OnixS C++ CME MDP Conflated UDP Handler 1.1.2
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Messages.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23#include <OnixS/CME/ConflatedUDP/Messages.h>
24#include <OnixS/CME/ConflatedUDP/FIX/Message.h>
25
26namespace Base = OnixS::CME::ConflatedUDP;
27
28ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
29
30ONIXS_CONFLATEDUDP_LTWT_CLASS
31ChannelReset4
32: public Message
33{
34 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
35 Accessor : MessageAccessor
36 {
37 StrRef type() const
38 {
39 return Binary::fixType();
40 }
41
42 Field
43 field(
44 const BinaryMessage&,
45 Tag) const;
46
47 Group
48 group(
49 const BinaryMessage&,
50 Tag) const;
51
52 void
53 toFix(
54 std::string&,
55 const BinaryMessage&) const;
56
57 static
58 const
59 MessageAccessor&
60 self()
61 {
62 static const Accessor self_;
63 return self_;
64 }
65 };
66
67public:
68 typedef
69 Base::ChannelReset4
70 Binary;
71
72 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(Entries);
73
74 ONIXS_CONFLATEDUDP_LTWT_CLASS
75 Entry : public GroupEntry
76 {
77 friend
78 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
79 (
80 Entries
81 );
82
83 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
84 Accessor : GroupEntryAccessor
85 {
86 Field
87 field(
88 const GroupEntrySource&,
89 Tag) const;
90
91 static
92 const
93 GroupEntryAccessor&
94 self()
95 {
96 static const Accessor self_;
97 return self_;
98 }
99 };
100
101 public:
102 typedef
103 Binary::Entry
104 BinaryEntry;
105
106 Entry(
107 const BinaryEntry& entry)
108 : GroupEntry(
109 entry,
110 Accessor::self())
111 {
112 }
113
114 };
115
116 ONIXS_CONFLATEDUDP_LTWT_STRUCT
117 Entries : Group
118 {
119 typedef
120 Binary::Entries
121 BinaryEntries;
122
123 Entries(
124 const BinaryEntries& group)
125 : Group(
126 group.entries(),
127 Entry::Accessor::self())
128 {
129 }
130 };
131
132 ChannelReset4(
133 const Binary& message)
134 : Message(
135 message,
136 Accessor::self())
137 {
138 }
139};
140
141ONIXS_CONFLATEDUDP_LTWT_CLASS
142AdminHeartbeat12
143: public Message
144{
145 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
146 Accessor : MessageAccessor
147 {
148 StrRef type() const
149 {
150 return Binary::fixType();
151 }
152
153 Field
154 field(
155 const BinaryMessage&,
156 Tag) const;
157
158 Group
159 group(
160 const BinaryMessage&,
161 Tag) const;
162
163 void
164 toFix(
165 std::string&,
166 const BinaryMessage&) const;
167
168 static
169 const
170 MessageAccessor&
171 self()
172 {
173 static const Accessor self_;
174 return self_;
175 }
176 };
177
178public:
179 typedef
180 Base::AdminHeartbeat12
181 Binary;
182
183 AdminHeartbeat12(
184 const Binary& message)
185 : Message(
186 message,
187 Accessor::self())
188 {
189 }
190};
191
192ONIXS_CONFLATEDUDP_LTWT_CLASS
193AdminLogin15
194: public Message
195{
196 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
197 Accessor : MessageAccessor
198 {
199 StrRef type() const
200 {
201 return Binary::fixType();
202 }
203
204 Field
205 field(
206 const BinaryMessage&,
207 Tag) const;
208
209 Group
210 group(
211 const BinaryMessage&,
212 Tag) const;
213
214 void
215 toFix(
216 std::string&,
217 const BinaryMessage&) const;
218
219 static
220 const
221 MessageAccessor&
222 self()
223 {
224 static const Accessor self_;
225 return self_;
226 }
227 };
228
229public:
230 typedef
231 Base::AdminLogin15
232 Binary;
233
234 AdminLogin15(
235 const Binary& message)
236 : Message(
237 message,
238 Accessor::self())
239 {
240 }
241};
242
243ONIXS_CONFLATEDUDP_LTWT_CLASS
244AdminLogout16
245: public Message
246{
247 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
248 Accessor : MessageAccessor
249 {
250 StrRef type() const
251 {
252 return Binary::fixType();
253 }
254
255 Field
256 field(
257 const BinaryMessage&,
258 Tag) const;
259
260 Group
261 group(
262 const BinaryMessage&,
263 Tag) const;
264
265 void
266 toFix(
267 std::string&,
268 const BinaryMessage&) const;
269
270 static
271 const
272 MessageAccessor&
273 self()
274 {
275 static const Accessor self_;
276 return self_;
277 }
278 };
279
280public:
281 typedef
282 Base::AdminLogout16
283 Binary;
284
285 AdminLogout16(
286 const Binary& message)
287 : Message(
288 message,
289 Accessor::self())
290 {
291 }
292};
293
294ONIXS_CONFLATEDUDP_LTWT_CLASS
295SecurityStatus30
296: public Message
297{
298 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
299 Accessor : MessageAccessor
300 {
301 StrRef type() const
302 {
303 return Binary::fixType();
304 }
305
306 Field
307 field(
308 const BinaryMessage&,
309 Tag) const;
310
311 Group
312 group(
313 const BinaryMessage&,
314 Tag) const;
315
316 void
317 toFix(
318 std::string&,
319 const BinaryMessage&) const;
320
321 static
322 const
323 MessageAccessor&
324 self()
325 {
326 static const Accessor self_;
327 return self_;
328 }
329 };
330
331public:
332 typedef
333 Base::SecurityStatus30
334 Binary;
335
336 SecurityStatus30(
337 const Binary& message)
338 : Message(
339 message,
340 Accessor::self())
341 {
342 }
343};
344
345ONIXS_CONFLATEDUDP_LTWT_CLASS
346IncrementalRefreshLimitsBanding50
347: public Message
348{
349 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
350 Accessor : MessageAccessor
351 {
352 StrRef type() const
353 {
354 return Binary::fixType();
355 }
356
357 Field
358 field(
359 const BinaryMessage&,
360 Tag) const;
361
362 Group
363 group(
364 const BinaryMessage&,
365 Tag) const;
366
367 void
368 toFix(
369 std::string&,
370 const BinaryMessage&) const;
371
372 static
373 const
374 MessageAccessor&
375 self()
376 {
377 static const Accessor self_;
378 return self_;
379 }
380 };
381
382public:
383 typedef
384 Base::IncrementalRefreshLimitsBanding50
385 Binary;
386
387 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(Entries);
388
389 ONIXS_CONFLATEDUDP_LTWT_CLASS
390 Entry : public GroupEntry
391 {
392 friend
393 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
394 (
395 Entries
396 );
397
398 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
399 Accessor : GroupEntryAccessor
400 {
401 Field
402 field(
403 const GroupEntrySource&,
404 Tag) const;
405
406 static
407 const
408 GroupEntryAccessor&
409 self()
410 {
411 static const Accessor self_;
412 return self_;
413 }
414 };
415
416 public:
417 typedef
418 Binary::Entry
419 BinaryEntry;
420
421 Entry(
422 const BinaryEntry& entry)
423 : GroupEntry(
424 entry,
425 Accessor::self())
426 {
427 }
428
429 };
430
431 ONIXS_CONFLATEDUDP_LTWT_STRUCT
432 Entries : Group
433 {
434 typedef
435 Binary::Entries
436 BinaryEntries;
437
438 Entries(
439 const BinaryEntries& group)
440 : Group(
441 group.entries(),
442 Entry::Accessor::self())
443 {
444 }
445 };
446
447 IncrementalRefreshLimitsBanding50(
448 const Binary& message)
449 : Message(
450 message,
451 Accessor::self())
452 {
453 }
454};
455
456ONIXS_CONFLATEDUDP_LTWT_CLASS
457AdminLogin408
458: public Message
459{
460 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
461 Accessor : MessageAccessor
462 {
463 StrRef type() const
464 {
465 return Binary::fixType();
466 }
467
468 Field
469 field(
470 const BinaryMessage&,
471 Tag) const;
472
473 Group
474 group(
475 const BinaryMessage&,
476 Tag) const;
477
478 void
479 toFix(
480 std::string&,
481 const BinaryMessage&) const;
482
483 static
484 const
485 MessageAccessor&
486 self()
487 {
488 static const Accessor self_;
489 return self_;
490 }
491 };
492
493public:
494 typedef
495 Base::AdminLogin408
496 Binary;
497
498 AdminLogin408(
499 const Binary& message)
500 : Message(
501 message,
502 Accessor::self())
503 {
504 }
505};
506
507ONIXS_CONFLATEDUDP_LTWT_CLASS
508AdminLogout409
509: public Message
510{
511 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
512 Accessor : MessageAccessor
513 {
514 StrRef type() const
515 {
516 return Binary::fixType();
517 }
518
519 Field
520 field(
521 const BinaryMessage&,
522 Tag) const;
523
524 Group
525 group(
526 const BinaryMessage&,
527 Tag) const;
528
529 void
530 toFix(
531 std::string&,
532 const BinaryMessage&) const;
533
534 static
535 const
536 MessageAccessor&
537 self()
538 {
539 static const Accessor self_;
540 return self_;
541 }
542 };
543
544public:
545 typedef
546 Base::AdminLogout409
547 Binary;
548
549 AdminLogout409(
550 const Binary& message)
551 : Message(
552 message,
553 Accessor::self())
554 {
555 }
556};
557
558ONIXS_CONFLATEDUDP_LTWT_CLASS
559AdminHeartbeat410
560: public Message
561{
562 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
563 Accessor : MessageAccessor
564 {
565 StrRef type() const
566 {
567 return Binary::fixType();
568 }
569
570 Field
571 field(
572 const BinaryMessage&,
573 Tag) const;
574
575 Group
576 group(
577 const BinaryMessage&,
578 Tag) const;
579
580 void
581 toFix(
582 std::string&,
583 const BinaryMessage&) const;
584
585 static
586 const
587 MessageAccessor&
588 self()
589 {
590 static const Accessor self_;
591 return self_;
592 }
593 };
594
595public:
596 typedef
597 Base::AdminHeartbeat410
598 Binary;
599
600 AdminHeartbeat410(
601 const Binary& message)
602 : Message(
603 message,
604 Accessor::self())
605 {
606 }
607};
608
609ONIXS_CONFLATEDUDP_LTWT_CLASS
610InstrumentDefinitionFX63
611: public Message
612{
613 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
614 Accessor : MessageAccessor
615 {
616 StrRef type() const
617 {
618 return Binary::fixType();
619 }
620
621 Field
622 field(
623 const BinaryMessage&,
624 Tag) const;
625
626 Group
627 group(
628 const BinaryMessage&,
629 Tag) const;
630
631 void
632 toFix(
633 std::string&,
634 const BinaryMessage&) const;
635
636 static
637 const
638 MessageAccessor&
639 self()
640 {
641 static const Accessor self_;
642 return self_;
643 }
644 };
645
646public:
647 typedef
648 Base::InstrumentDefinitionFX63
649 Binary;
650
651 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(Events);
652
653 ONIXS_CONFLATEDUDP_LTWT_CLASS
654 EventsEntry : public GroupEntry
655 {
656 friend
657 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
658 (
659 Events
660 );
661
662 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
663 Accessor : GroupEntryAccessor
664 {
665 Field
666 field(
667 const GroupEntrySource&,
668 Tag) const;
669
670 static
671 const
672 GroupEntryAccessor&
673 self()
674 {
675 static const Accessor self_;
676 return self_;
677 }
678 };
679
680 public:
681 typedef
682 Binary::EventsEntry
683 BinaryEntry;
684
685 EventsEntry(
686 const BinaryEntry& entry)
687 : GroupEntry(
688 entry,
689 Accessor::self())
690 {
691 }
692
693 };
694
695 ONIXS_CONFLATEDUDP_LTWT_STRUCT
696 Events : Group
697 {
698 typedef
699 Binary::Events
700 BinaryEntries;
701
702 Events(
703 const BinaryEntries& group)
704 : Group(
705 group.entries(),
706 EventsEntry::Accessor::self())
707 {
708 }
709 };
710
711 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(FeedTypes);
712
713 ONIXS_CONFLATEDUDP_LTWT_CLASS
714 FeedTypesEntry : public GroupEntry
715 {
716 friend
717 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
718 (
719 FeedTypes
720 );
721
722 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
723 Accessor : GroupEntryAccessor
724 {
725 Field
726 field(
727 const GroupEntrySource&,
728 Tag) const;
729
730 static
731 const
732 GroupEntryAccessor&
733 self()
734 {
735 static const Accessor self_;
736 return self_;
737 }
738 };
739
740 public:
741 typedef
742 Binary::FeedTypesEntry
743 BinaryEntry;
744
745 FeedTypesEntry(
746 const BinaryEntry& entry)
747 : GroupEntry(
748 entry,
749 Accessor::self())
750 {
751 }
752
753 };
754
755 ONIXS_CONFLATEDUDP_LTWT_STRUCT
756 FeedTypes : Group
757 {
758 typedef
759 Binary::FeedTypes
760 BinaryEntries;
761
762 FeedTypes(
763 const BinaryEntries& group)
764 : Group(
765 group.entries(),
766 FeedTypesEntry::Accessor::self())
767 {
768 }
769 };
770
771 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(InstAttrib);
772
773 ONIXS_CONFLATEDUDP_LTWT_CLASS
774 InstAttribEntry : public GroupEntry
775 {
776 friend
777 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
778 (
779 InstAttrib
780 );
781
782 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
783 Accessor : GroupEntryAccessor
784 {
785 Field
786 field(
787 const GroupEntrySource&,
788 Tag) const;
789
790 static
791 const
792 GroupEntryAccessor&
793 self()
794 {
795 static const Accessor self_;
796 return self_;
797 }
798 };
799
800 public:
801 typedef
802 Binary::InstAttribEntry
803 BinaryEntry;
804
805 InstAttribEntry(
806 const BinaryEntry& entry)
807 : GroupEntry(
808 entry,
809 Accessor::self())
810 {
811 }
812
813 };
814
815 ONIXS_CONFLATEDUDP_LTWT_STRUCT
816 InstAttrib : Group
817 {
818 typedef
819 Binary::InstAttrib
820 BinaryEntries;
821
822 InstAttrib(
823 const BinaryEntries& group)
824 : Group(
825 group.entries(),
826 InstAttribEntry::Accessor::self())
827 {
828 }
829 };
830
831 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(LotTypeRules);
832
833 ONIXS_CONFLATEDUDP_LTWT_CLASS
834 LotTypeRulesEntry : public GroupEntry
835 {
836 friend
837 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
838 (
839 LotTypeRules
840 );
841
842 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
843 Accessor : GroupEntryAccessor
844 {
845 Field
846 field(
847 const GroupEntrySource&,
848 Tag) const;
849
850 static
851 const
852 GroupEntryAccessor&
853 self()
854 {
855 static const Accessor self_;
856 return self_;
857 }
858 };
859
860 public:
861 typedef
862 Binary::LotTypeRulesEntry
863 BinaryEntry;
864
865 LotTypeRulesEntry(
866 const BinaryEntry& entry)
867 : GroupEntry(
868 entry,
869 Accessor::self())
870 {
871 }
872
873 };
874
875 ONIXS_CONFLATEDUDP_LTWT_STRUCT
876 LotTypeRules : Group
877 {
878 typedef
879 Binary::LotTypeRules
880 BinaryEntries;
881
882 LotTypeRules(
883 const BinaryEntries& group)
884 : Group(
885 group.entries(),
886 LotTypeRulesEntry::Accessor::self())
887 {
888 }
889 };
890
891 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(TradingSessions);
892
893 ONIXS_CONFLATEDUDP_LTWT_CLASS
894 TradingSessionsEntry : public GroupEntry
895 {
896 friend
897 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
898 (
899 TradingSessions
900 );
901
902 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
903 Accessor : GroupEntryAccessor
904 {
905 Field
906 field(
907 const GroupEntrySource&,
908 Tag) const;
909
910 static
911 const
912 GroupEntryAccessor&
913 self()
914 {
915 static const Accessor self_;
916 return self_;
917 }
918 };
919
920 public:
921 typedef
922 Binary::TradingSessionsEntry
923 BinaryEntry;
924
925 TradingSessionsEntry(
926 const BinaryEntry& entry)
927 : GroupEntry(
928 entry,
929 Accessor::self())
930 {
931 }
932
933 };
934
935 ONIXS_CONFLATEDUDP_LTWT_STRUCT
936 TradingSessions : Group
937 {
938 typedef
939 Binary::TradingSessions
940 BinaryEntries;
941
942 TradingSessions(
943 const BinaryEntries& group)
944 : Group(
945 group.entries(),
946 TradingSessionsEntry::Accessor::self())
947 {
948 }
949 };
950
951 InstrumentDefinitionFX63(
952 const Binary& message)
953 : Message(
954 message,
955 Accessor::self())
956 {
957 }
958};
959
960ONIXS_CONFLATEDUDP_LTWT_CLASS
961IncrementalRefreshBookLongQty64
962: public Message
963{
964 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
965 Accessor : MessageAccessor
966 {
967 StrRef type() const
968 {
969 return Binary::fixType();
970 }
971
972 Field
973 field(
974 const BinaryMessage&,
975 Tag) const;
976
977 Group
978 group(
979 const BinaryMessage&,
980 Tag) const;
981
982 void
983 toFix(
984 std::string&,
985 const BinaryMessage&) const;
986
987 static
988 const
989 MessageAccessor&
990 self()
991 {
992 static const Accessor self_;
993 return self_;
994 }
995 };
996
997public:
998 typedef
999 Base::IncrementalRefreshBookLongQty64
1000 Binary;
1001
1002 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(Entries);
1003
1004 ONIXS_CONFLATEDUDP_LTWT_CLASS
1005 Entry : public GroupEntry
1006 {
1007 friend
1008 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
1009 (
1010 Entries
1011 );
1012
1013 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
1014 Accessor : GroupEntryAccessor
1015 {
1016 Field
1017 field(
1018 const GroupEntrySource&,
1019 Tag) const;
1020
1021 static
1022 const
1023 GroupEntryAccessor&
1024 self()
1025 {
1026 static const Accessor self_;
1027 return self_;
1028 }
1029 };
1030
1031 public:
1032 typedef
1033 Binary::Entry
1034 BinaryEntry;
1035
1036 Entry(
1037 const BinaryEntry& entry)
1038 : GroupEntry(
1039 entry,
1040 Accessor::self())
1041 {
1042 }
1043
1044 };
1045
1046 ONIXS_CONFLATEDUDP_LTWT_STRUCT
1047 Entries : Group
1048 {
1049 typedef
1050 Binary::Entries
1051 BinaryEntries;
1052
1053 Entries(
1054 const BinaryEntries& group)
1055 : Group(
1056 group.entries(),
1057 Entry::Accessor::self())
1058 {
1059 }
1060 };
1061
1062 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(OrderIDEntries);
1063
1064 ONIXS_CONFLATEDUDP_LTWT_CLASS
1065 OrderIDEntry : public GroupEntry
1066 {
1067 friend
1068 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
1069 (
1070 OrderIDEntries
1071 );
1072
1073 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
1074 Accessor : GroupEntryAccessor
1075 {
1076 Field
1077 field(
1078 const GroupEntrySource&,
1079 Tag) const;
1080
1081 static
1082 const
1083 GroupEntryAccessor&
1084 self()
1085 {
1086 static const Accessor self_;
1087 return self_;
1088 }
1089 };
1090
1091 public:
1092 typedef
1093 Binary::OrderIDEntry
1094 BinaryEntry;
1095
1096 OrderIDEntry(
1097 const BinaryEntry& entry)
1098 : GroupEntry(
1099 entry,
1100 Accessor::self())
1101 {
1102 }
1103
1104 };
1105
1106 ONIXS_CONFLATEDUDP_LTWT_STRUCT
1107 OrderIDEntries : Group
1108 {
1109 typedef
1110 Binary::OrderIDEntries
1111 BinaryEntries;
1112
1113 OrderIDEntries(
1114 const BinaryEntries& group)
1115 : Group(
1116 group.entries(),
1117 OrderIDEntry::Accessor::self())
1118 {
1119 }
1120 };
1121
1122 IncrementalRefreshBookLongQty64(
1123 const Binary& message)
1124 : Message(
1125 message,
1126 Accessor::self())
1127 {
1128 }
1129};
1130
1131ONIXS_CONFLATEDUDP_LTWT_CLASS
1132IncrementalRefreshTradeSummaryLongQty65
1133: public Message
1134{
1135 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
1136 Accessor : MessageAccessor
1137 {
1138 StrRef type() const
1139 {
1140 return Binary::fixType();
1141 }
1142
1143 Field
1144 field(
1145 const BinaryMessage&,
1146 Tag) const;
1147
1148 Group
1149 group(
1150 const BinaryMessage&,
1151 Tag) const;
1152
1153 void
1154 toFix(
1155 std::string&,
1156 const BinaryMessage&) const;
1157
1158 static
1159 const
1160 MessageAccessor&
1161 self()
1162 {
1163 static const Accessor self_;
1164 return self_;
1165 }
1166 };
1167
1168public:
1169 typedef
1170 Base::IncrementalRefreshTradeSummaryLongQty65
1171 Binary;
1172
1173 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(Entries);
1174
1175 ONIXS_CONFLATEDUDP_LTWT_CLASS
1176 Entry : public GroupEntry
1177 {
1178 friend
1179 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
1180 (
1181 Entries
1182 );
1183
1184 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
1185 Accessor : GroupEntryAccessor
1186 {
1187 Field
1188 field(
1189 const GroupEntrySource&,
1190 Tag) const;
1191
1192 static
1193 const
1194 GroupEntryAccessor&
1195 self()
1196 {
1197 static const Accessor self_;
1198 return self_;
1199 }
1200 };
1201
1202 public:
1203 typedef
1204 Binary::Entry
1205 BinaryEntry;
1206
1207 Entry(
1208 const BinaryEntry& entry)
1209 : GroupEntry(
1210 entry,
1211 Accessor::self())
1212 {
1213 }
1214
1215 };
1216
1217 ONIXS_CONFLATEDUDP_LTWT_STRUCT
1218 Entries : Group
1219 {
1220 typedef
1221 Binary::Entries
1222 BinaryEntries;
1223
1224 Entries(
1225 const BinaryEntries& group)
1226 : Group(
1227 group.entries(),
1228 Entry::Accessor::self())
1229 {
1230 }
1231 };
1232
1233 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(OrderIDEntries);
1234
1235 ONIXS_CONFLATEDUDP_LTWT_CLASS
1236 OrderIDEntry : public GroupEntry
1237 {
1238 friend
1239 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
1240 (
1241 OrderIDEntries
1242 );
1243
1244 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
1245 Accessor : GroupEntryAccessor
1246 {
1247 Field
1248 field(
1249 const GroupEntrySource&,
1250 Tag) const;
1251
1252 static
1253 const
1254 GroupEntryAccessor&
1255 self()
1256 {
1257 static const Accessor self_;
1258 return self_;
1259 }
1260 };
1261
1262 public:
1263 typedef
1264 Binary::OrderIDEntry
1265 BinaryEntry;
1266
1267 OrderIDEntry(
1268 const BinaryEntry& entry)
1269 : GroupEntry(
1270 entry,
1271 Accessor::self())
1272 {
1273 }
1274
1275 };
1276
1277 ONIXS_CONFLATEDUDP_LTWT_STRUCT
1278 OrderIDEntries : Group
1279 {
1280 typedef
1281 Binary::OrderIDEntries
1282 BinaryEntries;
1283
1284 OrderIDEntries(
1285 const BinaryEntries& group)
1286 : Group(
1287 group.entries(),
1288 OrderIDEntry::Accessor::self())
1289 {
1290 }
1291 };
1292
1293 IncrementalRefreshTradeSummaryLongQty65(
1294 const Binary& message)
1295 : Message(
1296 message,
1297 Accessor::self())
1298 {
1299 }
1300};
1301
1302ONIXS_CONFLATEDUDP_LTWT_CLASS
1303SnapshotFullRefreshLongQty69
1304: public Message
1305{
1306 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
1307 Accessor : MessageAccessor
1308 {
1309 StrRef type() const
1310 {
1311 return Binary::fixType();
1312 }
1313
1314 Field
1315 field(
1316 const BinaryMessage&,
1317 Tag) const;
1318
1319 Group
1320 group(
1321 const BinaryMessage&,
1322 Tag) const;
1323
1324 void
1325 toFix(
1326 std::string&,
1327 const BinaryMessage&) const;
1328
1329 static
1330 const
1331 MessageAccessor&
1332 self()
1333 {
1334 static const Accessor self_;
1335 return self_;
1336 }
1337 };
1338
1339public:
1340 typedef
1341 Base::SnapshotFullRefreshLongQty69
1342 Binary;
1343
1344 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(Entries);
1345
1346 ONIXS_CONFLATEDUDP_LTWT_CLASS
1347 Entry : public GroupEntry
1348 {
1349 friend
1350 ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
1351 (
1352 Entries
1353 );
1354
1355 ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
1356 Accessor : GroupEntryAccessor
1357 {
1358 Field
1359 field(
1360 const GroupEntrySource&,
1361 Tag) const;
1362
1363 static
1364 const
1365 GroupEntryAccessor&
1366 self()
1367 {
1368 static const Accessor self_;
1369 return self_;
1370 }
1371 };
1372
1373 public:
1374 typedef
1375 Binary::Entry
1376 BinaryEntry;
1377
1378 Entry(
1379 const BinaryEntry& entry)
1380 : GroupEntry(
1381 entry,
1382 Accessor::self())
1383 {
1384 }
1385
1386 };
1387
1388 ONIXS_CONFLATEDUDP_LTWT_STRUCT
1389 Entries : Group
1390 {
1391 typedef
1392 Binary::Entries
1393 BinaryEntries;
1394
1395 Entries(
1396 const BinaryEntries& group)
1397 : Group(
1398 group.entries(),
1399 Entry::Accessor::self())
1400 {
1401 }
1402 };
1403
1404 SnapshotFullRefreshLongQty69(
1405 const Binary& message)
1406 : Message(
1407 message,
1408 Accessor::self())
1409 {
1410 }
1411};
1412
1413
1414
1415ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
ONIXS_CONFLATEDUDP_LTWT_STRUCT
#define ONIXS_CONFLATEDUDP_LTWT_STRUCT
Definition Bootstrap.h:99
ONIXS_CONFLATEDUDP_LTWT_CLASS
#define ONIXS_CONFLATEDUDP_LTWT_CLASS
Definition Bootstrap.h:95
ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
Definition Bootstrap.h:161
ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
Definition Bootstrap.h:165
ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
#define ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
Definition Bootstrap.h:59
ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL
#define ONIXS_CONFLATEDUDP_LTWT_STRUCT_DECL(name)
Definition Bootstrap.h:111
OnixS::CME::ConflatedUDP::BinaryMessage
Encapsulates services for manipulating SBE-encoded messages.
Definition BinaryMessage.h:1332
OnixS::CME::ConflatedUDP::FIX::GroupEntry::GroupEntry
GroupEntry(const GroupEntrySource &binary, const GroupEntryAccessor &accessor)
Definition Message.h:80
OnixS::CME::ConflatedUDP::FIX::Group::Group
Group(const GroupEntriesSource &binary, const GroupEntryAccessor &accessor)
Initializes the instance over the binary data.
Definition Message.h:163
OnixS::CME::ConflatedUDP::FIX::IncrementalRefreshTradeSummaryLongQty65::Binary
Base::IncrementalRefreshTradeSummaryLongQty65 Binary
Definition Messages.h:1171
OnixS::CME::ConflatedUDP::FIX::Message::Message
Message(const BinaryMessage &binary, const MessageAccessor &accessor)
Initializes the instance from the SBE-encoded message.
Definition Message.h:275
OnixS::CME::ConflatedUDP::FIX::Message::type
StrRef type() const
FIX message type.
Definition Message.h:306
OnixS::CME::ConflatedUDP::FIX::Message::toFix
void toFix(std::string &str) const
Builds the FIX (tag=value) representation.
Definition Message.h:356
OnixS::CME::ConflatedUDP::FIX::GroupEntrySource
BinaryGroupEntry< MessageSize > GroupEntrySource
Definition Message.h:47
OnixS::CME::ConflatedUDP::AdminHeartbeat12::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:2238
OnixS::CME::ConflatedUDP::AdminHeartbeat410::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:184
OnixS::CME::ConflatedUDP::AdminLogin15::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:2293
OnixS::CME::ConflatedUDP::AdminLogin408::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:80
OnixS::CME::ConflatedUDP::AdminLogout16::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:2350
OnixS::CME::ConflatedUDP::AdminLogout409::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:137
OnixS::CME::ConflatedUDP::ChannelReset4::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:2191
OnixS::CME::ConflatedUDP::ChannelReset4::Entries
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:2130
OnixS::CME::ConflatedUDP::IncrementalRefreshBookLongQty64::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:1471
OnixS::CME::ConflatedUDP::IncrementalRefreshBookLongQty64::Entries
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:1299
OnixS::CME::ConflatedUDP::IncrementalRefreshBookLongQty64::OrderIDEntries
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Definition Messages.h:1401
OnixS::CME::ConflatedUDP::IncrementalRefreshLimitsBanding50::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:2680
OnixS::CME::ConflatedUDP::IncrementalRefreshLimitsBanding50::Entries
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:2619
OnixS::CME::ConflatedUDP::IncrementalRefreshTradeSummaryLongQty65::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:1755
OnixS::CME::ConflatedUDP::IncrementalRefreshTradeSummaryLongQty65::Entries
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:1614
OnixS::CME::ConflatedUDP::IncrementalRefreshTradeSummaryLongQty65::OrderIDEntries
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Definition Messages.h:1685
OnixS::CME::ConflatedUDP::InstrumentDefinitionFX63::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:1162
OnixS::CME::ConflatedUDP::InstrumentDefinitionFX63::Events
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:267
OnixS::CME::ConflatedUDP::InstrumentDefinitionFX63::LotTypeRules
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Definition Messages.h:485
OnixS::CME::ConflatedUDP::InstrumentDefinitionFX63::TradingSessions
BinaryGroup< TradingSessionsEntry, GroupSize, MessageSize > TradingSessions
Repeating group containing TradingSessionsEntry entries.
Definition Messages.h:614
OnixS::CME::ConflatedUDP::InstrumentDefinitionFX63::FeedTypes
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
Definition Messages.h:338
OnixS::CME::ConflatedUDP::InstrumentDefinitionFX63::InstAttrib
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Definition Messages.h:407
OnixS::CME::ConflatedUDP::SecurityStatus30::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:2493
OnixS::CME::ConflatedUDP::SnapshotFullRefreshLongQty69::fixType
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType()
FIX message type.
Definition Messages.h:2043
OnixS::CME::ConflatedUDP::SnapshotFullRefreshLongQty69::Entries
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:1884