39 return Message(message);
57 Processor&& processor)
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_END
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_BEGIN
#define ONIXS_B3_UMDF_MD_NODISCARD
#define ONIXS_B3_UMDF_MD_PURE
MessageTemplateId templateId() const noexcept
Message typify(const SbeMessage message)
Casts SBE-encoded message to a given type.
bool processTypified(const SbeMessage binary, Processor &&processor)
Casts a given binary message according to template/type information and processes the cast messages b...
Carries auction imbalance information, indicating the remaining quantity and to which side (buyer or ...
Channel Reset (remove all instruments, empty all books and statistics).
Summary information about closing trading sessions per market data stream.
Disseminates the deletion of a new order.
Market Data Incremental Refresh - Empty Book.
Relays execution summary statistics information on one instrument.
Relays execution summary information on one instrument.
Relays trade information on one Forward instrument.
The highest price traded for the security in the trading session.
The latest price traded for the security in the trading session.
The lowest price traded for the security in the trading session.
Disseminates mass deletion of orders.
Conveys market information of B3 market surveillance notifications and news produced by agencies.
Total number of contracts in a commodity or options market that are still open.
Carries the summary information about opening trading session events per market data stream.
Disseminates the creation or modification of a new order.
Trading status for security groups.
Trading status for instruments.
Used to reset the incremental stream or indicate the loop on instrument definition or snapshot recove...
Sent in incremental, snapshot and instrument list feeds in periods of no activity.
Settlement price or the previous day’s adjusted closing price.
Partial list of orders for the snapshot of a single instrument.
The theoretical opening price is also sent on this block and is calculated and updated based on the o...
Relays trade bust (trade reversal) information on one instrument.
Relays trade information on one instrument.