33 ONIXS_B3_UMDF_MD_NODISCARD
39 return Message(message);
53 ONIXS_B3_UMDF_MD_NODISCARD
61 case SequenceReset_1::TemplateId:
71 case Sequence_2::TemplateId:
81 case EmptyBook_9::TemplateId:
91 case ChannelReset_11::TemplateId:
101 case SecurityStatus_3::TemplateId:
111 case SecurityGroupPhase_10::TemplateId:
121 case SecurityDefinition_12::TemplateId:
131 case News_5::TemplateId:
141 case OpeningPrice_15::TemplateId:
151 case TheoreticalOpeningPrice_16::TemplateId:
161 case ClosingPrice_17::TemplateId:
171 case AuctionImbalance_19::TemplateId:
181 case QuantityBand_21::TemplateId:
191 case PriceBand_22::TemplateId:
201 case HighPrice_24::TemplateId:
211 case LowPrice_25::TemplateId:
221 case LastTradePrice_27::TemplateId:
231 case SettlementPrice_28::TemplateId:
241 case OpenInterest_29::TemplateId:
251 case SnapshotFullRefresh_Header_30::TemplateId:
261 case Order_MBO_50::TemplateId:
271 case DeleteOrder_MBO_51::TemplateId:
281 case MassDeleteOrders_MBO_52::TemplateId:
291 case Trade_53::TemplateId:
301 case ForwardTrade_54::TemplateId:
311 case ExecutionSummary_55::TemplateId:
321 case ExecutionStatistics_56::TemplateId:
331 case TradeBust_57::TemplateId:
341 case SnapshotFullRefresh_Orders_MBO_71::TemplateId:
Trading status for security groups.
The theoretical opening price is also sent on this block and is calculated and updated based on the o...
MessageTemplateId templateId() const
Used to reset the incremental stream or indicate the loop on instrument definition or snapshot recove...
Conveys market information of B3 market surveillance notifications and news produced by agencies...
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...
Summary information about closing trading sessions per market data stream..
Total number of contracts in a commodity or options market that are still open..
ONIXS_B3_UMDF_MD_NODISCARD ONIXS_B3_UMDF_MD_PURE Message typify(const SbeMessage &message)
Casts SBE-encoded message to a given type.
Disseminates the creation or modification of a new order..
The lowest price traded for the security in the trading session..
The highest price traded for the security in the trading session..
Market Data Incremental Refresh - Empty Book.
The latest price traded for the security in the trading session..
Channel Reset (remove all instruments, empty all books and statistics).
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_END
Settlement price or the previous day’s adjusted closing price..
Relays execution summary information on one instrument..
Relays execution summary statistics information on one instrument..
Disseminates mass deletion of orders..
ONIXS_B3_UMDF_MD_NODISCARD bool processTypified(SbeMessage binary, Processor &processor)
Casts a given binary message according to template/type information and processes the cast messages b...
Disseminates the deletion of a new order..
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_BEGIN
Partial list of orders for the snapshot of a single instrument..
Trading status for instruments.
Relays trade information on one Forward instrument.
Relays trade information on one instrument..
Sent in incremental, snapshot and instrument list feeds in periods of no activity..
Relays trade bust (trade reversal) information on one instrument..