 OrderID
Unique identifier for Order as assigned by the exchange.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
UInt32 UInt32
4-byte unsigned integer, from 0 to 4294967295 (2^32-1)..
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
Enum
Phase related to a SecurityGroup where the instrument belongs to.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
Relays execution summary statistics information on one instrument..
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD bool maxOrderQty(QuantityOptional &value) const
Maximum quantity for an order.
SnapshotFullRefresh_Orders_MBO_71(const SbeMessage &message)
Creates an instance over the given SBE message.
OpenInterest_29()
Initializes a blank instance.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD TradeCondition tradeCondition() const
Set of conditions describing a trade.
ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange() const
Exchange Code.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntrySize(QuantityOptional &value) const
Quantity of the deleted order.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD Price mDEntryPx() const
Last Trade Price.
SchemaTraits Schema
Used template schema.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum legSecurityIdSource()
Identifies the class of the leg instrument's SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
Enum
Identifies class or source of the SecurityID value.
Enum
Band Midpoint Type, used with Auction Price Banding.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Attributes of SBE message schema.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
IntegralConstant< UInt16, 65535 > NullSettlType
Null value for an optional SettlType field.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_NODISCARD Price mDEntryPx() const
Price of the Market Data Entry.
ONIXS_B3_UMDF_MD_NODISCARD bool priceBandMidpointPriceType(PriceBandMidpointPriceType::Enum &value) const
Band Midpoint Type, used with Auction Price Banding.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
ONIXS_B3_UMDF_MD_NODISCARD bool trdSubType(TrdSubType::Enum &value) const
Sub type of trade assigned to a trade.
ONIXS_B3_UMDF_MD_NODISCARD StrRef uRLLink() const
A URL (Uniform Resource Locator) link to additional information (e.g. http://www.b3.com.br).
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD StrRef constructStrRef(const char(&value)[Size])
Enum
Indicates the type of product the security is associated with.
Int64 Quantity
Quantity in order/trade.
PriceBand_20()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
ONIXS_B3_UMDF_MD_NODISCARD Quantity mDEntrySize() const
Quantity or volume represented by the Market Data Entry.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
LastTradePrice_27()
Initializes a blank instance.
AuctionImbalance_19(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
SchemaTraits Schema
Used template schema.
Enum
Types of Market Data update action.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD TradingSessionID::Enum tradingSessionId() const
Identifier for trading session.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Null values definition for optional PriceOffset8Optional field.
Disseminates mass deletion of orders..
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD TradingSessionID::Enum tradingSessionId() const
Identifier for trading session.
A nullable real number with a constant exponent.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD bool tradedHiddenQty(QuantityOptional &value) const
Total quantity of matched passive orders that is not displayed to the market.
ONIXS_B3_UMDF_MD_NODISCARD bool priceDivisor(Fixed8 &value) const
Value that divides the Price field to produce the actual order price (based on Step of Quotation)...
IntegralConstant< Int64,-9223372036854775807LL-1 > NullQuantityOptional
Null value for an optional QuantityOptional field.
IntegralConstant< UInt32, 0 > NullRptSeq
Null value for an optional RptSeq field.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Settlement Price.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Price Band.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD StrRef asset() const
Asset associated to the security.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
Order_MBO_50(const SbeMessage &message)
Creates an instance over the given SBE message.
Enum
Corporative governance level indicator. Required for cash equities.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD TradingSessionID::Enum tradingSessionId() const
Identifier for trading session.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
Enum
Indicates the type of the security.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_NODISCARD bool securityTradingEvent(SecurityTradingEvent::Enum &value) const
Indicates if the trading session changed in order to reset some statistics for this group...
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
LastTradePrice_27(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_NODISCARD bool transactTime(UTCTimestampNanos &value) const
Timestamp when the business transaction represented by the message occurred.
ONIXS_B3_UMDF_MD_NODISCARD SecurityTradingStatus::Enum securityTradingStatus() const
Status related to a given instrument.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
IntegralConstant< UInt8, 0 > NullMarketSegmentID
Null value for an optional MarketSegmentID field.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Enum
Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined...
ONIXS_B3_UMDF_MD_NODISCARD bool corporateActionEventId(UInt32NULL &value) const
Corporate Action Event ID.
Disseminates the deletion of a new order..
ONIXS_B3_UMDF_MD_NODISCARD bool settlDate(Timestamp &value) const
Specific date of trade settlement.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Trade Bust.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
Trade_53(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_BEGIN
IntegralConstant< UInt32, 0 > NullFirmOptional
Null value for an optional FirmOptional field.
Enum
Type of matching that occurred. Required for Special Auctions.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD TradeID tradeId() const
Contains the unique identifier for this trade per instrument + trading date, as assigned by the excha...
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryPx(PriceOptional &value) const
Theoretical Opening Price.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
Enum
Flag that identifies if the opening/closing/settlement price is related to theoretical, daily, previous business day or just an updated value.
ONIXS_B3_UMDF_MD_NODISCARD bool origTime(UTCTimestampNanos &value) const
Time of message origination.
TheoreticalOpeningPrice_16()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD InstrAttribValue::Enum instrAttribValue() const
Attribute value appropriate to the InstrAttribType (871) field.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
Enum
Identifies an event related to a Trade. This tag is also used to mark when an instrument state is kep...
ONIXS_B3_UMDF_MD_NODISCARD EntryType::Enum mDEntryType() const
Entry Type (BID or OFFER).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD UInt32 totalTextLength() const
Total size, in bytes, for the text of a News message.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
#define ONIXS_B3_UMDF_MD_LTWT_EXPORTED
ONIXS_B3_UMDF_MD_NODISCARD bool isinNumber(StrRef &value) const
ISIN Number.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
Enum
Status related to a given Instrument or phase related to a SecurityGroup where the instrument belongs...
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
AuctionImbalance_19(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event.
Null values definition for optional UTCTimestampSeconds field.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
SbeGroup< InstrAttribsEntry, GroupSizeEncoding, MessageSize > InstrAttribs
Repeating group containing InstrAttribsEntry entries.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ForwardTrade_54(const SbeMessage &message)
Creates an instance over the given SBE message.
SequenceReset_1(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_NODISCARD bool minLotSize(QuantityOptional &value) const
Minimum lot size allowed based on lot type specified in LotType(1093).
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool lastFragment(Boolean::Enum &value) const
Indicates whether this message is the last in the sequence of messages.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
IntegralConstant< UInt8, 0 > NullUInt8NULL
Null value for an optional UInt8NULL field.
ONIXS_B3_UMDF_MD_NODISCARD bool contractMultiplier(Fixed8 &value) const
Specifies the ratio or multiply factor to convert from “nominal” units (e.g.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
Enum
Code to represent how the multileg price is to be interpreted when applied to the legs...
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
SecurityStatus_3()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
Enum
Code to represent the type of instrument attributes.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
EmptyBook_9(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef underlyingSecurityExchange()
Underlying instrument's Exchange Code.
IntegralConstant< UInt64, 0ULL > NullSecurityIDOptional
Null value for an optional SecurityIDOptional field.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ExecutionSummary_55()
Initializes a blank instance.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
EmptyBook_9()
Initializes a blank instance.
SbeGroup< LegsEntry, GroupSizeEncoding, MessageSize > Legs
Repeating group containing LegsEntry entries.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
AuctionImbalance_19()
Initializes a blank instance.
Partial list of orders for the snapshot of a single instrument..
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD bool netChgPrevDay(PriceOffset8Optional &value) const
Net change from previous trading day’s closing price vs.
ONIXS_B3_UMDF_MD_NODISCARD EntryPositionNo mDEntryPositionNo() const
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.
Enum
Which side is aggressor of this trade.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool priceBandMidpointPriceType(PriceBandMidpointPriceType::Enum &value) const
Band Midpoint Type, used with Auction Price Banding.
ONIXS_B3_UMDF_MD_NODISCARD StrRef securityGroup() const
Security Group.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
IntegralConstant< UInt64, 0ULL > NullUInt64NULL
Null value for an optional UInt64NULL field.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
LowPrice_25(const SbeMessage &message)
Creates an instance over the given SBE message.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
IntegralConstant< UInt64, 0ULL > NullNewsID
Null value for an optional NewsID field.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
Trading status for instruments.
Null values definition for optional RatioQty field.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD bool priceType(PriceType::Enum &value) const
Price type of the instrument.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
Enum
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
Enum
Type of settlement price.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Last Trade Price.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD Quantity mDEntrySize() const
Quantity or volume represented by the Market Data Entry.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
Null values definition for optional Fixed8 field.
ONIXS_B3_UMDF_MD_NODISCARD Quantity mDEntrySize() const
Indicates volume of contracts currently open.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD bool priceBandType(PriceBandType::Enum &value) const
Indicates the type of price banding (tunnel).
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD bool minPriceIncrement(Fixed8 &value) const
Number of minimum price increments.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD bool priceBandType(PriceBandType::Enum &value) const
Indicates the type of price banding (tunnel).
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
#define ONIXS_B3_UMDF_MD_LTWT_STRUCT
Relays trade information on one Forward instrument.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Relays trade information on one instrument..
ONIXS_B3_UMDF_MD_NODISCARD bool lowLimitPrice(PriceOptional &value) const
Allowable low limit price for the trading day.
ONIXS_B3_UMDF_MD_NODISCARD SeqNum nextSeqNo() const
The next application sequence number in the feed.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
UInt64 SecurityID
Security ID as defined by B3's Trading System.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool highLimitPrice(PriceOptional &value) const
Allowable high limit price for the trading day.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies if it is a retransmission.
OpeningPrice_15()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD Price mDEntryPx() const
Trading Session High Price.
ClosingPrice_17(const SbeMessage &message)
Creates an instance over the given SBE message.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
ONIXS_B3_UMDF_MD_NODISCARD bool lotType(LotType::Enum &value) const
Lot type.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
Specifies the number of the application ID occurrences (number of channels).
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_NODISCARD EntryPositionNo mDEntryPositionNo() const
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.
InstrAttribsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 NumberOfTrades
Contains the number of trades executed in the session.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
SchemaTraits Schema
Used template schema.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW).
ONIXS_B3_UMDF_MD_NODISCARD bool aggressorTime(UTCTimestampNanos &value) const
Timestamp of aggressive order resulting in match event.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD bool tradSesOpenTime(UTCTimestampNanos &value) const
Estimated end of the current auction.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
DeleteOrder_MBO_51(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (DELETE).
SchemaTraits Schema
Used template schema.
MassDeleteOrders_MBO_52(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
Int64 QuantityVolume
Volume Quantity.
ONIXS_B3_UMDF_MD_NODISCARD Quantity fillQty() const
Quantity of all fills.
ONIXS_B3_UMDF_MD_NODISCARD Quantity mDEntrySize() const
Displayed quantity or volume represented by the Market Data Entry.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_NODISCARD Entries entries() const
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
PriceBand_22()
Initializes a blank instance.
Sequence_2()
Initializes a blank instance.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool securityStrategyType(StrRef &value) const
Strategy type definition.
News_5(const SbeMessage &message)
Creates an instance over the given SBE message.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_NODISCARD bool enteringFirm(FirmOptional &value) const
Identifies the broker firm.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryInterestRate(Percentage &value) const
Interest Rate of the Termo Trade.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Trading Session Low Price.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
Int64 QuantityOptional
Quantity in order/trade.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ONIXS_B3_UMDF_MD_NODISCARD bool newsId(NewsID &value) const
Unique identifier for News message.
UInt32 RptSeq
Sequence number per instrument update.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW).
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryBuyer(FirmOptional &value) const
For reporting trades (buying party).
Enum
Code to represent the type of instrument attributes.
ONIXS_B3_UMDF_MD_NODISCARD EntryType::Enum mDEntryType() const
Entry Type (BID or OFFER).
SbeGroup< Entry, GroupSizeEncoding, MessageSize > Entries
Repeating group containing Entry entries.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
ONIXS_B3_UMDF_MD_NODISCARD UpdateAction::Enum mDUpdateAction() const
Update Action (NEW or DELETE).
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
News_5(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
Trade_53(const SbeMessage &message)
Creates an instance over the given SBE message.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_NODISCARD TradingSessionID::Enum tradingSessionId() const
Identifier for trading session.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD bool clearingHouseId(ClearingHouseID &value) const
Clearing House ID.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD UpdateAction::Enum mDUpdateAction() const
Update Action (NEW, CHANGE).
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_NODISCARD InstrAttribs instrAttribs() const
ONIXS_B3_UMDF_MD_NODISCARD bool securityTradingEvent(SecurityTradingEvent::Enum &value) const
Identifies an event related to a Trading.
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (DELETE) = always delete.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum underlyingSecurityIdSource()
Identifies the class of the underlying instrument's SecurityID (Exchange Symbol). ...
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD bool securityMatchType(SecurityMatchType::Enum &value) const
Type of matching that occurred.
ForwardTrade_54()
Initializes a blank instance.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntrySize(QuantityOptional &value) const
Remaining auction quantity.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD SettlPriceType::Enum settlPriceType() const
Type of settlement price: FINAL, THEORETICAL or UPDATED.
ONIXS_B3_UMDF_MD_NODISCARD bool minOrderQty(QuantityOptional &value) const
Minimum quantity for an order.
LowPrice_25(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD Quantity mDEntrySize() const
Displayed quantity or volume represented by the Market Data Entry.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
IntegralConstant< UInt32, 0 > NullUInt32NULL
Null value for an optional UInt32NULL field.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ExecutionStatistics_56(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
SchemaTraits Schema
Used template schema.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event.
UInt16 LocalMktDateOptional
Optional local date (as opposed to UTC).
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD UpdateAction::Enum mDUpdateAction() const
Update Action (NEW or DELETE).
Sent in incremental, snapshot and instrument list feeds in periods of no activity..
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Quantity Band.
ONIXS_B3_UMDF_MD_NODISCARD bool governanceIndicator(GovernanceIndicator::Enum &value) const
Corporative Governance Level Indicator.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
SecurityStatus_3(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
SchemaTraits Schema
Used template schema.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_NODISCARD bool mDInsertTimestamp(UTCTimestampNanos &value) const
The date and time when the order was inserted or re- inserted into the order book or manually altered...
OpeningPrice_15(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
Relays trade bust (trade reversal) information on one instrument..
ONIXS_B3_UMDF_MD_NODISCARD Underlyings underlyings() const
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
ONIXS_B3_UMDF_MD_NODISCARD StrRef currency() const
Currency code.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntrySize(QuantityOptional &value) const
Theoretical Opening Quantity.
ONIXS_B3_UMDF_MD_NODISCARD Legs legs() const
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD SecurityID underlyingSecurityId() const
Underlying instrument's security ID.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
UInt8 MarketSegmentID
Identifies the market segment.
ONIXS_B3_UMDF_MD_NODISCARD TradingSessionID::Enum tradingSessionId() const
Identifier for trading session.
SecurityDefinition_12(const SbeMessage &message)
Creates an instance over the given SBE message.
Null values definition for optional Percentage field.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
ONIXS_B3_UMDF_MD_NODISCARD MatchEventIndicator matchEventIndicator() const
Identifies the end of the current event and if it is a retransmission.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
ONIXS_B3_UMDF_MD_NODISCARD Price8 mDEntryPx() const
Closing price. May be adjusted by corporate events.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
ONIXS_B3_UMDF_MD_NODISCARD UpdateAction::Enum mDUpdateAction() const
Update Action (NEW or DELETE).
ONIXS_B3_UMDF_MD_NODISCARD EntryType::Enum mDEntryType() const
Entry Type (BID or OFFER).
DeleteOrder_MBO_51()
Initializes a blank instance.
static ONIXS_B3_UMDF_MD_API EntryType::Enum mDEntryType()
Entry type: Imbalance.
ONIXS_B3_UMDF_MD_NODISCARD Price mDEntryPx() const
Price of the Market Data Entry.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD Timestamp tradeDate() const
Used to specify the trading date for which a set of market data applies.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD bool highLimitPrice(PriceOptional &value) const
Allowable high limit price for the trading day.
SchemaTraits Schema
Used template schema.
HighPrice_24(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
ONIXS_B3_UMDF_MD_NODISCARD bool maxTradeVol(QuantityVolumeOptional &value) const
The maximum order quantity that can be submitted for a security.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD MessageSize getMinimalVariableFieldsSize(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ONIXS_B3_UMDF_MD_NODISCARD StrRef underlyingSymbol() const
Underlying instrument's ticker symbol.
ONIXS_B3_UMDF_MD_NODISCARD UpdateAction::Enum mDUpdateAction() const
Update Action (NEW or DELETE).
ONIXS_B3_UMDF_MD_NODISCARD bool mDInsertTimestamp(UTCTimestampNanos &value) const
The date and time when the order was inserted or re- inserted into the order book or manually altered...
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD SecurityID securityId() const
Security ID as defined by B3.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryPx(PriceOptional &value) const
Price per share or contract.
ONIXS_B3_UMDF_MD_NODISCARD bool trdSubType(TrdSubType::Enum &value) const
Sub type of trade assigned to a trade.
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
SequenceReset_1(const SbeMessage &message)
Creates an instance over the given SBE message.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
ONIXS_B3_UMDF_MD_NODISCARD Price lastPx() const
Price of the last fill (i.e. worst price of this match).
EmptyBook_9(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API MessageType::Enum messageType()
FIX Message Type.
ONIXS_B3_UMDF_MD_NODISCARD bool mDEntryTimestamp(UTCTimestampNanos &value) const
Date and time of market data entry.
UInt16 UInt16NULL
2-byte unsigned integer, from 1 to 65535, NULL (optional) value = 0..
static ONIXS_B3_UMDF_MD_API SecurityIDSource::Enum securityIdSource()
Identifies the class of the SecurityID (Exchange Symbol).
static ONIXS_B3_UMDF_MD_API UpdateAction::Enum mDUpdateAction()
Update Action (NEW) - always replace.
ChannelReset_11(void *data, EncodedLength length, NoInit, NoCheck)
Creates an instance over the given memory block.
static ONIXS_B3_UMDF_MD_API ApplVerID::Enum applVerId()
Specifies the service pack release being applied at message level.
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef securityExchange()
Market to which the symbol belongs.
static ONIXS_B3_UMDF_MD_API BlockLength blockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD const Char * className()
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(ONIXS_B3_UMDF_MD_UNUSED SchemaVersion version)
Minimal size of message body in bytes.
ONIXS_B3_UMDF_MD_API static ONIXS_B3_UMDF_MD_NODISCARD StrRef fixType()
FIX message type.