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
949 ONIXS_B3_UMDF_MD_NODISCARD
960 ONIXS_B3_UMDF_MD_NODISCARD
994 minimalBlockLength(version);
999 ONIXS_B3_UMDF_MD_NODISCARD
1013 ONIXS_B3_UMDF_MD_NODISCARD
1017 return "SecurityStatus_3";
1022 ONIXS_B3_UMDF_MD_NODISCARD
1031 ONIXS_B3_UMDF_MD_NODISCARD
1032 std::string toString()
const;
1039 minimalBlockLength(version) +
1040 MessageHeader::Size +
1041 getMinimalVariableFieldsSize(version);
1044 *
this, length, minimalRequiredLength);
1047 void checkCompatibility()
const 1049 assert(TemplateId == templateId());
1051 checkSchema<Schema>(schemaId(), version());
1052 checkLength(bufferSize(), version());
1065 enum { TemplateId = 10 };
1077 checkCompatibility();
1086 assert(message.
valid());
1088 checkCompatibility();
1101 assert(schemaId() == Schema::Id);
1102 assert(version() >= Schema::MinimalVersion);
1103 assert(TemplateId == templateId());
1112 return MessageType::SecurityStatus;
1122 return ApplVerID::FIX50SP2;
1126 ONIXS_B3_UMDF_MD_NODISCARD
1133 return fixedStr<length>(offset);
1138 ONIXS_B3_UMDF_MD_NODISCARD
1144 return ordinary<MatchEventIndicator>(offset);
1148 ONIXS_B3_UMDF_MD_NODISCARD
1154 return enumeration<TradingSessionID>(offset);
1158 ONIXS_B3_UMDF_MD_NODISCARD
1165 return enumeration<TradingSessionSubID>(offset);
1170 ONIXS_B3_UMDF_MD_NODISCARD
1178 return enumeration<SecurityTradingEvent>(value, offset,
NullUInt8());
1183 ONIXS_B3_UMDF_MD_NODISCARD
1194 ONIXS_B3_UMDF_MD_NODISCARD
1204 ONIXS_B3_UMDF_MD_NODISCARD
1238 minimalBlockLength(version);
1243 ONIXS_B3_UMDF_MD_NODISCARD
1257 ONIXS_B3_UMDF_MD_NODISCARD
1261 return "SecurityGroupPhase_10";
1266 ONIXS_B3_UMDF_MD_NODISCARD
1275 ONIXS_B3_UMDF_MD_NODISCARD
1276 std::string toString()
const;
1283 minimalBlockLength(version) +
1284 MessageHeader::Size +
1285 getMinimalVariableFieldsSize(version);
1288 *
this, length, minimalRequiredLength);
1291 void checkCompatibility()
const 1293 assert(TemplateId == templateId());
1295 checkSchema<Schema>(schemaId(), version());
1296 checkLength(bufferSize(), version());
1309 enum { TemplateId = 12 };
1335 assert(version >= Schema::MinimalVersion);
1336 assert(length >= minimalBlockLength(version));
1340 ONIXS_B3_UMDF_MD_NODISCARD
1346 return ordinary<SecurityID>(offset);
1356 return SecurityIDSource::EXCHANGE_SYMBOL;
1361 ONIXS_B3_UMDF_MD_NODISCARD
1370 ONIXS_B3_UMDF_MD_NODISCARD
1377 return fixedStr<length>(offset);
1389 minimalBlockLength(version);
1409 ONIXS_B3_UMDF_MD_NODISCARD
1413 return "SecurityDefinition_12.UnderlyingsEntry";
1446 assert(version >= Schema::MinimalVersion);
1447 assert(length >= minimalBlockLength(version));
1451 ONIXS_B3_UMDF_MD_NODISCARD
1457 return ordinary<SecurityID>(offset);
1467 return SecurityIDSource::EXCHANGE_SYMBOL;
1472 ONIXS_B3_UMDF_MD_NODISCARD
1482 ONIXS_B3_UMDF_MD_NODISCARD
1492 ONIXS_B3_UMDF_MD_NODISCARD
1498 return enumeration<SecurityType>(offset);
1502 ONIXS_B3_UMDF_MD_NODISCARD
1508 return enumeration<Side>(offset);
1512 ONIXS_B3_UMDF_MD_NODISCARD
1519 return fixedStr<length>(offset);
1531 minimalBlockLength(version);
1551 ONIXS_B3_UMDF_MD_NODISCARD
1555 return "SecurityDefinition_12.LegsEntry";
1589 assert(version >= Schema::MinimalVersion);
1590 assert(length >= minimalBlockLength(version));
1594 ONIXS_B3_UMDF_MD_NODISCARD
1600 return enumeration<InstrAttribType>(offset);
1605 ONIXS_B3_UMDF_MD_NODISCARD
1611 return enumeration<InstrAttribValue>(offset);
1623 minimalBlockLength(version);
1643 ONIXS_B3_UMDF_MD_NODISCARD
1647 return "SecurityDefinition_12.InstrAttribsEntry";
1666 checkCompatibility();
1675 assert(message.
valid());
1677 checkCompatibility();
1690 assert(schemaId() == Schema::Id);
1691 assert(version() >= Schema::MinimalVersion);
1692 assert(TemplateId == templateId());
1701 return MessageType::SecurityDefinition;
1711 return ApplVerID::FIX50SP2;
1715 ONIXS_B3_UMDF_MD_NODISCARD
1721 return ordinary<SecurityID>(offset);
1725 ONIXS_B3_UMDF_MD_NODISCARD
1732 return fixedStr<length>(offset);
1736 ONIXS_B3_UMDF_MD_NODISCARD
1742 return enumeration<SecurityIDSource>(offset);
1746 ONIXS_B3_UMDF_MD_NODISCARD
1753 return fixedStr<length>(offset);
1757 ONIXS_B3_UMDF_MD_NODISCARD
1764 return fixedStr<length>(offset);
1768 ONIXS_B3_UMDF_MD_NODISCARD
1775 return enumeration<SecurityUpdateAction>(offset);
1779 ONIXS_B3_UMDF_MD_NODISCARD
1785 return enumeration<SecurityType>(offset);
1790 ONIXS_B3_UMDF_MD_NODISCARD
1796 return ordinary<UInt16>(offset);
1801 ONIXS_B3_UMDF_MD_NODISCARD
1807 return ordinary<UInt32>(offset);
1811 ONIXS_B3_UMDF_MD_NODISCARD
1821 ONIXS_B3_UMDF_MD_NODISCARD
1833 ONIXS_B3_UMDF_MD_NODISCARD
1847 ONIXS_B3_UMDF_MD_NODISCARD
1859 ONIXS_B3_UMDF_MD_NODISCARD
1871 ONIXS_B3_UMDF_MD_NODISCARD
1881 ONIXS_B3_UMDF_MD_NODISCARD
1891 ONIXS_B3_UMDF_MD_NODISCARD
1901 ONIXS_B3_UMDF_MD_NODISCARD
1912 ONIXS_B3_UMDF_MD_NODISCARD
1922 ONIXS_B3_UMDF_MD_NODISCARD
1932 ONIXS_B3_UMDF_MD_NODISCARD
1942 ONIXS_B3_UMDF_MD_NODISCARD
1952 ONIXS_B3_UMDF_MD_NODISCARD
1960 FieldValue fieldValue;
1971 ONIXS_B3_UMDF_MD_NODISCARD
1978 return fixedStr<length>(value, offset);
1983 ONIXS_B3_UMDF_MD_NODISCARD
1991 FieldValue fieldValue;
2004 ONIXS_B3_UMDF_MD_NODISCARD
2012 FieldValue fieldValue;
2023 ONIXS_B3_UMDF_MD_NODISCARD
2033 ONIXS_B3_UMDF_MD_NODISCARD
2041 FieldValue fieldValue;
2053 ONIXS_B3_UMDF_MD_NODISCARD
2061 FieldValue fieldValue;
2072 ONIXS_B3_UMDF_MD_NODISCARD
2079 return fixedStr<length>(value, offset);
2083 ONIXS_B3_UMDF_MD_NODISCARD
2090 return fixedStr<length>(offset);
2096 ONIXS_B3_UMDF_MD_NODISCARD
2103 return fixedStr<length>(offset);
2108 ONIXS_B3_UMDF_MD_NODISCARD
2118 ONIXS_B3_UMDF_MD_NODISCARD
2128 ONIXS_B3_UMDF_MD_NODISCARD
2135 return fixedStr<length>(offset);
2139 ONIXS_B3_UMDF_MD_NODISCARD
2146 return fixedStr<length>(value, offset);
2150 ONIXS_B3_UMDF_MD_NODISCARD
2157 return fixedStr<length>(value, offset);
2161 ONIXS_B3_UMDF_MD_NODISCARD
2168 return fixedStr<length>(value, offset);
2172 ONIXS_B3_UMDF_MD_NODISCARD
2178 return enumeration<LotType>(value, offset,
NullUInt8());
2182 ONIXS_B3_UMDF_MD_NODISCARD
2188 return ordinary(value, offset,
NullUInt8());
2192 ONIXS_B3_UMDF_MD_NODISCARD
2198 return enumeration<Product>(offset);
2202 ONIXS_B3_UMDF_MD_NODISCARD
2210 return enumeration<ExerciseStyle>(value, offset,
NullUInt8());
2214 ONIXS_B3_UMDF_MD_NODISCARD
2220 return enumeration<PutOrCall>(value, offset,
NullUInt8());
2224 ONIXS_B3_UMDF_MD_NODISCARD
2230 return enumeration<PriceType>(value, offset,
NullUInt8NULL());
2234 ONIXS_B3_UMDF_MD_NODISCARD
2244 ONIXS_B3_UMDF_MD_NODISCARD
2252 return enumeration<GovernanceIndicator>(value, offset,
NullUInt8());
2256 ONIXS_B3_UMDF_MD_NODISCARD
2264 return enumeration<SecurityMatchType>(value, offset,
NullUInt8());
2269 ONIXS_B3_UMDF_MD_NODISCARD
2275 return enumeration<Boolean>(value, offset,
NullUInt8());
2280 ONIXS_B3_UMDF_MD_NODISCARD
2288 return enumeration<MultiLegModel>(value, offset,
NullUInt8());
2294 ONIXS_B3_UMDF_MD_NODISCARD
2302 return enumeration<MultiLegPriceMethod>(value, offset,
NullUInt8());
2306 ONIXS_B3_UMDF_MD_NODISCARD
2317 ONIXS_B3_UMDF_MD_NODISCARD
2326 return enumeration<ImpliedMarketIndicator>(value, offset,
NullUInt8(), since);
2330 ONIXS_B3_UMDF_MD_NODISCARD
2334 return getGroup<Underlyings>(
2335 UnderlyingsAccess(),
2340 ONIXS_B3_UMDF_MD_NODISCARD
2344 return getGroup<Legs>(LegsAccess(), *
this);
2348 ONIXS_B3_UMDF_MD_NODISCARD
2352 return getGroup<InstrAttribs>(
2353 InstrAttribsAccess(),
2358 ONIXS_B3_UMDF_MD_NODISCARD
2362 return getVariableLengthField(
2363 securityDescAccess(),
2388 minimalBlockLength(version);
2393 ONIXS_B3_UMDF_MD_NODISCARD
2402 static_cast<MessageSize>(TextEncoding::Size) + static_cast<MessageSize>(Underlyings::EmptySize) +
static_cast<MessageSize>(Legs::EmptySize) + static_cast<MessageSize>(InstrAttribs::EmptySize);
2407 ONIXS_B3_UMDF_MD_NODISCARD
2411 return "SecurityDefinition_12";
2416 ONIXS_B3_UMDF_MD_NODISCARD
2425 ONIXS_B3_UMDF_MD_NODISCARD
2426 std::string toString()
const;
2433 minimalBlockLength(version) +
2434 MessageHeader::Size +
2435 getMinimalVariableFieldsSize(version);
2438 *
this, length, minimalRequiredLength);
2442 void checkVarLenFields()
const 2445 tail<Underlyings>().
2447 checkVariableLengthFields<InstrAttribs>().
2448 checkTail<TextEncoding>();
2451 void checkCompatibility()
const 2453 assert(TemplateId == templateId());
2455 checkSchema<Schema>(schemaId(), version());
2456 checkLength(bufferSize(), version());
2457 checkVarLenFields();
2461 struct UnderlyingsAccess
2470 head<Underlyings>();
2484 tail<Underlyings>().
2490 struct InstrAttribsAccess
2499 tail<Underlyings>().
2501 head<InstrAttribs>();
2506 struct securityDescAccess
2515 tail<Underlyings>().
2517 variableLengthFields<InstrAttribs>().
2518 head<TextEncoding>();
2532 enum { TemplateId = 5 };
2544 checkCompatibility();
2553 assert(message.
valid());
2555 checkCompatibility();
2568 assert(schemaId() == Schema::Id);
2569 assert(version() >= Schema::MinimalVersion);
2570 assert(TemplateId == templateId());
2579 return MessageType::News;
2589 return ApplVerID::FIX50SP2;
2594 ONIXS_B3_UMDF_MD_NODISCARD
2611 return SecurityIDSource::EXCHANGE_SYMBOL;
2616 ONIXS_B3_UMDF_MD_NODISCARD
2626 ONIXS_B3_UMDF_MD_NODISCARD
2632 return ordinary<MatchEventIndicator>(offset);
2636 ONIXS_B3_UMDF_MD_NODISCARD
2642 return enumeration<NewsSource>(offset);
2647 ONIXS_B3_UMDF_MD_NODISCARD
2654 return fixedStr<length>(value, offset);
2659 ONIXS_B3_UMDF_MD_NODISCARD
2665 return ordinary<UInt16>(offset);
2669 ONIXS_B3_UMDF_MD_NODISCARD
2675 return ordinary<UInt16>(offset);
2681 ONIXS_B3_UMDF_MD_NODISCARD
2687 return ordinary(value, offset,
NullNewsID());
2691 ONIXS_B3_UMDF_MD_NODISCARD
2701 ONIXS_B3_UMDF_MD_NODISCARD
2707 return ordinary<UInt32>(offset);
2711 ONIXS_B3_UMDF_MD_NODISCARD
2715 return getVariableLengthField(headlineAccess(), *
this);
2719 ONIXS_B3_UMDF_MD_NODISCARD
2723 return getVariableLengthField(textAccess(), *
this);
2727 ONIXS_B3_UMDF_MD_NODISCARD
2731 return getVariableLengthField(uRLLinkAccess(), *
this);
2756 minimalBlockLength(version);
2761 ONIXS_B3_UMDF_MD_NODISCARD
2770 static_cast<MessageSize>(VarString::Size) + static_cast<MessageSize>(VarString::Size) +
static_cast<MessageSize>(VarString::Size);
2775 ONIXS_B3_UMDF_MD_NODISCARD
2784 ONIXS_B3_UMDF_MD_NODISCARD
2793 ONIXS_B3_UMDF_MD_NODISCARD
2794 std::string toString()
const;
2801 minimalBlockLength(version) +
2802 MessageHeader::Size +
2803 getMinimalVariableFieldsSize(version);
2806 *
this, length, minimalRequiredLength);
2810 void checkVarLenFields()
const 2812 variableLengthFields().
2813 checkTail<VarString>().
2814 checkTail<VarString>().
2815 checkTail<VarString>();
2818 void checkCompatibility()
const 2820 assert(TemplateId == templateId());
2822 checkSchema<Schema>(schemaId(), version());
2823 checkLength(bufferSize(), version());
2824 checkVarLenFields();
2828 struct headlineAccess
2834 variableLengthFields().
2846 variableLengthFields().
2853 struct uRLLinkAccess
2859 variableLengthFields().
2876 enum { TemplateId = 15 };
2888 checkCompatibility();
2897 assert(message.
valid());
2899 checkCompatibility();
2912 assert(schemaId() == Schema::Id);
2913 assert(version() >= Schema::MinimalVersion);
2914 assert(TemplateId == templateId());
2923 return MessageType::MarketDataIncrementalRefresh;
2933 return ApplVerID::FIX50SP2;
2938 ONIXS_B3_UMDF_MD_NODISCARD
2944 return ordinary<SecurityID>(offset);
2953 return SecurityIDSource::EXCHANGE_SYMBOL;
2958 ONIXS_B3_UMDF_MD_NODISCARD
2968 ONIXS_B3_UMDF_MD_NODISCARD
2974 return ordinary<MatchEventIndicator>(offset);
2978 ONIXS_B3_UMDF_MD_NODISCARD
2984 return enumeration<UpdateAction>(offset);
2993 return EntryType::OPENING_PRICE;
2998 ONIXS_B3_UMDF_MD_NODISCARD
3004 return enumeration<OpenCloseSettlFlag>(offset);
3008 ONIXS_B3_UMDF_MD_NODISCARD
3014 return decimal<Price>(offset);
3019 ONIXS_B3_UMDF_MD_NODISCARD
3032 ONIXS_B3_UMDF_MD_NODISCARD
3042 ONIXS_B3_UMDF_MD_NODISCARD
3053 ONIXS_B3_UMDF_MD_NODISCARD
3059 return ordinary(value, offset,
NullRptSeq());
3092 ONIXS_B3_UMDF_MD_NODISCARD
3106 ONIXS_B3_UMDF_MD_NODISCARD
3110 return "OpeningPrice_15";
3115 ONIXS_B3_UMDF_MD_NODISCARD
3124 ONIXS_B3_UMDF_MD_NODISCARD
3125 std::string toString()
const;
3132 minimalBlockLength(version) +
3133 MessageHeader::Size +
3134 getMinimalVariableFieldsSize(version);
3137 *
this, length, minimalRequiredLength);
3140 void checkCompatibility()
const 3142 assert(TemplateId == templateId());
3144 checkSchema<Schema>(schemaId(), version());
3145 checkLength(bufferSize(), version());
3158 enum { TemplateId = 16 };
3170 checkCompatibility();
3179 assert(message.
valid());
3181 checkCompatibility();
3194 assert(schemaId() == Schema::Id);
3195 assert(version() >= Schema::MinimalVersion);
3196 assert(TemplateId == templateId());
3205 return MessageType::MarketDataIncrementalRefresh;
3215 return ApplVerID::FIX50SP2;
3220 ONIXS_B3_UMDF_MD_NODISCARD
3226 return ordinary<SecurityID>(offset);
3235 return SecurityIDSource::EXCHANGE_SYMBOL;
3240 ONIXS_B3_UMDF_MD_NODISCARD
3250 ONIXS_B3_UMDF_MD_NODISCARD
3256 return ordinary<MatchEventIndicator>(offset);
3260 ONIXS_B3_UMDF_MD_NODISCARD
3266 return enumeration<UpdateAction>(offset);
3275 return EntryType::OPENING_PRICE;
3284 return OpenCloseSettlFlag::THEORETICAL_PRICE;
3289 ONIXS_B3_UMDF_MD_NODISCARD
3299 ONIXS_B3_UMDF_MD_NODISCARD
3309 ONIXS_B3_UMDF_MD_NODISCARD
3319 ONIXS_B3_UMDF_MD_NODISCARD
3330 ONIXS_B3_UMDF_MD_NODISCARD
3336 return ordinary(value, offset,
NullRptSeq());
3361 minimalBlockLength(version);
3366 ONIXS_B3_UMDF_MD_NODISCARD
3380 ONIXS_B3_UMDF_MD_NODISCARD
3384 return "TheoreticalOpeningPrice_16";
3389 ONIXS_B3_UMDF_MD_NODISCARD
3395 "TheoreticalOpeningPrice_16");
3399 ONIXS_B3_UMDF_MD_NODISCARD
3400 std::string toString()
const;
3407 minimalBlockLength(version) +
3408 MessageHeader::Size +
3409 getMinimalVariableFieldsSize(version);
3412 *
this, length, minimalRequiredLength);
3415 void checkCompatibility()
const 3417 assert(TemplateId == templateId());
3419 checkSchema<Schema>(schemaId(), version());
3420 checkLength(bufferSize(), version());
3433 enum { TemplateId = 17 };
3445 checkCompatibility();
3454 assert(message.
valid());
3456 checkCompatibility();
3469 assert(schemaId() == Schema::Id);
3470 assert(version() >= Schema::MinimalVersion);
3471 assert(TemplateId == templateId());
3480 return MessageType::MarketDataIncrementalRefresh;
3490 return ApplVerID::FIX50SP2;
3495 ONIXS_B3_UMDF_MD_NODISCARD
3501 return ordinary<SecurityID>(offset);
3510 return SecurityIDSource::EXCHANGE_SYMBOL;
3515 ONIXS_B3_UMDF_MD_NODISCARD
3525 ONIXS_B3_UMDF_MD_NODISCARD
3531 return ordinary<MatchEventIndicator>(offset);
3540 return UpdateAction::NEW;
3549 return EntryType::CLOSING_PRICE;
3554 ONIXS_B3_UMDF_MD_NODISCARD
3560 return enumeration<OpenCloseSettlFlag>(offset);
3564 ONIXS_B3_UMDF_MD_NODISCARD
3570 return decimal<Price8>(offset);
3574 ONIXS_B3_UMDF_MD_NODISCARD
3582 FieldValue fieldValue;
3594 ONIXS_B3_UMDF_MD_NODISCARD
3604 ONIXS_B3_UMDF_MD_NODISCARD
3615 ONIXS_B3_UMDF_MD_NODISCARD
3621 return ordinary(value, offset,
NullRptSeq());
3649 minimalBlockLength(version);
3654 ONIXS_B3_UMDF_MD_NODISCARD
3668 ONIXS_B3_UMDF_MD_NODISCARD
3672 return "ClosingPrice_17";
3677 ONIXS_B3_UMDF_MD_NODISCARD
3686 ONIXS_B3_UMDF_MD_NODISCARD
3687 std::string toString()
const;
3694 minimalBlockLength(version) +
3695 MessageHeader::Size +
3696 getMinimalVariableFieldsSize(version);
3699 *
this, length, minimalRequiredLength);
3702 void checkCompatibility()
const 3704 assert(TemplateId == templateId());
3706 checkSchema<Schema>(schemaId(), version());
3707 checkLength(bufferSize(), version());
3720 enum { TemplateId = 19 };
3732 checkCompatibility();
3741 assert(message.
valid());
3743 checkCompatibility();
3756 assert(schemaId() == Schema::Id);
3757 assert(version() >= Schema::MinimalVersion);
3758 assert(TemplateId == templateId());
3767 return MessageType::MarketDataIncrementalRefresh;
3777 return ApplVerID::FIX50SP2;
3782 ONIXS_B3_UMDF_MD_NODISCARD
3788 return ordinary<SecurityID>(offset);
3797 return SecurityIDSource::EXCHANGE_SYMBOL;
3802 ONIXS_B3_UMDF_MD_NODISCARD
3812 ONIXS_B3_UMDF_MD_NODISCARD
3818 return ordinary<MatchEventIndicator>(offset);
3822 ONIXS_B3_UMDF_MD_NODISCARD
3828 return enumeration<UpdateAction>(offset);
3837 return EntryType::IMBALANCE;
3842 ONIXS_B3_UMDF_MD_NODISCARD
3848 return ordinary<ImbalanceCondition>(offset);
3852 ONIXS_B3_UMDF_MD_NODISCARD
3862 ONIXS_B3_UMDF_MD_NODISCARD
3873 ONIXS_B3_UMDF_MD_NODISCARD
3879 return ordinary(value, offset,
NullRptSeq());
3904 minimalBlockLength(version);
3909 ONIXS_B3_UMDF_MD_NODISCARD
3923 ONIXS_B3_UMDF_MD_NODISCARD
3927 return "AuctionImbalance_19";
3932 ONIXS_B3_UMDF_MD_NODISCARD
3941 ONIXS_B3_UMDF_MD_NODISCARD
3942 std::string toString()
const;
3949 minimalBlockLength(version) +
3950 MessageHeader::Size +
3951 getMinimalVariableFieldsSize(version);
3954 *
this, length, minimalRequiredLength);
3957 void checkCompatibility()
const 3959 assert(TemplateId == templateId());
3961 checkSchema<Schema>(schemaId(), version());
3962 checkLength(bufferSize(), version());
3975 enum { TemplateId = 21 };
3987 checkCompatibility();
3996 assert(message.
valid());
3998 checkCompatibility();
4011 assert(schemaId() == Schema::Id);
4012 assert(version() >= Schema::MinimalVersion);
4013 assert(TemplateId == templateId());
4022 return MessageType::MarketDataIncrementalRefresh;
4032 return ApplVerID::FIX50SP2;
4037 ONIXS_B3_UMDF_MD_NODISCARD
4043 return ordinary<SecurityID>(offset);
4052 return SecurityIDSource::EXCHANGE_SYMBOL;
4057 ONIXS_B3_UMDF_MD_NODISCARD
4067 ONIXS_B3_UMDF_MD_NODISCARD
4073 return ordinary<MatchEventIndicator>(offset);
4082 return UpdateAction::NEW;
4091 return EntryType::QUANTITY_BAND;
4097 ONIXS_B3_UMDF_MD_NODISCARD
4111 ONIXS_B3_UMDF_MD_NODISCARD
4123 ONIXS_B3_UMDF_MD_NODISCARD
4134 ONIXS_B3_UMDF_MD_NODISCARD
4140 return ordinary(value, offset,
NullRptSeq());
4168 minimalBlockLength(version);
4173 ONIXS_B3_UMDF_MD_NODISCARD
4187 ONIXS_B3_UMDF_MD_NODISCARD
4191 return "QuantityBand_21";
4196 ONIXS_B3_UMDF_MD_NODISCARD
4205 ONIXS_B3_UMDF_MD_NODISCARD
4206 std::string toString()
const;
4213 minimalBlockLength(version) +
4214 MessageHeader::Size +
4215 getMinimalVariableFieldsSize(version);
4218 *
this, length, minimalRequiredLength);
4221 void checkCompatibility()
const 4223 assert(TemplateId == templateId());
4225 checkSchema<Schema>(schemaId(), version());
4226 checkLength(bufferSize(), version());
4239 enum { TemplateId = 22 };
4251 checkCompatibility();
4260 assert(message.
valid());
4262 checkCompatibility();
4275 assert(schemaId() == Schema::Id);
4276 assert(version() >= Schema::MinimalVersion);
4277 assert(TemplateId == templateId());
4286 return MessageType::MarketDataIncrementalRefresh;
4296 return ApplVerID::FIX50SP2;
4301 ONIXS_B3_UMDF_MD_NODISCARD
4307 return ordinary<SecurityID>(offset);
4316 return SecurityIDSource::EXCHANGE_SYMBOL;
4321 ONIXS_B3_UMDF_MD_NODISCARD
4331 ONIXS_B3_UMDF_MD_NODISCARD
4337 return ordinary<MatchEventIndicator>(offset);
4346 return UpdateAction::NEW;
4355 return EntryType::PRICE_BAND;
4359 ONIXS_B3_UMDF_MD_NODISCARD
4367 return enumeration<PriceBandType>(value, offset,
NullUInt8());
4371 ONIXS_B3_UMDF_MD_NODISCARD
4379 return enumeration<PriceLimitType>(value, offset,
NullUInt8());
4385 ONIXS_B3_UMDF_MD_NODISCARD
4393 return enumeration<PriceBandMidpointPriceType>(value, offset,
NullUInt8());
4400 ONIXS_B3_UMDF_MD_NODISCARD
4413 ONIXS_B3_UMDF_MD_NODISCARD
4426 ONIXS_B3_UMDF_MD_NODISCARD
4436 ONIXS_B3_UMDF_MD_NODISCARD
4447 ONIXS_B3_UMDF_MD_NODISCARD
4453 return ordinary(value, offset,
NullRptSeq());
4478 minimalBlockLength(version);
4483 ONIXS_B3_UMDF_MD_NODISCARD
4497 ONIXS_B3_UMDF_MD_NODISCARD
4501 return "PriceBand_22";
4506 ONIXS_B3_UMDF_MD_NODISCARD
4515 ONIXS_B3_UMDF_MD_NODISCARD
4516 std::string toString()
const;
4523 minimalBlockLength(version) +
4524 MessageHeader::Size +
4525 getMinimalVariableFieldsSize(version);
4528 *
this, length, minimalRequiredLength);
4531 void checkCompatibility()
const 4533 assert(TemplateId == templateId());
4535 checkSchema<Schema>(schemaId(), version());
4536 checkLength(bufferSize(), version());
4549 enum { TemplateId = 24 };
4561 checkCompatibility();
4570 assert(message.
valid());
4572 checkCompatibility();
4585 assert(schemaId() == Schema::Id);
4586 assert(version() >= Schema::MinimalVersion);
4587 assert(TemplateId == templateId());
4596 return MessageType::MarketDataIncrementalRefresh;
4606 return ApplVerID::FIX50SP2;
4611 ONIXS_B3_UMDF_MD_NODISCARD
4617 return ordinary<SecurityID>(offset);
4626 return SecurityIDSource::EXCHANGE_SYMBOL;
4631 ONIXS_B3_UMDF_MD_NODISCARD
4641 ONIXS_B3_UMDF_MD_NODISCARD
4647 return ordinary<MatchEventIndicator>(offset);
4651 ONIXS_B3_UMDF_MD_NODISCARD
4657 return enumeration<UpdateAction>(offset);
4666 return EntryType::SESSION_HIGH_PRICE;
4671 ONIXS_B3_UMDF_MD_NODISCARD
4681 ONIXS_B3_UMDF_MD_NODISCARD
4687 return decimal<Price>(offset);
4691 ONIXS_B3_UMDF_MD_NODISCARD
4702 ONIXS_B3_UMDF_MD_NODISCARD
4708 return ordinary(value, offset,
NullRptSeq());
4733 minimalBlockLength(version);
4738 ONIXS_B3_UMDF_MD_NODISCARD
4752 ONIXS_B3_UMDF_MD_NODISCARD
4756 return "HighPrice_24";
4761 ONIXS_B3_UMDF_MD_NODISCARD
4770 ONIXS_B3_UMDF_MD_NODISCARD
4771 std::string toString()
const;
4778 minimalBlockLength(version) +
4779 MessageHeader::Size +
4780 getMinimalVariableFieldsSize(version);
4783 *
this, length, minimalRequiredLength);
4786 void checkCompatibility()
const 4788 assert(TemplateId == templateId());
4790 checkSchema<Schema>(schemaId(), version());
4791 checkLength(bufferSize(), version());
4804 enum { TemplateId = 25 };
4816 checkCompatibility();
4825 assert(message.
valid());
4827 checkCompatibility();
4840 assert(schemaId() == Schema::Id);
4841 assert(version() >= Schema::MinimalVersion);
4842 assert(TemplateId == templateId());
4851 return MessageType::MarketDataIncrementalRefresh;
4861 return ApplVerID::FIX50SP2;
4866 ONIXS_B3_UMDF_MD_NODISCARD
4872 return ordinary<SecurityID>(offset);
4881 return SecurityIDSource::EXCHANGE_SYMBOL;
4886 ONIXS_B3_UMDF_MD_NODISCARD
4896 ONIXS_B3_UMDF_MD_NODISCARD
4902 return ordinary<MatchEventIndicator>(offset);
4906 ONIXS_B3_UMDF_MD_NODISCARD
4912 return enumeration<UpdateAction>(offset);
4921 return EntryType::SESSION_LOW_PRICE;
4926 ONIXS_B3_UMDF_MD_NODISCARD
4936 ONIXS_B3_UMDF_MD_NODISCARD
4942 return decimal<Price>(offset);
4946 ONIXS_B3_UMDF_MD_NODISCARD
4957 ONIXS_B3_UMDF_MD_NODISCARD
4963 return ordinary(value, offset,
NullRptSeq());
4988 minimalBlockLength(version);
4993 ONIXS_B3_UMDF_MD_NODISCARD
5007 ONIXS_B3_UMDF_MD_NODISCARD
5011 return "LowPrice_25";
5016 ONIXS_B3_UMDF_MD_NODISCARD
5025 ONIXS_B3_UMDF_MD_NODISCARD
5026 std::string toString()
const;
5033 minimalBlockLength(version) +
5034 MessageHeader::Size +
5035 getMinimalVariableFieldsSize(version);
5038 *
this, length, minimalRequiredLength);
5041 void checkCompatibility()
const 5043 assert(TemplateId == templateId());
5045 checkSchema<Schema>(schemaId(), version());
5046 checkLength(bufferSize(), version());
5059 enum { TemplateId = 27 };
5071 checkCompatibility();
5080 assert(message.
valid());
5082 checkCompatibility();
5095 assert(schemaId() == Schema::Id);
5096 assert(version() >= Schema::MinimalVersion);
5097 assert(TemplateId == templateId());
5106 return MessageType::MarketDataIncrementalRefresh;
5116 return ApplVerID::FIX50SP2;
5121 ONIXS_B3_UMDF_MD_NODISCARD
5127 return ordinary<SecurityID>(offset);
5136 return SecurityIDSource::EXCHANGE_SYMBOL;
5141 ONIXS_B3_UMDF_MD_NODISCARD
5151 ONIXS_B3_UMDF_MD_NODISCARD
5157 return ordinary<MatchEventIndicator>(offset);
5166 return UpdateAction::NEW;
5175 return EntryType::TRADE;
5179 ONIXS_B3_UMDF_MD_NODISCARD
5185 return enumeration<TradingSessionID>(offset);
5189 ONIXS_B3_UMDF_MD_NODISCARD
5195 return ordinary<TradeCondition>(offset);
5199 ONIXS_B3_UMDF_MD_NODISCARD
5205 return decimal<Price>(offset);
5209 ONIXS_B3_UMDF_MD_NODISCARD
5215 return ordinary<Quantity>(offset);
5221 ONIXS_B3_UMDF_MD_NODISCARD
5227 return ordinary<TradeID>(offset);
5231 ONIXS_B3_UMDF_MD_NODISCARD
5241 ONIXS_B3_UMDF_MD_NODISCARD
5252 ONIXS_B3_UMDF_MD_NODISCARD
5262 ONIXS_B3_UMDF_MD_NODISCARD
5273 ONIXS_B3_UMDF_MD_NODISCARD
5279 return ordinary(value, offset,
NullRptSeq());
5285 ONIXS_B3_UMDF_MD_NODISCARD
5297 ONIXS_B3_UMDF_MD_NODISCARD
5307 ONIXS_B3_UMDF_MD_NODISCARD
5313 return enumeration<TrdSubType>(value, offset,
NullUInt8NULL());
5346 ONIXS_B3_UMDF_MD_NODISCARD
5360 ONIXS_B3_UMDF_MD_NODISCARD
5364 return "LastTradePrice_27";
5369 ONIXS_B3_UMDF_MD_NODISCARD
5378 ONIXS_B3_UMDF_MD_NODISCARD
5379 std::string toString()
const;
5386 minimalBlockLength(version) +
5387 MessageHeader::Size +
5388 getMinimalVariableFieldsSize(version);
5391 *
this, length, minimalRequiredLength);
5394 void checkCompatibility()
const 5396 assert(TemplateId == templateId());
5398 checkSchema<Schema>(schemaId(), version());
5399 checkLength(bufferSize(), version());
5412 enum { TemplateId = 28 };
5415 enum { SinceVersion = 9 };
5427 assert(this->version() >= SinceVersion);
5428 checkCompatibility();
5437 assert(message.
valid());
5438 assert(this->version() >= SinceVersion);
5440 checkCompatibility();
5453 assert(schemaId() == Schema::Id);
5454 assert(version() >= SinceVersion);
5455 assert(TemplateId == templateId());
5464 return MessageType::MarketDataIncrementalRefresh;
5474 return ApplVerID::FIX50SP2;
5479 ONIXS_B3_UMDF_MD_NODISCARD
5485 return ordinary<SecurityID>(offset);
5494 return SecurityIDSource::EXCHANGE_SYMBOL;
5499 ONIXS_B3_UMDF_MD_NODISCARD
5509 ONIXS_B3_UMDF_MD_NODISCARD
5515 return ordinary<MatchEventIndicator>(offset);
5524 return UpdateAction::NEW;
5533 return EntryType::SETTLEMENT_PRICE;
5538 ONIXS_B3_UMDF_MD_NODISCARD
5548 ONIXS_B3_UMDF_MD_NODISCARD
5554 return decimal<Price>(offset);
5558 ONIXS_B3_UMDF_MD_NODISCARD
5569 ONIXS_B3_UMDF_MD_NODISCARD
5575 return enumeration<OpenCloseSettlFlag>(offset);
5579 ONIXS_B3_UMDF_MD_NODISCARD
5585 return enumeration<PriceType>(value, offset,
NullUInt8NULL());
5589 ONIXS_B3_UMDF_MD_NODISCARD
5595 return enumeration<SettlPriceType>(offset);
5600 ONIXS_B3_UMDF_MD_NODISCARD
5606 return ordinary(value, offset,
NullRptSeq());
5639 ONIXS_B3_UMDF_MD_NODISCARD
5653 ONIXS_B3_UMDF_MD_NODISCARD
5657 return "SettlementPrice_28";
5662 ONIXS_B3_UMDF_MD_NODISCARD
5671 ONIXS_B3_UMDF_MD_NODISCARD
5672 std::string toString()
const;
5679 minimalBlockLength(version) +
5680 MessageHeader::Size +
5681 getMinimalVariableFieldsSize(version);
5684 *
this, length, minimalRequiredLength);
5687 void checkCompatibility()
const 5689 assert(TemplateId == templateId());
5691 checkSchema<Schema>(schemaId(), version());
5692 checkLength(bufferSize(), version());
5705 enum { TemplateId = 29 };
5708 enum { SinceVersion = 9 };
5720 assert(this->version() >= SinceVersion);
5721 checkCompatibility();
5730 assert(message.
valid());
5731 assert(this->version() >= SinceVersion);
5733 checkCompatibility();
5746 assert(schemaId() == Schema::Id);
5747 assert(version() >= SinceVersion);
5748 assert(TemplateId == templateId());
5757 return MessageType::MarketDataIncrementalRefresh;
5767 return ApplVerID::FIX50SP2;
5772 ONIXS_B3_UMDF_MD_NODISCARD
5778 return ordinary<SecurityID>(offset);
5787 return SecurityIDSource::EXCHANGE_SYMBOL;
5792 ONIXS_B3_UMDF_MD_NODISCARD
5802 ONIXS_B3_UMDF_MD_NODISCARD
5808 return ordinary<MatchEventIndicator>(offset);
5817 return UpdateAction::NEW;
5826 return EntryType::OPEN_INTEREST;
5831 ONIXS_B3_UMDF_MD_NODISCARD
5841 ONIXS_B3_UMDF_MD_NODISCARD
5847 return ordinary<Quantity>(offset);
5851 ONIXS_B3_UMDF_MD_NODISCARD
5862 ONIXS_B3_UMDF_MD_NODISCARD
5868 return ordinary(value, offset,
NullRptSeq());
5901 ONIXS_B3_UMDF_MD_NODISCARD
5915 ONIXS_B3_UMDF_MD_NODISCARD
5919 return "OpenInterest_29";
5924 ONIXS_B3_UMDF_MD_NODISCARD
5933 ONIXS_B3_UMDF_MD_NODISCARD
5934 std::string toString()
const;
5941 minimalBlockLength(version) +
5942 MessageHeader::Size +
5943 getMinimalVariableFieldsSize(version);
5946 *
this, length, minimalRequiredLength);
5949 void checkCompatibility()
const 5951 assert(TemplateId == templateId());
5953 checkSchema<Schema>(schemaId(), version());
5954 checkLength(bufferSize(), version());
5967 enum { TemplateId = 30 };
5979 checkCompatibility();
5988 assert(message.
valid());
5990 checkCompatibility();
6003 assert(schemaId() == Schema::Id);
6004 assert(version() >= Schema::MinimalVersion);
6005 assert(TemplateId == templateId());
6014 return MessageType::MarketDataSnapshotFullRefresh;
6024 return ApplVerID::FIX50SP2;
6029 ONIXS_B3_UMDF_MD_NODISCARD
6035 return ordinary<SecurityID>(offset);
6044 return SecurityIDSource::EXCHANGE_SYMBOL;
6049 ONIXS_B3_UMDF_MD_NODISCARD
6061 ONIXS_B3_UMDF_MD_NODISCARD
6067 return ordinary<SeqNum>(offset);
6072 ONIXS_B3_UMDF_MD_NODISCARD
6078 return ordinary<UInt32>(offset);
6082 ONIXS_B3_UMDF_MD_NODISCARD
6088 return ordinary<UInt32>(offset);
6092 ONIXS_B3_UMDF_MD_NODISCARD
6098 return ordinary<UInt32>(offset);
6103 ONIXS_B3_UMDF_MD_NODISCARD
6109 return ordinary<UInt16>(offset);
6116 ONIXS_B3_UMDF_MD_NODISCARD
6122 return ordinary(value, offset,
NullRptSeq());
6150 minimalBlockLength(version);
6155 ONIXS_B3_UMDF_MD_NODISCARD
6169 ONIXS_B3_UMDF_MD_NODISCARD
6173 return "SnapshotFullRefresh_Header_30";
6178 ONIXS_B3_UMDF_MD_NODISCARD
6184 "SnapshotFullRefresh_Header_30");
6188 ONIXS_B3_UMDF_MD_NODISCARD
6189 std::string toString()
const;
6196 minimalBlockLength(version) +
6197 MessageHeader::Size +
6198 getMinimalVariableFieldsSize(version);
6201 *
this, length, minimalRequiredLength);
6204 void checkCompatibility()
const 6206 assert(TemplateId == templateId());
6208 checkSchema<Schema>(schemaId(), version());
6209 checkLength(bufferSize(), version());
6222 enum { TemplateId = 50 };
6234 checkCompatibility();
6243 assert(message.
valid());
6245 checkCompatibility();
6258 assert(schemaId() == Schema::Id);
6259 assert(version() >= Schema::MinimalVersion);
6260 assert(TemplateId == templateId());
6269 return MessageType::MarketDataIncrementalRefresh;
6279 return ApplVerID::FIX50SP2;
6284 ONIXS_B3_UMDF_MD_NODISCARD
6290 return ordinary<SecurityID>(offset);
6299 return SecurityIDSource::EXCHANGE_SYMBOL;
6304 ONIXS_B3_UMDF_MD_NODISCARD
6313 ONIXS_B3_UMDF_MD_NODISCARD
6319 return ordinary<MatchEventIndicator>(offset);
6323 ONIXS_B3_UMDF_MD_NODISCARD
6329 return enumeration<UpdateAction>(offset);
6333 ONIXS_B3_UMDF_MD_NODISCARD
6339 return enumeration<EntryType>(offset);
6344 ONIXS_B3_UMDF_MD_NODISCARD
6355 ONIXS_B3_UMDF_MD_NODISCARD
6361 return ordinary<Quantity>(offset);
6367 ONIXS_B3_UMDF_MD_NODISCARD
6373 return ordinary<EntryPositionNo>(offset);
6377 ONIXS_B3_UMDF_MD_NODISCARD
6389 ONIXS_B3_UMDF_MD_NODISCARD
6401 ONIXS_B3_UMDF_MD_NODISCARD
6407 return ordinary<OrderID>(offset);
6412 ONIXS_B3_UMDF_MD_NODISCARD
6418 return ordinary(value, offset,
NullRptSeq());
6422 ONIXS_B3_UMDF_MD_NODISCARD
6456 minimalBlockLength(version);
6461 ONIXS_B3_UMDF_MD_NODISCARD
6475 ONIXS_B3_UMDF_MD_NODISCARD
6479 return "Order_MBO_50";
6484 ONIXS_B3_UMDF_MD_NODISCARD
6493 ONIXS_B3_UMDF_MD_NODISCARD
6494 std::string toString()
const;
6501 minimalBlockLength(version) +
6502 MessageHeader::Size +
6503 getMinimalVariableFieldsSize(version);
6506 *
this, length, minimalRequiredLength);
6509 void checkCompatibility()
const 6511 assert(TemplateId == templateId());
6513 checkSchema<Schema>(schemaId(), version());
6514 checkLength(bufferSize(), version());
6527 enum { TemplateId = 51 };
6539 checkCompatibility();
6548 assert(message.
valid());
6550 checkCompatibility();
6563 assert(schemaId() == Schema::Id);
6564 assert(version() >= Schema::MinimalVersion);
6565 assert(TemplateId == templateId());
6574 return MessageType::MarketDataIncrementalRefresh;
6584 return ApplVerID::FIX50SP2;
6589 ONIXS_B3_UMDF_MD_NODISCARD
6595 return ordinary<SecurityID>(offset);
6604 return SecurityIDSource::EXCHANGE_SYMBOL;
6609 ONIXS_B3_UMDF_MD_NODISCARD
6618 ONIXS_B3_UMDF_MD_NODISCARD
6624 return ordinary<MatchEventIndicator>(offset);
6633 return UpdateAction::DELETE;
6637 ONIXS_B3_UMDF_MD_NODISCARD
6643 return enumeration<EntryType>(offset);
6649 ONIXS_B3_UMDF_MD_NODISCARD
6655 return ordinary<EntryPositionNo>(offset);
6659 ONIXS_B3_UMDF_MD_NODISCARD
6671 ONIXS_B3_UMDF_MD_NODISCARD
6677 return ordinary<OrderID>(offset);
6681 ONIXS_B3_UMDF_MD_NODISCARD
6692 ONIXS_B3_UMDF_MD_NODISCARD
6698 return ordinary(value, offset,
NullRptSeq());
6726 minimalBlockLength(version);
6731 ONIXS_B3_UMDF_MD_NODISCARD
6745 ONIXS_B3_UMDF_MD_NODISCARD
6749 return "DeleteOrder_MBO_51";
6754 ONIXS_B3_UMDF_MD_NODISCARD
6763 ONIXS_B3_UMDF_MD_NODISCARD
6764 std::string toString()
const;
6771 minimalBlockLength(version) +
6772 MessageHeader::Size +
6773 getMinimalVariableFieldsSize(version);
6776 *
this, length, minimalRequiredLength);
6779 void checkCompatibility()
const 6781 assert(TemplateId == templateId());
6783 checkSchema<Schema>(schemaId(), version());
6784 checkLength(bufferSize(), version());
6797 enum { TemplateId = 52 };
6809 checkCompatibility();
6818 assert(message.
valid());
6820 checkCompatibility();
6833 assert(schemaId() == Schema::Id);
6834 assert(version() >= Schema::MinimalVersion);
6835 assert(TemplateId == templateId());
6844 return MessageType::MarketDataIncrementalRefresh;
6854 return ApplVerID::FIX50SP2;
6859 ONIXS_B3_UMDF_MD_NODISCARD
6865 return ordinary<SecurityID>(offset);
6874 return SecurityIDSource::EXCHANGE_SYMBOL;
6879 ONIXS_B3_UMDF_MD_NODISCARD
6888 ONIXS_B3_UMDF_MD_NODISCARD
6894 return ordinary<MatchEventIndicator>(offset);
6898 ONIXS_B3_UMDF_MD_NODISCARD
6904 return enumeration<UpdateAction>(offset);
6908 ONIXS_B3_UMDF_MD_NODISCARD
6914 return enumeration<EntryType>(offset);
6919 ONIXS_B3_UMDF_MD_NODISCARD
6925 return ordinary<EntryPositionNo>(offset);
6929 ONIXS_B3_UMDF_MD_NODISCARD
6940 ONIXS_B3_UMDF_MD_NODISCARD
6946 return ordinary(value, offset,
NullRptSeq());
6974 minimalBlockLength(version);
6979 ONIXS_B3_UMDF_MD_NODISCARD
6993 ONIXS_B3_UMDF_MD_NODISCARD
6997 return "MassDeleteOrders_MBO_52";
7002 ONIXS_B3_UMDF_MD_NODISCARD
7008 "MassDeleteOrders_MBO_52");
7012 ONIXS_B3_UMDF_MD_NODISCARD
7013 std::string toString()
const;
7020 minimalBlockLength(version) +
7021 MessageHeader::Size +
7022 getMinimalVariableFieldsSize(version);
7025 *
this, length, minimalRequiredLength);
7028 void checkCompatibility()
const 7030 assert(TemplateId == templateId());
7032 checkSchema<Schema>(schemaId(), version());
7033 checkLength(bufferSize(), version());
7046 enum { TemplateId = 53 };
7058 checkCompatibility();
7067 assert(message.
valid());
7069 checkCompatibility();
7082 assert(schemaId() == Schema::Id);
7083 assert(version() >= Schema::MinimalVersion);
7084 assert(TemplateId == templateId());
7093 return MessageType::MarketDataIncrementalRefresh;
7103 return ApplVerID::FIX50SP2;
7108 ONIXS_B3_UMDF_MD_NODISCARD
7114 return ordinary<SecurityID>(offset);
7123 return SecurityIDSource::EXCHANGE_SYMBOL;
7128 ONIXS_B3_UMDF_MD_NODISCARD
7138 ONIXS_B3_UMDF_MD_NODISCARD
7144 return ordinary<MatchEventIndicator>(offset);
7153 return UpdateAction::NEW;
7162 return EntryType::TRADE;
7166 ONIXS_B3_UMDF_MD_NODISCARD
7172 return enumeration<TradingSessionID>(offset);
7176 ONIXS_B3_UMDF_MD_NODISCARD
7182 return ordinary<TradeCondition>(offset);
7186 ONIXS_B3_UMDF_MD_NODISCARD
7192 return decimal<Price>(offset);
7196 ONIXS_B3_UMDF_MD_NODISCARD
7202 return ordinary<Quantity>(offset);
7208 ONIXS_B3_UMDF_MD_NODISCARD
7214 return ordinary<TradeID>(offset);
7218 ONIXS_B3_UMDF_MD_NODISCARD
7228 ONIXS_B3_UMDF_MD_NODISCARD
7239 ONIXS_B3_UMDF_MD_NODISCARD
7249 ONIXS_B3_UMDF_MD_NODISCARD
7255 return enumeration<TrdSubType>(value, offset,
NullUInt8NULL());
7259 ONIXS_B3_UMDF_MD_NODISCARD
7270 ONIXS_B3_UMDF_MD_NODISCARD
7276 return ordinary(value, offset,
NullRptSeq());
7304 minimalBlockLength(version);
7309 ONIXS_B3_UMDF_MD_NODISCARD
7323 ONIXS_B3_UMDF_MD_NODISCARD
7332 ONIXS_B3_UMDF_MD_NODISCARD
7341 ONIXS_B3_UMDF_MD_NODISCARD
7342 std::string toString()
const;
7349 minimalBlockLength(version) +
7350 MessageHeader::Size +
7351 getMinimalVariableFieldsSize(version);
7354 *
this, length, minimalRequiredLength);
7357 void checkCompatibility()
const 7359 assert(TemplateId == templateId());
7361 checkSchema<Schema>(schemaId(), version());
7362 checkLength(bufferSize(), version());
7375 enum { TemplateId = 54 };
7387 checkCompatibility();
7396 assert(message.
valid());
7398 checkCompatibility();
7411 assert(schemaId() == Schema::Id);
7412 assert(version() >= Schema::MinimalVersion);
7413 assert(TemplateId == templateId());
7422 return MessageType::MarketDataIncrementalRefresh;
7432 return ApplVerID::FIX50SP2;
7437 ONIXS_B3_UMDF_MD_NODISCARD
7443 return ordinary<SecurityID>(offset);
7452 return SecurityIDSource::EXCHANGE_SYMBOL;
7457 ONIXS_B3_UMDF_MD_NODISCARD
7466 ONIXS_B3_UMDF_MD_NODISCARD
7472 return ordinary<MatchEventIndicator>(offset);
7481 return UpdateAction::NEW;
7490 return EntryType::TRADE;
7494 ONIXS_B3_UMDF_MD_NODISCARD
7500 return enumeration<TradingSessionID>(offset);
7504 ONIXS_B3_UMDF_MD_NODISCARD
7510 return ordinary<TradeCondition>(offset);
7514 ONIXS_B3_UMDF_MD_NODISCARD
7520 return decimal<Price>(offset);
7524 ONIXS_B3_UMDF_MD_NODISCARD
7530 return ordinary<Quantity>(offset);
7536 ONIXS_B3_UMDF_MD_NODISCARD
7542 return ordinary<TradeID>(offset);
7546 ONIXS_B3_UMDF_MD_NODISCARD
7556 ONIXS_B3_UMDF_MD_NODISCARD
7567 ONIXS_B3_UMDF_MD_NODISCARD
7577 ONIXS_B3_UMDF_MD_NODISCARD
7588 ONIXS_B3_UMDF_MD_NODISCARD
7594 return ordinary(value, offset,
NullRptSeq());
7600 ONIXS_B3_UMDF_MD_NODISCARD
7612 ONIXS_B3_UMDF_MD_NODISCARD
7622 ONIXS_B3_UMDF_MD_NODISCARD
7628 return enumeration<TrdSubType>(value, offset,
NullUInt8NULL());
7661 ONIXS_B3_UMDF_MD_NODISCARD
7675 ONIXS_B3_UMDF_MD_NODISCARD
7679 return "ForwardTrade_54";
7684 ONIXS_B3_UMDF_MD_NODISCARD
7693 ONIXS_B3_UMDF_MD_NODISCARD
7694 std::string toString()
const;
7701 minimalBlockLength(version) +
7702 MessageHeader::Size +
7703 getMinimalVariableFieldsSize(version);
7706 *
this, length, minimalRequiredLength);
7709 void checkCompatibility()
const 7711 assert(TemplateId == templateId());
7713 checkSchema<Schema>(schemaId(), version());
7714 checkLength(bufferSize(), version());
7727 enum { TemplateId = 55 };
7739 checkCompatibility();
7748 assert(message.
valid());
7750 checkCompatibility();
7763 assert(schemaId() == Schema::Id);
7764 assert(version() >= Schema::MinimalVersion);
7765 assert(TemplateId == templateId());
7774 return MessageType::MarketDataIncrementalRefresh;
7784 return ApplVerID::FIX50SP2;
7789 ONIXS_B3_UMDF_MD_NODISCARD
7795 return ordinary<SecurityID>(offset);
7804 return SecurityIDSource::EXCHANGE_SYMBOL;
7809 ONIXS_B3_UMDF_MD_NODISCARD
7823 return UpdateAction::NEW;
7832 return EntryType::EXECUTION_SUMMARY;
7836 ONIXS_B3_UMDF_MD_NODISCARD
7842 return enumeration<AggressorSide>(offset);
7846 ONIXS_B3_UMDF_MD_NODISCARD
7852 return decimal<Price>(offset);
7856 ONIXS_B3_UMDF_MD_NODISCARD
7862 return ordinary<Quantity>(offset);
7867 ONIXS_B3_UMDF_MD_NODISCARD
7878 ONIXS_B3_UMDF_MD_NODISCARD
7888 ONIXS_B3_UMDF_MD_NODISCARD
7899 ONIXS_B3_UMDF_MD_NODISCARD
7905 return ordinary(value, offset,
NullRptSeq());
7910 ONIXS_B3_UMDF_MD_NODISCARD
7944 minimalBlockLength(version);
7949 ONIXS_B3_UMDF_MD_NODISCARD
7963 ONIXS_B3_UMDF_MD_NODISCARD
7967 return "ExecutionSummary_55";
7972 ONIXS_B3_UMDF_MD_NODISCARD
7981 ONIXS_B3_UMDF_MD_NODISCARD
7982 std::string toString()
const;
7989 minimalBlockLength(version) +
7990 MessageHeader::Size +
7991 getMinimalVariableFieldsSize(version);
7994 *
this, length, minimalRequiredLength);
7997 void checkCompatibility()
const 7999 assert(TemplateId == templateId());
8001 checkSchema<Schema>(schemaId(), version());
8002 checkLength(bufferSize(), version());
8015 enum { TemplateId = 56 };
8027 checkCompatibility();
8036 assert(message.
valid());
8038 checkCompatibility();
8051 assert(schemaId() == Schema::Id);
8052 assert(version() >= Schema::MinimalVersion);
8053 assert(TemplateId == templateId());
8062 return MessageType::MarketDataIncrementalRefresh;
8072 return ApplVerID::FIX50SP2;
8077 ONIXS_B3_UMDF_MD_NODISCARD
8083 return ordinary<SecurityID>(offset);
8092 return SecurityIDSource::EXCHANGE_SYMBOL;
8097 ONIXS_B3_UMDF_MD_NODISCARD
8106 ONIXS_B3_UMDF_MD_NODISCARD
8112 return ordinary<MatchEventIndicator>(offset);
8121 return UpdateAction::NEW;
8130 return EntryType::EXECUTION_STATISTICS;
8134 ONIXS_B3_UMDF_MD_NODISCARD
8140 return enumeration<TradingSessionID>(offset);
8145 ONIXS_B3_UMDF_MD_NODISCARD
8155 ONIXS_B3_UMDF_MD_NODISCARD
8161 return ordinary<QuantityVolume>(offset);
8165 ONIXS_B3_UMDF_MD_NODISCARD
8176 ONIXS_B3_UMDF_MD_NODISCARD
8188 ONIXS_B3_UMDF_MD_NODISCARD
8194 return ordinary<NumberOfTrades>(offset);
8198 ONIXS_B3_UMDF_MD_NODISCARD
8209 ONIXS_B3_UMDF_MD_NODISCARD
8215 return ordinary(value, offset,
NullRptSeq());
8240 minimalBlockLength(version);
8245 ONIXS_B3_UMDF_MD_NODISCARD
8259 ONIXS_B3_UMDF_MD_NODISCARD
8263 return "ExecutionStatistics_56";
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 = 57 };
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::DELETE;
8426 return EntryType::TRADE_BUST;
8430 ONIXS_B3_UMDF_MD_NODISCARD
8436 return enumeration<TradingSessionID>(offset);
8440 ONIXS_B3_UMDF_MD_NODISCARD
8446 return decimal<Price>(offset);
8450 ONIXS_B3_UMDF_MD_NODISCARD
8456 return ordinary<Quantity>(offset);
8462 ONIXS_B3_UMDF_MD_NODISCARD
8468 return ordinary<TradeID>(offset);
8473 ONIXS_B3_UMDF_MD_NODISCARD
8483 ONIXS_B3_UMDF_MD_NODISCARD
8494 ONIXS_B3_UMDF_MD_NODISCARD
8500 return ordinary(value, offset,
NullRptSeq());
8528 minimalBlockLength(version);
8533 ONIXS_B3_UMDF_MD_NODISCARD
8547 ONIXS_B3_UMDF_MD_NODISCARD
8551 return "TradeBust_57";
8556 ONIXS_B3_UMDF_MD_NODISCARD
8565 ONIXS_B3_UMDF_MD_NODISCARD
8566 std::string toString()
const;
8573 minimalBlockLength(version) +
8574 MessageHeader::Size +
8575 getMinimalVariableFieldsSize(version);
8578 *
this, length, minimalRequiredLength);
8581 void checkCompatibility()
const 8583 assert(TemplateId == templateId());
8585 checkSchema<Schema>(schemaId(), version());
8586 checkLength(bufferSize(), version());
8599 enum { TemplateId = 71 };
8625 assert(version >= Schema::MinimalVersion);
8626 assert(length >= minimalBlockLength(version));
8631 ONIXS_B3_UMDF_MD_NODISCARD
8642 ONIXS_B3_UMDF_MD_NODISCARD
8648 return ordinary<Quantity>(offset);
8654 ONIXS_B3_UMDF_MD_NODISCARD
8660 return ordinary<EntryPositionNo>(offset);
8664 ONIXS_B3_UMDF_MD_NODISCARD
8676 ONIXS_B3_UMDF_MD_NODISCARD
8688 ONIXS_B3_UMDF_MD_NODISCARD
8694 return ordinary<OrderID>(offset);
8698 ONIXS_B3_UMDF_MD_NODISCARD
8704 return enumeration<EntryType>(offset);
8708 ONIXS_B3_UMDF_MD_NODISCARD
8717 return ordinary(value, offset,
NullUInt8(), since);
8729 minimalBlockLength(version);
8748 ONIXS_B3_UMDF_MD_NODISCARD
8752 return "SnapshotFullRefresh_Orders_MBO_71.Entry";
8771 checkCompatibility();
8780 assert(message.
valid());
8782 checkCompatibility();
8795 assert(schemaId() == Schema::Id);
8796 assert(version() >= Schema::MinimalVersion);
8797 assert(TemplateId == templateId());
8806 return MessageType::MarketDataSnapshotFullRefresh;
8816 return ApplVerID::FIX50SP2;
8821 ONIXS_B3_UMDF_MD_NODISCARD
8827 return ordinary<SecurityID>(offset);
8836 return SecurityIDSource::EXCHANGE_SYMBOL;
8841 ONIXS_B3_UMDF_MD_NODISCARD
8850 ONIXS_B3_UMDF_MD_NODISCARD
8854 return getGroup<Entries>(EntriesAccess(), *
this);
8879 minimalBlockLength(version);
8884 ONIXS_B3_UMDF_MD_NODISCARD
8898 ONIXS_B3_UMDF_MD_NODISCARD
8902 return "SnapshotFullRefresh_Orders_MBO_71";
8907 ONIXS_B3_UMDF_MD_NODISCARD
8913 "SnapshotFullRefresh_Orders_MBO_71");
8917 ONIXS_B3_UMDF_MD_NODISCARD
8918 std::string toString()
const;
8925 minimalBlockLength(version) +
8926 MessageHeader::Size +
8927 getMinimalVariableFieldsSize(version);
8930 *
this, length, minimalRequiredLength);
8934 void checkVarLenFields()
const 8937 checkTail<Entries>();
8940 void checkCompatibility()
const 8942 assert(TemplateId == templateId());
8944 checkSchema<Schema>(schemaId(), version());
8945 checkLength(bufferSize(), version());
8946 checkVarLenFields();
8950 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.
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 status of the security changed.
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.
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.
#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
Week, month and year of the maturity (used for standardized futures and options). ...
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
Timestamp when the mass delete order event occurred.
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.
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 and/or the trade is implied.
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...
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 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
Timestamp when the order event occurred.
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.
#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 and/or implied order.
ONIXS_B3_UMDF_MD_NODISCARD bool avgDailyTradedQty(QuantityVolumeOptional &value) const
Daily average shares traded within 30 days – equity market only.
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
Timestamp when the last trade of the execution event occurred.
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.
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 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.
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.
ONIXS_B3_UMDF_MD_NODISCARD bool matchEventIndicator(MatchEventIndicator &value) const
Identifies if this order is implied or not.
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
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 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.
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_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.
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.
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.
ONIXS_B3_UMDF_MD_NODISCARD bool rptSeq(RptSeq &value) const
Sequence number per instrument update.
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.
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 phase of the security group changed.
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
Timestamp when the trade bust event occurred.
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
Timestamp when the trade event occurred.
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
Timestamp when the trade event occurred.
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.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(SchemaVersion version)
Minimal size of message body in bytes.
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.
static ONIXS_B3_UMDF_MD_API BlockLength minimalBlockLength(SchemaVersion version)
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.
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()
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
Timestamp when the order event occurred.
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_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 bool impliedMarketIndicator(ImpliedMarketIndicator::Enum &value) const
Indicates that an implied order can be created for the instrument.
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.
Week, month and year of the maturity (used for standardized futures and options). ...
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..
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_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.
Enum
Indicates that an implied order can be created for the instrument.
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).
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()
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.