44 enum { TemplateId = 500 };
56 checkVersion<Schema>(version);
57 checkLength(length, version);
58 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
72 checkVersion<Schema>(version);
73 checkLength(length, version);
74 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
75 resetVariableFields();
94 assert(message.
valid());
109 assert(schemaId() == Schema::Id);
110 assert(version() >= Schema::MinimalVersion);
111 assert(TemplateId == templateId());
143 return fixedStr<length>(offset);
153 setFixedStr<length>(offset, value);
166 return fixedStr<length>(offset);
177 setFixedStr<length>(offset, value);
190 return ordinary<UInt64>(offset);
201 setOrdinary(offset, value);
213 return ordinary<UInt64>(offset);
223 setOrdinary(offset, value);
235 return fixedStr<length>(offset);
245 setFixedStr<length>(offset, value);
257 return fixedStr<length>(offset);
267 setFixedStr<length>(offset, value);
276 return getVariableLengthField(
284 setVariableLengthField(
302 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
313 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
314 minimalBlockLength(version);
327 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
346 setCredentialsToNull();
354 resetVariableFields();
364 return "Negotiate500";
379 std::string toString()
const;
388 (credentials().end()));
397 SbeMessage::calculateBinarySize(tail());
405 minimalBlockLength(version) +
406 MessageHeader::Size +
407 getMinimalVariableFieldsSize(version);
410 *
this, length, minimalRequiredLength);
414 void checkVarLenFields()
const 416 variableLengthFields().
420 void checkCompatibility()
const 422 assert(TemplateId == templateId());
424 checkSchema<Schema>(schemaId(), version());
425 checkLength(bufferSize(), version());
430 struct CredentialsAccess
436 variableLengthFields().
443 ThisType& setCredentialsToNull()
446 setVariableLengthFieldToNull(
466 enum { TemplateId = 501 };
478 checkVersion<Schema>(version);
479 checkLength(length, version);
480 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
494 checkVersion<Schema>(version);
495 checkLength(length, version);
496 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
497 resetVariableFields();
507 checkCompatibility();
516 assert(message.
valid());
518 checkCompatibility();
531 assert(schemaId() == Schema::Id);
532 assert(version() >= Schema::MinimalVersion);
533 assert(TemplateId == templateId());
554 return ordinary<UInt64>(offset);
563 setOrdinary(offset, value);
574 return ordinary<UInt64>(offset);
583 setOrdinary(offset, value);
605 setOrdinary(offset, value);
625 return enumeration<FTI>(value, offset,
NullUInt8());
634 setEnumeration<FTI>(offset, value);
660 return enumeration<SplitMsg>(value, offset,
NullUInt8());
675 setEnumeration<SplitMsg>(offset, value);
696 return ordinary<UInt32>(offset);
706 setOrdinary(offset, value);
718 return ordinary<UInt64>(offset);
728 setOrdinary(offset, value);
737 return getVariableLengthField(
745 setVariableLengthField(
763 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
774 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
775 minimalBlockLength(version);
788 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
807 setCredentialsToNull();
815 setSecretKeySecureIdExpirationToNull();
816 setFaultToleranceIndicatorToNull();
819 resetVariableFields();
829 return "NegotiationResponse501";
844 std::string toString()
const;
853 (credentials().end()));
862 SbeMessage::calculateBinarySize(tail());
870 minimalBlockLength(version) +
871 MessageHeader::Size +
872 getMinimalVariableFieldsSize(version);
875 *
this, length, minimalRequiredLength);
879 void checkVarLenFields()
const 881 variableLengthFields().
885 void checkCompatibility()
const 887 assert(TemplateId == templateId());
889 checkSchema<Schema>(schemaId(), version());
890 checkLength(bufferSize(), version());
895 struct CredentialsAccess
903 variableLengthFields().
910 ThisType& setCredentialsToNull()
913 setVariableLengthFieldToNull(
933 enum { TemplateId = 502 };
945 checkVersion<Schema>(version);
946 checkLength(length, version);
947 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
961 checkVersion<Schema>(version);
962 checkLength(length, version);
963 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
964 resetVariableFields();
974 checkCompatibility();
983 assert(message.
valid());
985 checkCompatibility();
998 assert(schemaId() == Schema::Id);
999 assert(version() >= Schema::MinimalVersion);
1000 assert(TemplateId == templateId());
1011 return fixedStr<length>(value, offset);
1021 setFixedStr<length>(offset, value);
1031 setFixedStr<length>(offset,
StrRef());
1042 return ordinary<UInt64>(offset);
1051 setOrdinary(offset, value);
1062 return ordinary<UInt64>(offset);
1071 setOrdinary(offset, value);
1082 return ordinary<UInt16>(offset);
1091 setOrdinary(offset, value);
1102 return enumeration<FTI>(value, offset,
NullUInt8());
1111 setEnumeration<FTI>(offset, value);
1137 return enumeration<SplitMsg>(value, offset,
NullUInt8());
1152 setEnumeration<SplitMsg>(offset, value);
1175 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
1186 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
1187 minimalBlockLength(version);
1200 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
1212 static_cast<UInt64>(MessageHeaderBuilder::Size) +
1213 blockLength(Schema::Version);
1228 setFaultToleranceIndicatorToNull();
1229 setSplitMsgToNull();
1231 resetVariableFields();
1241 return "NegotiationReject502";
1256 std::string toString()
const;
1267 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
1268 MessageHeader::Size));
1277 SbeMessage::calculateBinarySize(tail());
1285 minimalBlockLength(version) +
1286 MessageHeader::Size +
1287 getMinimalVariableFieldsSize(version);
1290 *
this, length, minimalRequiredLength);
1293 void checkCompatibility()
const 1295 assert(TemplateId == templateId());
1297 checkSchema<Schema>(schemaId(), version());
1298 checkLength(bufferSize(), version());
1314 enum { TemplateId = 503 };
1326 checkVersion<Schema>(version);
1327 checkLength(length, version);
1328 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1342 checkVersion<Schema>(version);
1343 checkLength(length, version);
1344 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1345 resetVariableFields();
1355 checkCompatibility();
1364 assert(message.
valid());
1366 checkCompatibility();
1379 assert(schemaId() == Schema::Id);
1380 assert(version() >= Schema::MinimalVersion);
1381 assert(TemplateId == templateId());
1402 return fixedStr<length>(offset);
1412 setFixedStr<length>(offset, value);
1425 return fixedStr<length>(offset);
1436 setFixedStr<length>(offset, value);
1449 return fixedStr<length>(offset);
1460 setFixedStr<length>(offset, value);
1473 return fixedStr<length>(offset);
1484 setFixedStr<length>(offset, value);
1496 return fixedStr<length>(offset);
1506 setFixedStr<length>(offset, value);
1519 return ordinary<UInt64>(offset);
1530 setOrdinary(offset, value);
1542 return ordinary<UInt64>(offset);
1552 setOrdinary(offset, value);
1563 return ordinary<UInt32>(offset);
1572 setOrdinary(offset, value);
1584 return fixedStr<length>(offset);
1594 setFixedStr<length>(offset, value);
1606 return fixedStr<length>(offset);
1616 setFixedStr<length>(offset, value);
1628 return ordinary<UInt16>(offset);
1638 setOrdinary(offset, value);
1647 return getVariableLengthField(
1648 CredentialsAccess(),
1655 setVariableLengthField(
1656 CredentialsAccess(),
1673 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
1684 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
1685 minimalBlockLength(version);
1698 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
1717 setCredentialsToNull();
1725 resetVariableFields();
1735 return "Establish503";
1750 std::string toString()
const;
1759 (credentials().end()));
1768 SbeMessage::calculateBinarySize(tail());
1776 minimalBlockLength(version) +
1777 MessageHeader::Size +
1778 getMinimalVariableFieldsSize(version);
1781 *
this, length, minimalRequiredLength);
1785 void checkVarLenFields()
const 1787 variableLengthFields().
1791 void checkCompatibility()
const 1793 assert(TemplateId == templateId());
1795 checkSchema<Schema>(schemaId(), version());
1796 checkLength(bufferSize(), version());
1797 checkVarLenFields();
1801 struct CredentialsAccess
1807 variableLengthFields().
1814 ThisType& setCredentialsToNull()
1817 setVariableLengthFieldToNull(
1818 CredentialsAccess(),
1837 enum { TemplateId = 504 };
1849 checkVersion<Schema>(version);
1850 checkLength(length, version);
1851 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1865 checkVersion<Schema>(version);
1866 checkLength(length, version);
1867 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
1868 resetVariableFields();
1878 checkCompatibility();
1887 assert(message.
valid());
1889 checkCompatibility();
1902 assert(schemaId() == Schema::Id);
1903 assert(version() >= Schema::MinimalVersion);
1904 assert(TemplateId == templateId());
1914 return ordinary<UInt64>(offset);
1923 setOrdinary(offset, value);
1934 return ordinary<UInt64>(offset);
1943 setOrdinary(offset, value);
1954 return ordinary<UInt32>(offset);
1963 setOrdinary(offset, value);
1975 return ordinary<UInt32>(offset);
1985 setOrdinary(offset, value);
1997 return ordinary<UInt64>(offset);
2007 setOrdinary(offset, value);
2019 return ordinary<UInt16>(offset);
2029 setOrdinary(offset, value);
2041 return ordinary(value, offset,
NullUInt16());
2051 setOrdinary(offset, value);
2071 return enumeration<FTI>(value, offset,
NullUInt8());
2080 setEnumeration<FTI>(offset, value);
2106 return enumeration<SplitMsg>(value, offset,
NullUInt8());
2121 setEnumeration<SplitMsg>(offset, value);
2144 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2155 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2156 minimalBlockLength(version);
2169 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2181 static_cast<UInt64>(MessageHeaderBuilder::Size) +
2182 blockLength(Schema::Version);
2196 setSecretKeySecureIdExpirationToNull();
2197 setFaultToleranceIndicatorToNull();
2198 setSplitMsgToNull();
2200 resetVariableFields();
2210 return "EstablishmentAck504";
2225 std::string toString()
const;
2236 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2237 MessageHeader::Size));
2246 SbeMessage::calculateBinarySize(tail());
2254 minimalBlockLength(version) +
2255 MessageHeader::Size +
2256 getMinimalVariableFieldsSize(version);
2259 *
this, length, minimalRequiredLength);
2262 void checkCompatibility()
const 2264 assert(TemplateId == templateId());
2266 checkSchema<Schema>(schemaId(), version());
2267 checkLength(bufferSize(), version());
2283 enum { TemplateId = 505 };
2295 checkVersion<Schema>(version);
2296 checkLength(length, version);
2297 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2311 checkVersion<Schema>(version);
2312 checkLength(length, version);
2313 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2314 resetVariableFields();
2324 checkCompatibility();
2333 assert(message.
valid());
2335 checkCompatibility();
2348 assert(schemaId() == Schema::Id);
2349 assert(version() >= Schema::MinimalVersion);
2350 assert(TemplateId == templateId());
2361 return fixedStr<length>(value, offset);
2371 setFixedStr<length>(offset, value);
2381 setFixedStr<length>(offset,
StrRef());
2392 return ordinary<UInt64>(offset);
2401 setOrdinary(offset, value);
2412 return ordinary<UInt64>(offset);
2421 setOrdinary(offset, value);
2432 return ordinary<UInt32>(offset);
2441 setOrdinary(offset, value);
2452 return ordinary<UInt16>(offset);
2461 setOrdinary(offset, value);
2472 return enumeration<FTI>(value, offset,
NullUInt8());
2481 setEnumeration<FTI>(offset, value);
2507 return enumeration<SplitMsg>(value, offset,
NullUInt8());
2522 setEnumeration<SplitMsg>(offset, value);
2545 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2556 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2557 minimalBlockLength(version);
2570 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2582 static_cast<UInt64>(MessageHeaderBuilder::Size) +
2583 blockLength(Schema::Version);
2598 setFaultToleranceIndicatorToNull();
2599 setSplitMsgToNull();
2601 resetVariableFields();
2611 return "EstablishmentReject505";
2626 std::string toString()
const;
2637 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2638 MessageHeader::Size));
2647 SbeMessage::calculateBinarySize(tail());
2655 minimalBlockLength(version) +
2656 MessageHeader::Size +
2657 getMinimalVariableFieldsSize(version);
2660 *
this, length, minimalRequiredLength);
2663 void checkCompatibility()
const 2665 assert(TemplateId == templateId());
2667 checkSchema<Schema>(schemaId(), version());
2668 checkLength(bufferSize(), version());
2684 enum { TemplateId = 506 };
2696 checkVersion<Schema>(version);
2697 checkLength(length, version);
2698 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2712 checkVersion<Schema>(version);
2713 checkLength(length, version);
2714 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
2715 resetVariableFields();
2725 checkCompatibility();
2734 assert(message.
valid());
2736 checkCompatibility();
2749 assert(schemaId() == Schema::Id);
2750 assert(version() >= Schema::MinimalVersion);
2751 assert(TemplateId == templateId());
2761 return ordinary<UInt64>(offset);
2770 setOrdinary(offset, value);
2781 return ordinary<UInt32>(offset);
2790 setOrdinary(offset, value);
2801 return enumeration<FTI>(value, offset,
NullUInt8());
2810 setEnumeration<FTI>(offset, value);
2833 return enumeration<KeepAliveLapsed>(offset);
2847 setEnumeration<KeepAliveLapsed>(offset, value);
2861 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2872 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2873 minimalBlockLength(version);
2886 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
2898 static_cast<UInt64>(MessageHeaderBuilder::Size) +
2899 blockLength(Schema::Version);
2913 setFaultToleranceIndicatorToNull();
2915 resetVariableFields();
2925 return "Sequence506";
2940 std::string toString()
const;
2951 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
2952 MessageHeader::Size));
2961 SbeMessage::calculateBinarySize(tail());
2969 minimalBlockLength(version) +
2970 MessageHeader::Size +
2971 getMinimalVariableFieldsSize(version);
2974 *
this, length, minimalRequiredLength);
2977 void checkCompatibility()
const 2979 assert(TemplateId == templateId());
2981 checkSchema<Schema>(schemaId(), version());
2982 checkLength(bufferSize(), version());
2998 enum { TemplateId = 507 };
3010 checkVersion<Schema>(version);
3011 checkLength(length, version);
3012 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3026 checkVersion<Schema>(version);
3027 checkLength(length, version);
3028 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3029 resetVariableFields();
3039 checkCompatibility();
3048 assert(message.
valid());
3050 checkCompatibility();
3063 assert(schemaId() == Schema::Id);
3064 assert(version() >= Schema::MinimalVersion);
3065 assert(TemplateId == templateId());
3076 return fixedStr<length>(value, offset);
3086 setFixedStr<length>(offset, value);
3096 setFixedStr<length>(offset,
StrRef());
3107 return ordinary<UInt64>(offset);
3116 setOrdinary(offset, value);
3128 return ordinary<UInt64>(offset);
3138 setOrdinary(offset, value);
3149 return ordinary<UInt16>(offset);
3158 setOrdinary(offset, value);
3175 return enumeration<SplitMsg>(value, offset,
NullUInt8());
3190 setEnumeration<SplitMsg>(offset, value);
3213 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3224 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3225 minimalBlockLength(version);
3238 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3250 static_cast<UInt64>(MessageHeaderBuilder::Size) +
3251 blockLength(Schema::Version);
3266 setSplitMsgToNull();
3268 resetVariableFields();
3278 return "Terminate507";
3293 std::string toString()
const;
3304 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3305 MessageHeader::Size));
3314 SbeMessage::calculateBinarySize(tail());
3322 minimalBlockLength(version) +
3323 MessageHeader::Size +
3324 getMinimalVariableFieldsSize(version);
3327 *
this, length, minimalRequiredLength);
3330 void checkCompatibility()
const 3332 assert(TemplateId == templateId());
3334 checkSchema<Schema>(schemaId(), version());
3335 checkLength(bufferSize(), version());
3351 enum { TemplateId = 508 };
3363 checkVersion<Schema>(version);
3364 checkLength(length, version);
3365 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3379 checkVersion<Schema>(version);
3380 checkLength(length, version);
3381 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3382 resetVariableFields();
3392 checkCompatibility();
3401 assert(message.
valid());
3403 checkCompatibility();
3416 assert(schemaId() == Schema::Id);
3417 assert(version() >= Schema::MinimalVersion);
3418 assert(TemplateId == templateId());
3428 return ordinary<UInt64>(offset);
3437 setOrdinary(offset, value);
3449 return ordinary(value, offset,
NullUInt64());
3459 setOrdinary(offset, value);
3480 return ordinary<UInt64>(offset);
3490 setOrdinary(offset, value);
3503 return ordinary<UInt32>(offset);
3514 setOrdinary(offset, value);
3525 return ordinary<UInt16>(offset);
3534 setOrdinary(offset, value);
3548 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3559 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3560 minimalBlockLength(version);
3573 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3585 static_cast<UInt64>(MessageHeaderBuilder::Size) +
3586 blockLength(Schema::Version);
3600 setLastUUIdToNull();
3602 resetVariableFields();
3612 return "RetransmitRequest508";
3627 std::string toString()
const;
3638 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
3639 MessageHeader::Size));
3648 SbeMessage::calculateBinarySize(tail());
3656 minimalBlockLength(version) +
3657 MessageHeader::Size +
3658 getMinimalVariableFieldsSize(version);
3661 *
this, length, minimalRequiredLength);
3664 void checkCompatibility()
const 3666 assert(TemplateId == templateId());
3668 checkSchema<Schema>(schemaId(), version());
3669 checkLength(bufferSize(), version());
3685 enum { TemplateId = 509 };
3697 checkVersion<Schema>(version);
3698 checkLength(length, version);
3699 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3713 checkVersion<Schema>(version);
3714 checkLength(length, version);
3715 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3716 resetVariableFields();
3726 checkCompatibility();
3735 assert(message.
valid());
3737 checkCompatibility();
3750 assert(schemaId() == Schema::Id);
3751 assert(version() >= Schema::MinimalVersion);
3752 assert(TemplateId == templateId());
3762 return ordinary<UInt64>(offset);
3771 setOrdinary(offset, value);
3782 return ordinary(value, offset,
NullUInt64());
3791 setOrdinary(offset, value);
3811 return ordinary<UInt64>(offset);
3820 setOrdinary(offset, value);
3831 return ordinary<UInt32>(offset);
3840 setOrdinary(offset, value);
3851 return ordinary<UInt16>(offset);
3860 setOrdinary(offset, value);
3877 return enumeration<SplitMsg>(value, offset,
NullUInt8());
3892 setEnumeration<SplitMsg>(offset, value);
3915 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3926 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3927 minimalBlockLength(version);
3940 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
3952 static_cast<UInt64>(MessageHeaderBuilder::Size) +
3953 blockLength(Schema::Version);
3967 setLastUUIdToNull();
3968 setSplitMsgToNull();
3970 resetVariableFields();
3980 return "Retransmission509";
3995 std::string toString()
const;
4006 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
4007 MessageHeader::Size));
4016 SbeMessage::calculateBinarySize(tail());
4024 minimalBlockLength(version) +
4025 MessageHeader::Size +
4026 getMinimalVariableFieldsSize(version);
4029 *
this, length, minimalRequiredLength);
4032 void checkCompatibility()
const 4034 assert(TemplateId == templateId());
4036 checkSchema<Schema>(schemaId(), version());
4037 checkLength(bufferSize(), version());
4053 enum { TemplateId = 510 };
4065 checkVersion<Schema>(version);
4066 checkLength(length, version);
4067 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4081 checkVersion<Schema>(version);
4082 checkLength(length, version);
4083 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4084 resetVariableFields();
4094 checkCompatibility();
4103 assert(message.
valid());
4105 checkCompatibility();
4118 assert(schemaId() == Schema::Id);
4119 assert(version() >= Schema::MinimalVersion);
4120 assert(TemplateId == templateId());
4131 return fixedStr<length>(value, offset);
4141 setFixedStr<length>(offset, value);
4151 setFixedStr<length>(offset,
StrRef());
4162 return ordinary<UInt64>(offset);
4171 setOrdinary(offset, value);
4182 return ordinary(value, offset,
NullUInt64());
4191 setOrdinary(offset, value);
4211 return ordinary<UInt64>(offset);
4220 setOrdinary(offset, value);
4231 return ordinary<UInt16>(offset);
4240 setOrdinary(offset, value);
4257 return enumeration<SplitMsg>(value, offset,
NullUInt8());
4272 setEnumeration<SplitMsg>(offset, value);
4295 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
4306 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
4307 minimalBlockLength(version);
4320 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
4332 static_cast<UInt64>(MessageHeaderBuilder::Size) +
4333 blockLength(Schema::Version);
4348 setLastUUIdToNull();
4349 setSplitMsgToNull();
4351 resetVariableFields();
4361 return "RetransmitReject510";
4376 std::string toString()
const;
4387 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
4388 MessageHeader::Size));
4397 SbeMessage::calculateBinarySize(tail());
4405 minimalBlockLength(version) +
4406 MessageHeader::Size +
4407 getMinimalVariableFieldsSize(version);
4410 *
this, length, minimalRequiredLength);
4413 void checkCompatibility()
const 4415 assert(TemplateId == templateId());
4417 checkSchema<Schema>(schemaId(), version());
4418 checkLength(bufferSize(), version());
4434 enum { TemplateId = 513 };
4446 checkVersion<Schema>(version);
4447 checkLength(length, version);
4448 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4462 checkVersion<Schema>(version);
4463 checkLength(length, version);
4464 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4465 resetVariableFields();
4475 checkCompatibility();
4484 assert(message.
valid());
4486 checkCompatibility();
4499 assert(schemaId() == Schema::Id);
4500 assert(version() >= Schema::MinimalVersion);
4501 assert(TemplateId == templateId());
4511 return ordinary<UInt64>(offset);
4520 setOrdinary(offset, value);
4531 return ordinary<UInt32>(offset);
4540 setOrdinary(offset, value);
4551 return ordinary<UInt32>(offset);
4560 setOrdinary(offset, value);
4581 return enumeration<SplitMsg>(value, offset,
NullUInt8());
4600 setEnumeration<SplitMsg>(offset, value);
4623 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
4634 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
4635 minimalBlockLength(version);
4648 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
4660 static_cast<UInt64>(MessageHeaderBuilder::Size) +
4661 blockLength(Schema::Version);
4675 setSplitMsgToNull();
4677 resetVariableFields();
4687 return "NotApplied513";
4702 std::string toString()
const;
4713 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
4714 MessageHeader::Size));
4723 SbeMessage::calculateBinarySize(tail());
4731 minimalBlockLength(version) +
4732 MessageHeader::Size +
4733 getMinimalVariableFieldsSize(version);
4736 *
this, length, minimalRequiredLength);
4739 void checkCompatibility()
const 4741 assert(TemplateId == templateId());
4743 checkSchema<Schema>(schemaId(), version());
4744 checkLength(bufferSize(), version());
4760 enum { TemplateId = 514 };
4772 checkVersion<Schema>(version);
4773 checkLength(length, version);
4774 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4788 checkVersion<Schema>(version);
4789 checkLength(length, version);
4790 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
4791 resetVariableFields();
4801 checkCompatibility();
4810 assert(message.
valid());
4812 checkCompatibility();
4825 assert(schemaId() == Schema::Id);
4826 assert(version() >= Schema::MinimalVersion);
4827 assert(TemplateId == templateId());
4848 setOrdinary(offset, value);
4868 return ordinary<UInt32>(offset);
4877 setOrdinary(offset, value);
4889 return ordinary<Int32>(offset);
4899 setOrdinary(offset, value);
4910 return enumeration<SideReq>(offset);
4919 setEnumeration<SideReq>(offset, value);
4930 return ordinary<UInt32>(offset);
4939 setOrdinary(offset, value);
4957 return fixedStr<length>(offset);
4973 setFixedStr<length>(offset, value);
4991 return fixedStr<length>(offset);
5007 setFixedStr<length>(offset, value);
5020 return ordinary<UInt64>(offset);
5031 setOrdinary(offset, value);
5044 return ordinary<UInt64>(offset);
5055 setOrdinary(offset, value);
5067 return ordinary<UInt64>(offset);
5077 setOrdinary(offset, value);
5099 setOrdinary(offset, value);
5121 return fixedStr<length>(offset);
5132 setFixedStr<length>(offset, value);
5143 return ordinary(value, offset,
NullUInt32());
5152 setOrdinary(offset, value);
5174 return ordinary(value, offset,
NullUInt32());
5185 setOrdinary(offset, value);
5211 FieldValue fieldValue;
5251 return enumeration<OrderTypeReq>(offset);
5260 setEnumeration<OrderTypeReq>(offset, value);
5271 return enumeration<TimeInForce>(value, offset,
NullUInt8());
5280 setEnumeration<TimeInForce>(offset, value);
5301 return enumeration<ManualOrdIndReq>(offset);
5313 setEnumeration<ManualOrdIndReq>(offset, value);
5326 return ordinary<ExecInst>(offset);
5337 setOrdinary(offset, value);
5350 return enumeration<ExecMode>(value, offset,
NullCharNULL());
5361 setEnumeration<ExecMode>(offset, value);
5383 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
5394 setEnumeration<BooleanNULL>(offset, value);
5414 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
5423 setEnumeration<BooleanNULL>(offset, value);
5447 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
5460 setEnumeration<ShortSaleType>(offset, value);
5493 setOrdinary(offset, value);
5528 setOrdinary(offset, value);
5551 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
5562 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
5563 minimalBlockLength(version);
5576 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
5588 static_cast<UInt64>(MessageHeaderBuilder::Size) +
5589 blockLength(Schema::Version);
5606 setDisplayQtyToNull();
5607 setExpireDateToNull();
5608 setTimeInForceToNull();
5609 setExecutionModeToNull();
5610 setLiquidityFlagToNull();
5611 setManagedOrderToNull();
5612 setShortSaleTypeToNull();
5613 setDiscretionPriceToNull();
5614 setReservationPriceToNull();
5616 resetVariableFields();
5626 return "NewOrderSingle514";
5641 std::string toString()
const;
5652 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
5653 MessageHeader::Size));
5662 SbeMessage::calculateBinarySize(tail());
5670 minimalBlockLength(version) +
5671 MessageHeader::Size +
5672 getMinimalVariableFieldsSize(version);
5675 *
this, length, minimalRequiredLength);
5678 void checkCompatibility()
const 5680 assert(TemplateId == templateId());
5682 checkSchema<Schema>(schemaId(), version());
5683 checkLength(bufferSize(), version());
5699 enum { TemplateId = 515 };
5711 checkVersion<Schema>(version);
5712 checkLength(length, version);
5713 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5727 checkVersion<Schema>(version);
5728 checkLength(length, version);
5729 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5730 resetVariableFields();
5740 checkCompatibility();
5749 assert(message.
valid());
5751 checkCompatibility();
5764 assert(schemaId() == Schema::Id);
5765 assert(version() >= Schema::MinimalVersion);
5766 assert(TemplateId == templateId());
5787 setOrdinary(offset, value);
5807 return ordinary<UInt32>(offset);
5816 setOrdinary(offset, value);
5828 return ordinary<Int32>(offset);
5838 setOrdinary(offset, value);
5849 return enumeration<SideReq>(offset);
5858 setEnumeration<SideReq>(offset, value);
5869 return ordinary<UInt32>(offset);
5878 setOrdinary(offset, value);
5896 return fixedStr<length>(offset);
5912 setFixedStr<length>(offset, value);
5930 return fixedStr<length>(offset);
5946 setFixedStr<length>(offset, value);
5959 return ordinary<UInt64>(offset);
5970 setOrdinary(offset, value);
5983 return ordinary(value, offset,
NullUInt64());
5994 setOrdinary(offset, value);
6025 setOrdinary(offset, value);
6047 return ordinary<UInt64>(offset);
6058 setOrdinary(offset, value);
6070 return ordinary<UInt64>(offset);
6080 setOrdinary(offset, value);
6093 return fixedStr<length>(offset);
6104 setFixedStr<length>(offset, value);
6115 return ordinary(value, offset,
NullUInt32());
6124 setOrdinary(offset, value);
6145 return ordinary(value, offset,
NullUInt32());
6155 setOrdinary(offset, value);
6181 FieldValue fieldValue;
6221 return enumeration<OrderTypeReq>(offset);
6230 setEnumeration<OrderTypeReq>(offset, value);
6241 return enumeration<TimeInForce>(value, offset,
NullUInt8());
6250 setEnumeration<TimeInForce>(offset, value);
6271 return enumeration<ManualOrdIndReq>(offset);
6283 setEnumeration<ManualOrdIndReq>(offset, value);
6297 return enumeration<OFMOverrideReq>(offset);
6311 setEnumeration<OFMOverrideReq>(offset, value);
6324 return ordinary<ExecInst>(offset);
6335 setOrdinary(offset, value);
6348 return enumeration<ExecMode>(value, offset,
NullCharNULL());
6359 setEnumeration<ExecMode>(offset, value);
6381 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
6392 setEnumeration<BooleanNULL>(offset, value);
6412 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
6421 setEnumeration<BooleanNULL>(offset, value);
6444 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
6456 setEnumeration<ShortSaleType>(offset, value);
6489 setOrdinary(offset, value);
6512 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
6523 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
6524 minimalBlockLength(version);
6537 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
6549 static_cast<UInt64>(MessageHeaderBuilder::Size) +
6550 blockLength(Schema::Version);
6568 setDisplayQtyToNull();
6569 setExpireDateToNull();
6570 setTimeInForceToNull();
6571 setExecutionModeToNull();
6572 setLiquidityFlagToNull();
6573 setManagedOrderToNull();
6574 setShortSaleTypeToNull();
6575 setDiscretionPriceToNull();
6577 resetVariableFields();
6587 return "OrderCancelReplaceRequest515";
6602 std::string toString()
const;
6613 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
6614 MessageHeader::Size));
6623 SbeMessage::calculateBinarySize(tail());
6631 minimalBlockLength(version) +
6632 MessageHeader::Size +
6633 getMinimalVariableFieldsSize(version);
6636 *
this, length, minimalRequiredLength);
6639 void checkCompatibility()
const 6641 assert(TemplateId == templateId());
6643 checkSchema<Schema>(schemaId(), version());
6644 checkLength(bufferSize(), version());
6660 enum { TemplateId = 516 };
6672 checkVersion<Schema>(version);
6673 checkLength(length, version);
6674 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
6688 checkVersion<Schema>(version);
6689 checkLength(length, version);
6690 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
6691 resetVariableFields();
6701 checkCompatibility();
6710 assert(message.
valid());
6712 checkCompatibility();
6725 assert(schemaId() == Schema::Id);
6726 assert(version() >= Schema::MinimalVersion);
6727 assert(TemplateId == templateId());
6739 return ordinary(value, offset,
NullUInt64());
6750 setOrdinary(offset, value);
6772 return ordinary<UInt64>(offset);
6783 setOrdinary(offset, value);
6795 return enumeration<ManualOrdIndReq>(offset);
6807 setEnumeration<ManualOrdIndReq>(offset, value);
6818 return ordinary<UInt32>(offset);
6827 setOrdinary(offset, value);
6845 return fixedStr<length>(offset);
6861 setFixedStr<length>(offset, value);
6879 return fixedStr<length>(offset);
6895 setFixedStr<length>(offset, value);
6908 return ordinary<UInt64>(offset);
6919 setOrdinary(offset, value);
6931 return ordinary<UInt64>(offset);
6941 setOrdinary(offset, value);
6954 return fixedStr<length>(offset);
6965 setFixedStr<length>(offset, value);
6979 return ordinary<Int32>(offset);
6991 setOrdinary(offset, value);
7002 return enumeration<SideReq>(offset);
7011 setEnumeration<SideReq>(offset, value);
7024 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
7035 setEnumeration<BooleanNULL>(offset, value);
7057 return fixedStr<length>(value, offset);
7068 setFixedStr<length>(offset, value);
7078 setFixedStr<length>(offset,
StrRef());
7092 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
7103 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
7104 minimalBlockLength(version);
7117 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
7129 static_cast<UInt64>(MessageHeaderBuilder::Size) +
7130 blockLength(Schema::Version);
7145 setLiquidityFlagToNull();
7146 setOrigOrderUserToNull();
7148 resetVariableFields();
7158 return "OrderCancelRequest516";
7173 std::string toString()
const;
7184 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
7185 MessageHeader::Size));
7194 SbeMessage::calculateBinarySize(tail());
7202 minimalBlockLength(version) +
7203 MessageHeader::Size +
7204 getMinimalVariableFieldsSize(version);
7207 *
this, length, minimalRequiredLength);
7210 void checkCompatibility()
const 7212 assert(TemplateId == templateId());
7214 checkSchema<Schema>(schemaId(), version());
7215 checkLength(bufferSize(), version());
7231 enum { TemplateId = 517 };
7260 assert(version >= Schema::MinimalVersion);
7261 assert(length >= minimalBlockLength(version));
7278 setOfferSizeToNull();
7279 setUnderlyingSecurityIdToNull();
7281 resetVariableFields();
7307 setOrdinary(offset, value);
7342 setOrdinary(offset, value);
7365 return ordinary<UInt32>(offset);
7377 setOrdinary(offset, value);
7389 return ordinary<Int32>(offset);
7399 setOrdinary(offset, value);
7411 return ordinary(value, offset,
NullUInt32());
7421 setOrdinary(offset, value);
7442 return ordinary(value, offset,
NullUInt32());
7452 setOrdinary(offset, value);
7474 return ordinary(value, offset,
NullInt32());
7485 setOrdinary(offset, value);
7505 return ordinary<UInt16>(offset);
7514 setOrdinary(offset, value);
7526 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
7527 minimalBlockLength(version);
7541 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
7551 return "MassQuote517.QuoteEntry";
7570 checkVersion<Schema>(version);
7571 checkLength(length, version);
7572 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7586 checkVersion<Schema>(version);
7587 checkLength(length, version);
7588 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7589 resetVariableFields();
7599 checkCompatibility();
7608 assert(message.
valid());
7610 checkCompatibility();
7623 assert(schemaId() == Schema::Id);
7624 assert(version() >= Schema::MinimalVersion);
7625 assert(TemplateId == templateId());
7637 return ordinary<UInt64>(offset);
7648 setOrdinary(offset, value);
7660 return ordinary<UInt64>(offset);
7670 setOrdinary(offset, value);
7684 return enumeration<ManualOrdIndReq>(offset);
7698 setEnumeration<ManualOrdIndReq>(offset, value);
7709 return ordinary<UInt32>(offset);
7718 setOrdinary(offset, value);
7736 return fixedStr<length>(offset);
7752 setFixedStr<length>(offset, value);
7763 return ordinary(value, offset,
NullUInt64());
7772 setOrdinary(offset, value);
7794 return fixedStr<length>(offset);
7805 setFixedStr<length>(offset, value);
7817 return ordinary<UInt32>(offset);
7827 setOrdinary(offset, value);
7843 return ordinary<UInt8>(offset);
7857 setOrdinary(offset, value);
7871 return enumeration<BooleanFlag>(offset);
7883 setEnumeration<BooleanFlag>(offset, value);
7896 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
7907 setEnumeration<BooleanNULL>(offset, value);
7931 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
7944 setEnumeration<ShortSaleType>(offset, value);
7965 return fixedStr<length>(value, offset);
7975 setFixedStr<length>(offset, value);
7985 setFixedStr<length>(offset,
StrRef());
7997 return fixedStr<length>(value, offset);
8007 setFixedStr<length>(offset, value);
8017 setFixedStr<length>(offset,
StrRef());
8031 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
8043 setEnumeration<BooleanNULL>(offset, value);
8061 return getGroup<QuoteEntries>(
8062 QuoteEntriesAccess(),
8071 return getGroup<QuoteEntries>(
8072 QuoteEntriesAccess(),
8083 return constructGroup<QuoteEntries>(
8084 QuoteEntriesAccess(),
8096 return setupGroup<QuoteEntries>(
8097 QuoteEntriesAccess(),
8112 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
8123 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
8124 minimalBlockLength(version);
8137 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
8138 static_cast<MessageSize>(QuoteEntries::EmptySize);
8148 UInt8 maxGroupItems = 255)
8152 static_cast<UInt64>(MessageHeaderBuilder::Size) +
8153 blockLength(Schema::Version) +
8154 (GroupSize::Size + QuoteEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
8161 setQuoteEntriesToNull();
8169 setQuoteReqIdToNull();
8170 setLiquidityFlagToNull();
8171 setShortSaleTypeToNull();
8172 setReservedToNull();
8173 setReserved1ToNull();
8174 setQuoteEntryOpenToNull();
8176 resetVariableFields();
8186 return "MassQuote517";
8201 std::string toString()
const;
8209 quoteEntries().tail();
8218 SbeMessage::calculateBinarySize(tail());
8226 minimalBlockLength(version) +
8227 MessageHeader::Size +
8228 getMinimalVariableFieldsSize(version);
8231 *
this, length, minimalRequiredLength);
8235 void checkVarLenFields()
const 8238 checkTail<QuoteEntries>();
8241 void checkCompatibility()
const 8243 assert(TemplateId == templateId());
8245 checkSchema<Schema>(schemaId(), version());
8246 checkLength(bufferSize(), version());
8247 checkVarLenFields();
8251 struct QuoteEntriesAccess
8258 head<QuoteEntries>();
8264 void setQuoteEntriesToNull()
8267 resetGroup<QuoteEntries>(
8268 QuoteEntriesAccess(),
8285 enum { TemplateId = 518 };
8315 assert(version >= Schema::MinimalVersion);
8316 assert(length >= minimalBlockLength(version));
8330 resetVariableFields();
8343 return fixedStr<length>(offset);
8354 setFixedStr<length>(offset, value);
8377 return enumeration<PartyDetailRole>(offset);
8389 setEnumeration<PartyDetailRole>(offset, value);
8401 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
8402 minimalBlockLength(version);
8416 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
8426 return "PartyDetailsDefinitionRequest518.PartyDetailsEntry";
8463 assert(version >= Schema::MinimalVersion);
8464 assert(length >= minimalBlockLength(version));
8478 resetVariableFields();
8493 return ordinary<UInt8>(offset);
8506 setOrdinary(offset, value);
8520 return ordinary<UInt8>(offset);
8532 setOrdinary(offset, value);
8544 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
8545 minimalBlockLength(version);
8559 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
8569 return "PartyDetailsDefinitionRequest518.TrdRegPublicationsEntry";
8588 checkVersion<Schema>(version);
8589 checkLength(length, version);
8590 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
8604 checkVersion<Schema>(version);
8605 checkLength(length, version);
8606 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
8607 resetVariableFields();
8617 checkCompatibility();
8626 assert(message.
valid());
8628 checkCompatibility();
8641 assert(schemaId() == Schema::Id);
8642 assert(version() >= Schema::MinimalVersion);
8643 assert(TemplateId == templateId());
8657 return ordinary<UInt64>(offset);
8670 setOrdinary(offset, value);
8682 return ordinary<UInt64>(offset);
8692 setOrdinary(offset, value);
8708 return enumeration<ListUpdAct>(offset);
8722 setEnumeration<ListUpdAct>(offset, value);
8733 return ordinary<UInt32>(offset);
8742 setOrdinary(offset, value);
8758 return fixedStr<length>(value, offset);
8772 setFixedStr<length>(offset, value);
8782 setFixedStr<length>(offset,
StrRef());
8797 return fixedStr<length>(value, offset);
8810 setFixedStr<length>(offset, value);
8820 setFixedStr<length>(offset,
StrRef());
8834 return ordinary(value, offset,
NullUInt64());
8846 setOrdinary(offset, value);
8869 return enumeration<CmtaGiveUpCD>(value, offset,
NullCharNULL());
8879 setEnumeration<CmtaGiveUpCD>(offset, value);
8904 return enumeration<CustOrderCapacity>(value, offset,
NullEnumNULL());
8918 setEnumeration<CustOrderCapacity>(offset, value);
8941 return enumeration<ClearingAcctType>(value, offset,
NullEnumNULL());
8953 setEnumeration<ClearingAcctType>(offset, value);
8979 return enumeration<SMPI>(value, offset,
NullCharNULL());
8994 setEnumeration<SMPI>(offset, value);
9014 return enumeration<AvgPxInd>(value, offset,
NullUInt8());
9023 setEnumeration<AvgPxInd>(offset, value);
9045 return enumeration<SLEDS>(value, offset,
NullUInt8());
9056 setEnumeration<SLEDS>(offset, value);
9080 return enumeration<CustOrdHandlInst>(value, offset,
NullCharNULL());
9093 setEnumeration<CustOrdHandlInst>(offset, value);
9116 return ordinary(value, offset,
NullUInt64());
9128 setOrdinary(offset, value);
9149 return ordinary(value, offset,
NullUInt64());
9159 setOrdinary(offset, value);
9186 return getGroup<PartyDetails>(
9187 PartyDetailsAccess(),
9196 return getGroup<PartyDetails>(
9197 PartyDetailsAccess(),
9208 return constructGroup<PartyDetails>(
9209 PartyDetailsAccess(),
9221 return setupGroup<PartyDetails>(
9222 PartyDetailsAccess(),
9232 return getGroup<TrdRegPublications>(
9233 TrdRegPublicationsAccess(),
9242 return getGroup<TrdRegPublications>(
9243 TrdRegPublicationsAccess(),
9254 return constructGroup<TrdRegPublications>(
9255 TrdRegPublicationsAccess(),
9267 return setupGroup<TrdRegPublications>(
9268 TrdRegPublicationsAccess(),
9283 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
9294 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
9295 minimalBlockLength(version);
9308 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
9309 static_cast<MessageSize>(PartyDetails::EmptySize) + static_cast<MessageSize>(TrdRegPublications::EmptySize);
9319 UInt8 maxGroupItems = 255)
9323 static_cast<UInt64>(MessageHeaderBuilder::Size) +
9324 blockLength(Schema::Version) +
9325 (GroupSize::Size + PartyDetailsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
9326 (GroupSize::Size + TrdRegPublicationsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
9333 setPartyDetailsToNull();
9334 setTrdRegPublicationsToNull();
9343 setAvgPxGroupIdToNull();
9344 setSelfMatchPreventionIdToNull();
9345 setCmtaGiveupCDToNull();
9346 setCustOrderCapacityToNull();
9347 setClearingAccountTypeToNull();
9348 setSelfMatchPreventionInstructionToNull();
9349 setAvgPxIndicatorToNull();
9350 setClearingTradePriceTypeToNull();
9351 setCustOrderHandlingInstToNull();
9352 setExecutorToNull();
9353 setIdMShortCodeToNull();
9355 resetVariableFields();
9365 return "PartyDetailsDefinitionRequest518";
9380 std::string toString()
const;
9388 trdRegPublications().tail();
9397 SbeMessage::calculateBinarySize(tail());
9405 minimalBlockLength(version) +
9406 MessageHeader::Size +
9407 getMinimalVariableFieldsSize(version);
9410 *
this, length, minimalRequiredLength);
9414 void checkVarLenFields()
const 9417 checkTail<PartyDetails>().
9418 checkTail<TrdRegPublications>();
9421 void checkCompatibility()
const 9423 assert(TemplateId == templateId());
9425 checkSchema<Schema>(schemaId(), version());
9426 checkLength(bufferSize(), version());
9427 checkVarLenFields();
9431 struct PartyDetailsAccess
9440 head<PartyDetails>();
9446 void setPartyDetailsToNull()
9449 resetGroup<PartyDetails>(
9450 PartyDetailsAccess(),
9455 struct TrdRegPublicationsAccess
9464 tail<PartyDetails>().
9465 head<TrdRegPublications>();
9471 void setTrdRegPublicationsToNull()
9474 resetGroup<TrdRegPublications>(
9475 TrdRegPublicationsAccess(),
9492 enum { TemplateId = 519 };
9522 assert(version >= Schema::MinimalVersion);
9523 assert(length >= minimalBlockLength(version));
9537 resetVariableFields();
9550 return fixedStr<length>(offset);
9561 setFixedStr<length>(offset, value);
9583 return enumeration<PartyDetailRole>(offset);
9595 setEnumeration<PartyDetailRole>(offset, value);
9607 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
9608 minimalBlockLength(version);
9622 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
9632 return "PartyDetailsDefinitionRequestAck519.PartyDetailsEntry";
9669 assert(version >= Schema::MinimalVersion);
9670 assert(length >= minimalBlockLength(version));
9684 resetVariableFields();
9699 return ordinary<UInt8>(offset);
9712 setOrdinary(offset, value);
9726 return ordinary<UInt8>(offset);
9738 setOrdinary(offset, value);
9750 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
9751 minimalBlockLength(version);
9765 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
9775 return "PartyDetailsDefinitionRequestAck519.TrdRegPublicationsEntry";
9794 checkVersion<Schema>(version);
9795 checkLength(length, version);
9796 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
9810 checkVersion<Schema>(version);
9811 checkLength(length, version);
9812 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
9813 resetVariableFields();
9823 checkCompatibility();
9832 assert(message.
valid());
9834 checkCompatibility();
9847 assert(schemaId() == Schema::Id);
9848 assert(version() >= Schema::MinimalVersion);
9849 assert(TemplateId == templateId());
9859 return ordinary<UInt32>(offset);
9868 setOrdinary(offset, value);
9879 return ordinary<UInt64>(offset);
9888 setOrdinary(offset, value);
9901 return fixedStr<length>(value, offset);
9912 setFixedStr<length>(offset, value);
9922 setFixedStr<length>(offset,
StrRef());
9937 return fixedStr<length>(value, offset);
9950 setFixedStr<length>(offset, value);
9960 setFixedStr<length>(offset,
StrRef());
9975 return ordinary<UInt64>(offset);
9988 setOrdinary(offset, value);
10000 return ordinary<UInt64>(offset);
10010 setOrdinary(offset, value);
10024 return ordinary(value, offset,
NullUInt64());
10036 setOrdinary(offset, value);
10056 return ordinary<UInt8>(offset);
10065 setOrdinary(offset, value);
10081 return enumeration<CustOrderCapacity>(value, offset,
NullEnumNULL());
10095 setEnumeration<CustOrderCapacity>(offset, value);
10118 return enumeration<ClearingAcctType>(value, offset,
NullEnumNULL());
10130 setEnumeration<ClearingAcctType>(offset, value);
10156 return enumeration<SMPI>(value, offset,
NullCharNULL());
10171 setEnumeration<SMPI>(offset, value);
10193 return enumeration<AvgPxInd>(value, offset,
NullUInt8());
10204 setEnumeration<AvgPxInd>(offset, value);
10226 return enumeration<SLEDS>(value, offset,
NullUInt8());
10237 setEnumeration<SLEDS>(offset, value);
10259 return enumeration<CmtaGiveUpCD>(value, offset,
NullCharNULL());
10268 setEnumeration<CmtaGiveUpCD>(offset, value);
10292 return enumeration<CustOrdHandlInst>(value, offset,
NullCharNULL());
10305 setEnumeration<CustOrdHandlInst>(offset, value);
10339 return enumeration<ListUpdAct>(offset);
10353 setEnumeration<ListUpdAct>(offset, value);
10364 return ordinary<UInt8>(offset);
10373 setOrdinary(offset, value);
10386 return ordinary(value, offset,
NullUInt64());
10397 setOrdinary(offset, value);
10417 return ordinary(value, offset,
NullUInt64());
10426 setOrdinary(offset, value);
10450 return enumeration<BooleanFlag>(offset);
10463 setEnumeration<BooleanFlag>(offset, value);
10480 return enumeration<SplitMsg>(value, offset,
NullUInt8());
10495 setEnumeration<SplitMsg>(offset, value);
10513 return getGroup<PartyDetails>(
10514 PartyDetailsAccess(),
10523 return getGroup<PartyDetails>(
10524 PartyDetailsAccess(),
10535 return constructGroup<PartyDetails>(
10536 PartyDetailsAccess(),
10548 return setupGroup<PartyDetails>(
10549 PartyDetailsAccess(),
10559 return getGroup<TrdRegPublications>(
10560 TrdRegPublicationsAccess(),
10569 return getGroup<TrdRegPublications>(
10570 TrdRegPublicationsAccess(),
10581 return constructGroup<TrdRegPublications>(
10582 TrdRegPublicationsAccess(),
10594 return setupGroup<TrdRegPublications>(
10595 TrdRegPublicationsAccess(),
10610 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
10621 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
10622 minimalBlockLength(version);
10635 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
10636 static_cast<MessageSize>(PartyDetails::EmptySize) + static_cast<MessageSize>(TrdRegPublications::EmptySize);
10646 UInt8 maxGroupItems = 255)
10650 static_cast<UInt64>(MessageHeaderBuilder::Size) +
10651 blockLength(Schema::Version) +
10652 (GroupSize::Size + PartyDetailsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
10653 (GroupSize::Size + TrdRegPublicationsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
10660 setPartyDetailsToNull();
10661 setTrdRegPublicationsToNull();
10670 setAvgPxGroupIdToNull();
10671 setSelfMatchPreventionIdToNull();
10672 setCustOrderCapacityToNull();
10673 setClearingAccountTypeToNull();
10674 setSelfMatchPreventionInstructionToNull();
10675 setAvgPxIndicatorToNull();
10676 setClearingTradePriceTypeToNull();
10677 setCmtaGiveupCDToNull();
10678 setCustOrderHandlingInstToNull();
10679 setExecutorToNull();
10680 setIdMShortCodeToNull();
10681 setSplitMsgToNull();
10683 resetVariableFields();
10693 return "PartyDetailsDefinitionRequestAck519";
10708 std::string toString()
const;
10716 trdRegPublications().tail();
10725 SbeMessage::calculateBinarySize(tail());
10733 minimalBlockLength(version) +
10734 MessageHeader::Size +
10735 getMinimalVariableFieldsSize(version);
10738 *
this, length, minimalRequiredLength);
10742 void checkVarLenFields()
const 10745 checkTail<PartyDetails>().
10746 checkTail<TrdRegPublications>();
10749 void checkCompatibility()
const 10751 assert(TemplateId == templateId());
10753 checkSchema<Schema>(schemaId(), version());
10754 checkLength(bufferSize(), version());
10755 checkVarLenFields();
10759 struct PartyDetailsAccess
10768 head<PartyDetails>();
10774 void setPartyDetailsToNull()
10777 resetGroup<PartyDetails>(
10778 PartyDetailsAccess(),
10783 struct TrdRegPublicationsAccess
10792 tail<PartyDetails>().
10793 head<TrdRegPublications>();
10799 void setTrdRegPublicationsToNull()
10802 resetGroup<TrdRegPublications>(
10803 TrdRegPublicationsAccess(),
10820 enum { TemplateId = 521 };
10832 checkVersion<Schema>(version);
10833 checkLength(length, version);
10834 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
10848 checkVersion<Schema>(version);
10849 checkLength(length, version);
10850 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
10851 resetVariableFields();
10861 checkCompatibility();
10870 assert(message.
valid());
10872 checkCompatibility();
10885 assert(schemaId() == Schema::Id);
10886 assert(version() >= Schema::MinimalVersion);
10887 assert(TemplateId == templateId());
10897 return ordinary<UInt32>(offset);
10906 setOrdinary(offset, value);
10917 return ordinary<UInt64>(offset);
10926 setOrdinary(offset, value);
10939 return fixedStr<length>(value, offset);
10950 setFixedStr<length>(offset, value);
10960 setFixedStr<length>(offset,
StrRef());
10978 return fixedStr<length>(value, offset);
10994 setFixedStr<length>(offset, value);
11004 setFixedStr<length>(offset,
StrRef());
11017 return ordinary(value, offset,
NullUInt64());
11028 setOrdinary(offset, value);
11049 return ordinary<UInt64>(offset);
11059 setOrdinary(offset, value);
11072 return ordinary(value, offset,
NullUInt64());
11083 setOrdinary(offset, value);
11105 return fixedStr<length>(value, offset);
11116 setFixedStr<length>(offset, value);
11126 setFixedStr<length>(offset,
StrRef());
11137 return ordinary(value, offset,
NullUInt32());
11146 setOrdinary(offset, value);
11167 return ordinary(value, offset,
NullUInt16());
11177 setOrdinary(offset, value);
11198 return ordinary<UInt16>(offset);
11208 setOrdinary(offset, value);
11220 return fixedStr<length>(offset);
11230 setFixedStr<length>(offset, value);
11245 return enumeration<BooleanFlag>(offset);
11258 setEnumeration<BooleanFlag>(offset, value);
11272 return enumeration<ManualOrdInd>(value, offset,
NullEnumNULL());
11282 setEnumeration<ManualOrdInd>(offset, value);
11308 return enumeration<SplitMsg>(value, offset,
NullUInt8());
11323 setEnumeration<SplitMsg>(offset, value);
11346 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
11357 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
11358 minimalBlockLength(version);
11371 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
11383 static_cast<UInt64>(MessageHeaderBuilder::Size) +
11384 blockLength(Schema::Version);
11399 setSenderIdToNull();
11400 setPartyDetailsListReqIdToNull();
11401 setBusinessRejectRefIdToNull();
11402 setLocationToNull();
11403 setRefSeqNumToNull();
11404 setRefTagIdToNull();
11405 setManualOrderIndicatorToNull();
11406 setSplitMsgToNull();
11408 resetVariableFields();
11418 return "BusinessReject521";
11433 std::string toString()
const;
11444 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
11445 MessageHeader::Size));
11454 SbeMessage::calculateBinarySize(tail());
11462 minimalBlockLength(version) +
11463 MessageHeader::Size +
11464 getMinimalVariableFieldsSize(version);
11467 *
this, length, minimalRequiredLength);
11470 void checkCompatibility()
const 11472 assert(TemplateId == templateId());
11474 checkSchema<Schema>(schemaId(), version());
11475 checkLength(bufferSize(), version());
11491 enum { TemplateId = 522 };
11503 checkVersion<Schema>(version);
11504 checkLength(length, version);
11505 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11519 checkVersion<Schema>(version);
11520 checkLength(length, version);
11521 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11522 resetVariableFields();
11532 checkCompatibility();
11541 assert(message.
valid());
11543 checkCompatibility();
11556 assert(schemaId() == Schema::Id);
11557 assert(version() >= Schema::MinimalVersion);
11558 assert(TemplateId == templateId());
11568 return ordinary<UInt32>(offset);
11577 setOrdinary(offset, value);
11588 return ordinary<UInt64>(offset);
11597 setOrdinary(offset, value);
11611 return fixedStr<length>(offset);
11623 setFixedStr<length>(offset, value);
11641 return fixedStr<length>(offset);
11657 setFixedStr<length>(offset, value);
11675 return fixedStr<length>(offset);
11691 setFixedStr<length>(offset, value);
11704 return ordinary<UInt64>(offset);
11715 setOrdinary(offset, value);
11728 return ordinary<UInt64>(offset);
11739 setOrdinary(offset, value);
11750 return decimal<PRICE9>(offset);
11759 setOrdinary(offset, value);
11771 return decimal(value, offset,
NullPRICE9());
11781 setOrdinary(offset, value);
11802 return ordinary<UInt64>(offset);
11812 setOrdinary(offset, value);
11824 return ordinary<UInt64>(offset);
11834 setOrdinary(offset, value);
11847 return ordinary<UInt64>(offset);
11858 setOrdinary(offset, value);
11870 return ordinary(value, offset,
NullUInt64());
11880 setOrdinary(offset, value);
11906 return ordinary(value, offset,
NullUInt64());
11921 setOrdinary(offset, value);
11943 return fixedStr<length>(offset);
11954 setFixedStr<length>(offset, value);
11966 return ordinary<Int32>(offset);
11976 setOrdinary(offset, value);
11987 return ordinary<UInt32>(offset);
11996 setOrdinary(offset, value);
12007 return ordinary(value, offset,
NullUInt32());
12016 setOrdinary(offset, value);
12038 return ordinary(value, offset,
NullUInt32());
12049 setOrdinary(offset, value);
12074 FieldValue fieldValue;
12113 return ordinary(value, offset,
NullUInt16());
12122 setOrdinary(offset, value);
12160 return enumeration<OrderType>(value, offset,
NullCharNULL());
12169 setEnumeration<OrderType>(offset, value);
12189 return enumeration<SideReq>(offset);
12198 setEnumeration<SideReq>(offset, value);
12209 return enumeration<TimeInForce>(value, offset,
NullUInt8());
12218 setEnumeration<TimeInForce>(offset, value);
12239 return enumeration<ManualOrdIndReq>(offset);
12251 setEnumeration<ManualOrdIndReq>(offset, value);
12266 return enumeration<BooleanFlag>(offset);
12279 setEnumeration<BooleanFlag>(offset, value);
12296 return enumeration<SplitMsg>(value, offset,
NullUInt8());
12311 setEnumeration<SplitMsg>(offset, value);
12332 return ordinary(value, offset,
NullUInt8());
12342 setOrdinary(offset, value);
12364 return ordinary<ExecInst>(offset);
12375 setOrdinary(offset, value);
12388 return enumeration<ExecMode>(value, offset,
NullCharNULL());
12399 setEnumeration<ExecMode>(offset, value);
12421 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
12432 setEnumeration<BooleanNULL>(offset, value);
12452 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
12461 setEnumeration<BooleanNULL>(offset, value);
12485 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
12498 setEnumeration<ShortSaleType>(offset, value);
12525 return ordinary(value, offset,
NullUInt64());
12541 setOrdinary(offset, value);
12563 return decimal(value, offset,
NullPRICE9());
12574 setOrdinary(offset, value);
12597 return decimal(value, offset,
NullPRICE9());
12609 setOrdinary(offset, value);
12632 return ordinary(value, offset,
NullUInt8());
12644 setOrdinary(offset, value);
12667 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
12678 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
12679 minimalBlockLength(version);
12692 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
12704 static_cast<UInt64>(MessageHeaderBuilder::Size) +
12705 blockLength(Schema::Version);
12720 setCrossIdToNull();
12721 setHostCrossIdToNull();
12723 setDisplayQtyToNull();
12724 setExpireDateToNull();
12725 setDelayDurationToNull();
12726 setOrdTypeToNull();
12727 setTimeInForceToNull();
12728 setSplitMsgToNull();
12729 setCrossTypeToNull();
12730 setExecutionModeToNull();
12731 setLiquidityFlagToNull();
12732 setManagedOrderToNull();
12733 setShortSaleTypeToNull();
12734 setDelayToTimeToNull();
12735 setDiscretionPriceToNull();
12736 setReservationPriceToNull();
12737 setPriorityIndicatorToNull();
12739 resetVariableFields();
12749 return "ExecutionReportNew522";
12764 std::string toString()
const;
12775 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
12776 MessageHeader::Size));
12785 SbeMessage::calculateBinarySize(tail());
12793 minimalBlockLength(version) +
12794 MessageHeader::Size +
12795 getMinimalVariableFieldsSize(version);
12798 *
this, length, minimalRequiredLength);
12801 void checkCompatibility()
const 12803 assert(TemplateId == templateId());
12805 checkSchema<Schema>(schemaId(), version());
12806 checkLength(bufferSize(), version());
12822 enum { TemplateId = 523 };
12834 checkVersion<Schema>(version);
12835 checkLength(length, version);
12836 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12850 checkVersion<Schema>(version);
12851 checkLength(length, version);
12852 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12853 resetVariableFields();
12863 checkCompatibility();
12872 assert(message.
valid());
12874 checkCompatibility();
12887 assert(schemaId() == Schema::Id);
12888 assert(version() >= Schema::MinimalVersion);
12889 assert(TemplateId == templateId());
12899 return ordinary<UInt32>(offset);
12908 setOrdinary(offset, value);
12919 return ordinary<UInt64>(offset);
12928 setOrdinary(offset, value);
12941 return fixedStr<length>(value, offset);
12952 setFixedStr<length>(offset, value);
12962 setFixedStr<length>(offset,
StrRef());
12976 return fixedStr<length>(offset);
12988 setFixedStr<length>(offset, value);
13006 return fixedStr<length>(offset);
13022 setFixedStr<length>(offset, value);
13040 return fixedStr<length>(offset);
13056 setFixedStr<length>(offset, value);
13069 return ordinary<UInt64>(offset);
13080 setOrdinary(offset, value);
13093 return ordinary<UInt64>(offset);
13104 setOrdinary(offset, value);
13115 return decimal(value, offset,
NullPRICE9());
13124 setOrdinary(offset, value);
13145 return decimal(value, offset,
NullPRICE9());
13155 setOrdinary(offset, value);
13176 return ordinary<UInt64>(offset);
13186 setOrdinary(offset, value);
13198 return ordinary<UInt64>(offset);
13208 setOrdinary(offset, value);
13221 return ordinary<UInt64>(offset);
13232 setOrdinary(offset, value);
13244 return ordinary(value, offset,
NullUInt64());
13254 setOrdinary(offset, value);
13280 return ordinary(value, offset,
NullUInt64());
13295 setOrdinary(offset, value);
13317 return fixedStr<length>(offset);
13328 setFixedStr<length>(offset, value);
13340 return ordinary<Int32>(offset);
13350 setOrdinary(offset, value);
13361 return ordinary<UInt32>(offset);
13370 setOrdinary(offset, value);
13381 return ordinary(value, offset,
NullUInt32());
13390 setOrdinary(offset, value);
13412 return ordinary(value, offset,
NullUInt32());
13423 setOrdinary(offset, value);
13443 return ordinary<UInt16>(offset);
13452 setOrdinary(offset, value);
13466 FieldValue fieldValue;
13503 return ordinary(value, offset,
NullUInt16());
13512 setOrdinary(offset, value);
13553 return enumeration<OrderType>(value, offset,
NullCharNULL());
13562 setEnumeration<OrderType>(offset, value);
13582 return enumeration<SideReq>(offset);
13591 setEnumeration<SideReq>(offset, value);
13602 return enumeration<TimeInForce>(value, offset,
NullUInt8());
13611 setEnumeration<TimeInForce>(offset, value);
13632 return enumeration<ManualOrdIndReq>(offset);
13644 setEnumeration<ManualOrdIndReq>(offset, value);
13659 return enumeration<BooleanFlag>(offset);
13672 setEnumeration<BooleanFlag>(offset, value);
13689 return enumeration<SplitMsg>(value, offset,
NullUInt8());
13704 setEnumeration<SplitMsg>(offset, value);
13725 return ordinary(value, offset,
NullUInt8());
13735 setOrdinary(offset, value);
13757 return ordinary<ExecInst>(offset);
13768 setOrdinary(offset, value);
13781 return enumeration<ExecMode>(value, offset,
NullCharNULL());
13792 setEnumeration<ExecMode>(offset, value);
13814 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
13825 setEnumeration<BooleanNULL>(offset, value);
13845 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
13854 setEnumeration<BooleanNULL>(offset, value);
13878 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
13891 setEnumeration<ShortSaleType>(offset, value);
13918 return ordinary(value, offset,
NullUInt64());
13934 setOrdinary(offset, value);
13956 return decimal(value, offset,
NullPRICE9());
13967 setOrdinary(offset, value);
13990 return decimal(value, offset,
NullPRICE9());
14002 setOrdinary(offset, value);
14025 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
14036 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
14037 minimalBlockLength(version);
14050 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
14062 static_cast<UInt64>(MessageHeaderBuilder::Size) +
14063 blockLength(Schema::Version);
14080 setCrossIdToNull();
14081 setHostCrossIdToNull();
14083 setDisplayQtyToNull();
14084 setExpireDateToNull();
14085 setDelayDurationToNull();
14086 setOrdTypeToNull();
14087 setTimeInForceToNull();
14088 setSplitMsgToNull();
14089 setCrossTypeToNull();
14090 setExecutionModeToNull();
14091 setLiquidityFlagToNull();
14092 setManagedOrderToNull();
14093 setShortSaleTypeToNull();
14094 setDelayToTimeToNull();
14095 setDiscretionPriceToNull();
14096 setReservationPriceToNull();
14098 resetVariableFields();
14108 return "ExecutionReportReject523";
14123 std::string toString()
const;
14134 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
14135 MessageHeader::Size));
14144 SbeMessage::calculateBinarySize(tail());
14152 minimalBlockLength(version) +
14153 MessageHeader::Size +
14154 getMinimalVariableFieldsSize(version);
14157 *
this, length, minimalRequiredLength);
14160 void checkCompatibility()
const 14162 assert(TemplateId == templateId());
14164 checkSchema<Schema>(schemaId(), version());
14165 checkLength(bufferSize(), version());
14181 enum { TemplateId = 524 };
14193 checkVersion<Schema>(version);
14194 checkLength(length, version);
14195 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14209 checkVersion<Schema>(version);
14210 checkLength(length, version);
14211 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14212 resetVariableFields();
14222 checkCompatibility();
14231 assert(message.
valid());
14233 checkCompatibility();
14246 assert(schemaId() == Schema::Id);
14247 assert(version() >= Schema::MinimalVersion);
14248 assert(TemplateId == templateId());
14258 return ordinary<UInt32>(offset);
14267 setOrdinary(offset, value);
14278 return ordinary<UInt64>(offset);
14287 setOrdinary(offset, value);
14301 return fixedStr<length>(offset);
14313 setFixedStr<length>(offset, value);
14331 return fixedStr<length>(offset);
14347 setFixedStr<length>(offset, value);
14365 return fixedStr<length>(offset);
14381 setFixedStr<length>(offset, value);
14394 return ordinary<UInt64>(offset);
14405 setOrdinary(offset, value);
14418 return ordinary<UInt64>(offset);
14429 setOrdinary(offset, value);
14440 return decimal<PRICE9>(offset);
14449 setOrdinary(offset, value);
14461 return decimal(value, offset,
NullPRICE9());
14471 setOrdinary(offset, value);
14492 return ordinary<UInt64>(offset);
14502 setOrdinary(offset, value);
14514 return ordinary<UInt64>(offset);
14524 setOrdinary(offset, value);
14537 return ordinary<UInt64>(offset);
14548 setOrdinary(offset, value);
14560 return ordinary(value, offset,
NullUInt64());
14570 setOrdinary(offset, value);
14596 return ordinary(value, offset,
NullUInt64());
14611 setOrdinary(offset, value);
14633 return fixedStr<length>(offset);
14644 setFixedStr<length>(offset, value);
14656 return ordinary<Int32>(offset);
14666 setOrdinary(offset, value);
14677 return ordinary<UInt32>(offset);
14686 setOrdinary(offset, value);
14697 return ordinary<UInt32>(offset);
14706 setOrdinary(offset, value);
14717 return ordinary(value, offset,
NullUInt32());
14726 setOrdinary(offset, value);
14748 return ordinary(value, offset,
NullUInt32());
14759 setOrdinary(offset, value);
14802 FieldValue fieldValue;
14839 return enumeration<OrderType>(value, offset,
NullCharNULL());
14848 setEnumeration<OrderType>(offset, value);
14868 return enumeration<SideReq>(offset);
14877 setEnumeration<SideReq>(offset, value);
14888 return enumeration<TimeInForce>(value, offset,
NullUInt8());
14897 setEnumeration<TimeInForce>(offset, value);
14918 return enumeration<ManualOrdIndReq>(offset);
14930 setEnumeration<ManualOrdIndReq>(offset, value);
14945 return enumeration<BooleanFlag>(offset);
14958 setEnumeration<BooleanFlag>(offset, value);
14970 return ordinary(value, offset,
NullUInt8());
14980 setOrdinary(offset, value);
15002 return ordinary<ExecInst>(offset);
15013 setOrdinary(offset, value);
15026 return enumeration<ExecMode>(value, offset,
NullCharNULL());
15037 setEnumeration<ExecMode>(offset, value);
15059 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
15070 setEnumeration<BooleanNULL>(offset, value);
15090 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
15099 setEnumeration<BooleanNULL>(offset, value);
15123 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
15136 setEnumeration<ShortSaleType>(offset, value);
15158 return decimal(value, offset,
NullPRICE9());
15169 setOrdinary(offset, value);
15192 return decimal(value, offset,
NullPRICE9());
15204 setOrdinary(offset, value);
15227 return ordinary(value, offset,
NullUInt8());
15239 setOrdinary(offset, value);
15262 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
15273 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
15274 minimalBlockLength(version);
15287 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
15299 static_cast<UInt64>(MessageHeaderBuilder::Size) +
15300 blockLength(Schema::Version);
15315 setCrossIdToNull();
15316 setHostCrossIdToNull();
15318 setDisplayQtyToNull();
15319 setExpireDateToNull();
15320 setOrdTypeToNull();
15321 setTimeInForceToNull();
15322 setCrossTypeToNull();
15323 setExecutionModeToNull();
15324 setLiquidityFlagToNull();
15325 setManagedOrderToNull();
15326 setShortSaleTypeToNull();
15327 setDiscretionPriceToNull();
15328 setReservationPriceToNull();
15329 setPriorityIndicatorToNull();
15331 resetVariableFields();
15341 return "ExecutionReportElimination524";
15356 std::string toString()
const;
15367 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
15368 MessageHeader::Size));
15377 SbeMessage::calculateBinarySize(tail());
15385 minimalBlockLength(version) +
15386 MessageHeader::Size +
15387 getMinimalVariableFieldsSize(version);
15390 *
this, length, minimalRequiredLength);
15393 void checkCompatibility()
const 15395 assert(TemplateId == templateId());
15397 checkSchema<Schema>(schemaId(), version());
15398 checkLength(bufferSize(), version());
15414 enum { TemplateId = 525 };
15444 assert(version >= Schema::MinimalVersion);
15445 assert(length >= minimalBlockLength(version));
15459 resetVariableFields();
15471 return decimal<PRICE9>(offset);
15481 setOrdinary(offset, value);
15492 return ordinary<UInt32>(offset);
15501 setOrdinary(offset, value);
15516 return fixedStr<length>(offset);
15529 setFixedStr<length>(offset, value);
15541 return ordinary<UInt8>(offset);
15551 setOrdinary(offset, value);
15563 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
15564 minimalBlockLength(version);
15578 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
15588 return "ExecutionReportTradeOutright525.FillsEntry";
15624 assert(version >= Schema::MinimalVersion);
15625 assert(length >= minimalBlockLength(version));
15639 setOrderEventTextToNull();
15640 setOrderEventTypeToNull();
15641 setContraGrossTradeAmtToNull();
15642 setContraCalculatedCcyLastQtyToNull();
15644 resetVariableFields();
15655 return decimal<PRICE9>(offset);
15664 setOrdinary(offset, value);
15678 return fixedStr<length>(value, offset);
15690 setFixedStr<length>(offset, value);
15700 setFixedStr<length>(offset,
StrRef());
15713 return ordinary<UInt32>(offset);
15724 setOrdinary(offset, value);
15736 return ordinary<UInt32>(offset);
15746 setOrdinary(offset, value);
15759 return enumeration<OrderEventType>(value, offset,
NullEnumNULL());
15770 setEnumeration<OrderEventType>(offset, value);
15791 return ordinary<UInt8>(offset);
15801 setOrdinary(offset, value);
15823 setOrdinary(offset, value);
15854 setOrdinary(offset, value);
15875 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
15876 minimalBlockLength(version);
15890 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
15900 return "ExecutionReportTradeOutright525.OrderEventsEntry";
15919 checkVersion<Schema>(version);
15920 checkLength(length, version);
15921 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
15935 checkVersion<Schema>(version);
15936 checkLength(length, version);
15937 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
15938 resetVariableFields();
15948 checkCompatibility();
15957 assert(message.
valid());
15959 checkCompatibility();
15972 assert(schemaId() == Schema::Id);
15973 assert(version() >= Schema::MinimalVersion);
15974 assert(TemplateId == templateId());
15984 return ordinary<UInt32>(offset);
15993 setOrdinary(offset, value);
16004 return ordinary<UInt64>(offset);
16013 setOrdinary(offset, value);
16027 return fixedStr<length>(offset);
16039 setFixedStr<length>(offset, value);
16057 return fixedStr<length>(offset);
16073 setFixedStr<length>(offset, value);
16091 return fixedStr<length>(offset);
16107 setFixedStr<length>(offset, value);
16120 return ordinary<UInt64>(offset);
16131 setOrdinary(offset, value);
16142 return decimal<PRICE9>(offset);
16151 setOrdinary(offset, value);
16164 return ordinary<UInt64>(offset);
16175 setOrdinary(offset, value);
16186 return decimal<PRICE9>(offset);
16195 setOrdinary(offset, value);
16207 return decimal(value, offset,
NullPRICE9());
16217 setOrdinary(offset, value);
16238 return ordinary<UInt64>(offset);
16248 setOrdinary(offset, value);
16260 return ordinary<UInt64>(offset);
16270 setOrdinary(offset, value);
16283 return ordinary<UInt64>(offset);
16294 setOrdinary(offset, value);
16306 return ordinary<UInt64>(offset);
16316 setOrdinary(offset, value);
16328 return ordinary(value, offset,
NullUInt64());
16338 setOrdinary(offset, value);
16364 return ordinary(value, offset,
NullUInt64());
16379 setOrdinary(offset, value);
16401 return fixedStr<length>(offset);
16412 setFixedStr<length>(offset, value);
16424 return ordinary<Int32>(offset);
16434 setOrdinary(offset, value);
16445 return ordinary<UInt32>(offset);
16454 setOrdinary(offset, value);
16465 return ordinary<UInt32>(offset);
16474 setOrdinary(offset, value);
16485 return ordinary<UInt32>(offset);
16494 setOrdinary(offset, value);
16507 return ordinary<UInt32>(offset);
16518 setOrdinary(offset, value);
16530 return ordinary<UInt32>(offset);
16540 setOrdinary(offset, value);
16551 return ordinary(value, offset,
NullUInt32());
16560 setOrdinary(offset, value);
16582 return ordinary<UInt32>(offset);
16593 setOrdinary(offset, value);
16607 FieldValue fieldValue;
16647 FieldValue fieldValue;
16685 return enumeration<OrdStatusTrd>(offset);
16695 setEnumeration<OrdStatusTrd>(offset, value);
16717 return enumeration<OrderType>(value, offset,
NullCharNULL());
16726 setEnumeration<OrderType>(offset, value);
16746 return enumeration<SideReq>(offset);
16755 setEnumeration<SideReq>(offset, value);
16766 return enumeration<TimeInForce>(value, offset,
NullUInt8());
16775 setEnumeration<TimeInForce>(offset, value);
16796 return enumeration<ManualOrdIndReq>(offset);
16808 setEnumeration<ManualOrdIndReq>(offset, value);
16823 return enumeration<BooleanFlag>(offset);
16836 setEnumeration<BooleanFlag>(offset, value);
16848 return enumeration<BooleanFlag>(offset);
16858 setEnumeration<BooleanFlag>(offset, value);
16870 return ordinary(value, offset,
NullUInt8());
16880 setOrdinary(offset, value);
16902 return ordinary<ExecInst>(offset);
16913 setOrdinary(offset, value);
16926 return enumeration<ExecMode>(value, offset,
NullCharNULL());
16937 setEnumeration<ExecMode>(offset, value);
16959 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
16970 setEnumeration<BooleanNULL>(offset, value);
16990 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
16999 setEnumeration<BooleanNULL>(offset, value);
17023 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
17036 setEnumeration<ShortSaleType>(offset, value);
17056 return ordinary<UInt8>(offset);
17065 setOrdinary(offset, value);
17078 return decimal(value, offset,
NullPRICE9());
17089 setOrdinary(offset, value);
17109 return ordinary(value, offset,
NullUInt16());
17118 setOrdinary(offset, value);
17139 return enumeration<ExecReason>(value, offset,
NullUInt8());
17149 setEnumeration<ExecReason>(offset, value);
17171 FieldValue fieldValue;
17209 FieldValue fieldValue;
17256 setOrdinary(offset, value);
17287 setOrdinary(offset, value);
17310 return decimal(value, offset,
NullPRICE9());
17322 setOrdinary(offset, value);
17345 return decimal(value, offset,
NullPRICE9());
17357 setOrdinary(offset, value);
17380 return ordinary(value, offset,
NullUInt8());
17392 setOrdinary(offset, value);
17414 return decimal(value, offset,
NullPRICE9());
17425 setOrdinary(offset, value);
17443 return getGroup<Fills>(FillsAccess(), *
this);
17451 return getGroup<Fills>(FillsAccess(), *
this);
17459 return constructGroup<Fills>(
17472 return setupGroup<Fills>(
17483 return getGroup<OrderEvents>(
17484 OrderEventsAccess(),
17493 return getGroup<OrderEvents>(
17494 OrderEventsAccess(),
17503 return constructGroup<OrderEvents>(
17504 OrderEventsAccess(),
17516 return setupGroup<OrderEvents>(
17517 OrderEventsAccess(),
17532 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
17543 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
17544 minimalBlockLength(version);
17557 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
17558 static_cast<MessageSize>(Fills::EmptySize) + static_cast<MessageSize>(OrderEvents::EmptySize);
17568 UInt8 maxGroupItems = 255)
17572 static_cast<UInt64>(MessageHeaderBuilder::Size) +
17573 blockLength(Schema::Version) +
17574 (GroupSize::Size + FillsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
17575 (GroupSize::Size + OrderEventsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
17583 setOrderEventsToNull();
17592 setCrossIdToNull();
17593 setHostCrossIdToNull();
17594 setTradeLinkIdToNull();
17595 setTradeDateToNull();
17596 setExpireDateToNull();
17597 setOrdTypeToNull();
17598 setTimeInForceToNull();
17599 setCrossTypeToNull();
17600 setExecutionModeToNull();
17601 setLiquidityFlagToNull();
17602 setManagedOrderToNull();
17603 setShortSaleTypeToNull();
17604 setDiscretionPriceToNull();
17605 setTrdTypeToNull();
17606 setExecRestatementReasonToNull();
17607 setSettlDateToNull();
17608 setMaturityDateToNull();
17609 setCalculatedCcyLastQtyToNull();
17610 setGrossTradeAmtToNull();
17611 setBenchmarkPriceToNull();
17612 setReservationPriceToNull();
17613 setPriorityIndicatorToNull();
17614 setDisplayLimitPriceToNull();
17616 resetVariableFields();
17626 return "ExecutionReportTradeOutright525";
17641 std::string toString()
const;
17649 orderEvents().tail();
17658 SbeMessage::calculateBinarySize(tail());
17666 minimalBlockLength(version) +
17667 MessageHeader::Size +
17668 getMinimalVariableFieldsSize(version);
17671 *
this, length, minimalRequiredLength);
17675 void checkVarLenFields()
const 17678 checkTail<Fills>().
17679 checkTail<OrderEvents>();
17682 void checkCompatibility()
const 17684 assert(TemplateId == templateId());
17686 checkSchema<Schema>(schemaId(), version());
17687 checkLength(bufferSize(), version());
17688 checkVarLenFields();
17707 void setFillsToNull()
17710 resetGroup<Fills>(FillsAccess(), *
this);
17714 struct OrderEventsAccess
17724 head<OrderEvents>();
17730 void setOrderEventsToNull()
17733 resetGroup<OrderEvents>(
17734 OrderEventsAccess(),
17751 enum { TemplateId = 526 };
17781 assert(version >= Schema::MinimalVersion);
17782 assert(length >= minimalBlockLength(version));
17796 resetVariableFields();
17808 return decimal<PRICE9>(offset);
17818 setOrdinary(offset, value);
17829 return ordinary<UInt32>(offset);
17838 setOrdinary(offset, value);
17853 return fixedStr<length>(offset);
17866 setFixedStr<length>(offset, value);
17878 return ordinary<UInt8>(offset);
17888 setOrdinary(offset, value);
17900 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
17901 minimalBlockLength(version);
17915 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
17925 return "ExecutionReportTradeSpread526.FillsEntry";
17964 assert(version >= Schema::MinimalVersion);
17965 assert(length >= minimalBlockLength(version));
17979 resetVariableFields();
17990 return ordinary<UInt64>(offset);
17999 setOrdinary(offset, value);
18010 return decimal<PRICE9>(offset);
18019 setOrdinary(offset, value);
18030 return ordinary<Int32>(offset);
18039 setOrdinary(offset, value);
18050 return ordinary<UInt32>(offset);
18059 setOrdinary(offset, value);
18070 return ordinary<UInt32>(offset);
18079 setOrdinary(offset, value);
18090 return enumeration<SideReq>(offset);
18099 setEnumeration<SideReq>(offset, value);
18111 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
18112 minimalBlockLength(version);
18126 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
18136 return "ExecutionReportTradeSpread526.LegsEntry";
18172 assert(version >= Schema::MinimalVersion);
18173 assert(length >= minimalBlockLength(version));
18187 setOrderEventTextToNull();
18188 setOrderEventTypeToNull();
18190 resetVariableFields();
18201 return decimal<PRICE9>(offset);
18210 setOrdinary(offset, value);
18224 return fixedStr<length>(value, offset);
18236 setFixedStr<length>(offset, value);
18246 setFixedStr<length>(offset,
StrRef());
18259 return ordinary<UInt32>(offset);
18270 setOrdinary(offset, value);
18282 return ordinary<UInt32>(offset);
18292 setOrdinary(offset, value);
18305 return enumeration<OrderEventType>(value, offset,
NullEnumNULL());
18316 setEnumeration<OrderEventType>(offset, value);
18337 return ordinary<UInt8>(offset);
18347 setOrdinary(offset, value);
18359 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
18360 minimalBlockLength(version);
18374 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
18384 return "ExecutionReportTradeSpread526.OrderEventsEntry";
18403 checkVersion<Schema>(version);
18404 checkLength(length, version);
18405 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18419 checkVersion<Schema>(version);
18420 checkLength(length, version);
18421 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18422 resetVariableFields();
18432 checkCompatibility();
18441 assert(message.
valid());
18443 checkCompatibility();
18456 assert(schemaId() == Schema::Id);
18457 assert(version() >= Schema::MinimalVersion);
18458 assert(TemplateId == templateId());
18468 return ordinary<UInt32>(offset);
18477 setOrdinary(offset, value);
18488 return ordinary<UInt64>(offset);
18497 setOrdinary(offset, value);
18511 return fixedStr<length>(offset);
18523 setFixedStr<length>(offset, value);
18541 return fixedStr<length>(offset);
18557 setFixedStr<length>(offset, value);
18575 return fixedStr<length>(offset);
18591 setFixedStr<length>(offset, value);
18604 return ordinary<UInt64>(offset);
18615 setOrdinary(offset, value);
18626 return decimal<PRICE9>(offset);
18635 setOrdinary(offset, value);
18648 return ordinary<UInt64>(offset);
18659 setOrdinary(offset, value);
18670 return decimal<PRICE9>(offset);
18679 setOrdinary(offset, value);
18691 return decimal(value, offset,
NullPRICE9());
18701 setOrdinary(offset, value);
18722 return ordinary<UInt64>(offset);
18732 setOrdinary(offset, value);
18744 return ordinary<UInt64>(offset);
18754 setOrdinary(offset, value);
18767 return ordinary<UInt64>(offset);
18778 setOrdinary(offset, value);
18790 return ordinary<UInt64>(offset);
18800 setOrdinary(offset, value);
18812 return ordinary(value, offset,
NullUInt64());
18822 setOrdinary(offset, value);
18848 return ordinary(value, offset,
NullUInt64());
18863 setOrdinary(offset, value);
18885 return fixedStr<length>(offset);
18896 setFixedStr<length>(offset, value);
18908 return ordinary<Int32>(offset);
18918 setOrdinary(offset, value);
18929 return ordinary<UInt32>(offset);
18938 setOrdinary(offset, value);
18949 return ordinary<UInt32>(offset);
18958 setOrdinary(offset, value);
18969 return ordinary<UInt32>(offset);
18978 setOrdinary(offset, value);
18991 return ordinary<UInt32>(offset);
19002 setOrdinary(offset, value);
19014 return ordinary<UInt32>(offset);
19024 setOrdinary(offset, value);
19037 return ordinary<UInt32>(offset);
19048 setOrdinary(offset, value);
19062 FieldValue fieldValue;
19102 FieldValue fieldValue;
19140 return enumeration<OrdStatusTrd>(offset);
19150 setEnumeration<OrdStatusTrd>(offset, value);
19172 return enumeration<OrderType>(value, offset,
NullCharNULL());
19181 setEnumeration<OrderType>(offset, value);
19201 return enumeration<SideReq>(offset);
19210 setEnumeration<SideReq>(offset, value);
19221 return enumeration<TimeInForce>(value, offset,
NullUInt8());
19230 setEnumeration<TimeInForce>(offset, value);
19251 return enumeration<ManualOrdIndReq>(offset);
19263 setEnumeration<ManualOrdIndReq>(offset, value);
19278 return enumeration<BooleanFlag>(offset);
19291 setEnumeration<BooleanFlag>(offset, value);
19303 return enumeration<BooleanFlag>(offset);
19313 setEnumeration<BooleanFlag>(offset, value);
19325 return ordinary(value, offset,
NullUInt8());
19335 setOrdinary(offset, value);
19358 return ordinary<UInt8>(offset);
19370 setOrdinary(offset, value);
19383 return ordinary<ExecInst>(offset);
19394 setOrdinary(offset, value);
19407 return enumeration<ExecMode>(value, offset,
NullCharNULL());
19418 setEnumeration<ExecMode>(offset, value);
19440 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
19451 setEnumeration<BooleanNULL>(offset, value);
19475 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
19488 setEnumeration<ShortSaleType>(offset, value);
19506 return getGroup<Fills>(FillsAccess(), *
this);
19514 return getGroup<Fills>(FillsAccess(), *
this);
19522 return constructGroup<Fills>(
19535 return setupGroup<Fills>(
19546 return getGroup<Legs>(LegsAccess(), *
this);
19554 return getGroup<Legs>(LegsAccess(), *
this);
19562 return constructGroup<Legs>(
19575 return setupGroup<Legs>(
19586 return getGroup<OrderEvents>(
19587 OrderEventsAccess(),
19596 return getGroup<OrderEvents>(
19597 OrderEventsAccess(),
19606 return constructGroup<OrderEvents>(
19607 OrderEventsAccess(),
19619 return setupGroup<OrderEvents>(
19620 OrderEventsAccess(),
19635 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
19646 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
19647 minimalBlockLength(version);
19660 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
19661 static_cast<MessageSize>(Fills::EmptySize) + static_cast<MessageSize>(Legs::EmptySize) +
static_cast<MessageSize>(OrderEvents::EmptySize);
19671 UInt8 maxGroupItems = 255)
19675 static_cast<UInt64>(MessageHeaderBuilder::Size) +
19676 blockLength(Schema::Version) +
19677 (GroupSize::Size + FillsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
19678 (GroupSize::Size + LegsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
19679 (GroupSize::Size + OrderEventsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
19688 setOrderEventsToNull();
19697 setCrossIdToNull();
19698 setHostCrossIdToNull();
19699 setTradeDateToNull();
19700 setExpireDateToNull();
19701 setOrdTypeToNull();
19702 setTimeInForceToNull();
19703 setCrossTypeToNull();
19704 setExecutionModeToNull();
19705 setLiquidityFlagToNull();
19706 setShortSaleTypeToNull();
19708 resetVariableFields();
19718 return "ExecutionReportTradeSpread526";
19733 std::string toString()
const;
19741 orderEvents().tail();
19750 SbeMessage::calculateBinarySize(tail());
19758 minimalBlockLength(version) +
19759 MessageHeader::Size +
19760 getMinimalVariableFieldsSize(version);
19763 *
this, length, minimalRequiredLength);
19767 void checkVarLenFields()
const 19770 checkTail<Fills>().
19772 checkTail<OrderEvents>();
19775 void checkCompatibility()
const 19777 assert(TemplateId == templateId());
19779 checkSchema<Schema>(schemaId(), version());
19780 checkLength(bufferSize(), version());
19781 checkVarLenFields();
19800 void setFillsToNull()
19803 resetGroup<Fills>(FillsAccess(), *
this);
19823 void setLegsToNull()
19826 resetGroup<Legs>(LegsAccess(), *
this);
19830 struct OrderEventsAccess
19841 head<OrderEvents>();
19847 void setOrderEventsToNull()
19850 resetGroup<OrderEvents>(
19851 OrderEventsAccess(),
19868 enum { TemplateId = 527 };
19898 assert(version >= Schema::MinimalVersion);
19899 assert(length >= minimalBlockLength(version));
19913 resetVariableFields();
19925 return decimal<PRICE9>(offset);
19935 setOrdinary(offset, value);
19946 return ordinary<UInt32>(offset);
19955 setOrdinary(offset, value);
19970 return fixedStr<length>(offset);
19983 setFixedStr<length>(offset, value);
19995 return ordinary<UInt8>(offset);
20005 setOrdinary(offset, value);
20017 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
20018 minimalBlockLength(version);
20032 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
20042 return "ExecutionReportTradeSpreadLeg527.FillsEntry";
20078 assert(version >= Schema::MinimalVersion);
20079 assert(length >= minimalBlockLength(version));
20093 setOrderEventTextToNull();
20094 setOrderEventTypeToNull();
20096 resetVariableFields();
20107 return decimal<PRICE9>(offset);
20116 setOrdinary(offset, value);
20130 return fixedStr<length>(value, offset);
20142 setFixedStr<length>(offset, value);
20152 setFixedStr<length>(offset,
StrRef());
20165 return ordinary<UInt32>(offset);
20176 setOrdinary(offset, value);
20188 return ordinary<UInt32>(offset);
20198 setOrdinary(offset, value);
20211 return enumeration<OrderEventType>(value, offset,
NullEnumNULL());
20222 setEnumeration<OrderEventType>(offset, value);
20243 return ordinary<UInt8>(offset);
20253 setOrdinary(offset, value);
20265 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
20266 minimalBlockLength(version);
20280 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
20290 return "ExecutionReportTradeSpreadLeg527.OrderEventsEntry";
20309 checkVersion<Schema>(version);
20310 checkLength(length, version);
20311 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20325 checkVersion<Schema>(version);
20326 checkLength(length, version);
20327 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20328 resetVariableFields();
20338 checkCompatibility();
20347 assert(message.
valid());
20349 checkCompatibility();
20362 assert(schemaId() == Schema::Id);
20363 assert(version() >= Schema::MinimalVersion);
20364 assert(TemplateId == templateId());
20374 return ordinary<UInt32>(offset);
20383 setOrdinary(offset, value);
20394 return ordinary<UInt64>(offset);
20403 setOrdinary(offset, value);
20417 return fixedStr<length>(offset);
20429 setFixedStr<length>(offset, value);
20447 return fixedStr<length>(offset);
20463 setFixedStr<length>(offset, value);
20481 return fixedStr<length>(offset);
20497 setFixedStr<length>(offset, value);
20519 setOrdinary(offset, value);
20541 return ordinary<UInt64>(offset);
20552 setOrdinary(offset, value);
20563 return decimal<PRICE9>(offset);
20572 setOrdinary(offset, value);
20585 return ordinary<UInt64>(offset);
20596 setOrdinary(offset, value);
20610 return decimal(value, offset,
NullPRICE9());
20622 setOrdinary(offset, value);
20643 return ordinary<UInt64>(offset);
20653 setOrdinary(offset, value);
20665 return ordinary<UInt64>(offset);
20675 setOrdinary(offset, value);
20687 return ordinary<UInt64>(offset);
20697 setOrdinary(offset, value);
20710 return fixedStr<length>(offset);
20721 setFixedStr<length>(offset, value);
20749 setOrdinary(offset, value);
20788 setOrdinary(offset, value);
20817 setOrdinary(offset, value);
20838 return ordinary<Int32>(offset);
20848 setOrdinary(offset, value);
20859 return ordinary<UInt32>(offset);
20868 setOrdinary(offset, value);
20879 return ordinary<UInt32>(offset);
20888 setOrdinary(offset, value);
20900 return ordinary<UInt32>(offset);
20910 setOrdinary(offset, value);
20924 FieldValue fieldValue;
20962 return enumeration<OrdStatusTrd>(offset);
20972 setEnumeration<OrdStatusTrd>(offset, value);
20994 return enumeration<OrderType>(value, offset,
NullCharNULL());
21003 setEnumeration<OrderType>(offset, value);
21023 return enumeration<SideReq>(offset);
21032 setEnumeration<SideReq>(offset, value);
21047 return enumeration<BooleanFlag>(offset);
21060 setEnumeration<BooleanFlag>(offset, value);
21073 FieldValue fieldValue;
21120 setOrdinary(offset, value);
21151 setOrdinary(offset, value);
21169 return getGroup<Fills>(FillsAccess(), *
this);
21177 return getGroup<Fills>(FillsAccess(), *
this);
21185 return constructGroup<Fills>(
21198 return setupGroup<Fills>(
21209 return getGroup<OrderEvents>(
21210 OrderEventsAccess(),
21219 return getGroup<OrderEvents>(
21220 OrderEventsAccess(),
21229 return constructGroup<OrderEvents>(
21230 OrderEventsAccess(),
21242 return setupGroup<OrderEvents>(
21243 OrderEventsAccess(),
21258 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
21269 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
21270 minimalBlockLength(version);
21283 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
21284 static_cast<MessageSize>(Fills::EmptySize) + static_cast<MessageSize>(OrderEvents::EmptySize);
21294 UInt8 maxGroupItems = 255)
21298 static_cast<UInt64>(MessageHeaderBuilder::Size) +
21299 blockLength(Schema::Version) +
21300 (GroupSize::Size + FillsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
21301 (GroupSize::Size + OrderEventsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
21309 setOrderEventsToNull();
21317 setVolatilityToNull();
21318 setUnderlyingPxToNull();
21319 setOptionDeltaToNull();
21320 setTimeToExpirationToNull();
21321 setRiskFreeRateToNull();
21322 setTradeDateToNull();
21323 setOrdTypeToNull();
21324 setSettlDateToNull();
21325 setCalculatedCcyLastQtyToNull();
21326 setGrossTradeAmtToNull();
21328 resetVariableFields();
21338 return "ExecutionReportTradeSpreadLeg527";
21353 std::string toString()
const;
21361 orderEvents().tail();
21370 SbeMessage::calculateBinarySize(tail());
21378 minimalBlockLength(version) +
21379 MessageHeader::Size +
21380 getMinimalVariableFieldsSize(version);
21383 *
this, length, minimalRequiredLength);
21387 void checkVarLenFields()
const 21390 checkTail<Fills>().
21391 checkTail<OrderEvents>();
21394 void checkCompatibility()
const 21396 assert(TemplateId == templateId());
21398 checkSchema<Schema>(schemaId(), version());
21399 checkLength(bufferSize(), version());
21400 checkVarLenFields();
21419 void setFillsToNull()
21422 resetGroup<Fills>(FillsAccess(), *
this);
21426 struct OrderEventsAccess
21436 head<OrderEvents>();
21442 void setOrderEventsToNull()
21445 resetGroup<OrderEvents>(
21446 OrderEventsAccess(),
21463 enum { TemplateId = 528 };
21494 assert(version >= Schema::MinimalVersion);
21495 assert(length >= minimalBlockLength(version));
21509 setSecurityGroupToNull();
21510 setSecurityIdToNull();
21512 resetVariableFields();
21531 return fixedStr<length>(value, offset);
21548 setFixedStr<length>(offset, value);
21558 setFixedStr<length>(offset,
StrRef());
21571 return ordinary(value, offset,
NullInt32());
21582 setOrdinary(offset, value);
21603 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
21604 minimalBlockLength(version);
21618 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
21628 return "QuoteCancel528.QuoteEntry";
21665 assert(version >= Schema::MinimalVersion);
21666 assert(length >= minimalBlockLength(version));
21680 setBidSizeToNull();
21681 setOfferSizeToNull();
21683 resetVariableFields();
21698 return ordinary(value, offset,
NullUInt32());
21711 setOrdinary(offset, value);
21735 return ordinary(value, offset,
NullUInt32());
21748 setOrdinary(offset, value);
21770 return ordinary<UInt16>(offset);
21781 setOrdinary(offset, value);
21793 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
21794 minimalBlockLength(version);
21808 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
21818 return "QuoteCancel528.QuoteSetsEntry";
21837 checkVersion<Schema>(version);
21838 checkLength(length, version);
21839 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21853 checkVersion<Schema>(version);
21854 checkLength(length, version);
21855 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21856 resetVariableFields();
21866 checkCompatibility();
21875 assert(message.
valid());
21877 checkCompatibility();
21890 assert(schemaId() == Schema::Id);
21891 assert(version() >= Schema::MinimalVersion);
21892 assert(TemplateId == templateId());
21904 return ordinary<UInt64>(offset);
21915 setOrdinary(offset, value);
21927 return ordinary<UInt64>(offset);
21937 setOrdinary(offset, value);
21949 return enumeration<ManualOrdIndReq>(offset);
21961 setEnumeration<ManualOrdIndReq>(offset, value);
21972 return ordinary<UInt32>(offset);
21981 setOrdinary(offset, value);
21999 return fixedStr<length>(offset);
22015 setFixedStr<length>(offset, value);
22028 return fixedStr<length>(offset);
22039 setFixedStr<length>(offset, value);
22053 return ordinary<UInt32>(offset);
22065 setOrdinary(offset, value);
22078 return enumeration<QuoteCxlTyp>(offset);
22089 setEnumeration<QuoteCxlTyp>(offset, value);
22102 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
22113 setEnumeration<BooleanNULL>(offset, value);
22135 return fixedStr<length>(value, offset);
22146 setFixedStr<length>(offset, value);
22156 setFixedStr<length>(offset,
StrRef());
22170 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
22182 setEnumeration<BooleanNULL>(offset, value);
22200 return getGroup<QuoteEntries>(
22201 QuoteEntriesAccess(),
22210 return getGroup<QuoteEntries>(
22211 QuoteEntriesAccess(),
22222 return constructGroup<QuoteEntries>(
22223 QuoteEntriesAccess(),
22235 return setupGroup<QuoteEntries>(
22236 QuoteEntriesAccess(),
22246 return getGroup<QuoteSets>(QuoteSetsAccess(), *
this);
22254 return getGroup<QuoteSets>(QuoteSetsAccess(), *
this);
22262 return constructGroup<QuoteSets>(
22275 return setupGroup<QuoteSets>(
22291 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
22302 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
22303 minimalBlockLength(version);
22316 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
22317 static_cast<MessageSize>(QuoteEntries::EmptySize) + static_cast<MessageSize>(QuoteSets::EmptySize);
22327 UInt8 maxGroupItems = 255)
22331 static_cast<UInt64>(MessageHeaderBuilder::Size) +
22332 blockLength(Schema::Version) +
22333 (GroupSize::Size + QuoteEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
22334 (GroupSize::Size + QuoteSetsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
22341 setQuoteEntriesToNull();
22342 setQuoteSetsToNull();
22350 setLiquidityFlagToNull();
22351 setOrigOrderUserToNull();
22352 setQuoteEntryOpenToNull();
22354 resetVariableFields();
22364 return "QuoteCancel528";
22379 std::string toString()
const;
22387 quoteSets().tail();
22396 SbeMessage::calculateBinarySize(tail());
22404 minimalBlockLength(version) +
22405 MessageHeader::Size +
22406 getMinimalVariableFieldsSize(version);
22409 *
this, length, minimalRequiredLength);
22413 void checkVarLenFields()
const 22416 checkTail<QuoteEntries>().
22417 checkTail<QuoteSets>();
22420 void checkCompatibility()
const 22422 assert(TemplateId == templateId());
22424 checkSchema<Schema>(schemaId(), version());
22425 checkLength(bufferSize(), version());
22426 checkVarLenFields();
22430 struct QuoteEntriesAccess
22439 head<QuoteEntries>();
22445 void setQuoteEntriesToNull()
22448 resetGroup<QuoteEntries>(
22449 QuoteEntriesAccess(),
22454 struct QuoteSetsAccess
22463 tail<QuoteEntries>().
22470 void setQuoteSetsToNull()
22473 resetGroup<QuoteSets>(QuoteSetsAccess(), *
this);
22489 enum { TemplateId = 529 };
22501 checkVersion<Schema>(version);
22502 checkLength(length, version);
22503 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22517 checkVersion<Schema>(version);
22518 checkLength(length, version);
22519 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
22520 resetVariableFields();
22530 checkCompatibility();
22539 assert(message.
valid());
22541 checkCompatibility();
22554 assert(schemaId() == Schema::Id);
22555 assert(version() >= Schema::MinimalVersion);
22556 assert(TemplateId == templateId());
22568 return ordinary<UInt64>(offset);
22579 setOrdinary(offset, value);
22592 return ordinary<UInt64>(offset);
22603 setOrdinary(offset, value);
22615 return enumeration<ManualOrdIndReq>(offset);
22627 setEnumeration<ManualOrdIndReq>(offset, value);
22638 return ordinary<UInt32>(offset);
22647 setOrdinary(offset, value);
22665 return fixedStr<length>(offset);
22681 setFixedStr<length>(offset, value);
22702 return ordinary<UInt64>(offset);
22712 setOrdinary(offset, value);
22728 return fixedStr<length>(value, offset);
22742 setFixedStr<length>(offset, value);
22752 setFixedStr<length>(offset,
StrRef());
22765 return fixedStr<length>(offset);
22776 setFixedStr<length>(offset, value);
22789 return ordinary(value, offset,
NullInt32());
22800 setOrdinary(offset, value);
22820 return enumeration<MassActionScope>(offset);
22831 setEnumeration<MassActionScope>(offset, value);
22847 return ordinary(value, offset,
NullUInt8());
22861 setOrdinary(offset, value);
22887 return enumeration<MassCxlReqTyp>(value, offset,
NullUInt8());
22902 setEnumeration<MassCxlReqTyp>(offset, value);
22924 return enumeration<SideNULL>(value, offset,
NullEnumNULL());
22935 setEnumeration<SideNULL>(offset, value);
22959 return enumeration<MassActionOrdTyp>(value, offset,
NullCharNULL());
22972 setEnumeration<MassActionOrdTyp>(offset, value);
22996 return enumeration<MassCancelTIF>(value, offset,
NullUInt8());
23009 setEnumeration<MassCancelTIF>(offset, value);
23031 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
23042 setEnumeration<BooleanNULL>(offset, value);
23064 return fixedStr<length>(value, offset);
23075 setFixedStr<length>(offset, value);
23085 setFixedStr<length>(offset,
StrRef());
23099 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
23110 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
23111 minimalBlockLength(version);
23124 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
23136 static_cast<UInt64>(MessageHeaderBuilder::Size) +
23137 blockLength(Schema::Version);
23151 setSecurityGroupToNull();
23152 setSecurityIdToNull();
23153 setMarketSegmentIdToNull();
23154 setMassCancelRequestTypeToNull();
23156 setOrdTypeToNull();
23157 setTimeInForceToNull();
23158 setLiquidityFlagToNull();
23159 setOrigOrderUserToNull();
23161 resetVariableFields();
23171 return "OrderMassActionRequest529";
23186 std::string toString()
const;
23197 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
23198 MessageHeader::Size));
23207 SbeMessage::calculateBinarySize(tail());
23215 minimalBlockLength(version) +
23216 MessageHeader::Size +
23217 getMinimalVariableFieldsSize(version);
23220 *
this, length, minimalRequiredLength);
23223 void checkCompatibility()
const 23225 assert(TemplateId == templateId());
23227 checkSchema<Schema>(schemaId(), version());
23228 checkLength(bufferSize(), version());
23244 enum { TemplateId = 530 };
23256 checkVersion<Schema>(version);
23257 checkLength(length, version);
23258 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23272 checkVersion<Schema>(version);
23273 checkLength(length, version);
23274 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23275 resetVariableFields();
23285 checkCompatibility();
23294 assert(message.
valid());
23296 checkCompatibility();
23309 assert(schemaId() == Schema::Id);
23310 assert(version() >= Schema::MinimalVersion);
23311 assert(TemplateId == templateId());
23323 return ordinary<UInt64>(offset);
23334 setOrdinary(offset, value);
23346 return ordinary<UInt64>(offset);
23356 setOrdinary(offset, value);
23368 return enumeration<ManualOrdIndReq>(offset);
23380 setEnumeration<ManualOrdIndReq>(offset, value);
23391 return ordinary<UInt32>(offset);
23400 setOrdinary(offset, value);
23418 return fixedStr<length>(offset);
23434 setFixedStr<length>(offset, value);
23446 return ordinary<UInt64>(offset);
23456 setOrdinary(offset, value);
23472 return fixedStr<length>(value, offset);
23486 setFixedStr<length>(offset, value);
23496 setFixedStr<length>(offset,
StrRef());
23509 return fixedStr<length>(offset);
23520 setFixedStr<length>(offset, value);
23536 return ordinary(value, offset,
NullInt32());
23550 setOrdinary(offset, value);
23573 return enumeration<MassStatusReqTyp>(offset);
23587 setEnumeration<MassStatusReqTyp>(offset, value);
23605 return enumeration<MassStatusOrdTyp>(value, offset,
NullUInt8());
23621 setEnumeration<MassStatusOrdTyp>(offset, value);
23647 return enumeration<MassStatusTIF>(value, offset,
NullUInt8());
23662 setEnumeration<MassStatusTIF>(offset, value);
23687 return ordinary(value, offset,
NullUInt8());
23701 setOrdinary(offset, value);
23724 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
23735 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
23736 minimalBlockLength(version);
23749 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
23761 static_cast<UInt64>(MessageHeaderBuilder::Size) +
23762 blockLength(Schema::Version);
23776 setSecurityGroupToNull();
23777 setSecurityIdToNull();
23778 setOrdStatusReqTypeToNull();
23779 setTimeInForceToNull();
23780 setMarketSegmentIdToNull();
23782 resetVariableFields();
23792 return "OrderMassStatusRequest530";
23807 std::string toString()
const;
23818 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
23819 MessageHeader::Size));
23828 SbeMessage::calculateBinarySize(tail());
23836 minimalBlockLength(version) +
23837 MessageHeader::Size +
23838 getMinimalVariableFieldsSize(version);
23841 *
this, length, minimalRequiredLength);
23844 void checkCompatibility()
const 23846 assert(TemplateId == templateId());
23848 checkSchema<Schema>(schemaId(), version());
23849 checkLength(bufferSize(), version());
23865 enum { TemplateId = 531 };
23877 checkVersion<Schema>(version);
23878 checkLength(length, version);
23879 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23893 checkVersion<Schema>(version);
23894 checkLength(length, version);
23895 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23896 resetVariableFields();
23906 checkCompatibility();
23915 assert(message.
valid());
23917 checkCompatibility();
23930 assert(schemaId() == Schema::Id);
23931 assert(version() >= Schema::MinimalVersion);
23932 assert(TemplateId == templateId());
23942 return ordinary<UInt32>(offset);
23951 setOrdinary(offset, value);
23962 return ordinary<UInt64>(offset);
23971 setOrdinary(offset, value);
23985 return fixedStr<length>(offset);
23997 setFixedStr<length>(offset, value);
24015 return fixedStr<length>(offset);
24031 setFixedStr<length>(offset, value);
24049 return fixedStr<length>(offset);
24065 setFixedStr<length>(offset, value);
24078 return ordinary<UInt64>(offset);
24089 setOrdinary(offset, value);
24102 return ordinary<UInt64>(offset);
24113 setOrdinary(offset, value);
24124 return decimal<PRICE9>(offset);
24133 setOrdinary(offset, value);
24145 return decimal(value, offset,
NullPRICE9());
24155 setOrdinary(offset, value);
24176 return ordinary<UInt64>(offset);
24186 setOrdinary(offset, value);
24198 return ordinary<UInt64>(offset);
24208 setOrdinary(offset, value);
24221 return ordinary<UInt64>(offset);
24232 setOrdinary(offset, value);
24244 return ordinary(value, offset,
NullUInt64());
24254 setOrdinary(offset, value);
24280 return ordinary(value, offset,
NullUInt64());
24295 setOrdinary(offset, value);
24317 return fixedStr<length>(offset);
24328 setFixedStr<length>(offset, value);
24340 return ordinary<Int32>(offset);
24350 setOrdinary(offset, value);
24361 return ordinary<UInt32>(offset);
24370 setOrdinary(offset, value);
24381 return ordinary<UInt32>(offset);
24390 setOrdinary(offset, value);
24402 return ordinary<UInt32>(offset);
24412 setOrdinary(offset, value);
24423 return ordinary(value, offset,
NullUInt32());
24432 setOrdinary(offset, value);
24454 return ordinary(value, offset,
NullUInt32());
24465 setOrdinary(offset, value);
24488 FieldValue fieldValue;
24525 return ordinary(value, offset,
NullUInt16());
24534 setOrdinary(offset, value);
24574 return enumeration<OrderType>(value, offset,
NullCharNULL());
24583 setEnumeration<OrderType>(offset, value);
24603 return enumeration<SideReq>(offset);
24612 setEnumeration<SideReq>(offset, value);
24623 return enumeration<TimeInForce>(value, offset,
NullUInt8());
24632 setEnumeration<TimeInForce>(offset, value);
24653 return enumeration<ManualOrdIndReq>(offset);
24665 setEnumeration<ManualOrdIndReq>(offset, value);
24680 return enumeration<BooleanFlag>(offset);
24693 setEnumeration<BooleanFlag>(offset, value);
24710 return enumeration<SplitMsg>(value, offset,
NullUInt8());
24725 setEnumeration<SplitMsg>(offset, value);
24746 return ordinary(value, offset,
NullUInt8());
24756 setOrdinary(offset, value);
24778 return ordinary<ExecInst>(offset);
24789 setOrdinary(offset, value);
24802 return enumeration<ExecMode>(value, offset,
NullCharNULL());
24813 setEnumeration<ExecMode>(offset, value);
24835 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
24846 setEnumeration<BooleanNULL>(offset, value);
24866 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
24875 setEnumeration<BooleanNULL>(offset, value);
24899 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
24912 setEnumeration<ShortSaleType>(offset, value);
24939 return ordinary(value, offset,
NullUInt64());
24955 setOrdinary(offset, value);
24977 return decimal(value, offset,
NullPRICE9());
24988 setOrdinary(offset, value);
25011 return ordinary(value, offset,
NullUInt8());
25023 setOrdinary(offset, value);
25046 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
25057 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
25058 minimalBlockLength(version);
25071 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
25083 static_cast<UInt64>(MessageHeaderBuilder::Size) +
25084 blockLength(Schema::Version);
25099 setCrossIdToNull();
25100 setHostCrossIdToNull();
25102 setDisplayQtyToNull();
25103 setExpireDateToNull();
25104 setDelayDurationToNull();
25105 setOrdTypeToNull();
25106 setTimeInForceToNull();
25107 setSplitMsgToNull();
25108 setCrossTypeToNull();
25109 setExecutionModeToNull();
25110 setLiquidityFlagToNull();
25111 setManagedOrderToNull();
25112 setShortSaleTypeToNull();
25113 setDelayToTimeToNull();
25114 setDiscretionPriceToNull();
25115 setPriorityIndicatorToNull();
25117 resetVariableFields();
25127 return "ExecutionReportModify531";
25142 std::string toString()
const;
25153 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
25154 MessageHeader::Size));
25163 SbeMessage::calculateBinarySize(tail());
25171 minimalBlockLength(version) +
25172 MessageHeader::Size +
25173 getMinimalVariableFieldsSize(version);
25176 *
this, length, minimalRequiredLength);
25179 void checkCompatibility()
const 25181 assert(TemplateId == templateId());
25183 checkSchema<Schema>(schemaId(), version());
25184 checkLength(bufferSize(), version());
25200 enum { TemplateId = 532 };
25212 checkVersion<Schema>(version);
25213 checkLength(length, version);
25214 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25228 checkVersion<Schema>(version);
25229 checkLength(length, version);
25230 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25231 resetVariableFields();
25241 checkCompatibility();
25250 assert(message.
valid());
25252 checkCompatibility();
25265 assert(schemaId() == Schema::Id);
25266 assert(version() >= Schema::MinimalVersion);
25267 assert(TemplateId == templateId());
25277 return ordinary<UInt32>(offset);
25286 setOrdinary(offset, value);
25297 return ordinary<UInt64>(offset);
25306 setOrdinary(offset, value);
25319 return fixedStr<length>(value, offset);
25330 setFixedStr<length>(offset, value);
25340 setFixedStr<length>(offset,
StrRef());
25354 return fixedStr<length>(offset);
25366 setFixedStr<length>(offset, value);
25384 return fixedStr<length>(offset);
25400 setFixedStr<length>(offset, value);
25418 return fixedStr<length>(offset);
25434 setFixedStr<length>(offset, value);
25447 return ordinary<UInt64>(offset);
25458 setOrdinary(offset, value);
25471 return ordinary<UInt64>(offset);
25482 setOrdinary(offset, value);
25493 return decimal(value, offset,
NullPRICE9());
25502 setOrdinary(offset, value);
25523 return decimal(value, offset,
NullPRICE9());
25533 setOrdinary(offset, value);
25554 return ordinary<UInt64>(offset);
25564 setOrdinary(offset, value);
25576 return ordinary<UInt64>(offset);
25586 setOrdinary(offset, value);
25599 return ordinary<UInt64>(offset);
25610 setOrdinary(offset, value);
25622 return ordinary(value, offset,
NullUInt64());
25632 setOrdinary(offset, value);
25653 return ordinary(value, offset,
NullUInt64());
25663 setOrdinary(offset, value);
25684 return ordinary(value, offset,
NullUInt64());
25694 setOrdinary(offset, value);
25720 return ordinary(value, offset,
NullUInt64());
25735 setOrdinary(offset, value);
25757 return fixedStr<length>(offset);
25768 setFixedStr<length>(offset, value);
25780 return ordinary<Int32>(offset);
25790 setOrdinary(offset, value);
25801 return ordinary<UInt32>(offset);
25810 setOrdinary(offset, value);
25821 return ordinary<UInt32>(offset);
25830 setOrdinary(offset, value);
25842 return ordinary<UInt32>(offset);
25852 setOrdinary(offset, value);
25863 return ordinary(value, offset,
NullUInt32());
25872 setOrdinary(offset, value);
25894 return ordinary(value, offset,
NullUInt32());
25905 setOrdinary(offset, value);
25928 FieldValue fieldValue;
25965 return enumeration<OrderStatus>(offset);
25974 setEnumeration<OrderStatus>(offset, value);
25995 return enumeration<OrderType>(value, offset,
NullCharNULL());
26004 setEnumeration<OrderType>(offset, value);
26024 return enumeration<SideReq>(offset);
26033 setEnumeration<SideReq>(offset, value);
26044 return enumeration<TimeInForce>(value, offset,
NullUInt8());
26053 setEnumeration<TimeInForce>(offset, value);
26074 return enumeration<ManualOrdIndReq>(offset);
26086 setEnumeration<ManualOrdIndReq>(offset, value);
26101 return enumeration<BooleanFlag>(offset);
26114 setEnumeration<BooleanFlag>(offset, value);
26127 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
26138 setEnumeration<BooleanNULL>(offset, value);
26159 return ordinary(value, offset,
NullUInt8());
26169 setOrdinary(offset, value);
26191 return ordinary<ExecInst>(offset);
26202 setOrdinary(offset, value);
26215 return enumeration<ExecMode>(value, offset,
NullCharNULL());
26226 setEnumeration<ExecMode>(offset, value);
26248 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
26259 setEnumeration<BooleanNULL>(offset, value);
26279 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
26288 setEnumeration<BooleanNULL>(offset, value);
26312 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
26325 setEnumeration<ShortSaleType>(offset, value);
26347 return decimal(value, offset,
NullPRICE9());
26358 setOrdinary(offset, value);
26381 return decimal(value, offset,
NullPRICE9());
26393 setOrdinary(offset, value);
26416 return ordinary(value, offset,
NullUInt8());
26428 setOrdinary(offset, value);
26450 return fixedStr<length>(value, offset);
26461 setFixedStr<length>(offset, value);
26471 setFixedStr<length>(offset,
StrRef());
26485 return fixedStr<length>(value, offset);
26497 setFixedStr<length>(offset, value);
26507 setFixedStr<length>(offset,
StrRef());
26521 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
26532 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
26533 minimalBlockLength(version);
26546 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
26558 static_cast<UInt64>(MessageHeaderBuilder::Size) +
26559 blockLength(Schema::Version);
26576 setOrdStatusReqIdToNull();
26577 setMassStatusReqIdToNull();
26578 setCrossIdToNull();
26579 setHostCrossIdToNull();
26581 setDisplayQtyToNull();
26582 setExpireDateToNull();
26583 setOrdTypeToNull();
26584 setTimeInForceToNull();
26585 setLastRptRequestedToNull();
26586 setCrossTypeToNull();
26587 setExecutionModeToNull();
26588 setLiquidityFlagToNull();
26589 setManagedOrderToNull();
26590 setShortSaleTypeToNull();
26591 setDiscretionPriceToNull();
26592 setReservationPriceToNull();
26593 setPriorityIndicatorToNull();
26594 setOrigOrderUserToNull();
26595 setCancelTextToNull();
26597 resetVariableFields();
26607 return "ExecutionReportStatus532";
26622 std::string toString()
const;
26633 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
26634 MessageHeader::Size));
26643 SbeMessage::calculateBinarySize(tail());
26651 minimalBlockLength(version) +
26652 MessageHeader::Size +
26653 getMinimalVariableFieldsSize(version);
26656 *
this, length, minimalRequiredLength);
26659 void checkCompatibility()
const 26661 assert(TemplateId == templateId());
26663 checkSchema<Schema>(schemaId(), version());
26664 checkLength(bufferSize(), version());
26680 enum { TemplateId = 533 };
26692 checkVersion<Schema>(version);
26693 checkLength(length, version);
26694 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
26708 checkVersion<Schema>(version);
26709 checkLength(length, version);
26710 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
26711 resetVariableFields();
26721 checkCompatibility();
26730 assert(message.
valid());
26732 checkCompatibility();
26745 assert(schemaId() == Schema::Id);
26746 assert(version() >= Schema::MinimalVersion);
26747 assert(TemplateId == templateId());
26759 return ordinary<UInt64>(offset);
26770 setOrdinary(offset, value);
26782 return ordinary<UInt64>(offset);
26792 setOrdinary(offset, value);
26804 return enumeration<ManualOrdIndReq>(offset);
26816 setEnumeration<ManualOrdIndReq>(offset, value);
26827 return ordinary<UInt32>(offset);
26836 setOrdinary(offset, value);
26854 return fixedStr<length>(offset);
26870 setFixedStr<length>(offset, value);
26883 return ordinary<UInt64>(offset);
26894 setOrdinary(offset, value);
26906 return ordinary<UInt64>(offset);
26916 setOrdinary(offset, value);
26929 return fixedStr<length>(offset);
26940 setFixedStr<length>(offset, value);
26954 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
26965 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
26966 minimalBlockLength(version);
26979 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
26991 static_cast<UInt64>(MessageHeaderBuilder::Size) +
26992 blockLength(Schema::Version);
27006 resetVariableFields();
27016 return "OrderStatusRequest533";
27031 std::string toString()
const;
27042 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
27043 MessageHeader::Size));
27052 SbeMessage::calculateBinarySize(tail());
27060 minimalBlockLength(version) +
27061 MessageHeader::Size +
27062 getMinimalVariableFieldsSize(version);
27065 *
this, length, minimalRequiredLength);
27068 void checkCompatibility()
const 27070 assert(TemplateId == templateId());
27072 checkSchema<Schema>(schemaId(), version());
27073 checkLength(bufferSize(), version());
27089 enum { TemplateId = 534 };
27101 checkVersion<Schema>(version);
27102 checkLength(length, version);
27103 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
27117 checkVersion<Schema>(version);
27118 checkLength(length, version);
27119 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
27120 resetVariableFields();
27130 checkCompatibility();
27139 assert(message.
valid());
27141 checkCompatibility();
27154 assert(schemaId() == Schema::Id);
27155 assert(version() >= Schema::MinimalVersion);
27156 assert(TemplateId == templateId());
27166 return ordinary<UInt32>(offset);
27175 setOrdinary(offset, value);
27186 return ordinary<UInt64>(offset);
27195 setOrdinary(offset, value);
27209 return fixedStr<length>(offset);
27221 setFixedStr<length>(offset, value);
27239 return fixedStr<length>(offset);
27255 setFixedStr<length>(offset, value);
27273 return fixedStr<length>(offset);
27289 setFixedStr<length>(offset, value);
27302 return ordinary<UInt64>(offset);
27313 setOrdinary(offset, value);
27326 return ordinary<UInt64>(offset);
27337 setOrdinary(offset, value);
27348 return decimal<PRICE9>(offset);
27357 setOrdinary(offset, value);
27369 return decimal(value, offset,
NullPRICE9());
27379 setOrdinary(offset, value);
27400 return ordinary<UInt64>(offset);
27410 setOrdinary(offset, value);
27422 return ordinary<UInt64>(offset);
27432 setOrdinary(offset, value);
27445 return ordinary<UInt64>(offset);
27456 setOrdinary(offset, value);
27468 return ordinary(value, offset,
NullUInt64());
27478 setOrdinary(offset, value);
27504 return ordinary(value, offset,
NullUInt64());
27519 setOrdinary(offset, value);
27541 return fixedStr<length>(offset);
27552 setFixedStr<length>(offset, value);
27564 return ordinary<Int32>(offset);
27574 setOrdinary(offset, value);
27585 return ordinary<UInt32>(offset);
27594 setOrdinary(offset, value);
27605 return ordinary<UInt32>(offset);
27614 setOrdinary(offset, value);
27625 return ordinary(value, offset,
NullUInt32());
27634 setOrdinary(offset, value);
27656 return ordinary(value, offset,
NullUInt32());
27667 setOrdinary(offset, value);
27690 FieldValue fieldValue;
27727 return ordinary(value, offset,
NullUInt16());
27736 setOrdinary(offset, value);
27775 return enumeration<OrderType>(value, offset,
NullCharNULL());
27784 setEnumeration<OrderType>(offset, value);
27804 return enumeration<SideReq>(offset);
27813 setEnumeration<SideReq>(offset, value);
27824 return enumeration<TimeInForce>(value, offset,
NullUInt8());
27833 setEnumeration<TimeInForce>(offset, value);
27854 return enumeration<ManualOrdIndReq>(offset);
27866 setEnumeration<ManualOrdIndReq>(offset, value);
27881 return enumeration<BooleanFlag>(offset);
27894 setEnumeration<BooleanFlag>(offset, value);
27911 return enumeration<SplitMsg>(value, offset,
NullUInt8());
27926 setEnumeration<SplitMsg>(offset, value);
27946 return enumeration<ExecReason>(value, offset,
NullUInt8());
27955 setEnumeration<ExecReason>(offset, value);
27976 return ordinary(value, offset,
NullUInt8());
27986 setOrdinary(offset, value);
28008 return ordinary<ExecInst>(offset);
28019 setOrdinary(offset, value);
28032 return enumeration<ExecMode>(value, offset,
NullCharNULL());
28043 setEnumeration<ExecMode>(offset, value);
28065 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
28076 setEnumeration<BooleanNULL>(offset, value);
28096 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
28105 setEnumeration<BooleanNULL>(offset, value);
28129 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
28142 setEnumeration<ShortSaleType>(offset, value);
28169 return ordinary(value, offset,
NullUInt64());
28185 setOrdinary(offset, value);
28207 return decimal(value, offset,
NullPRICE9());
28218 setOrdinary(offset, value);
28241 return decimal(value, offset,
NullPRICE9());
28253 setOrdinary(offset, value);
28276 return ordinary(value, offset,
NullUInt8());
28288 setOrdinary(offset, value);
28310 return fixedStr<length>(value, offset);
28321 setFixedStr<length>(offset, value);
28331 setFixedStr<length>(offset,
StrRef());
28345 return fixedStr<length>(value, offset);
28357 setFixedStr<length>(offset, value);
28367 setFixedStr<length>(offset,
StrRef());
28381 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
28392 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
28393 minimalBlockLength(version);
28406 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
28418 static_cast<UInt64>(MessageHeaderBuilder::Size) +
28419 blockLength(Schema::Version);
28434 setCrossIdToNull();
28435 setHostCrossIdToNull();
28437 setDisplayQtyToNull();
28438 setExpireDateToNull();
28439 setDelayDurationToNull();
28440 setOrdTypeToNull();
28441 setTimeInForceToNull();
28442 setSplitMsgToNull();
28443 setExecRestatementReasonToNull();
28444 setCrossTypeToNull();
28445 setExecutionModeToNull();
28446 setLiquidityFlagToNull();
28447 setManagedOrderToNull();
28448 setShortSaleTypeToNull();
28449 setDelayToTimeToNull();
28450 setDiscretionPriceToNull();
28451 setReservationPriceToNull();
28452 setPriorityIndicatorToNull();
28453 setOrigOrderUserToNull();
28454 setCancelTextToNull();
28456 resetVariableFields();
28466 return "ExecutionReportCancel534";
28481 std::string toString()
const;
28492 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
28493 MessageHeader::Size));
28502 SbeMessage::calculateBinarySize(tail());
28510 minimalBlockLength(version) +
28511 MessageHeader::Size +
28512 getMinimalVariableFieldsSize(version);
28515 *
this, length, minimalRequiredLength);
28518 void checkCompatibility()
const 28520 assert(TemplateId == templateId());
28522 checkSchema<Schema>(schemaId(), version());
28523 checkLength(bufferSize(), version());
28539 enum { TemplateId = 535 };
28551 checkVersion<Schema>(version);
28552 checkLength(length, version);
28553 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
28567 checkVersion<Schema>(version);
28568 checkLength(length, version);
28569 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
28570 resetVariableFields();
28580 checkCompatibility();
28589 assert(message.
valid());
28591 checkCompatibility();
28604 assert(schemaId() == Schema::Id);
28605 assert(version() >= Schema::MinimalVersion);
28606 assert(TemplateId == templateId());
28616 return ordinary<UInt32>(offset);
28625 setOrdinary(offset, value);
28636 return ordinary<UInt64>(offset);
28645 setOrdinary(offset, value);
28658 return fixedStr<length>(value, offset);
28669 setFixedStr<length>(offset, value);
28679 setFixedStr<length>(offset,
StrRef());
28693 return fixedStr<length>(offset);
28705 setFixedStr<length>(offset, value);
28723 return fixedStr<length>(offset);
28739 setFixedStr<length>(offset, value);
28757 return fixedStr<length>(offset);
28773 setFixedStr<length>(offset, value);
28786 return ordinary<UInt64>(offset);
28797 setOrdinary(offset, value);
28829 return ordinary<UInt64>(offset);
28840 setOrdinary(offset, value);
28852 return ordinary<UInt64>(offset);
28862 setOrdinary(offset, value);
28874 return ordinary<UInt64>(offset);
28884 setOrdinary(offset, value);
28897 return ordinary<UInt64>(offset);
28908 setOrdinary(offset, value);
28921 return fixedStr<length>(offset);
28932 setFixedStr<length>(offset, value);
28943 return ordinary<UInt16>(offset);
28952 setOrdinary(offset, value);
28963 return ordinary(value, offset,
NullUInt16());
28972 setOrdinary(offset, value);
28993 return enumeration<ManualOrdIndReq>(offset);
29005 setEnumeration<ManualOrdIndReq>(offset, value);
29020 return enumeration<BooleanFlag>(offset);
29033 setEnumeration<BooleanFlag>(offset, value);
29050 return enumeration<SplitMsg>(value, offset,
NullUInt8());
29065 setEnumeration<SplitMsg>(offset, value);
29087 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
29098 setEnumeration<BooleanNULL>(offset, value);
29125 return ordinary(value, offset,
NullUInt64());
29141 setOrdinary(offset, value);
29164 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
29175 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
29176 minimalBlockLength(version);
29189 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
29201 static_cast<UInt64>(MessageHeaderBuilder::Size) +
29202 blockLength(Schema::Version);
29217 setDelayDurationToNull();
29218 setSplitMsgToNull();
29219 setLiquidityFlagToNull();
29220 setDelayToTimeToNull();
29222 resetVariableFields();
29232 return "OrderCancelReject535";
29247 std::string toString()
const;
29258 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
29259 MessageHeader::Size));
29268 SbeMessage::calculateBinarySize(tail());
29276 minimalBlockLength(version) +
29277 MessageHeader::Size +
29278 getMinimalVariableFieldsSize(version);
29281 *
this, length, minimalRequiredLength);
29284 void checkCompatibility()
const 29286 assert(TemplateId == templateId());
29288 checkSchema<Schema>(schemaId(), version());
29289 checkLength(bufferSize(), version());
29305 enum { TemplateId = 536 };
29317 checkVersion<Schema>(version);
29318 checkLength(length, version);
29319 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
29333 checkVersion<Schema>(version);
29334 checkLength(length, version);
29335 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
29336 resetVariableFields();
29346 checkCompatibility();
29355 assert(message.
valid());
29357 checkCompatibility();
29370 assert(schemaId() == Schema::Id);
29371 assert(version() >= Schema::MinimalVersion);
29372 assert(TemplateId == templateId());
29382 return ordinary<UInt32>(offset);
29391 setOrdinary(offset, value);
29402 return ordinary<UInt64>(offset);
29411 setOrdinary(offset, value);
29424 return fixedStr<length>(value, offset);
29435 setFixedStr<length>(offset, value);
29445 setFixedStr<length>(offset,
StrRef());
29459 return fixedStr<length>(offset);
29471 setFixedStr<length>(offset, value);
29489 return fixedStr<length>(offset);
29505 setFixedStr<length>(offset, value);
29523 return fixedStr<length>(offset);
29539 setFixedStr<length>(offset, value);
29552 return ordinary<UInt64>(offset);
29563 setOrdinary(offset, value);
29576 return ordinary<UInt64>(offset);
29587 setOrdinary(offset, value);
29600 return ordinary<UInt64>(offset);
29611 setOrdinary(offset, value);
29623 return ordinary<UInt64>(offset);
29633 setOrdinary(offset, value);
29646 return ordinary<UInt64>(offset);
29657 setOrdinary(offset, value);
29670 return fixedStr<length>(offset);
29681 setFixedStr<length>(offset, value);
29692 return ordinary<UInt16>(offset);
29701 setOrdinary(offset, value);
29712 return ordinary(value, offset,
NullUInt16());
29721 setOrdinary(offset, value);
29761 return enumeration<ManualOrdIndReq>(offset);
29773 setEnumeration<ManualOrdIndReq>(offset, value);
29788 return enumeration<BooleanFlag>(offset);
29801 setEnumeration<BooleanFlag>(offset, value);
29818 return enumeration<SplitMsg>(value, offset,
NullUInt8());
29833 setEnumeration<SplitMsg>(offset, value);
29855 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
29866 setEnumeration<BooleanNULL>(offset, value);
29893 return ordinary(value, offset,
NullUInt64());
29909 setOrdinary(offset, value);
29932 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
29943 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
29944 minimalBlockLength(version);
29957 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
29969 static_cast<UInt64>(MessageHeaderBuilder::Size) +
29970 blockLength(Schema::Version);
29985 setDelayDurationToNull();
29986 setSplitMsgToNull();
29987 setLiquidityFlagToNull();
29988 setDelayToTimeToNull();
29990 resetVariableFields();
30000 return "OrderCancelReplaceReject536";
30015 std::string toString()
const;
30026 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
30027 MessageHeader::Size));
30036 SbeMessage::calculateBinarySize(tail());
30044 minimalBlockLength(version) +
30045 MessageHeader::Size +
30046 getMinimalVariableFieldsSize(version);
30049 *
this, length, minimalRequiredLength);
30052 void checkCompatibility()
const 30054 assert(TemplateId == templateId());
30056 checkSchema<Schema>(schemaId(), version());
30057 checkLength(bufferSize(), version());
30073 enum { TemplateId = 537 };
30105 assert(version >= Schema::MinimalVersion);
30106 assert(length >= minimalBlockLength(version));
30120 setRequestingPartyIdToNull();
30122 resetVariableFields();
30135 return fixedStr<length>(value, offset);
30146 setFixedStr<length>(offset, value);
30156 setFixedStr<length>(offset,
StrRef());
30169 return ordinary<CHAR>(offset);
30180 setOrdinary(offset, value);
30192 return ordinary<CHAR>(offset);
30202 setOrdinary(offset, value);
30214 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30215 minimalBlockLength(version);
30229 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30239 return "PartyDetailsListRequest537.RequestingPartyIDsEntry";
30278 assert(version >= Schema::MinimalVersion);
30279 assert(length >= minimalBlockLength(version));
30293 resetVariableFields();
30306 return ordinary<UInt64>(offset);
30317 setOrdinary(offset, value);
30329 return ordinary<CHAR>(offset);
30339 setOrdinary(offset, value);
30351 return ordinary<UInt16>(offset);
30361 setOrdinary(offset, value);
30373 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30374 minimalBlockLength(version);
30388 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30398 return "PartyDetailsListRequest537.PartyIDsEntry";
30417 checkVersion<Schema>(version);
30418 checkLength(length, version);
30419 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
30433 checkVersion<Schema>(version);
30434 checkLength(length, version);
30435 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
30436 resetVariableFields();
30446 checkCompatibility();
30455 assert(message.
valid());
30457 checkCompatibility();
30470 assert(schemaId() == Schema::Id);
30471 assert(version() >= Schema::MinimalVersion);
30472 assert(TemplateId == templateId());
30483 return ordinary<UInt64>(offset);
30493 setOrdinary(offset, value);
30505 return ordinary<UInt64>(offset);
30515 setOrdinary(offset, value);
30526 return ordinary<UInt32>(offset);
30535 setOrdinary(offset, value);
30544 return getGroup<RequestingPartyIDs>(
30545 RequestingPartyIDsAccess(),
30554 return getGroup<RequestingPartyIDs>(
30555 RequestingPartyIDsAccess(),
30566 return constructGroup<RequestingPartyIDs>(
30567 RequestingPartyIDsAccess(),
30579 return setupGroup<RequestingPartyIDs>(
30580 RequestingPartyIDsAccess(),
30590 return getGroup<PartyIDs>(PartyIDsAccess(), *
this);
30598 return getGroup<PartyIDs>(PartyIDsAccess(), *
this);
30606 return constructGroup<PartyIDs>(
30619 return setupGroup<PartyIDs>(
30635 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30646 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30647 minimalBlockLength(version);
30660 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30661 static_cast<MessageSize>(RequestingPartyIDs::EmptySize) + static_cast<MessageSize>(PartyIDs::EmptySize);
30671 UInt8 maxGroupItems = 255)
30675 static_cast<UInt64>(MessageHeaderBuilder::Size) +
30676 blockLength(Schema::Version) +
30677 (GroupSize::Size + RequestingPartyIDsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
30678 (GroupSize::Size + PartyIDsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
30685 setRequestingPartyIdsToNull();
30686 setPartyIdsToNull();
30694 resetVariableFields();
30704 return "PartyDetailsListRequest537";
30719 std::string toString()
const;
30736 SbeMessage::calculateBinarySize(tail());
30744 minimalBlockLength(version) +
30745 MessageHeader::Size +
30746 getMinimalVariableFieldsSize(version);
30749 *
this, length, minimalRequiredLength);
30753 void checkVarLenFields()
const 30756 checkTail<RequestingPartyIDs>().
30757 checkTail<PartyIDs>();
30760 void checkCompatibility()
const 30762 assert(TemplateId == templateId());
30764 checkSchema<Schema>(schemaId(), version());
30765 checkLength(bufferSize(), version());
30766 checkVarLenFields();
30770 struct RequestingPartyIDsAccess
30779 head<RequestingPartyIDs>();
30785 void setRequestingPartyIdsToNull()
30788 resetGroup<RequestingPartyIDs>(
30789 RequestingPartyIDsAccess(),
30794 struct PartyIDsAccess
30803 tail<RequestingPartyIDs>().
30810 void setPartyIdsToNull()
30813 resetGroup<PartyIDs>(PartyIDsAccess(), *
this);
30829 enum { TemplateId = 538 };
30859 assert(version >= Schema::MinimalVersion);
30860 assert(length >= minimalBlockLength(version));
30874 resetVariableFields();
30887 return fixedStr<length>(offset);
30898 setFixedStr<length>(offset, value);
30920 return enumeration<PartyDetailRole>(offset);
30932 setEnumeration<PartyDetailRole>(offset, value);
30944 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30945 minimalBlockLength(version);
30959 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
30969 return "PartyDetailsListReport538.PartyDetailsEntry";
31006 assert(version >= Schema::MinimalVersion);
31007 assert(length >= minimalBlockLength(version));
31021 resetVariableFields();
31036 return ordinary<UInt8>(offset);
31049 setOrdinary(offset, value);
31063 return ordinary<UInt8>(offset);
31075 setOrdinary(offset, value);
31087 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
31088 minimalBlockLength(version);
31102 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
31112 return "PartyDetailsListReport538.TrdRegPublicationsEntry";
31131 checkVersion<Schema>(version);
31132 checkLength(length, version);
31133 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
31147 checkVersion<Schema>(version);
31148 checkLength(length, version);
31149 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
31150 resetVariableFields();
31160 checkCompatibility();
31169 assert(message.
valid());
31171 checkCompatibility();
31184 assert(schemaId() == Schema::Id);
31185 assert(version() >= Schema::MinimalVersion);
31186 assert(TemplateId == templateId());
31196 return ordinary<UInt32>(offset);
31205 setOrdinary(offset, value);
31216 return ordinary<UInt64>(offset);
31225 setOrdinary(offset, value);
31240 return fixedStr<length>(value, offset);
31253 setFixedStr<length>(offset, value);
31263 setFixedStr<length>(offset,
StrRef());
31276 return ordinary<UInt64>(offset);
31287 setOrdinary(offset, value);
31300 return ordinary<UInt64>(offset);
31311 setOrdinary(offset, value);
31323 return ordinary<UInt64>(offset);
31333 setOrdinary(offset, value);
31347 return ordinary(value, offset,
NullUInt64());
31359 setOrdinary(offset, value);
31380 return ordinary<UInt16>(offset);
31390 setOrdinary(offset, value);
31401 return enumeration<ReqResult>(offset);
31410 setEnumeration<ReqResult>(offset, value);
31422 return enumeration<BooleanFlag>(offset);
31432 setEnumeration<BooleanFlag>(offset, value);
31448 return enumeration<CustOrderCapacity>(value, offset,
NullEnumNULL());
31462 setEnumeration<CustOrderCapacity>(offset, value);
31485 return enumeration<ClearingAcctType>(value, offset,
NullEnumNULL());
31497 setEnumeration<ClearingAcctType>(offset, value);
31523 return enumeration<SMPI>(value, offset,
NullCharNULL());
31538 setEnumeration<SMPI>(offset, value);
31558 return enumeration<AvgPxInd>(value, offset,
NullUInt8());
31567 setEnumeration<AvgPxInd>(offset, value);
31589 return enumeration<SLEDS>(value, offset,
NullUInt8());
31600 setEnumeration<SLEDS>(offset, value);
31622 return enumeration<CmtaGiveUpCD>(value, offset,
NullCharNULL());
31631 setEnumeration<CmtaGiveUpCD>(offset, value);
31655 return enumeration<CustOrdHandlInst>(value, offset,
NullCharNULL());
31668 setEnumeration<CustOrdHandlInst>(offset, value);
31690 return ordinary(value, offset,
NullUInt64());
31701 setOrdinary(offset, value);
31721 return ordinary(value, offset,
NullUInt64());
31730 setOrdinary(offset, value);
31754 return enumeration<BooleanFlag>(offset);
31767 setEnumeration<BooleanFlag>(offset, value);
31784 return enumeration<SplitMsg>(value, offset,
NullUInt8());
31799 setEnumeration<SplitMsg>(offset, value);
31817 return getGroup<PartyDetails>(
31818 PartyDetailsAccess(),
31827 return getGroup<PartyDetails>(
31828 PartyDetailsAccess(),
31839 return constructGroup<PartyDetails>(
31840 PartyDetailsAccess(),
31852 return setupGroup<PartyDetails>(
31853 PartyDetailsAccess(),
31863 return getGroup<TrdRegPublications>(
31864 TrdRegPublicationsAccess(),
31873 return getGroup<TrdRegPublications>(
31874 TrdRegPublicationsAccess(),
31885 return constructGroup<TrdRegPublications>(
31886 TrdRegPublicationsAccess(),
31898 return setupGroup<TrdRegPublications>(
31899 TrdRegPublicationsAccess(),
31914 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
31925 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
31926 minimalBlockLength(version);
31939 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
31940 static_cast<MessageSize>(PartyDetails::EmptySize) + static_cast<MessageSize>(TrdRegPublications::EmptySize);
31950 UInt8 maxGroupItems = 255)
31954 static_cast<UInt64>(MessageHeaderBuilder::Size) +
31955 blockLength(Schema::Version) +
31956 (GroupSize::Size + PartyDetailsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
31957 (GroupSize::Size + TrdRegPublicationsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
31964 setPartyDetailsToNull();
31965 setTrdRegPublicationsToNull();
31973 setAvgPxGroupIdToNull();
31974 setSelfMatchPreventionIdToNull();
31975 setCustOrderCapacityToNull();
31976 setClearingAccountTypeToNull();
31977 setSelfMatchPreventionInstructionToNull();
31978 setAvgPxIndicatorToNull();
31979 setClearingTradePriceTypeToNull();
31980 setCmtaGiveupCDToNull();
31981 setCustOrderHandlingInstToNull();
31982 setExecutorToNull();
31983 setIdMShortCodeToNull();
31984 setSplitMsgToNull();
31986 resetVariableFields();
31996 return "PartyDetailsListReport538";
32011 std::string toString()
const;
32019 trdRegPublications().tail();
32028 SbeMessage::calculateBinarySize(tail());
32036 minimalBlockLength(version) +
32037 MessageHeader::Size +
32038 getMinimalVariableFieldsSize(version);
32041 *
this, length, minimalRequiredLength);
32045 void checkVarLenFields()
const 32048 checkTail<PartyDetails>().
32049 checkTail<TrdRegPublications>();
32052 void checkCompatibility()
const 32054 assert(TemplateId == templateId());
32056 checkSchema<Schema>(schemaId(), version());
32057 checkLength(bufferSize(), version());
32058 checkVarLenFields();
32062 struct PartyDetailsAccess
32071 head<PartyDetails>();
32077 void setPartyDetailsToNull()
32080 resetGroup<PartyDetails>(
32081 PartyDetailsAccess(),
32086 struct TrdRegPublicationsAccess
32095 tail<PartyDetails>().
32096 head<TrdRegPublications>();
32102 void setTrdRegPublicationsToNull()
32105 resetGroup<TrdRegPublications>(
32106 TrdRegPublicationsAccess(),
32123 enum { TemplateId = 539 };
32135 checkVersion<Schema>(version);
32136 checkLength(length, version);
32137 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
32151 checkVersion<Schema>(version);
32152 checkLength(length, version);
32153 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
32154 resetVariableFields();
32164 checkCompatibility();
32173 assert(message.
valid());
32175 checkCompatibility();
32188 assert(schemaId() == Schema::Id);
32189 assert(version() >= Schema::MinimalVersion);
32190 assert(TemplateId == templateId());
32202 return ordinary<UInt64>(offset);
32213 setOrdinary(offset, value);
32224 return ordinary<UInt64>(offset);
32233 setOrdinary(offset, value);
32244 return enumeration<ExecAckStatus>(offset);
32255 setEnumeration<ExecAckStatus>(offset, value);
32266 return ordinary<UInt32>(offset);
32275 setOrdinary(offset, value);
32287 return fixedStr<length>(offset);
32297 setFixedStr<length>(offset, value);
32309 return ordinary<UInt64>(offset);
32319 setOrdinary(offset, value);
32330 return decimal<PRICE9>(offset);
32339 setOrdinary(offset, value);
32351 return ordinary<Int32>(offset);
32361 setOrdinary(offset, value);
32372 return ordinary<UInt32>(offset);
32381 setOrdinary(offset, value);
32392 return enumeration<DKReason>(value, offset,
NullCharNULL());
32401 setEnumeration<DKReason>(offset, value);
32421 return enumeration<SideReq>(offset);
32430 setEnumeration<SideReq>(offset, value);
32448 return fixedStr<length>(offset);
32464 setFixedStr<length>(offset, value);
32476 return ordinary<UInt64>(offset);
32486 setOrdinary(offset, value);
32499 return fixedStr<length>(offset);
32510 setFixedStr<length>(offset, value);
32522 return enumeration<ManualOrdIndReq>(offset);
32534 setEnumeration<ManualOrdIndReq>(offset, value);
32548 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
32559 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
32560 minimalBlockLength(version);
32573 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
32585 static_cast<UInt64>(MessageHeaderBuilder::Size) +
32586 blockLength(Schema::Version);
32600 setDkReasonToNull();
32602 resetVariableFields();
32612 return "ExecutionAck539";
32627 std::string toString()
const;
32638 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
32639 MessageHeader::Size));
32648 SbeMessage::calculateBinarySize(tail());
32656 minimalBlockLength(version) +
32657 MessageHeader::Size +
32658 getMinimalVariableFieldsSize(version);
32661 *
this, length, minimalRequiredLength);
32664 void checkCompatibility()
const 32666 assert(TemplateId == templateId());
32668 checkSchema<Schema>(schemaId(), version());
32669 checkLength(bufferSize(), version());
32685 enum { TemplateId = 543 };
32714 assert(version >= Schema::MinimalVersion);
32715 assert(length >= minimalBlockLength(version));
32729 setOrderQtyToNull();
32732 resetVariableFields();
32743 return ordinary<Int32>(offset);
32752 setOrdinary(offset, value);
32763 return ordinary(value, offset,
NullUInt32());
32772 setOrdinary(offset, value);
32792 return enumeration<RFQSide>(value, offset,
NullUInt8());
32801 setEnumeration<RFQSide>(offset, value);
32822 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
32823 minimalBlockLength(version);
32837 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
32847 return "RequestForQuote543.RelatedSymEntry";
32866 checkVersion<Schema>(version);
32867 checkLength(length, version);
32868 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
32882 checkVersion<Schema>(version);
32883 checkLength(length, version);
32884 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
32885 resetVariableFields();
32895 checkCompatibility();
32904 assert(message.
valid());
32906 checkCompatibility();
32919 assert(schemaId() == Schema::Id);
32920 assert(version() >= Schema::MinimalVersion);
32921 assert(TemplateId == templateId());
32933 return ordinary<UInt64>(offset);
32944 setOrdinary(offset, value);
32955 return ordinary<UInt64>(offset);
32964 setOrdinary(offset, value);
32976 return enumeration<ManualOrdIndReq>(offset);
32988 setEnumeration<ManualOrdIndReq>(offset, value);
32999 return ordinary<UInt32>(offset);
33008 setOrdinary(offset, value);
33026 return fixedStr<length>(offset);
33042 setFixedStr<length>(offset, value);
33054 return ordinary<UInt64>(offset);
33064 setOrdinary(offset, value);
33077 return fixedStr<length>(offset);
33088 setFixedStr<length>(offset, value);
33099 return enumeration<QuoteTyp>(value, offset,
NullEnumNULL());
33108 setEnumeration<QuoteTyp>(offset, value);
33126 return getGroup<RelatedSym>(
33127 RelatedSymAccess(),
33136 return getGroup<RelatedSym>(
33137 RelatedSymAccess(),
33146 return constructGroup<RelatedSym>(
33147 RelatedSymAccess(),
33159 return setupGroup<RelatedSym>(
33160 RelatedSymAccess(),
33175 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
33186 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
33187 minimalBlockLength(version);
33200 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
33211 UInt8 maxGroupItems = 255)
33215 static_cast<UInt64>(MessageHeaderBuilder::Size) +
33216 blockLength(Schema::Version) +
33217 (GroupSize::Size + RelatedSymEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
33224 setRelatedSymToNull();
33232 setQuoteTypeToNull();
33234 resetVariableFields();
33244 return "RequestForQuote543";
33259 std::string toString()
const;
33267 relatedSym().tail();
33276 SbeMessage::calculateBinarySize(tail());
33284 minimalBlockLength(version) +
33285 MessageHeader::Size +
33286 getMinimalVariableFieldsSize(version);
33289 *
this, length, minimalRequiredLength);
33293 void checkVarLenFields()
const 33296 checkTail<RelatedSym>();
33299 void checkCompatibility()
const 33301 assert(TemplateId == templateId());
33303 checkSchema<Schema>(schemaId(), version());
33304 checkLength(bufferSize(), version());
33305 checkVarLenFields();
33309 struct RelatedSymAccess
33318 head<RelatedSym>();
33324 void setRelatedSymToNull()
33327 resetGroup<RelatedSym>(
33328 RelatedSymAccess(),
33345 enum { TemplateId = 544 };
33374 assert(version >= Schema::MinimalVersion);
33375 assert(length >= minimalBlockLength(version));
33389 resetVariableFields();
33407 return fixedStr<length>(offset);
33423 setFixedStr<length>(offset, value);
33436 return ordinary<UInt64>(offset);
33447 setOrdinary(offset, value);
33458 return ordinary<UInt32>(offset);
33467 setOrdinary(offset, value);
33478 return enumeration<SideReq>(offset);
33487 setEnumeration<SideReq>(offset, value);
33501 return enumeration<SideTimeInForce>(offset);
33515 setEnumeration<SideTimeInForce>(offset, value);
33527 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
33528 minimalBlockLength(version);
33542 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
33552 return "NewOrderCross544.SidesEntry";
33571 checkVersion<Schema>(version);
33572 checkLength(length, version);
33573 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
33587 checkVersion<Schema>(version);
33588 checkLength(length, version);
33589 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
33590 resetVariableFields();
33600 checkCompatibility();
33609 assert(message.
valid());
33611 checkCompatibility();
33624 assert(schemaId() == Schema::Id);
33625 assert(version() >= Schema::MinimalVersion);
33626 assert(TemplateId == templateId());
33637 return ordinary<UInt64>(offset);
33647 setOrdinary(offset, value);
33660 return ordinary<UInt64>(offset);
33671 setOrdinary(offset, value);
33683 return enumeration<ManualOrdIndReq>(offset);
33695 setEnumeration<ManualOrdIndReq>(offset, value);
33706 return ordinary<UInt32>(offset);
33715 setOrdinary(offset, value);
33733 return fixedStr<length>(offset);
33749 setFixedStr<length>(offset, value);
33789 return decimal<PRICE9>(offset);
33798 setOrdinary(offset, value);
33813 return ordinary<UInt64>(offset);
33826 setOrdinary(offset, value);
33838 return ordinary<UInt64>(offset);
33848 setOrdinary(offset, value);
33861 return fixedStr<length>(offset);
33872 setFixedStr<length>(offset, value);
33883 return ordinary<Int32>(offset);
33892 setOrdinary(offset, value);
33901 return getGroup<Sides>(SidesAccess(), *
this);
33909 return getGroup<Sides>(SidesAccess(), *
this);
33917 return constructGroup<Sides>(
33930 return setupGroup<Sides>(
33946 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
33957 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
33958 minimalBlockLength(version);
33971 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
33982 UInt8 maxGroupItems = 255)
33986 static_cast<UInt64>(MessageHeaderBuilder::Size) +
33987 blockLength(Schema::Version) +
33988 (GroupSize::Size + SidesEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
34003 resetVariableFields();
34013 return "NewOrderCross544";
34028 std::string toString()
const;
34045 SbeMessage::calculateBinarySize(tail());
34053 minimalBlockLength(version) +
34054 MessageHeader::Size +
34055 getMinimalVariableFieldsSize(version);
34058 *
this, length, minimalRequiredLength);
34062 void checkVarLenFields()
const 34065 checkTail<Sides>();
34068 void checkCompatibility()
const 34070 assert(TemplateId == templateId());
34072 checkSchema<Schema>(schemaId(), version());
34073 checkLength(bufferSize(), version());
34074 checkVarLenFields();
34093 void setSidesToNull()
34096 resetGroup<Sides>(SidesAccess(), *
this);
34112 enum { TemplateId = 545 };
34141 assert(version >= Schema::MinimalVersion);
34142 assert(length >= minimalBlockLength(version));
34156 resetVariableFields();
34170 return ordinary<UInt32>(offset);
34182 setOrdinary(offset, value);
34193 return ordinary<Int32>(offset);
34202 setOrdinary(offset, value);
34213 return ordinary<UInt16>(offset);
34222 setOrdinary(offset, value);
34233 return ordinary<UInt8>(offset);
34242 setOrdinary(offset, value);
34254 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
34255 minimalBlockLength(version);
34269 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
34279 return "MassQuoteAck545.QuoteEntry";
34298 checkVersion<Schema>(version);
34299 checkLength(length, version);
34300 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
34314 checkVersion<Schema>(version);
34315 checkLength(length, version);
34316 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
34317 resetVariableFields();
34327 checkCompatibility();
34336 assert(message.
valid());
34338 checkCompatibility();
34351 assert(schemaId() == Schema::Id);
34352 assert(version() >= Schema::MinimalVersion);
34353 assert(TemplateId == templateId());
34363 return ordinary<UInt32>(offset);
34372 setOrdinary(offset, value);
34383 return ordinary<UInt64>(offset);
34392 setOrdinary(offset, value);
34405 return fixedStr<length>(value, offset);
34416 setFixedStr<length>(offset, value);
34426 setFixedStr<length>(offset,
StrRef());
34444 return fixedStr<length>(offset);
34460 setFixedStr<length>(offset, value);
34473 return ordinary<UInt64>(offset);
34484 setOrdinary(offset, value);
34498 return ordinary<UInt64>(offset);
34510 setOrdinary(offset, value);
34522 return ordinary<UInt64>(offset);
34532 setOrdinary(offset, value);
34544 return ordinary(value, offset,
NullUInt64());
34554 setOrdinary(offset, value);
34576 return fixedStr<length>(offset);
34587 setFixedStr<length>(offset, value);
34599 return ordinary<UInt32>(offset);
34609 setOrdinary(offset, value);
34623 return ordinary(value, offset,
NullUInt16());
34635 setOrdinary(offset, value);
34655 return ordinary(value, offset,
NullUInt16());
34664 setOrdinary(offset, value);
34684 return enumeration<QuoteAckStatus>(offset);
34695 setEnumeration<QuoteAckStatus>(offset, value);
34707 return enumeration<ManualOrdIndReq>(offset);
34719 setEnumeration<ManualOrdIndReq>(offset, value);
34731 return ordinary<UInt8>(offset);
34741 setOrdinary(offset, value);
34755 return enumeration<BooleanFlag>(offset);
34767 setEnumeration<BooleanFlag>(offset, value);
34784 return enumeration<SplitMsg>(value, offset,
NullUInt8());
34799 setEnumeration<SplitMsg>(offset, value);
34821 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
34832 setEnumeration<BooleanNULL>(offset, value);
34856 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
34869 setEnumeration<ShortSaleType>(offset, value);
34894 return ordinary(value, offset,
NullUInt8());
34908 setOrdinary(offset, value);
34932 return enumeration<BooleanFlag>(offset);
34945 setEnumeration<BooleanFlag>(offset, value);
34963 return ordinary(value, offset,
NullUInt64());
34979 setOrdinary(offset, value);
35002 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
35014 setEnumeration<BooleanNULL>(offset, value);
35032 return getGroup<QuoteEntries>(
35033 QuoteEntriesAccess(),
35042 return getGroup<QuoteEntries>(
35043 QuoteEntriesAccess(),
35054 return constructGroup<QuoteEntries>(
35055 QuoteEntriesAccess(),
35067 return setupGroup<QuoteEntries>(
35068 QuoteEntriesAccess(),
35083 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
35094 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
35095 minimalBlockLength(version);
35108 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
35109 static_cast<MessageSize>(QuoteEntries::EmptySize);
35119 UInt8 maxGroupItems = 255)
35123 static_cast<UInt64>(MessageHeaderBuilder::Size) +
35124 blockLength(Schema::Version) +
35125 (GroupSize::Size + QuoteEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
35132 setQuoteEntriesToNull();
35141 setQuoteReqIdToNull();
35142 setQuoteRejectReasonToNull();
35143 setDelayDurationToNull();
35144 setSplitMsgToNull();
35145 setLiquidityFlagToNull();
35146 setShortSaleTypeToNull();
35147 setTotNoQuoteEntriesToNull();
35148 setDelayToTimeToNull();
35149 setQuoteEntryOpenToNull();
35151 resetVariableFields();
35161 return "MassQuoteAck545";
35176 std::string toString()
const;
35184 quoteEntries().tail();
35193 SbeMessage::calculateBinarySize(tail());
35201 minimalBlockLength(version) +
35202 MessageHeader::Size +
35203 getMinimalVariableFieldsSize(version);
35206 *
this, length, minimalRequiredLength);
35210 void checkVarLenFields()
const 35213 checkTail<QuoteEntries>();
35216 void checkCompatibility()
const 35218 assert(TemplateId == templateId());
35220 checkSchema<Schema>(schemaId(), version());
35221 checkLength(bufferSize(), version());
35222 checkVarLenFields();
35226 struct QuoteEntriesAccess
35235 head<QuoteEntries>();
35241 void setQuoteEntriesToNull()
35244 resetGroup<QuoteEntries>(
35245 QuoteEntriesAccess(),
35262 enum { TemplateId = 546 };
35274 checkVersion<Schema>(version);
35275 checkLength(length, version);
35276 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
35290 checkVersion<Schema>(version);
35291 checkLength(length, version);
35292 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
35293 resetVariableFields();
35303 checkCompatibility();
35312 assert(message.
valid());
35314 checkCompatibility();
35327 assert(schemaId() == Schema::Id);
35328 assert(version() >= Schema::MinimalVersion);
35329 assert(TemplateId == templateId());
35339 return ordinary<UInt32>(offset);
35348 setOrdinary(offset, value);
35359 return ordinary<UInt64>(offset);
35368 setOrdinary(offset, value);
35381 return fixedStr<length>(value, offset);
35392 setFixedStr<length>(offset, value);
35402 setFixedStr<length>(offset,
StrRef());
35420 return fixedStr<length>(offset);
35436 setFixedStr<length>(offset, value);
35448 return fixedStr<length>(value, offset);
35458 setFixedStr<length>(offset, value);
35468 setFixedStr<length>(offset,
StrRef());
35481 return ordinary<UInt64>(offset);
35492 setOrdinary(offset, value);
35506 return ordinary<UInt64>(offset);
35518 setOrdinary(offset, value);
35530 return ordinary<UInt64>(offset);
35540 setOrdinary(offset, value);
35551 return ordinary<UInt64>(offset);
35560 setOrdinary(offset, value);
35573 return fixedStr<length>(offset);
35584 setFixedStr<length>(offset, value);
35596 return ordinary(value, offset,
NullUInt16());
35606 setOrdinary(offset, value);
35626 return ordinary(value, offset,
NullUInt16());
35635 setOrdinary(offset, value);
35655 return enumeration<QuoteAckStatus>(offset);
35666 setEnumeration<QuoteAckStatus>(offset, value);
35678 return enumeration<ManualOrdIndReq>(offset);
35690 setEnumeration<ManualOrdIndReq>(offset, value);
35707 return enumeration<SplitMsg>(value, offset,
NullUInt8());
35722 setEnumeration<SplitMsg>(offset, value);
35746 return enumeration<BooleanFlag>(offset);
35759 setEnumeration<BooleanFlag>(offset, value);
35777 return ordinary(value, offset,
NullUInt64());
35793 setOrdinary(offset, value);
35816 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
35827 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
35828 minimalBlockLength(version);
35841 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
35853 static_cast<UInt64>(MessageHeaderBuilder::Size) +
35854 blockLength(Schema::Version);
35869 setExchangeQuoteReqIdToNull();
35870 setQuoteRejectReasonToNull();
35871 setDelayDurationToNull();
35872 setSplitMsgToNull();
35873 setDelayToTimeToNull();
35875 resetVariableFields();
35885 return "RequestForQuoteAck546";
35900 std::string toString()
const;
35911 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
35912 MessageHeader::Size));
35921 SbeMessage::calculateBinarySize(tail());
35929 minimalBlockLength(version) +
35930 MessageHeader::Size +
35931 getMinimalVariableFieldsSize(version);
35934 *
this, length, minimalRequiredLength);
35937 void checkCompatibility()
const 35939 assert(TemplateId == templateId());
35941 checkSchema<Schema>(schemaId(), version());
35942 checkLength(bufferSize(), version());
35958 enum { TemplateId = 548 };
35988 assert(version >= Schema::MinimalVersion);
35989 assert(length >= minimalBlockLength(version));
36003 resetVariableFields();
36015 return decimal<PRICE9>(offset);
36025 setOrdinary(offset, value);
36036 return ordinary<UInt32>(offset);
36045 setOrdinary(offset, value);
36060 return fixedStr<length>(offset);
36073 setFixedStr<length>(offset, value);
36085 return ordinary<UInt8>(offset);
36095 setOrdinary(offset, value);
36107 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
36108 minimalBlockLength(version);
36122 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
36132 return "ExecutionReportTradeAddendumOutright548.FillsEntry";
36168 assert(version >= Schema::MinimalVersion);
36169 assert(length >= minimalBlockLength(version));
36183 setOrderEventTextToNull();
36184 setOriginalOrderEventExecIdToNull();
36185 setContraGrossTradeAmtToNull();
36186 setContraCalculatedCcyLastQtyToNull();
36188 resetVariableFields();
36199 return decimal<PRICE9>(offset);
36208 setOrdinary(offset, value);
36222 return fixedStr<length>(value, offset);
36234 setFixedStr<length>(offset, value);
36244 setFixedStr<length>(offset,
StrRef());
36257 return ordinary<UInt32>(offset);
36268 setOrdinary(offset, value);
36280 return ordinary<UInt32>(offset);
36290 setOrdinary(offset, value);
36301 return enumeration<TradeAddendum>(offset);
36312 setEnumeration<TradeAddendum>(offset, value);
36324 return ordinary<UInt8>(offset);
36334 setOrdinary(offset, value);
36346 return ordinary(value, offset,
NullUInt32());
36356 setOrdinary(offset, value);
36387 setOrdinary(offset, value);
36418 setOrdinary(offset, value);
36439 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
36440 minimalBlockLength(version);
36454 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
36464 return "ExecutionReportTradeAddendumOutright548.OrderEventsEntry";
36483 checkVersion<Schema>(version);
36484 checkLength(length, version);
36485 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
36499 checkVersion<Schema>(version);
36500 checkLength(length, version);
36501 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
36502 resetVariableFields();
36512 checkCompatibility();
36521 assert(message.
valid());
36523 checkCompatibility();
36536 assert(schemaId() == Schema::Id);
36537 assert(version() >= Schema::MinimalVersion);
36538 assert(TemplateId == templateId());
36548 return ordinary<UInt32>(offset);
36557 setOrdinary(offset, value);
36568 return ordinary<UInt64>(offset);
36577 setOrdinary(offset, value);
36591 return fixedStr<length>(offset);
36603 setFixedStr<length>(offset, value);
36621 return fixedStr<length>(offset);
36637 setFixedStr<length>(offset, value);
36655 return fixedStr<length>(offset);
36671 setFixedStr<length>(offset, value);
36684 return ordinary<UInt64>(offset);
36695 setOrdinary(offset, value);
36706 return decimal<PRICE9>(offset);
36715 setOrdinary(offset, value);
36726 return ordinary<UInt64>(offset);
36735 setOrdinary(offset, value);
36747 return ordinary<UInt64>(offset);
36757 setOrdinary(offset, value);
36769 return ordinary<UInt64>(offset);
36779 setOrdinary(offset, value);
36793 return ordinary<UInt64>(offset);
36805 setOrdinary(offset, value);
36816 return ordinary(value, offset,
NullUInt64());
36825 setOrdinary(offset, value);
36847 return fixedStr<length>(offset);
36858 setFixedStr<length>(offset, value);
36870 return ordinary<Int32>(offset);
36880 setOrdinary(offset, value);
36891 return ordinary<UInt32>(offset);
36900 setOrdinary(offset, value);
36912 return ordinary<UInt32>(offset);
36922 setOrdinary(offset, value);
36934 return ordinary(value, offset,
NullUInt32());
36944 setOrdinary(offset, value);
36967 FieldValue fieldValue;
37005 return enumeration<OrdStatusTrdCxl>(offset);
37017 setEnumeration<OrdStatusTrdCxl>(offset, value);
37029 return enumeration<ExecTypTrdCxl>(offset);
37041 setEnumeration<ExecTypTrdCxl>(offset, value);
37052 return enumeration<SideReq>(offset);
37061 setEnumeration<SideReq>(offset, value);
37073 return enumeration<ManualOrdIndReq>(offset);
37085 setEnumeration<ManualOrdIndReq>(offset, value);
37100 return enumeration<BooleanFlag>(offset);
37113 setEnumeration<BooleanFlag>(offset, value);
37126 return ordinary<ExecInst>(offset);
37137 setOrdinary(offset, value);
37150 return enumeration<ExecMode>(value, offset,
NullCharNULL());
37161 setEnumeration<ExecMode>(offset, value);
37183 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
37194 setEnumeration<BooleanNULL>(offset, value);
37214 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
37223 setEnumeration<BooleanNULL>(offset, value);
37247 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
37260 setEnumeration<ShortSaleType>(offset, value);
37282 return decimal(value, offset,
NullPRICE9());
37293 setOrdinary(offset, value);
37313 return ordinary(value, offset,
NullUInt16());
37322 setOrdinary(offset, value);
37343 return enumeration<ExecReason>(value, offset,
NullUInt8());
37353 setEnumeration<ExecReason>(offset, value);
37375 FieldValue fieldValue;
37413 FieldValue fieldValue;
37460 setOrdinary(offset, value);
37491 setOrdinary(offset, value);
37514 return decimal(value, offset,
NullPRICE9());
37526 setOrdinary(offset, value);
37544 return getGroup<Fills>(FillsAccess(), *
this);
37552 return getGroup<Fills>(FillsAccess(), *
this);
37560 return constructGroup<Fills>(
37573 return setupGroup<Fills>(
37584 return getGroup<OrderEvents>(
37585 OrderEventsAccess(),
37594 return getGroup<OrderEvents>(
37595 OrderEventsAccess(),
37604 return constructGroup<OrderEvents>(
37605 OrderEventsAccess(),
37617 return setupGroup<OrderEvents>(
37618 OrderEventsAccess(),
37633 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
37644 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
37645 minimalBlockLength(version);
37658 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
37659 static_cast<MessageSize>(Fills::EmptySize) + static_cast<MessageSize>(OrderEvents::EmptySize);
37669 UInt8 maxGroupItems = 255)
37673 static_cast<UInt64>(MessageHeaderBuilder::Size) +
37674 blockLength(Schema::Version) +
37675 (GroupSize::Size + FillsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
37676 (GroupSize::Size + OrderEventsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
37684 setOrderEventsToNull();
37692 setOrigSecondaryExecutionIdToNull();
37693 setOrigSideTradeIdToNull();
37694 setTradeDateToNull();
37695 setExecutionModeToNull();
37696 setLiquidityFlagToNull();
37697 setManagedOrderToNull();
37698 setShortSaleTypeToNull();
37699 setDiscretionPriceToNull();
37700 setTrdTypeToNull();
37701 setExecRestatementReasonToNull();
37702 setSettlDateToNull();
37703 setMaturityDateToNull();
37704 setCalculatedCcyLastQtyToNull();
37705 setGrossTradeAmtToNull();
37706 setBenchmarkPriceToNull();
37708 resetVariableFields();
37718 return "ExecutionReportTradeAddendumOutright548";
37733 std::string toString()
const;
37741 orderEvents().tail();
37750 SbeMessage::calculateBinarySize(tail());
37758 minimalBlockLength(version) +
37759 MessageHeader::Size +
37760 getMinimalVariableFieldsSize(version);
37763 *
this, length, minimalRequiredLength);
37767 void checkVarLenFields()
const 37770 checkTail<Fills>().
37771 checkTail<OrderEvents>();
37774 void checkCompatibility()
const 37776 assert(TemplateId == templateId());
37778 checkSchema<Schema>(schemaId(), version());
37779 checkLength(bufferSize(), version());
37780 checkVarLenFields();
37799 void setFillsToNull()
37802 resetGroup<Fills>(FillsAccess(), *
this);
37806 struct OrderEventsAccess
37816 head<OrderEvents>();
37822 void setOrderEventsToNull()
37825 resetGroup<OrderEvents>(
37826 OrderEventsAccess(),
37843 enum { TemplateId = 549 };
37873 assert(version >= Schema::MinimalVersion);
37874 assert(length >= minimalBlockLength(version));
37888 resetVariableFields();
37900 return decimal<PRICE9>(offset);
37910 setOrdinary(offset, value);
37921 return ordinary<UInt32>(offset);
37930 setOrdinary(offset, value);
37945 return fixedStr<length>(offset);
37958 setFixedStr<length>(offset, value);
37970 return ordinary<UInt8>(offset);
37980 setOrdinary(offset, value);
37992 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
37993 minimalBlockLength(version);
38007 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
38017 return "ExecutionReportTradeAddendumSpread549.FillsEntry";
38053 assert(version >= Schema::MinimalVersion);
38054 assert(length >= minimalBlockLength(version));
38068 setLegExecRefIdToNull();
38069 setLegTradeRefIdToNull();
38071 resetVariableFields();
38083 return ordinary<UInt64>(offset);
38093 setOrdinary(offset, value);
38104 return decimal<PRICE9>(offset);
38113 setOrdinary(offset, value);
38125 return ordinary(value, offset,
NullUInt64());
38135 setOrdinary(offset, value);
38155 return ordinary<UInt32>(offset);
38164 setOrdinary(offset, value);
38176 return ordinary(value, offset,
NullUInt32());
38186 setOrdinary(offset, value);
38206 return ordinary<Int32>(offset);
38215 setOrdinary(offset, value);
38226 return ordinary<UInt32>(offset);
38235 setOrdinary(offset, value);
38246 return enumeration<SideReq>(offset);
38255 setEnumeration<SideReq>(offset, value);
38267 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
38268 minimalBlockLength(version);
38282 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
38292 return "ExecutionReportTradeAddendumSpread549.LegsEntry";
38328 assert(version >= Schema::MinimalVersion);
38329 assert(length >= minimalBlockLength(version));
38343 setOrderEventTextToNull();
38344 setOriginalOrderEventExecIdToNull();
38346 resetVariableFields();
38357 return decimal<PRICE9>(offset);
38366 setOrdinary(offset, value);
38380 return fixedStr<length>(value, offset);
38392 setFixedStr<length>(offset, value);
38402 setFixedStr<length>(offset,
StrRef());
38415 return ordinary<UInt32>(offset);
38426 setOrdinary(offset, value);
38438 return ordinary<UInt32>(offset);
38448 setOrdinary(offset, value);
38459 return enumeration<TradeAddendum>(offset);
38470 setEnumeration<TradeAddendum>(offset, value);
38481 return ordinary<UInt8>(offset);
38490 setOrdinary(offset, value);
38502 return ordinary(value, offset,
NullUInt32());
38512 setOrdinary(offset, value);
38533 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
38534 minimalBlockLength(version);
38548 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
38558 return "ExecutionReportTradeAddendumSpread549.OrderEventsEntry";
38577 checkVersion<Schema>(version);
38578 checkLength(length, version);
38579 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
38593 checkVersion<Schema>(version);
38594 checkLength(length, version);
38595 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
38596 resetVariableFields();
38606 checkCompatibility();
38615 assert(message.
valid());
38617 checkCompatibility();
38630 assert(schemaId() == Schema::Id);
38631 assert(version() >= Schema::MinimalVersion);
38632 assert(TemplateId == templateId());
38642 return ordinary<UInt32>(offset);
38651 setOrdinary(offset, value);
38662 return ordinary<UInt64>(offset);
38671 setOrdinary(offset, value);
38685 return fixedStr<length>(offset);
38697 setFixedStr<length>(offset, value);
38715 return fixedStr<length>(offset);
38731 setFixedStr<length>(offset, value);
38749 return fixedStr<length>(offset);
38765 setFixedStr<length>(offset, value);
38778 return ordinary<UInt64>(offset);
38789 setOrdinary(offset, value);
38800 return decimal<PRICE9>(offset);
38809 setOrdinary(offset, value);
38820 return ordinary<UInt64>(offset);
38829 setOrdinary(offset, value);
38841 return ordinary<UInt64>(offset);
38851 setOrdinary(offset, value);
38863 return ordinary<UInt64>(offset);
38873 setOrdinary(offset, value);
38887 return ordinary<UInt64>(offset);
38899 setOrdinary(offset, value);
38910 return ordinary(value, offset,
NullUInt64());
38919 setOrdinary(offset, value);
38941 return fixedStr<length>(offset);
38952 setFixedStr<length>(offset, value);
38963 return ordinary<Int32>(offset);
38972 setOrdinary(offset, value);
38983 return ordinary<UInt32>(offset);
38992 setOrdinary(offset, value);
39003 return ordinary<UInt32>(offset);
39012 setOrdinary(offset, value);
39024 return ordinary<UInt32>(offset);
39034 setOrdinary(offset, value);
39046 return ordinary(value, offset,
NullUInt32());
39056 setOrdinary(offset, value);
39079 FieldValue fieldValue;
39117 return enumeration<OrdStatusTrdCxl>(offset);
39129 setEnumeration<OrdStatusTrdCxl>(offset, value);
39142 return enumeration<ExecTypTrdCxl>(offset);
39155 setEnumeration<ExecTypTrdCxl>(offset, value);
39166 return enumeration<OrderType>(value, offset,
NullCharNULL());
39175 setEnumeration<OrderType>(offset, value);
39195 return enumeration<SideReq>(offset);
39204 setEnumeration<SideReq>(offset, value);
39216 return enumeration<ManualOrdIndReq>(offset);
39228 setEnumeration<ManualOrdIndReq>(offset, value);
39243 return enumeration<BooleanFlag>(offset);
39256 setEnumeration<BooleanFlag>(offset, value);
39270 return ordinary<UInt8>(offset);
39282 setOrdinary(offset, value);
39295 return ordinary<ExecInst>(offset);
39306 setOrdinary(offset, value);
39319 return enumeration<ExecMode>(value, offset,
NullCharNULL());
39330 setEnumeration<ExecMode>(offset, value);
39352 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
39363 setEnumeration<BooleanNULL>(offset, value);
39383 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
39392 setEnumeration<BooleanNULL>(offset, value);
39416 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
39429 setEnumeration<ShortSaleType>(offset, value);
39447 return getGroup<Fills>(FillsAccess(), *
this);
39455 return getGroup<Fills>(FillsAccess(), *
this);
39463 return constructGroup<Fills>(
39476 return setupGroup<Fills>(
39487 return getGroup<Legs>(LegsAccess(), *
this);
39495 return getGroup<Legs>(LegsAccess(), *
this);
39503 return constructGroup<Legs>(
39516 return setupGroup<Legs>(
39527 return getGroup<OrderEvents>(
39528 OrderEventsAccess(),
39537 return getGroup<OrderEvents>(
39538 OrderEventsAccess(),
39547 return constructGroup<OrderEvents>(
39548 OrderEventsAccess(),
39560 return setupGroup<OrderEvents>(
39561 OrderEventsAccess(),
39576 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
39587 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
39588 minimalBlockLength(version);
39601 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
39602 static_cast<MessageSize>(Fills::EmptySize) + static_cast<MessageSize>(Legs::EmptySize) +
static_cast<MessageSize>(OrderEvents::EmptySize);
39612 UInt8 maxGroupItems = 255)
39616 static_cast<UInt64>(MessageHeaderBuilder::Size) +
39617 blockLength(Schema::Version) +
39618 (GroupSize::Size + FillsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
39619 (GroupSize::Size + LegsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
39620 (GroupSize::Size + OrderEventsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
39629 setOrderEventsToNull();
39637 setOrigSecondaryExecutionIdToNull();
39638 setOrigSideTradeIdToNull();
39639 setTradeDateToNull();
39640 setOrdTypeToNull();
39641 setExecutionModeToNull();
39642 setLiquidityFlagToNull();
39643 setManagedOrderToNull();
39644 setShortSaleTypeToNull();
39646 resetVariableFields();
39656 return "ExecutionReportTradeAddendumSpread549";
39671 std::string toString()
const;
39679 orderEvents().tail();
39688 SbeMessage::calculateBinarySize(tail());
39696 minimalBlockLength(version) +
39697 MessageHeader::Size +
39698 getMinimalVariableFieldsSize(version);
39701 *
this, length, minimalRequiredLength);
39705 void checkVarLenFields()
const 39708 checkTail<Fills>().
39710 checkTail<OrderEvents>();
39713 void checkCompatibility()
const 39715 assert(TemplateId == templateId());
39717 checkSchema<Schema>(schemaId(), version());
39718 checkLength(bufferSize(), version());
39719 checkVarLenFields();
39738 void setFillsToNull()
39741 resetGroup<Fills>(FillsAccess(), *
this);
39761 void setLegsToNull()
39764 resetGroup<Legs>(LegsAccess(), *
this);
39768 struct OrderEventsAccess
39779 head<OrderEvents>();
39785 void setOrderEventsToNull()
39788 resetGroup<OrderEvents>(
39789 OrderEventsAccess(),
39806 enum { TemplateId = 550 };
39836 assert(version >= Schema::MinimalVersion);
39837 assert(length >= minimalBlockLength(version));
39851 resetVariableFields();
39863 return decimal<PRICE9>(offset);
39873 setOrdinary(offset, value);
39884 return ordinary<UInt32>(offset);
39893 setOrdinary(offset, value);
39908 return fixedStr<length>(offset);
39921 setFixedStr<length>(offset, value);
39933 return ordinary<UInt8>(offset);
39943 setOrdinary(offset, value);
39955 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
39956 minimalBlockLength(version);
39970 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
39980 return "ExecutionReportTradeAddendumSpreadLeg550.FillsEntry";
40016 assert(version >= Schema::MinimalVersion);
40017 assert(length >= minimalBlockLength(version));
40031 setOrderEventTextToNull();
40032 setOriginalOrderEventExecIdToNull();
40034 resetVariableFields();
40045 return decimal<PRICE9>(offset);
40054 setOrdinary(offset, value);
40068 return fixedStr<length>(value, offset);
40080 setFixedStr<length>(offset, value);
40090 setFixedStr<length>(offset,
StrRef());
40103 return ordinary<UInt32>(offset);
40114 setOrdinary(offset, value);
40126 return ordinary<UInt32>(offset);
40136 setOrdinary(offset, value);
40147 return enumeration<TradeAddendum>(offset);
40158 setEnumeration<TradeAddendum>(offset, value);
40169 return ordinary<UInt8>(offset);
40178 setOrdinary(offset, value);
40190 return ordinary(value, offset,
NullUInt32());
40200 setOrdinary(offset, value);
40221 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
40222 minimalBlockLength(version);
40236 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
40246 return "ExecutionReportTradeAddendumSpreadLeg550.OrderEventsEntry";
40265 checkVersion<Schema>(version);
40266 checkLength(length, version);
40267 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
40281 checkVersion<Schema>(version);
40282 checkLength(length, version);
40283 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
40284 resetVariableFields();
40294 checkCompatibility();
40303 assert(message.
valid());
40305 checkCompatibility();
40318 assert(schemaId() == Schema::Id);
40319 assert(version() >= Schema::MinimalVersion);
40320 assert(TemplateId == templateId());
40330 return ordinary<UInt32>(offset);
40339 setOrdinary(offset, value);
40350 return ordinary<UInt64>(offset);
40359 setOrdinary(offset, value);
40373 return fixedStr<length>(offset);
40385 setFixedStr<length>(offset, value);
40403 return fixedStr<length>(offset);
40419 setFixedStr<length>(offset, value);
40437 return fixedStr<length>(offset);
40453 setFixedStr<length>(offset, value);
40466 return ordinary<UInt64>(offset);
40477 setOrdinary(offset, value);
40488 return decimal<PRICE9>(offset);
40497 setOrdinary(offset, value);
40510 return ordinary<UInt64>(offset);
40521 setOrdinary(offset, value);
40533 return ordinary<UInt64>(offset);
40543 setOrdinary(offset, value);
40555 return ordinary<UInt64>(offset);
40565 setOrdinary(offset, value);
40579 return ordinary<UInt64>(offset);
40591 setOrdinary(offset, value);
40602 return ordinary(value, offset,
NullUInt64());
40611 setOrdinary(offset, value);
40633 return fixedStr<length>(offset);
40644 setFixedStr<length>(offset, value);
40656 return ordinary<Int32>(offset);
40666 setOrdinary(offset, value);
40677 return ordinary<UInt32>(offset);
40686 setOrdinary(offset, value);
40698 return ordinary<UInt32>(offset);
40708 setOrdinary(offset, value);
40720 return ordinary(value, offset,
NullUInt32());
40730 setOrdinary(offset, value);
40753 FieldValue fieldValue;
40791 return enumeration<OrdStatusTrdCxl>(offset);
40803 setEnumeration<OrdStatusTrdCxl>(offset, value);
40815 return enumeration<ExecTypTrdCxl>(offset);
40827 setEnumeration<ExecTypTrdCxl>(offset, value);
40839 return enumeration<ManualOrdIndReq>(offset);
40851 setEnumeration<ManualOrdIndReq>(offset, value);
40866 return enumeration<BooleanFlag>(offset);
40879 setEnumeration<BooleanFlag>(offset, value);
40890 return enumeration<SideReq>(offset);
40899 setEnumeration<SideReq>(offset, value);
40912 FieldValue fieldValue;
40959 setOrdinary(offset, value);
40990 setOrdinary(offset, value);
41008 return getGroup<Fills>(FillsAccess(), *
this);
41016 return getGroup<Fills>(FillsAccess(), *
this);
41024 return constructGroup<Fills>(
41037 return setupGroup<Fills>(
41048 return getGroup<OrderEvents>(
41049 OrderEventsAccess(),
41058 return getGroup<OrderEvents>(
41059 OrderEventsAccess(),
41068 return constructGroup<OrderEvents>(
41069 OrderEventsAccess(),
41081 return setupGroup<OrderEvents>(
41082 OrderEventsAccess(),
41097 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
41108 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
41109 minimalBlockLength(version);
41122 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
41123 static_cast<MessageSize>(Fills::EmptySize) + static_cast<MessageSize>(OrderEvents::EmptySize);
41133 UInt8 maxGroupItems = 255)
41137 static_cast<UInt64>(MessageHeaderBuilder::Size) +
41138 blockLength(Schema::Version) +
41139 (GroupSize::Size + FillsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
41140 (GroupSize::Size + OrderEventsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
41148 setOrderEventsToNull();
41156 setOrigSecondaryExecutionIdToNull();
41157 setOrigSideTradeIdToNull();
41158 setTradeDateToNull();
41159 setSettlDateToNull();
41160 setCalculatedCcyLastQtyToNull();
41161 setGrossTradeAmtToNull();
41163 resetVariableFields();
41173 return "ExecutionReportTradeAddendumSpreadLeg550";
41188 std::string toString()
const;
41196 orderEvents().tail();
41205 SbeMessage::calculateBinarySize(tail());
41213 minimalBlockLength(version) +
41214 MessageHeader::Size +
41215 getMinimalVariableFieldsSize(version);
41218 *
this, length, minimalRequiredLength);
41222 void checkVarLenFields()
const 41225 checkTail<Fills>().
41226 checkTail<OrderEvents>();
41229 void checkCompatibility()
const 41231 assert(TemplateId == templateId());
41233 checkSchema<Schema>(schemaId(), version());
41234 checkLength(bufferSize(), version());
41235 checkVarLenFields();
41254 void setFillsToNull()
41257 resetGroup<Fills>(FillsAccess(), *
this);
41261 struct OrderEventsAccess
41271 head<OrderEvents>();
41277 void setOrderEventsToNull()
41280 resetGroup<OrderEvents>(
41281 OrderEventsAccess(),
41298 enum { TemplateId = 560 };
41329 assert(version >= Schema::MinimalVersion);
41330 assert(length >= minimalBlockLength(version));
41344 setLegPriceToNull();
41345 setLegOptionDeltaToNull();
41346 setLegRatioQtyToNull();
41348 resetVariableFields();
41369 return decimal(value, offset,
NullPRICE9());
41378 setOrdinary(offset, value);
41401 return ordinary<Int32>(offset);
41413 setOrdinary(offset, value);
41435 setOrdinary(offset, value);
41455 return enumeration<SideReq>(offset);
41464 setEnumeration<SideReq>(offset, value);
41477 return ordinary(value, offset,
NullUInt8());
41488 setOrdinary(offset, value);
41509 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
41510 minimalBlockLength(version);
41524 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
41534 return "SecurityDefinitionRequest560.LegsEntry";
41571 assert(version >= Schema::MinimalVersion);
41572 assert(length >= minimalBlockLength(version));
41586 setBrokenDateStartToNull();
41587 setBrokenDateEndToNull();
41589 resetVariableFields();
41603 FieldValue fieldValue;
41644 FieldValue fieldValue;
41683 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
41684 minimalBlockLength(version);
41698 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
41708 return "SecurityDefinitionRequest560.BrokenDatesEntry";
41727 checkVersion<Schema>(version);
41728 checkLength(length, version);
41729 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
41743 checkVersion<Schema>(version);
41744 checkLength(length, version);
41745 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
41746 resetVariableFields();
41756 checkCompatibility();
41765 assert(message.
valid());
41767 checkCompatibility();
41780 assert(schemaId() == Schema::Id);
41781 assert(version() >= Schema::MinimalVersion);
41782 assert(TemplateId == templateId());
41794 return ordinary<UInt64>(offset);
41805 setOrdinary(offset, value);
41817 return ordinary<UInt64>(offset);
41827 setOrdinary(offset, value);
41839 return enumeration<ManualOrdIndReq>(offset);
41851 setEnumeration<ManualOrdIndReq>(offset, value);
41862 return ordinary<UInt32>(offset);
41871 setOrdinary(offset, value);
41889 return fixedStr<length>(value, offset);
41905 setFixedStr<length>(offset, value);
41915 setFixedStr<length>(offset,
StrRef());
41936 return ordinary<UInt64>(offset);
41946 setOrdinary(offset, value);
41959 return fixedStr<length>(offset);
41970 setFixedStr<length>(offset, value);
41983 return fixedStr<length>(offset);
41994 setFixedStr<length>(offset, value);
42008 FieldValue fieldValue;
42049 FieldValue fieldValue;
42088 return ordinary(value, offset,
NullUInt8());
42098 setOrdinary(offset, value);
42119 return ordinary(value, offset,
NullInt32());
42129 setOrdinary(offset, value);
42150 return ordinary(value, offset,
NullUInt8());
42160 setOrdinary(offset, value);
42178 return getGroup<Legs>(LegsAccess(), *
this);
42186 return getGroup<Legs>(LegsAccess(), *
this);
42194 return constructGroup<Legs>(
42207 return setupGroup<Legs>(
42218 return getGroup<BrokenDates>(
42219 BrokenDatesAccess(),
42228 return getGroup<BrokenDates>(
42229 BrokenDatesAccess(),
42238 return constructGroup<BrokenDates>(
42239 BrokenDatesAccess(),
42251 return setupGroup<BrokenDates>(
42252 BrokenDatesAccess(),
42267 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
42278 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
42279 minimalBlockLength(version);
42292 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
42293 static_cast<MessageSize>(Legs::EmptySize) + static_cast<MessageSize>(BrokenDates::EmptySize);
42303 UInt8 maxGroupItems = 255)
42307 static_cast<UInt64>(MessageHeaderBuilder::Size) +
42308 blockLength(Schema::Version) +
42309 (GroupSize::Size + LegsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
42310 (GroupSize::Size + BrokenDatesEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
42318 setBrokenDatesToNull();
42326 setSenderIdToNull();
42327 setStartDateToNull();
42328 setEndDateToNull();
42329 setMaxNoOfSubstitutionsToNull();
42330 setSourceRepoIdToNull();
42331 setBrokenDateTermTypeToNull();
42333 resetVariableFields();
42343 return "SecurityDefinitionRequest560";
42358 std::string toString()
const;
42366 brokenDates().tail();
42375 SbeMessage::calculateBinarySize(tail());
42383 minimalBlockLength(version) +
42384 MessageHeader::Size +
42385 getMinimalVariableFieldsSize(version);
42388 *
this, length, minimalRequiredLength);
42392 void checkVarLenFields()
const 42396 checkTail<BrokenDates>();
42399 void checkCompatibility()
const 42401 assert(TemplateId == templateId());
42403 checkSchema<Schema>(schemaId(), version());
42404 checkLength(bufferSize(), version());
42405 checkVarLenFields();
42424 void setLegsToNull()
42427 resetGroup<Legs>(LegsAccess(), *
this);
42431 struct BrokenDatesAccess
42441 head<BrokenDates>();
42447 void setBrokenDatesToNull()
42450 resetGroup<BrokenDates>(
42451 BrokenDatesAccess(),
42468 enum { TemplateId = 561 };
42497 assert(version >= Schema::MinimalVersion);
42498 assert(length >= minimalBlockLength(version));
42512 setLegPriceToNull();
42513 setLegOptionDeltaToNull();
42514 setLegRatioQtyToNull();
42516 resetVariableFields();
42527 return decimal(value, offset,
NullPRICE9());
42536 setOrdinary(offset, value);
42573 setOrdinary(offset, value);
42603 return ordinary<Int32>(offset);
42612 setOrdinary(offset, value);
42628 return enumeration<SideReq>(offset);
42642 setEnumeration<SideReq>(offset, value);
42655 return ordinary(value, offset,
NullUInt8());
42666 setOrdinary(offset, value);
42687 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
42688 minimalBlockLength(version);
42702 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
42712 return "SecurityDefinitionResponse561.LegsEntry";
42749 assert(version >= Schema::MinimalVersion);
42750 assert(length >= minimalBlockLength(version));
42764 setBrokenDateGUIdToNull();
42765 setBrokenDateSecurityIdToNull();
42766 setBrokenDateStartToNull();
42767 setBrokenDateEndToNull();
42769 resetVariableFields();
42780 return ordinary(value, offset,
NullUInt64());
42789 setOrdinary(offset, value);
42809 return ordinary(value, offset,
NullInt32());
42818 setOrdinary(offset, value);
42841 FieldValue fieldValue;
42882 FieldValue fieldValue;
42921 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
42922 minimalBlockLength(version);
42936 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
42946 return "SecurityDefinitionResponse561.BrokenDatesEntry";
42965 checkVersion<Schema>(version);
42966 checkLength(length, version);
42967 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
42981 checkVersion<Schema>(version);
42982 checkLength(length, version);
42983 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
42984 resetVariableFields();
42994 checkCompatibility();
43003 assert(message.
valid());
43005 checkCompatibility();
43018 assert(schemaId() == Schema::Id);
43019 assert(version() >= Schema::MinimalVersion);
43020 assert(TemplateId == templateId());
43030 return ordinary<UInt32>(offset);
43039 setOrdinary(offset, value);
43050 return ordinary<UInt64>(offset);
43059 setOrdinary(offset, value);
43072 return fixedStr<length>(value, offset);
43083 setFixedStr<length>(offset, value);
43093 setFixedStr<length>(offset,
StrRef());
43105 return fixedStr<length>(value, offset);
43115 setFixedStr<length>(offset, value);
43125 setFixedStr<length>(offset,
StrRef());
43143 return fixedStr<length>(offset);
43159 setFixedStr<length>(offset, value);
43171 return fixedStr<length>(value, offset);
43181 setFixedStr<length>(offset, value);
43191 setFixedStr<length>(offset,
StrRef());
43204 return ordinary<UInt64>(offset);
43215 setOrdinary(offset, value);
43226 return ordinary<UInt64>(offset);
43235 setOrdinary(offset, value);
43246 return ordinary<UInt64>(offset);
43255 setOrdinary(offset, value);
43267 return ordinary<UInt64>(offset);
43277 setOrdinary(offset, value);
43292 return fixedStr<length>(value, offset);
43305 setFixedStr<length>(offset, value);
43315 setFixedStr<length>(offset,
StrRef());
43327 return fixedStr<length>(value, offset);
43337 setFixedStr<length>(offset, value);
43347 setFixedStr<length>(offset,
StrRef());
43360 return fixedStr<length>(offset);
43371 setFixedStr<length>(offset, value);
43382 return ordinary(value, offset,
NullInt32());
43391 setOrdinary(offset, value);
43412 return fixedStr<length>(value, offset);
43422 setFixedStr<length>(offset, value);
43432 setFixedStr<length>(offset,
StrRef());
43464 setOrdinary(offset, value);
43484 return ordinary(value, offset,
NullUInt16());
43493 setOrdinary(offset, value);
43516 FieldValue fieldValue;
43557 FieldValue fieldValue;
43596 return ordinary(value, offset,
NullUInt8());
43606 setOrdinary(offset, value);
43627 return ordinary(value, offset,
NullInt32());
43637 setOrdinary(offset, value);
43658 return fixedStr<length>(value, offset);
43668 setFixedStr<length>(offset, value);
43678 setFixedStr<length>(offset,
StrRef());
43689 return enumeration<SecRspTyp>(offset);
43698 setEnumeration<SecRspTyp>(offset, value);
43721 return enumeration<ExpCycle>(value, offset,
NullUInt8());
43733 setEnumeration<ExpCycle>(offset, value);
43754 return enumeration<ManualOrdIndReq>(offset);
43766 setEnumeration<ManualOrdIndReq>(offset, value);
43783 return enumeration<SplitMsg>(value, offset,
NullUInt8());
43798 setEnumeration<SplitMsg>(offset, value);
43819 return enumeration<BooleanFlag>(offset);
43829 setEnumeration<BooleanFlag>(offset, value);
43844 return enumeration<BooleanFlag>(offset);
43857 setEnumeration<BooleanFlag>(offset, value);
43869 return ordinary(value, offset,
NullUInt8());
43879 setOrdinary(offset, value);
43897 return getGroup<Legs>(LegsAccess(), *
this);
43905 return getGroup<Legs>(LegsAccess(), *
this);
43913 return constructGroup<Legs>(
43926 return setupGroup<Legs>(
43937 return getGroup<BrokenDates>(
43938 BrokenDatesAccess(),
43947 return getGroup<BrokenDates>(
43948 BrokenDatesAccess(),
43957 return constructGroup<BrokenDates>(
43958 BrokenDatesAccess(),
43970 return setupGroup<BrokenDates>(
43971 BrokenDatesAccess(),
43986 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
43997 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
43998 minimalBlockLength(version);
44011 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
44012 static_cast<MessageSize>(Legs::EmptySize) + static_cast<MessageSize>(BrokenDates::EmptySize);
44022 UInt8 maxGroupItems = 255)
44026 static_cast<UInt64>(MessageHeaderBuilder::Size) +
44027 blockLength(Schema::Version) +
44028 (GroupSize::Size + LegsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
44029 (GroupSize::Size + BrokenDatesEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
44037 setBrokenDatesToNull();
44046 setFinancialInstrumentFullNameToNull();
44048 setSecurityGroupToNull();
44049 setSecurityTypeToNull();
44050 setSecurityIdToNull();
44051 setCurrencyToNull();
44052 setMaturityMonthYearToNull();
44053 setDelayDurationToNull();
44054 setStartDateToNull();
44055 setEndDateToNull();
44056 setMaxNoOfSubstitutionsToNull();
44057 setSourceRepoIdToNull();
44058 setTerminationTypeToNull();
44059 setExpirationCycleToNull();
44060 setSplitMsgToNull();
44061 setBrokenDateTermTypeToNull();
44063 resetVariableFields();
44073 return "SecurityDefinitionResponse561";
44088 std::string toString()
const;
44096 brokenDates().tail();
44105 SbeMessage::calculateBinarySize(tail());
44113 minimalBlockLength(version) +
44114 MessageHeader::Size +
44115 getMinimalVariableFieldsSize(version);
44118 *
this, length, minimalRequiredLength);
44122 void checkVarLenFields()
const 44126 checkTail<BrokenDates>();
44129 void checkCompatibility()
const 44131 assert(TemplateId == templateId());
44133 checkSchema<Schema>(schemaId(), version());
44134 checkLength(bufferSize(), version());
44135 checkVarLenFields();
44154 void setLegsToNull()
44157 resetGroup<Legs>(LegsAccess(), *
this);
44161 struct BrokenDatesAccess
44171 head<BrokenDates>();
44177 void setBrokenDatesToNull()
44180 resetGroup<BrokenDates>(
44181 BrokenDatesAccess(),
44198 enum { TemplateId = 562 };
44230 assert(version >= Schema::MinimalVersion);
44231 assert(length >= minimalBlockLength(version));
44245 resetVariableFields();
44257 return fixedStr<length>(offset);
44267 setFixedStr<length>(offset, value);
44278 return ordinary<UInt64>(offset);
44287 setOrdinary(offset, value);
44298 return ordinary<UInt32>(offset);
44307 setOrdinary(offset, value);
44319 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
44320 minimalBlockLength(version);
44334 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
44344 return "OrderMassActionReport562.AffectedOrdersEntry";
44363 checkVersion<Schema>(version);
44364 checkLength(length, version);
44365 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
44379 checkVersion<Schema>(version);
44380 checkLength(length, version);
44381 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
44382 resetVariableFields();
44392 checkCompatibility();
44401 assert(message.
valid());
44403 checkCompatibility();
44416 assert(schemaId() == Schema::Id);
44417 assert(version() >= Schema::MinimalVersion);
44418 assert(TemplateId == templateId());
44428 return ordinary<UInt32>(offset);
44437 setOrdinary(offset, value);
44448 return ordinary<UInt64>(offset);
44457 setOrdinary(offset, value);
44475 return fixedStr<length>(offset);
44491 setFixedStr<length>(offset, value);
44504 return ordinary<UInt64>(offset);
44515 setOrdinary(offset, value);
44526 return ordinary<UInt64>(offset);
44535 setOrdinary(offset, value);
44547 return ordinary<UInt64>(offset);
44557 setOrdinary(offset, value);
44570 return ordinary<UInt64>(offset);
44581 setOrdinary(offset, value);
44593 return ordinary<UInt64>(offset);
44603 setOrdinary(offset, value);
44626 return fixedStr<length>(value, offset);
44638 setFixedStr<length>(offset, value);
44648 setFixedStr<length>(offset,
StrRef());
44661 return fixedStr<length>(offset);
44672 setFixedStr<length>(offset, value);
44684 return ordinary(value, offset,
NullInt32());
44694 setOrdinary(offset, value);
44714 return ordinary(value, offset,
NullUInt16());
44723 setOrdinary(offset, value);
44744 return enumeration<MassActionResponse>(offset);
44756 setEnumeration<MassActionResponse>(offset, value);
44768 return enumeration<ManualOrdIndReq>(offset);
44780 setEnumeration<ManualOrdIndReq>(offset, value);
44791 return enumeration<MassActionScope>(offset);
44802 setEnumeration<MassActionScope>(offset, value);
44819 return ordinary<UInt32>(offset);
44834 setOrdinary(offset, value);
44846 return enumeration<BooleanFlag>(offset);
44856 setEnumeration<BooleanFlag>(offset, value);
44868 return ordinary(value, offset,
NullUInt8());
44878 setOrdinary(offset, value);
44901 return ordinary(value, offset,
NullUInt8());
44913 setOrdinary(offset, value);
44939 return enumeration<MassCxlReqTyp>(value, offset,
NullUInt8());
44954 setEnumeration<MassCxlReqTyp>(offset, value);
44976 return enumeration<SideNULL>(value, offset,
NullEnumNULL());
44987 setEnumeration<SideNULL>(offset, value);
45011 return enumeration<MassActionOrdTyp>(value, offset,
NullCharNULL());
45024 setEnumeration<MassActionOrdTyp>(offset, value);
45048 return enumeration<MassCancelTIF>(value, offset,
NullUInt8());
45061 setEnumeration<MassCancelTIF>(offset, value);
45087 return enumeration<SplitMsg>(value, offset,
NullUInt8());
45102 setEnumeration<SplitMsg>(offset, value);
45124 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
45135 setEnumeration<BooleanNULL>(offset, value);
45159 return enumeration<BooleanFlag>(offset);
45172 setEnumeration<BooleanFlag>(offset, value);
45190 return ordinary(value, offset,
NullUInt64());
45206 setOrdinary(offset, value);
45228 return fixedStr<length>(value, offset);
45239 setFixedStr<length>(offset, value);
45249 setFixedStr<length>(offset,
StrRef());
45263 return fixedStr<length>(value, offset);
45275 setFixedStr<length>(offset, value);
45285 setFixedStr<length>(offset,
StrRef());
45294 return getGroup<AffectedOrders>(
45295 AffectedOrdersAccess(),
45304 return getGroup<AffectedOrders>(
45305 AffectedOrdersAccess(),
45316 return constructGroup<AffectedOrders>(
45317 AffectedOrdersAccess(),
45329 return setupGroup<AffectedOrders>(
45330 AffectedOrdersAccess(),
45345 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
45356 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
45357 minimalBlockLength(version);
45370 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
45371 static_cast<MessageSize>(AffectedOrders::EmptySize);
45381 UInt8 maxGroupItems = 255)
45385 static_cast<UInt64>(MessageHeaderBuilder::Size) +
45386 blockLength(Schema::Version) +
45387 (GroupSize::Size + AffectedOrdersEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
45394 setAffectedOrdersToNull();
45402 setSecurityGroupToNull();
45403 setSecurityIdToNull();
45404 setDelayDurationToNull();
45405 setMassActionRejectReasonToNull();
45406 setMarketSegmentIdToNull();
45407 setMassCancelRequestTypeToNull();
45409 setOrdTypeToNull();
45410 setTimeInForceToNull();
45411 setSplitMsgToNull();
45412 setLiquidityFlagToNull();
45413 setDelayToTimeToNull();
45414 setOrigOrderUserToNull();
45415 setCancelTextToNull();
45417 resetVariableFields();
45427 return "OrderMassActionReport562";
45442 std::string toString()
const;
45450 affectedOrders().tail();
45459 SbeMessage::calculateBinarySize(tail());
45467 minimalBlockLength(version) +
45468 MessageHeader::Size +
45469 getMinimalVariableFieldsSize(version);
45472 *
this, length, minimalRequiredLength);
45476 void checkVarLenFields()
const 45479 checkTail<AffectedOrders>();
45482 void checkCompatibility()
const 45484 assert(TemplateId == templateId());
45486 checkSchema<Schema>(schemaId(), version());
45487 checkLength(bufferSize(), version());
45488 checkVarLenFields();
45492 struct AffectedOrdersAccess
45501 head<AffectedOrders>();
45507 void setAffectedOrdersToNull()
45510 resetGroup<AffectedOrders>(
45511 AffectedOrdersAccess(),
45528 enum { TemplateId = 563 };
45559 assert(version >= Schema::MinimalVersion);
45560 assert(length >= minimalBlockLength(version));
45574 resetVariableFields();
45588 return ordinary<UInt32>(offset);
45600 setOrdinary(offset, value);
45612 return ordinary<Int32>(offset);
45622 setOrdinary(offset, value);
45633 return ordinary<UInt8>(offset);
45642 setOrdinary(offset, value);
45654 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
45655 minimalBlockLength(version);
45669 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
45679 return "QuoteCancelAck563.QuoteEntry";
45717 assert(version >= Schema::MinimalVersion);
45718 assert(length >= minimalBlockLength(version));
45732 resetVariableFields();
45743 return ordinary<UInt16>(offset);
45752 setOrdinary(offset, value);
45763 return ordinary<UInt16>(offset);
45772 setOrdinary(offset, value);
45784 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
45785 minimalBlockLength(version);
45799 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
45809 return "QuoteCancelAck563.QuoteSetsEntry";
45828 checkVersion<Schema>(version);
45829 checkLength(length, version);
45830 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
45844 checkVersion<Schema>(version);
45845 checkLength(length, version);
45846 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
45847 resetVariableFields();
45857 checkCompatibility();
45866 assert(message.
valid());
45868 checkCompatibility();
45881 assert(schemaId() == Schema::Id);
45882 assert(version() >= Schema::MinimalVersion);
45883 assert(TemplateId == templateId());
45893 return ordinary<UInt32>(offset);
45902 setOrdinary(offset, value);
45913 return ordinary<UInt64>(offset);
45922 setOrdinary(offset, value);
45935 return fixedStr<length>(value, offset);
45946 setFixedStr<length>(offset, value);
45956 setFixedStr<length>(offset,
StrRef());
45974 return fixedStr<length>(offset);
45990 setFixedStr<length>(offset, value);
46003 return ordinary<UInt64>(offset);
46014 setOrdinary(offset, value);
46028 return ordinary<UInt64>(offset);
46040 setOrdinary(offset, value);
46052 return ordinary<UInt64>(offset);
46062 setOrdinary(offset, value);
46075 return fixedStr<length>(value, offset);
46086 setFixedStr<length>(offset, value);
46096 setFixedStr<length>(offset,
StrRef());
46109 return fixedStr<length>(offset);
46120 setFixedStr<length>(offset, value);
46131 return ordinary<UInt32>(offset);
46140 setOrdinary(offset, value);
46152 return ordinary(value, offset,
NullUInt16());
46162 setOrdinary(offset, value);
46182 return ordinary(value, offset,
NullUInt16());
46191 setOrdinary(offset, value);
46212 return enumeration<ManualOrdIndReq>(offset);
46224 setEnumeration<ManualOrdIndReq>(offset, value);
46237 return enumeration<QuoteCxlStatus>(offset);
46250 setEnumeration<QuoteCxlStatus>(offset, value);
46262 return ordinary<UInt32>(offset);
46272 setOrdinary(offset, value);
46286 return enumeration<BooleanFlag>(offset);
46298 setEnumeration<BooleanFlag>(offset, value);
46320 setOrdinary(offset, value);
46346 return enumeration<SplitMsg>(value, offset,
NullUInt8());
46361 setEnumeration<SplitMsg>(offset, value);
46383 return ordinary(value, offset,
NullUInt8());
46394 setOrdinary(offset, value);
46414 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
46423 setEnumeration<BooleanNULL>(offset, value);
46447 return enumeration<BooleanFlag>(offset);
46460 setEnumeration<BooleanFlag>(offset, value);
46478 return ordinary(value, offset,
NullUInt64());
46494 setOrdinary(offset, value);
46516 return fixedStr<length>(value, offset);
46527 setFixedStr<length>(offset, value);
46537 setFixedStr<length>(offset,
StrRef());
46551 return fixedStr<length>(value, offset);
46563 setFixedStr<length>(offset, value);
46573 setFixedStr<length>(offset,
StrRef());
46587 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
46599 setEnumeration<BooleanNULL>(offset, value);
46617 return getGroup<QuoteEntries>(
46618 QuoteEntriesAccess(),
46627 return getGroup<QuoteEntries>(
46628 QuoteEntriesAccess(),
46639 return constructGroup<QuoteEntries>(
46640 QuoteEntriesAccess(),
46652 return setupGroup<QuoteEntries>(
46653 QuoteEntriesAccess(),
46663 return getGroup<QuoteSets>(QuoteSetsAccess(), *
this);
46671 return getGroup<QuoteSets>(QuoteSetsAccess(), *
this);
46679 return constructGroup<QuoteSets>(
46692 return setupGroup<QuoteSets>(
46708 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
46719 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
46720 minimalBlockLength(version);
46733 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
46734 static_cast<MessageSize>(QuoteEntries::EmptySize) + static_cast<MessageSize>(QuoteSets::EmptySize);
46744 UInt8 maxGroupItems = 255)
46748 static_cast<UInt64>(MessageHeaderBuilder::Size) +
46749 blockLength(Schema::Version) +
46750 (GroupSize::Size + QuoteEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems)) +
46751 (GroupSize::Size + QuoteSetsEntry::blockLength(Schema::Version) *
static_cast<UInt64>(maxGroupItems));
46758 setQuoteEntriesToNull();
46759 setQuoteSetsToNull();
46768 setCancelledSymbolToNull();
46769 setQuoteRejectReasonToNull();
46770 setDelayDurationToNull();
46771 setUnsolicitedCancelTypeToNull();
46772 setSplitMsgToNull();
46773 setTotNoQuoteEntriesToNull();
46774 setLiquidityFlagToNull();
46775 setDelayToTimeToNull();
46776 setOrigOrderUserToNull();
46777 setCancelTextToNull();
46778 setQuoteEntryOpenToNull();
46780 resetVariableFields();
46790 return "QuoteCancelAck563";
46805 std::string toString()
const;
46813 quoteSets().tail();
46822 SbeMessage::calculateBinarySize(tail());
46830 minimalBlockLength(version) +
46831 MessageHeader::Size +
46832 getMinimalVariableFieldsSize(version);
46835 *
this, length, minimalRequiredLength);
46839 void checkVarLenFields()
const 46842 checkTail<QuoteEntries>().
46843 checkTail<QuoteSets>();
46846 void checkCompatibility()
const 46848 assert(TemplateId == templateId());
46850 checkSchema<Schema>(schemaId(), version());
46851 checkLength(bufferSize(), version());
46852 checkVarLenFields();
46856 struct QuoteEntriesAccess
46865 head<QuoteEntries>();
46871 void setQuoteEntriesToNull()
46874 resetGroup<QuoteEntries>(
46875 QuoteEntriesAccess(),
46880 struct QuoteSetsAccess
46889 tail<QuoteEntries>().
46896 void setQuoteSetsToNull()
46899 resetGroup<QuoteSets>(QuoteSetsAccess(), *
this);
46915 enum { TemplateId = 564 };
46927 checkVersion<Schema>(version);
46928 checkLength(length, version);
46929 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
46943 checkVersion<Schema>(version);
46944 checkLength(length, version);
46945 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
46946 resetVariableFields();
46956 checkCompatibility();
46965 assert(message.
valid());
46967 checkCompatibility();
46980 assert(schemaId() == Schema::Id);
46981 assert(version() >= Schema::MinimalVersion);
46982 assert(TemplateId == templateId());
46992 return ordinary<UInt32>(offset);
47001 setOrdinary(offset, value);
47012 return ordinary<UInt64>(offset);
47021 setOrdinary(offset, value);
47035 return fixedStr<length>(offset);
47047 setFixedStr<length>(offset, value);
47067 return fixedStr<length>(offset);
47085 setFixedStr<length>(offset, value);
47103 return fixedStr<length>(offset);
47119 setFixedStr<length>(offset, value);
47132 return ordinary<UInt64>(offset);
47143 setOrdinary(offset, value);
47156 return ordinary<UInt64>(offset);
47167 setOrdinary(offset, value);
47178 return decimal<PRICE9>(offset);
47187 setOrdinary(offset, value);
47199 return ordinary<UInt64>(offset);
47209 setOrdinary(offset, value);
47221 return ordinary<UInt64>(offset);
47231 setOrdinary(offset, value);
47244 return ordinary<UInt64>(offset);
47255 setOrdinary(offset, value);
47268 return fixedStr<length>(offset);
47279 setFixedStr<length>(offset, value);
47291 return ordinary<Int32>(offset);
47301 setOrdinary(offset, value);
47312 return ordinary<UInt32>(offset);
47321 setOrdinary(offset, value);
47332 return ordinary<UInt32>(offset);
47341 setOrdinary(offset, value);
47355 return ordinary(value, offset,
NullUInt32());
47367 setOrdinary(offset, value);
47387 return ordinary(value, offset,
NullUInt32());
47396 setOrdinary(offset, value);
47418 return ordinary(value, offset,
NullUInt32());
47429 setOrdinary(offset, value);
47454 FieldValue fieldValue;
47513 return enumeration<OrderType>(value, offset,
NullCharNULL());
47522 setEnumeration<OrderType>(offset, value);
47542 return enumeration<SideReq>(offset);
47551 setEnumeration<SideReq>(offset, value);
47564 return enumeration<TimeInForce>(value, offset,
NullUInt8());
47575 setEnumeration<TimeInForce>(offset, value);
47596 return enumeration<ManualOrdIndReq>(offset);
47608 setEnumeration<ManualOrdIndReq>(offset, value);
47626 return enumeration<BooleanFlag>(offset);
47642 setEnumeration<BooleanFlag>(offset, value);
47659 return enumeration<SplitMsg>(value, offset,
NullUInt8());
47674 setEnumeration<SplitMsg>(offset, value);
47696 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
47707 setEnumeration<BooleanNULL>(offset, value);
47733 return ordinary(value, offset,
NullUInt64());
47748 setOrdinary(offset, value);
47770 return decimal(value, offset,
NullPRICE9());
47781 setOrdinary(offset, value);
47804 return decimal(value, offset,
NullPRICE9());
47816 setOrdinary(offset, value);
47839 return ordinary(value, offset,
NullUInt8());
47851 setOrdinary(offset, value);
47873 return fixedStr<length>(value, offset);
47884 setFixedStr<length>(offset, value);
47894 setFixedStr<length>(offset,
StrRef());
47908 return fixedStr<length>(value, offset);
47920 setFixedStr<length>(offset, value);
47930 setFixedStr<length>(offset,
StrRef());
47944 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
47955 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
47956 minimalBlockLength(version);
47969 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
47981 static_cast<UInt64>(MessageHeaderBuilder::Size) +
47982 blockLength(Schema::Version);
47996 setLeavesQtyToNull();
47998 setDisplayQtyToNull();
47999 setExpireDateToNull();
48000 setOrdTypeToNull();
48001 setTimeInForceToNull();
48002 setSplitMsgToNull();
48003 setLiquidityFlagToNull();
48004 setDelayToTimeToNull();
48005 setDiscretionPriceToNull();
48006 setReservationPriceToNull();
48007 setPriorityIndicatorToNull();
48008 setOrigOrderUserToNull();
48009 setCancelTextToNull();
48011 resetVariableFields();
48021 return "ExecutionReportPendingCancel564";
48036 std::string toString()
const;
48047 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
48048 MessageHeader::Size));
48057 SbeMessage::calculateBinarySize(tail());
48065 minimalBlockLength(version) +
48066 MessageHeader::Size +
48067 getMinimalVariableFieldsSize(version);
48070 *
this, length, minimalRequiredLength);
48073 void checkCompatibility()
const 48075 assert(TemplateId == templateId());
48077 checkSchema<Schema>(schemaId(), version());
48078 checkLength(bufferSize(), version());
48094 enum { TemplateId = 565 };
48106 checkVersion<Schema>(version);
48107 checkLength(length, version);
48108 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
48122 checkVersion<Schema>(version);
48123 checkLength(length, version);
48124 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
48125 resetVariableFields();
48135 checkCompatibility();
48144 assert(message.
valid());
48146 checkCompatibility();
48159 assert(schemaId() == Schema::Id);
48160 assert(version() >= Schema::MinimalVersion);
48161 assert(TemplateId == templateId());
48171 return ordinary<UInt32>(offset);
48180 setOrdinary(offset, value);
48191 return ordinary<UInt64>(offset);
48200 setOrdinary(offset, value);
48214 return fixedStr<length>(offset);
48226 setFixedStr<length>(offset, value);
48246 return fixedStr<length>(offset);
48264 setFixedStr<length>(offset, value);
48282 return fixedStr<length>(offset);
48298 setFixedStr<length>(offset, value);
48311 return ordinary<UInt64>(offset);
48322 setOrdinary(offset, value);
48335 return ordinary<UInt64>(offset);
48346 setOrdinary(offset, value);
48357 return decimal<PRICE9>(offset);
48366 setOrdinary(offset, value);
48378 return ordinary<UInt64>(offset);
48388 setOrdinary(offset, value);
48400 return ordinary<UInt64>(offset);
48410 setOrdinary(offset, value);
48423 return ordinary<UInt64>(offset);
48434 setOrdinary(offset, value);
48447 return fixedStr<length>(offset);
48458 setFixedStr<length>(offset, value);
48470 return ordinary<Int32>(offset);
48480 setOrdinary(offset, value);
48491 return ordinary<UInt32>(offset);
48500 setOrdinary(offset, value);
48513 return ordinary<UInt32>(offset);
48524 setOrdinary(offset, value);
48536 return ordinary<UInt32>(offset);
48546 setOrdinary(offset, value);
48557 return ordinary(value, offset,
NullUInt32());
48566 setOrdinary(offset, value);
48588 return ordinary(value, offset,
NullUInt32());
48599 setOrdinary(offset, value);
48624 FieldValue fieldValue;
48683 return enumeration<OrderType>(value, offset,
NullCharNULL());
48692 setEnumeration<OrderType>(offset, value);
48712 return enumeration<SideReq>(offset);
48721 setEnumeration<SideReq>(offset, value);
48734 return enumeration<TimeInForce>(value, offset,
NullUInt8());
48745 setEnumeration<TimeInForce>(offset, value);
48766 return enumeration<ManualOrdIndReq>(offset);
48778 setEnumeration<ManualOrdIndReq>(offset, value);
48793 return enumeration<BooleanFlag>(offset);
48806 setEnumeration<BooleanFlag>(offset, value);
48823 return enumeration<SplitMsg>(value, offset,
NullUInt8());
48838 setEnumeration<SplitMsg>(offset, value);
48860 return enumeration<BooleanNULL>(value, offset,
NullUInt8());
48871 setEnumeration<BooleanNULL>(offset, value);
48895 return enumeration<ShortSaleType>(value, offset,
NullEnumNULL());
48908 setEnumeration<ShortSaleType>(offset, value);
48935 return ordinary(value, offset,
NullUInt64());
48951 setOrdinary(offset, value);
48973 return decimal(value, offset,
NullPRICE9());
48984 setOrdinary(offset, value);
49007 return ordinary(value, offset,
NullUInt8());
49019 setOrdinary(offset, value);
49042 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
49053 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
49054 minimalBlockLength(version);
49067 ONIXS_ILINK3_ASSERT(version >= Schema::MinimalVersion),
49079 static_cast<UInt64>(MessageHeaderBuilder::Size) +
49080 blockLength(Schema::Version);
49095 setDisplayQtyToNull();
49096 setExpireDateToNull();
49097 setOrdTypeToNull();
49098 setTimeInForceToNull();
49099 setSplitMsgToNull();
49100 setLiquidityFlagToNull();
49101 setShortSaleTypeToNull();
49102 setDelayToTimeToNull();
49103 setDiscretionPriceToNull();
49104 setPriorityIndicatorToNull();
49106 resetVariableFields();
49116 return "ExecutionReportPendingReplace565";
49131 std::string toString()
const;
49142 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
49143 MessageHeader::Size));
49152 SbeMessage::calculateBinarySize(tail());
49160 minimalBlockLength(version) +
49161 MessageHeader::Size +
49162 getMinimalVariableFieldsSize(version);
49165 *
this, length, minimalRequiredLength);
49168 void checkCompatibility()
const 49170 assert(TemplateId == templateId());
49172 checkSchema<Schema>(schemaId(), version());
49173 checkLength(bufferSize(), version());
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
#define ONIXS_ILINK3_CONSTEXPR
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
OrderEventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
OrderCancelReplaceReject536(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTrdTypeToNull() noexcept
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
Negotiate500(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ExecutionReportTradeAddendumOutright548(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setFaultToleranceIndicator(FTI::Enum value) noexcept
Indicates whether the connection is primary or backup.
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setSecurityId(Int32 value) noexcept
Instrument identifier.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
Terminate507(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setCrossIdToNull() noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setTradingSystemName(StrRef value) noexcept
Provides the name of the application system being used to generate FIX application messages...
ThisType & setStopPxToNull() noexcept
QuoteEntries quoteEntries() const noexcept
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
Char CharNULL
Char with null value.
ThisType & setManagedOrderToNull() noexcept
StrRef senderId() const noexcept
Operator ID.
bool reason(StrRef &value) const noexcept
Reject reason details.
EstablishmentReject505(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setQuoteSetId(UInt16 value) noexcept
Unique id for the Quote Set.
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
RequestForQuoteAck546(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
UInt32 leavesQty() const noexcept
Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14); Only present for outrig...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
UInt16 keepAliveInterval() const noexcept
The longest time in milliseconds the customer or CME could remain silent before sending a keep alive ...
bool location(StrRef &value) const noexcept
Text describing sender's location (i.e.
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setSecuritySubType(StrRef value) noexcept
Identifies specific type of UDS; valid values are COMBO, COVERED and REPO.
BrokenDatesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool crossType(UInt8 &value) const noexcept
ype of cross being submitted to a market.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
SchemaTraits Schema
Used template schema.
ThisType & setSelfMatchPreventionInstructionToNull() noexcept
#define ONIXS_ILINK3_CONST_OR_CONSTEXPR
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
Terminate507(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setBrokenDateGUIdToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
The number of quote entries for a quote set.
UInt8 ownership() const noexcept
Specifies the owner of the work up private phase.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
UInt32 orderQty() const noexcept
Order quantity. Must be the same for both sides.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
OrderCancelReplaceRequest515(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
OrderEvents orderEvents() noexcept
bool brokenDateStart(Timestamp &value) const noexcept
Start date of a financing deal, i.e.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
SchemaTraits Schema
Used template schema.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
QuoteEntries quoteEntries(QuoteEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
PartyDetailsListReport538(const SbeMessage &message)
Creates an instance over the given SBE message.
PartyDetails partyDetails(PartyDetails::Size length)
Setup repeating group with the given number of entries.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setDiscretionPriceToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setDiscretionPriceToNull() noexcept
TrdRegPublications trdRegPublications() noexcept
QuoteEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setAvgPxIndicatorToNull() noexcept
bool cmtaGiveupCD(CmtaGiveUpCD::Enum &value) const noexcept
Indicates if the order is a give-up or SGX offset.
ThisType & setReservationPriceToNull() noexcept
Int32 securityId() const noexcept
Instrument identifier.
ThisType & setCancelText(StrRef value) noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
Int32 securityId() const noexcept
Unique instrument ID.
ListUpdAct::Enum listUpdateAction() const noexcept
Indicates if all of the information sent in this message with a unique new PartyDetailsListRequestID ...
OrderCancelRequest516 ThisType
This type alias.
ThisType & setAvgPxGroupId(StrRef value) noexcept
Used by submitting firm to group trades being allocated into an average price group.
static constexpr const Char * className()
Entity class name.
ExecutionReportModify531(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
ThisType & setSplitMsgToNull() noexcept
static constexpr const Char * className()
Entity class name.
ThisType & setOrdTypeToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
SbeGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
QuoteEntries quoteEntries() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
PartyDetails partyDetails() const noexcept
ThisType & setOrdTypeToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
BusinessReject521(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UInt32 tradeEntryId() const noexcept
Market Data Trade Entry ID.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ExecutionReportModify531(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setDisplayLimitPriceToNull() noexcept
bool clearingTradePriceType(SLEDS::Enum &value) const noexcept
Indicates to recipient whether trade is clearing at execution prices LastPx (tag 31) or alternate cle...
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
bool marketSegmentId(UInt8 &value) const noexcept
Specifies the market segment (physical match engine partition) for which working orders should be can...
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ExecutionReportNew522 ThisType
This type alias.
ThisType & setText(StrRef value) noexcept
Reject reason details.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
bool cancelText(StrRef &value) const noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
Fills fills() const noexcept
RelatedSym relatedSym() noexcept
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
QuoteSetsEntry ThisType
This type alias.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Fills fills() const noexcept
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setOrigOrderUser(StrRef value) noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
UInt32 orderEventExecId() const noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
ThisType & setPriceToNull() noexcept
ThisType & setCancelledSymbolToNull() noexcept
ThisType & setFillQty(UInt32 value) noexcept
Quantity bought/sold for this fill reason.
ThisType & setCrossIdToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool hostCrossId(UInt64 &value) const noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ThisType & setEndDate(Timestamp value) noexcept
End date of a financing deal, i.e.
ThisType & setLegLastQty(UInt32 value) noexcept
Fill quantity for the leg instrument.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
BrokenDates brokenDates(BrokenDates::Size length)
Setup repeating group with the given number of entries.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
BusinessReject521(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTotalAffectedOrders(UInt32 value) noexcept
Total number of orders affected by the Order Mass Action Request.
SideReq::Enum side() const noexcept
Order side.
EstablishmentAck504(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderEventType(OrderEventType::Enum value) noexcept
The type of event affecting an order.
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
ExecutionReportReject523(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
UInt16 totNumParties() const noexcept
Indicates total number of PartyDetailsListReports being returned in response to PartyDetailsListReque...
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
Long name of the instrument for TM Repo.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setDisplayQtyToNull() noexcept
StrRef accessKeyId() const noexcept
Contains the AccessKeyID assigned to this session on this port.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
UInt32 quoteEntryId() const noexcept
Unique identifier for a quote.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool timeInForce(MassStatusTIF::Enum &value) const noexcept
Specifies the scope of the OrderMassStatusRequest within the context of MassStatusRequestType (585) i...
ThisType & setExecRestatementReason(ExecReason::Enum value) noexcept
Will be present when trade at fixing is assigned fixing price.
PartyDetailsDefinitionRequestAck519(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
IntegralConstant< Char, 'E'> ExecTypePendModify
Pending Replace.
ThisType & setSecurityType(StrRef value) noexcept
Indicates type of security.
ThisType & setCancelTextToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigOrderUserToNull() noexcept
PRICE9 price() const noexcept
Price per share or contract.
bool brokenDateStart(Timestamp &value) const noexcept
Start date of a financing deal, i.e.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
IntegralConstant< Char, '6'> ExecTypePendCxl
Pending Cancel Type.
UInt8 totNoQuoteEntries() const noexcept
Total number of quotes for the quote set across all messages.
ThisType & setOrigSecondaryExecutionId(UInt64 value) noexcept
Unique identifier of the fill which is being corrected.
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
static constexpr const Char * className()
static constexpr MassAction massActionType() noexcept
Specifies the type of action requested. Constant value.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setSide(SideReq::Enum value) noexcept
Order side.
ThisType & setDisplayQtyToNull() noexcept
ThisType & setLegSecurityId(Int32 value) noexcept
ISIN code, this is the primary tag used to identify the contract and it must be populated with the co...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrdStatusTrdCxl::Enum ordStatus() const noexcept
Identifies status of order as trade cancellation or correction.
ThisType & setLiquidityFlagToNull() noexcept
ThisType & setMaturityDateToNull() noexcept
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
UInt64 uuId() const noexcept
Session Identifier defined as type long (uInt64); recommended to use timestamp as number of microseco...
SbeGroup< QuoteSetsEntry, GroupSize, MessageSize > QuoteSets
Repeating group containing QuoteSetsEntry entries.
ThisType & setLastUUIdToNull() noexcept
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
EstablishmentAck504(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ExecutionReportNew522(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setDelayDuration(UInt16 value) noexcept
Not being used currently.
OrderEvents orderEvents() noexcept
ThisType & setQuoteId(UInt32 value) noexcept
Unique identifier for mass quote populated by the client system.
SchemaTraits Schema
Used template schema.
StrRef session() const noexcept
Session ID.
SideReq::Enum legSide() const noexcept
The side of the leg for this repeating group.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
ThisType & setOrigOrderUserToNull() noexcept
PRICE9 orderEventPx() const noexcept
Refers to the fill price; same as LastPx (Tag 31).
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
Specifies the number of fill reasons included in this Execution Report.
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
SidesEntry ThisType
This type alias.
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for an optional UInt32 field.
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
Int32 legSecurityId() const noexcept
Unique instrument ID for the leg.
ThisType & setGrossTradeAmtToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
PartyDetailsListReport538(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled.
ThisType & setOrderQty(UInt32 value) noexcept
Order quantity. Must be the same for both sides.
ThisType & setMaxNoOfSubstitutions(UInt8 value) noexcept
Max number of substitutions allowed.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
Number of fills which comprise fill quantity.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
EncodedLength calculateBinarySize() const noexcept
ThisType & setOfmOverride(OFMOverrideReq::Enum value) noexcept
Flag indicating whether the order quantity stipulated on replace request should be entered into the m...
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled.
EncodedLength calculateBinarySize() const noexcept
static constexpr const Char * className()
Entity class name.
static constexpr const Char * className()
ThisType & setExecutionModeToNull() noexcept
ThisType & setOrderId(UInt64 value) noexcept
Unique Order ID.
bool dkReason(DKReason::Enum &value) const noexcept
Reason for execution rejection.
const void * tail() const noexcept
NegotiationReject502 ThisType
This type alias.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the message was initially received manually (as opposed to electronically).
PartyDetailsDefinitionRequestAck519 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setShortSaleTypeToNull() noexcept
ThisType & setDelayToTimeToNull() noexcept
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setDelayDurationToNull() noexcept
IntegralConstant< Char, '1'> SecurityReqType
Security request type for UDS creation.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setReservedToNull() noexcept
ExecutionAck539 ThisType
This type alias.
NewOrderSingle514(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr StrRef fixType() noexcept
FIX message type.
IntegralConstant< Char, '0'> CrossPrioritization
Cross Prioritization.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setContraCalculatedCcyLastQtyToNull() noexcept
ThisType & setOrderEventExecId(UInt32 value) noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
ThisType & setQuoteEntryOpen(BooleanNULL::Enum value) noexcept
A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are b...
static constexpr StrRef fixType() noexcept
FIX message type.
bool origOrderUser(StrRef &value) const noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
EncodedLength calculateBinarySize() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ExecutionReportCancel534(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setOrigSecondaryExecutionIdToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setBenchmarkPrice(PRICE9 value) noexcept
The price assigned to an eFIX matched trade which is determined by an automated set market mid-price ...
const void * tail() const noexcept
StrRef fillExecId() const noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setLiquidityFlagToNull() noexcept
bool grossTradeAmt(Decimal64NULL &value) const noexcept
Total amount traded (in notional) in base currency for the Spot leg.
ThisType & setTimeInForceToNull() noexcept
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
SchemaTraits Schema
Used template schema.
ThisType & setDelayToTimeToNull() noexcept
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
bool crossId(UInt64 &value) const noexcept
Identifier for a cross order.
ThisType & setOrigOrderUser(StrRef value) noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
UInt32 lastQty() const noexcept
Quantity of shares bought/sold on this (last) fill.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setAffectedOrderId(UInt64 value) noexcept
Order ID of an order cancelled by a mass action request.
ThisType & setBenchmarkPriceToNull() noexcept
ThisType & setTimeToExpirationToNull() noexcept
ThisType & setQuoteSetId(UInt16 value) noexcept
Unique id for the Quote Set.
OrderEventsEntry ThisType
This type alias.
ThisType & setFromSeqNo(UInt32 value) noexcept
First not applied sequence number.
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
ThisType & setAvgPxIndicator(AvgPxInd::Enum value) noexcept
Average pricing indicator.
constexpr std::enable_if< MaxMessageSizeTraits< Message >::UseCustomValue, MessageSize >::type getMaxMessageSize(UInt8)
Calculates the buffer size for a message with the given number of repeating group items...
UInt64 transactTime() const noexcept
Time the transaction represented by this OrderCancelReject (35=9) occurred.
SchemaTraits Schema
Used template schema.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ThisType & setSecurityReqId(UInt64 value) noexcept
Unique identifier for a security definition request.
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setCrossType(UInt8 value) noexcept
Type of cross being submitted to a market.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setLeavesQty(UInt32 value) noexcept
Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14); Only present for outrig...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool quoteRejectReason(UInt16 &value) const noexcept
Contains reason (error code) the corresponding MassQuote message has been rejected.
bool reservationPrice(PRICE9 &value) const noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
ExecutionReportStatus532(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool reservationPrice(PRICE9 &value) const noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
SchemaTraits Schema
Used template schema.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
bool avgPxIndicator(AvgPxInd::Enum &value) const noexcept
Average pricing indicator.
ThisType & setLastQty(UInt32 value) noexcept
Quantity of shares bought/sold on this (last) fill.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setOriginalOrderEventExecIdToNull() noexcept
RequestForQuote543(const SbeMessage &message)
Creates an instance over the given SBE message.
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setFillQty(UInt32 value) noexcept
Quantity bought/sold for this fill reason.
ThisType & setManagedOrderToNull() noexcept
ThisType & setDelayDuration(UInt16 value) noexcept
Not being used currently.
bool calculatedCcyLastQty(Decimal64NULL &value) const noexcept
Total amount traded (in notional) in counter currency for the Spot.
ThisType & setExecutionModeToNull() noexcept
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
MassActionResponse::Enum massActionResponse() const noexcept
Specifies the action taken by CME when it received the Order Mass Action Request. ...
EncodedLength calculateBinarySize() const noexcept
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
ThisType & setExecRestatementReasonToNull() noexcept
ThisType & setNextSeqNo(UInt32 value) noexcept
Next expected message sequence number.
std::basic_string_view< Char > StrRef
UInt8 fillYieldType() const noexcept
Enumeration of the Fill Reason field using Integer.
UInt16 partyRole() const noexcept
Required if NoPartyIDs(453) > 0.
bool memo(StrRef &value) const noexcept
This general purpose text field could be mapped from iLink to Clearing STP for trades.
Number of fills which comprise fill quantity.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setDelayDurationToNull() noexcept
ExecutionReportTradeSpreadLeg527(const SbeMessage &message)
Creates an instance over the given SBE message.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
UInt64 secExecId() const noexcept
Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade ca...
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
SchemaTraits Schema
Used template schema.
SbeGroup< OrderEventsEntry, GroupSize, MessageSize > OrderEvents
Repeating group containing OrderEventsEntry entries.
ThisType & setLastUUIdToNull() noexcept
ThisType & setRequestTimestamp(UInt64 value) noexcept
Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1...
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
static constexpr const Char * className()
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
The number of quoute entries for a quote set.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
ThisType & setVolatility(Decimal64NULL value) noexcept
Annualized volatility for option model calculations.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
OrderCancelRequest516(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
StrRef location() const noexcept
Text describing sender's location (i.e.
NegotiationReject502(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
bool priorityIndicator(UInt8 &value) const noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setMarketSegmentIdToNull() noexcept
ThisType & setTrdRegPublicationReason(UInt8 value) noexcept
Additional reason for trade publication type specified in TrdRegPublicationType (2669).
ThisType & setCxlRejReason(UInt16 value) noexcept
Code to identify reason for cancel replace rejection.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr SecurityIDSource securityIdSource() noexcept
Identifies class or source of the SecurityID (Tag 48) value.
ThisType & setManagedOrderToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool originalOrderEventExecId(UInt32 &value) const noexcept
Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted...
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsListRequest(35=CF) message.
StrRef senderId() const noexcept
Operator ID.
StrRef location() const noexcept
Text describing sender's location (i.e.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setMassActionResponse(MassActionResponse::Enum value) noexcept
Specifies the action taken by CME when it received the Order Mass Action Request. ...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt32 quoteId() const noexcept
Identifier of the Quote Cancel message.
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ThisType & setBrokenDateEnd(Timestamp value) noexcept
End date of a financing deal, i.e.
bool totNoQuoteEntries(UInt8 &value) const noexcept
Total number of quotes for the quote set across all messages.
TrdRegPublications trdRegPublications() noexcept
const void * tail() const noexcept
SecurityDefinitionResponse561(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
UInt64 requestTimestamp() const noexcept
Matches Establish.RequestTimestamp.
RequestingPartyIDsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setOrdTypeToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
QuoteSetsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSecurityGroupToNull() noexcept
static constexpr const Char * className()
ExecutionReportStatus532 ThisType
This type alias.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool securityGroup(StrRef &value) const noexcept
Specifies the Product Group for which working orders should be cancelled.
ThisType & setHostCrossId(UInt64 value) noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ExecutionReportElimination.
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for an optional LocalMktDate field.
bool crossType(UInt8 &value) const noexcept
Type of cross being submitted to a market.
ThisType & setOrderId(UInt64 value) noexcept
Order ID of the problem execution.
ThisType & setQuoteEntryOpen(BooleanNULL::Enum value) noexcept
A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are b...
char Char
Character type alias.
OrderEvents orderEvents(OrderEvents::Size length)
Setup repeating group with the given number of entries.
ThisType & setHmacSignature(StrRef value) noexcept
Contains the HMAC signature.
QuoteEntries quoteEntries() const noexcept
ThisType & setLeavesQty(UInt32 value) noexcept
Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14).
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
SbeGroup< QuoteEntry, GroupSize, MessageSize > QuoteEntries
Repeating group containing QuoteEntry entries.
ThisType & setSecurityGroup(StrRef value) noexcept
Specifies the Product Group for which working orders should be cancelled.
ThisType & setSelfMatchPreventionInstructionToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ExecutionReportTradeOutright525(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ExecutionReportTradeAddendumSpreadLeg550(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setGrossTradeAmt(Decimal64NULL value) noexcept
Total amount traded (in notional) in base currency for the Spot.
ThisType & setTradeDateToNull() noexcept
LegsEntry ThisType
This type alias.
ThisType & setLegSecurityId(Int32 value) noexcept
Multileg instrument's individual security's SecurityID.
NewOrderSingle514(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setExpireDateToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setCrossTypeToNull() noexcept
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setOrdTypeToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setCalculatedCcyLastQtyToNull() noexcept
bool valid() const noexcept
ThisType & setExecutor(UInt64 value) noexcept
Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be m...
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
ThisType & setLastPx(PRICE9 value) noexcept
Price of this (last) fill.
UInt32 seqNum() const noexcept
Sequence number of this message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
ThisType & setLegSide(SideReq::Enum value) noexcept
The side of the leg for this repeating group.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
OrderStatusRequest533(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setMsgCount(UInt32 value) noexcept
Count of how many messages have not been applied.
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setStartDate(Timestamp value) noexcept
Start date of a financing deal, i.e.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setPartyDetailRole(PartyDetailRole::Enum value) noexcept
Identifies the type of PartyDetailID.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setMarketSegmentId(UInt8 value) noexcept
Specifies the market segment (physical match engine partition) for which working orders should be can...
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setTextToNull() noexcept
bool secretKeySecureIdExpiration(UInt16 &value) const noexcept
This indicates in how many days the HMAC secret key will expire.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setSecretKeySecureIdExpiration(UInt16 value) noexcept
This indicates in how many days the HMAC secret key will expire.
StrRef senderId() const noexcept
Operator ID.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
ThisType & setOrderEventPx(PRICE9 value) noexcept
Refers to the fill price; same as LastPx (Tag 31).
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
static constexpr const Char * className()
ThisType & setCalculatedCcyLastQtyToNull() noexcept
bool hostCrossId(UInt64 &value) const noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ThisType & setDelayDurationToNull() noexcept
ThisType & setSelfMatchPreventionInstruction(SMPI::Enum value) noexcept
Used to act upon the outcome when a self-match is detected and an order is prevented from trading aga...
ThisType & setReservationPrice(PRICE9 value) noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
Retransmission509(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
ThisType & setExecutorToNull() noexcept
bool price(PRICE9 &value) const noexcept
Price per share or contract.
OrderCancelReject535(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
ExecutionReportTradeSpreadLeg527(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
bool hostCrossId(UInt64 &value) const noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
UInt8 trdRegPublicationReason() const noexcept
Additional reason for trade publication type specified in TrdRegPublicationType (2669).
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID.
bool securityId(Int32 &value) const noexcept
Conditionally required if MassActionScope=?Instrument? (Tag 1374=1).
ThisType & setSplitMsgToNull() noexcept
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SecurityDefinitionResponse.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
SideReq::Enum side() const noexcept
Side of order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
SbeGroup< TrdRegPublicationsEntry, GroupSize, MessageSize > TrdRegPublications
Repeating group containing TrdRegPublicationsEntry entries.
ThisType & setPriorityIndicatorToNull() noexcept
bool businessRejectRefId(UInt64 &value) const noexcept
The value of the business-level ID field on the message being referenced.
ThisType & setLiquidityFlagToNull() noexcept
OrderMassStatusRequest530(const SbeMessage &message)
Creates an instance over the given SBE message.
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
BrokenDatesEntry ThisType
This type alias.
static constexpr NoPtyUpd partyUpdates() noexcept
Number of party updates. Constant value of 1.
EstablishmentAck504(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setSecurityGroupToNull() noexcept
ThisType & setBrokenDateGUId(UInt64 value) noexcept
External unique REPO Instrument ID. CME assigned values.
ThisType & setHostCrossIdToNull() noexcept
ThisType & setQuoteEntryRejectReason(UInt8 value) noexcept
Reason (error code) quote has been rejected.
bool priorityIndicator(UInt8 &value) const noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
SbeGroup< QuoteEntry, GroupSize, MessageSize > QuoteEntries
Repeating group containing QuoteEntry entries.
NegotiationResponse501(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setDelayToTimeToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ExecutionReportTradeOutright525(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
TrdRegPublicationsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setOrderQty(UInt32 value) noexcept
Order quantity submitted by client.
NewOrderCross544(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
FillsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
QuoteAckStatus::Enum quoteStatus() const noexcept
Identifies the status of the quote acknowledgement.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setCurrency(StrRef value) noexcept
Identifies the currency for the price.
SchemaTraits Schema
Used template schema.
UInt64 requestTimestamp() const noexcept
Matches RetransmitRequest.RequestTimestamp.
ThisType & setOrderEventText(StrRef value) noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
static constexpr const Char * className()
bool delayDuration(UInt16 &value) const noexcept
Not being used currently.
static constexpr const Char * className()
ThisType & setReservationPriceToNull() noexcept
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
bool cmtaGiveupCD(CmtaGiveUpCD::Enum &value) const noexcept
Indicates if the order is a give-up or SGX offset.
Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
UInt64 securityResponseId() const noexcept
Unique ID of a SecurityDefinition message.
bool selfMatchPreventionInstruction(SMPI::Enum &value) const noexcept
Used to act upon the outcome when a self-match is detected and an order is prevented from trading aga...
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setQuoteEntryOpen(BooleanNULL::Enum value) noexcept
A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are b...
IntegralConstant< Char, '4'> ExecTypeCxl
Exec Type Cxl.
ThisType & setExecType(ExecTypTrdCxl::Enum value) noexcept
Describes the specific ExecutionRpt as trade cancellation or correction.
ThisType & setFaultToleranceIndicatorToNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
bool reservationPrice(PRICE9 &value) const noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setOrderEventType(TradeAddendum::Enum value) noexcept
The type of event affecting an order.
PRICE9 orderEventPx() const noexcept
Refers to the fill price; same as LastPx (Tag 31).
PRICE9 price() const noexcept
Price per share or contract.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
const void * tail() const noexcept
ThisType & setMassStatusReqIdToNull() noexcept
StrRef senderId() const noexcept
Operator ID.
NewOrderSingle514(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
OrderEventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setReservationPrice(PRICE9 value) noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
bool avgPxGroupId(StrRef &value) const noexcept
Used by submitting firm to group trades being allocated into an average price group.
ThisType & setBidSize(UInt32 value) noexcept
Should be conditionally populated and set to zero only for 298=100 (cancel for quote set) to cancel a...
UInt32 seqNum() const noexcept
Sequence number of this message.
OrderCancelReplaceReject536(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
OrderCancelReplaceRequest515 ThisType
This type alias.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setOrigOrderUserToNull() noexcept
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ExecutionReportReject523(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setLegRatioQty(UInt8 value) noexcept
Specifies ratio for the instrument defined in this repeating group.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
ThisType & setLiquidityFlagToNull() noexcept
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
bool reason(StrRef &value) const noexcept
Reject reason details.
ThisType & setListUpdateAction(ListUpdAct::Enum value) noexcept
Indicates if all of the information sent in this message with a unique new PartyDetailsListRequestID ...
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Represents the market making MiFID obligation reporting.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setSenderId(StrRef value) noexcept
For futures and options markets: Operator ID Should be unique per Firm ID Assigned value used to iden...
ThisType & setMarketSegmentIdToNull() noexcept
StrRef senderId() const noexcept
Operator ID.
bool reservationPrice(PRICE9 &value) const noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
static constexpr const Char * className()
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
SideReq::Enum side() const noexcept
Side of order.
bool orderEventText(StrRef &value) const noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by the exchange; unique per day across all instrum...
StrRef fillExecId() const noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
ThisType & setCalculatedCcyLastQtyToNull() noexcept
ThisType & setFillExecId(StrRef value) noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
ThisType & setLiquidityFlagToNull() noexcept
SbeGroup< PartyDetailsEntry, GroupSize, MessageSize > PartyDetails
Repeating group containing PartyDetailsEntry entries.
const void * tail() const noexcept
OrderMassActionRequest529(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setTimeInForceToNull() noexcept
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission or duplicate.
Int32 securityId() const noexcept
Security ID as defined by CME.
StrRef refMsgType() const noexcept
The MsgType of the FIX message being referenced.
OrderMassStatusRequest530(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMassActionRejectReasonToNull() noexcept
bool executor(UInt64 &value) const noexcept
Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be m...
SchemaTraits Schema
Used template schema.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
StrRef senderId() const noexcept
Operator ID.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef credentials() const noexcept
Not used and will be set to 0.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setHostCrossIdToNull() noexcept
const void * tail() const noexcept
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
QuoteCancel528(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ExecutionReportModify531(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportPendingCancel564(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
bool hostCrossId(UInt64 &value) const noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
OrderStatusRequest533(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool avgPxGroupId(StrRef &value) const noexcept
Used by submitting firm to group trades being allocated into an average price group; The trades in av...
ThisType & setLegPriceToNull() noexcept
ThisType & setOrderEventText(StrRef value) noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
ThisType & setExpireDateToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
StrRef senderId() const noexcept
Operator ID.
ThisType & setSecurityResponseType(SecRspTyp::Enum value) noexcept
Type of security definition message response.
PartyDetailsDefinitionRequest518(const SbeMessage &message)
Creates an instance over the given SBE message.
A real number with a floating exponent.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setBidSize(UInt32 value) noexcept
Quantity of bid.
static constexpr const Char * className()
bool text(StrRef &value) const noexcept
Reject reason details; Will be used only for descriptive rejects.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
Entity class name.
ThisType & setTimeInForce(MassCancelTIF::Enum value) noexcept
If provided then only orders with this qualifier will be cancelled.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
const void * tail() const noexcept
static constexpr const Char * className()
Entity class name.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
PartyIDs partyIds(PartyIDs::Size length)
Setup repeating group with the given number of entries.
ThisType & setOrderEventType(TradeAddendum::Enum value) noexcept
The type of event affecting an order.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setMinQtyToNull() noexcept
ThisType & setPriorityIndicator(UInt8 value) noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
const void * tail() const noexcept
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setOrdTypeToNull() noexcept
ThisType & setManagedOrderToNull() noexcept
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
UInt64 requestTimestamp() const noexcept
Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1...
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
SchemaTraits Schema
Used template schema.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
const void * tail() const noexcept
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setFillPx(PRICE9 value) noexcept
Price of this fill reason or allocation.
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
ThisType & setIdMShortCodeToNull() noexcept
ThisType & setContraCalculatedCcyLastQty(Decimal64NULL value) noexcept
Amount traded (in notional) in counter currency for the Spot with this counterparty.
bool custOrderCapacity(CustOrderCapacity::Enum &value) const noexcept
Capacity of customer placing the order.
OrderEventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
GroupSize::BlockLength BlockLength
Type to present the length of binary data of the repeating group entry.
ThisType & setCrossType(UInt8 value) noexcept
Type of cross being submitted to a market.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
ThisType & setCustOrderCapacityToNull() noexcept
bool text(StrRef &value) const noexcept
Reject reason details.
Number of regulatory publication rules in repeating group.
bool securityGroup(StrRef &value) const noexcept
Specifies the Product Group for which working orders should be cancelled.
ExecutionReportTradeAddendumSpread549(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
OrderEventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool custOrderHandlingInst(CustOrdHandlInst::Enum &value) const noexcept
Codes that apply special information that the Broker / Dealer needs to report, as specified by the cu...
IntegralConstant< UInt8, 255 > NullEnumNULL
Null value for an optional EnumNULL field.
UInt64 orderId() const noexcept
Unique Order ID.
bool quoteEntryOpen(BooleanNULL::Enum &value) const noexcept
A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are b...
OrderEventsEntry ThisType
This type alias.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setMassCancelRequestType(MassCxlReqTyp::Enum value) noexcept
If present ? specifies the scope of the OrderMassActionRequest within the context of Session and Firm...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setCmtaGiveupCD(CmtaGiveUpCD::Enum value) noexcept
Indicates if the order is a give-up or SGX offset.
ThisType & setMassStatusReqId(UInt64 value) noexcept
Unique ID of OrderMassStatusRequest as assigned by the customer and present in Execution Report as we...
ThisType & setFaultToleranceIndicatorToNull() noexcept
MassQuote517 ThisType
This type alias.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setRequestTime(UInt64 value) noexcept
Information carried on a response to convey the time (UTC) when the request was received by the MSGW ...
IntegralConstant< Char, '4'> OrdStatusCxl
Ord Status Cxl.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setBidPx(PRICE9 value) noexcept
Bid price/rate.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setManagedOrderToNull() noexcept
ThisType & setOrderEventTextToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setDiscretionPriceToNull() noexcept
UInt64 uuId() const noexcept
Matches RetransmitRequest.UUID.
ThisType & setTextToNull() noexcept
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
SideReq::Enum side() const noexcept
Side of order.
bool side(SideNULL::Enum &value) const noexcept
If provided then only orders belonging to one side will be cancelled.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool securityId(Int32 &value) const noexcept
Conditionally required if OrderStatusRequestType=?Instrument? (Tag 585=1).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setSecurityId(Int32 value) noexcept
Instrument identifier.
ThisType & setCustOrderHandlingInst(CustOrdHandlInst::Enum value) noexcept
Codes that apply special information that the Broker / Dealer needs to report, as specified by the cu...
ThisType & setOrdStatusReqType(MassStatusOrdTyp::Enum value) noexcept
If present ? specifies the scope of the OrderMassStatusRequest within the context of MassStatusReques...
static constexpr StrRef fixType() noexcept
FIX message type.
UInt32 fillQty() const noexcept
Quantity bought/sold for this fill reason.
ThisType & setSecExecId(UInt64 value) noexcept
Unique identifier that allows linking between spread summary fill notice with leg fill notice and tra...
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
PartyDetailsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID.
ThisType & setUuId(UInt64 value) noexcept
Matches Negotiate.UUID.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
static constexpr StrRef fixType() noexcept
FIX message type.
Fills fills(Fills::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSideToNull() noexcept
SbeGroup< FillsEntry, GroupSize, MessageSize > Fills
Repeating group containing FillsEntry entries.
SideReq::Enum side() const noexcept
Side of order.
ThisType & setCancelTextToNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
PartyDetailsListRequest537 ThisType
This type alias.
SbeGroup< FillsEntry, GroupSize, MessageSize > Fills
Repeating group containing FillsEntry entries.
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setReason(StrRef value) noexcept
Reject reason details.
bool reason(StrRef &value) const noexcept
Reject reason details.
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
OrderEvents orderEvents() const noexcept
ThisType & setOrderEventTypeToNull() noexcept
ThisType & setPrice(PRICE9 value) noexcept
Conditionally required when OrdType (40) = 2 (Limit).
bool faultToleranceIndicator(FTI::Enum &value) const noexcept
Indicates whether the connection is primary or backup.
ThisType & setPartyDetailRole(PartyDetailRole::Enum value) noexcept
Identifies the type of PartyDetailID.
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr const Char * className()
Entity class name.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
Terminate507(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setFaultToleranceIndicatorToNull() noexcept
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setSelfMatchPreventionIdToNull() noexcept
PartyDetails partyDetails(PartyDetails::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ExecutionReportPendingReplace.
bool delayDuration(UInt16 &value) const noexcept
Not being currently used.
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
PartyDetailsDefinitionRequestAck519(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
bool crossType(UInt8 &value) const noexcept
Type of cross being submitted to a market.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setOrigOrderUserToNull() noexcept
Number of fills which comprise fill quantity.
ThisType & setMassCancelRequestTypeToNull() noexcept
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
BooleanFlag::Enum lastFragment() const noexcept
Indicates whether the message is the last message in a sequence of messages to support fragmentation...
ThisType & setSymbolToNull() noexcept
bool timeToExpiration(Decimal32NULL &value) const noexcept
Time to expiration in years calculated as the number of days remaining to expiration divided by 365 d...
ThisType & setOrderEventTypeToNull() noexcept
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setPartyRole(UInt16 value) noexcept
Required if NoPartyIDs(453) > 0.
Fills fills(Fills::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr ExecTypRej execType() noexcept
Describes the specific ExecutionRpt while OrdStatus (39) will always identify the current order statu...
ThisType & setText(StrRef value) noexcept
Reject reason details.
UInt32 processedEntries() const noexcept
Number of quotes successfully cancelled (if in response to a Quote Cancel message).
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
StrRef location() const noexcept
Text describing sender's location (i.e.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
IntegralConstant< Char, 'C'> ExecTypeExp
Exec Type Exp.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
static constexpr const Char * className()
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setUuId(UInt64 value) noexcept
Matches RetransmitRequest.UUID.
ThisType & setFillExecId(StrRef value) noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
Fills fills() const noexcept
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setOfferPx(PRICE9 value) noexcept
Offer price/rate.
UInt64 secExecId() const noexcept
Unique identifier that allows linking between spread summary fill notice with leg fill notice and tra...
ThisType & setQuoteCancelType(QuoteCxlTyp::Enum value) noexcept
Identifies the type of Quote Cancel.
IntegralConstant< Char, 'Y'> UDI
UDI.
static constexpr StrRef fixType() noexcept
FIX message type.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
SBE-encoded repeating group.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setDelayDuration(UInt16 value) noexcept
Not being currently used.
SbeGroup< OrderEventsEntry, GroupSize, MessageSize > OrderEvents
Repeating group containing OrderEventsEntry entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setExecutionModeToNull() noexcept
ThisType & setBrokenDateTermTypeToNull() noexcept
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
UInt32 cumQty() const noexcept
Total quantity filled. Will be set to 0.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setOrdTypeToNull() noexcept
ThisType & setOrderEventPx(PRICE9 value) noexcept
Refers to the fill price; same as LastPx (Tag 31).
QuoteEntries quoteEntries(QuoteEntries::Size length)
Setup repeating group with the given number of entries.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
UInt32 nextSeqNo() const noexcept
Next expected message sequence number.
bool origSideTradeId(UInt32 &value) const noexcept
Refers back to the unique ID assigned to the corrected trade.
ThisType & setCrossTypeToNull() noexcept
ExecutionReportNew522(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setOrderEventPx(PRICE9 value) noexcept
Refers to the fill price; same as LastPx (Tag 31).
ThisType & setExpirationCycleToNull() noexcept
bool ordType(MassActionOrdTyp::Enum &value) const noexcept
If provided then only orders of this type will be cancelled.
bool delayDuration(UInt16 &value) const noexcept
Not being currently used.
bool cancelText(StrRef &value) const noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt64 partyDetailsListReportId() const noexcept
Refers to the unique identifier of the PartyDetailsListRequest(35=CF) message used to request this Pa...
ThisType & setQuoteEntryOpen(BooleanNULL::Enum value) noexcept
A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are b...
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
static constexpr StrRef serverFlow() noexcept
Constant value representing type of flow from CME to customer.
ThisType & setMarketSegmentId(UInt8 value) noexcept
Specifies the market segment (physical match engine partition) for which working orders should be can...
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
ThisType & setTradeEntryId(UInt32 value) noexcept
Market Data Trade Entry ID.
PartyDetailsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
const void * tail() const noexcept
bool delayDuration(UInt16 &value) const noexcept
Not being currently used.
BrokenDates brokenDates() const noexcept
static constexpr PendModStatus ordStatus() noexcept
Identifies status of order as subject to pending replace.
SbeGroup< OrderEventsEntry, GroupSize, MessageSize > OrderEvents
Repeating group containing OrderEventsEntry entries.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
ThisType & setTimeInForce(MassStatusTIF::Enum value) noexcept
Specifies the scope of the OrderMassStatusRequest within the context of MassStatusRequestType (585) i...
UInt64 legExecId() const noexcept
The ExecID (17) value corresponding to a trade leg.
static constexpr const Char * className()
Entity class name.
NotApplied513(const SbeMessage &message)
Creates an instance over the given SBE message.
BrokenDates brokenDates(BrokenDates::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
PRICE9 fillPx() const noexcept
Price of this fill reason or allocation.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
bool legPrice(PRICE9 &value) const noexcept
Price of the futures contract as part of UDS Covered.
ThisType & setSecExecId(UInt64 value) noexcept
Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade ca...
ThisType & setLastQty(UInt32 value) noexcept
Quantity of shares bought/sold on this fill.
static constexpr const Char * className()
Entity class name.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOrderEventTextToNull() noexcept
UInt64 requestTimestamp() const noexcept
Matches RetransmitRequest.RequestTimestamp.
SchemaTraits Schema
Used template schema.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setShortSaleTypeToNull() noexcept
ThisType & setLiquidityFlagToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setShortSaleTypeToNull() noexcept
BooleanFlag::Enum aggressorIndicator() const noexcept
Indicates if order was incoming or resting for the match event.
const void * tail() const noexcept
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
bool reserved1(StrRef &value) const noexcept
Reserved for future use.
ThisType & setManagedOrderToNull() noexcept
ThisType & setProcessedEntries(UInt32 value) noexcept
Number of quotes successfully cancelled (if in response to a Quote Cancel message).
ThisType & setTrdRegPublicationType(UInt8 value) noexcept
Specifies the type of regulatory trade publication.
bool idMShortCode(UInt64 &value) const noexcept
Represents the Investment Decision Maker Short Code.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
bool hostCrossId(UInt64 &value) const noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ThisType & setAggressorIndicator(BooleanFlag::Enum value) noexcept
Indicates if order was incoming or resting for the match event.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setQuoteEntryRejectReason(UInt8 value) noexcept
Reason (error code) quote has been rejected.
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setAvgPxGroupIdToNull() noexcept
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
StrRef senderId() const noexcept
Operator ID.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
UInt64 requestTime() const noexcept
Information carried on a response to convey the time (UTC) when the request was received by the MSGW ...
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setPriorityIndicatorToNull() noexcept
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPartyId(UInt64 value) noexcept
Required if NoPartyIDs(453) > 0.
SchemaTraits Schema
Used template schema.
ThisType & setLastQty(UInt32 value) noexcept
Quantity of shares bought/sold on this (last) fill.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setMassStatusReqType(MassStatusReqTyp::Enum value) noexcept
Specifies the scope of the OrderMassStatusRequest within the context of working orders only...
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
SideReq::Enum side() const noexcept
Side of order.
StrRef origCIOrdId() const noexcept
Contains the ClOrd of the cancelled order.
SideReq::Enum legSide() const noexcept
For Covereds, must be present for option repeating group and must = 1 (buy).
EncodedLength calculateBinarySize() const noexcept
bool origSecondaryExecutionId(UInt64 &value) const noexcept
Unique identifier of the fill which is being corrected.
ThisType & setReserved1ToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setMinQtyToNull() noexcept
OrderCancelReject535(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setCrossIdToNull() noexcept
ThisType & setLegExecRefId(UInt64 value) noexcept
The original ExecID(17) value corresponding to trade leg which is being corrected.
ThisType & setReservationPrice(PRICE9 value) noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
ExecutionAck539(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
IntegralConstant< Char, '8'> SecurityIDSource
SecurityIDSource.
ThisType & setGrossTradeAmt(Decimal64NULL value) noexcept
Total amount traded (in notional) in base currency for the Spot leg.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ThisType & setClOrdId(StrRef value) noexcept
CIOrdID of the problem execution.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
const void * tail() const noexcept
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
ThisType & setFillExecId(StrRef value) noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
SchemaTraits Schema
Used template schema.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setDelayToTimeToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setOrdTypeToNull() noexcept
Operations over a repeating group instance.
ThisType & setSettlDateToNull() noexcept
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setHostCrossId(UInt64 value) noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setOfferSizeToNull() noexcept
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setLastPx(PRICE9 value) noexcept
Price of this (last) fill.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setDisplayQty(UInt32 value) noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
SecurityDefinitionResponse561 ThisType
This type alias.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
StrRef fillExecId() const noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr OrdStatusCxlRej ordStatus() noexcept
Identifies status of modification reject; Constant value.
ThisType & setShortSaleTypeToNull() noexcept
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
ThisType & setOrdStatus(OrdStatusTrdCxl::Enum value) noexcept
Identifies status of order as trade cancellation or correction.
UInt64 massStatusReqId() const noexcept
Unique ID of OrderMassStatusRequest as assigned by the customer and present in Execution Report as we...
bool startDate(Timestamp &value) const noexcept
Start date of a financing deal, i.e.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr const Char * className()
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
UInt16 errorCodes() const noexcept
Error code for reject reason.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
UInt32 lastQty() const noexcept
Quantity of shares bought/sold on this (last) fill.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the message was initially received manually (as opposed to electronically).
static constexpr ExecTypePendModify execType() noexcept
Describes the specific ExecutionRpt as subject to pending replace.
StrRef senderId() const noexcept
Operator ID.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
bool totNoQuoteEntries(UInt8 &value) const noexcept
Total number of quotes for the quote set across all messages.
NotApplied513 ThisType
This type alias.
QuoteEntries quoteEntries() noexcept
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
QuoteCancelAck563(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
bool cancelText(StrRef &value) const noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setSecurityId(Int32 value) noexcept
Should be conditionally populated only for 298=1 (cancel for instrument); Will be ignored if present ...
ThisType & setLegOptionDelta(Decimal32NULL value) noexcept
Delta used to calculate the quantity of futures used to cover the option or option strategy...
ThisType & setPreviousUUId(UInt64 value) noexcept
Refers to the UUID sent in the previous message before this one from CME.
Retransmission509(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setExecutionModeToNull() noexcept
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setMassActionRejectReason(UInt8 value) noexcept
Reason Order Mass Action Request was rejected.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
PRICE9 lastPx() const noexcept
Price of this (last) fill.
ThisType & setOrderQty(UInt32 value) noexcept
Order quantity submitted by client.
ThisType & setStopPxToNull() noexcept
IntegralConstant< Char, '8'> OrdStatusRej
Order Status Reject.
bool crossType(UInt8 &value) const noexcept
Type of cross being submitted to a market.
static constexpr UDI userDefinedInstrument() noexcept
Identifies user-defined instruments. Constant value.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
UInt32 previousSeqNo() const noexcept
Refers to the SeqNum sent in the previous message before this one from CME.
ThisType & setLastRptRequested(BooleanNULL::Enum value) noexcept
Indicates whether this message is the last report message in response to an Order Mass Status Request...
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
bool crossId(UInt64 &value) const noexcept
Identifier for a cross order.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setContraGrossTradeAmt(Decimal64NULL value) noexcept
Amount traded (in notional) in base currency for the Spot with this counterparty. ...
ThisType & setLiquidityFlagToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setLegLastPx(PRICE9 value) noexcept
Execution price assigned to a leg of a multileg instrument.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
EncodedLength calculateBinarySize() const noexcept
StrRef senderId() const noexcept
Operator ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setRequestingPartyRole(CHAR value) noexcept
Identifies the type or role of the RequestingPartyID(1658) specified.
static constexpr OrdStatusPendCxl ordStatus() noexcept
Identifies status of order as subject to pending cancellation.
ThisType & setRequestTimestamp(UInt64 value) noexcept
Matches Establish.RequestTimestamp.
static constexpr const Char * className()
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
static constexpr StrRef fixType() noexcept
FIX message type.
RequestForQuoteAck546(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
ExecutionReportTradeAddendumSpreadLeg550(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMinQtyToNull() noexcept
static constexpr const Char * className()
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
Fills fills(Fills::Size length)
Setup repeating group with the given number of entries.
Negotiate500(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
SecurityDefinitionRequest.
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message.
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for an optional UInt64 field.
UInt32 nextSeqNo() const noexcept
Next expected message sequence number.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setOrderEventReason(UInt8 value) noexcept
Action that caused the event to occur.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setSettlDateToNull() noexcept
ThisType & setDkReason(DKReason::Enum value) noexcept
Reason for execution rejection.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
Int32 securityId() const noexcept
Unique instrument ID.
ThisType & setTrdRegPublicationReason(UInt8 value) noexcept
Additional reason for trade publication type specified in TrdRegPublicationType (2669).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
ThisType & setOrderEventText(StrRef value) noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
bool execRestatementReason(ExecReason::Enum &value) const noexcept
Used to communicate unsolicited cancels.
ThisType & setCrossIdToNull() noexcept
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
UInt64 previousUUId() const noexcept
Refers to the UUID sent in the previous message before this one from CME.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setRequestTimestamp(UInt64 value) noexcept
Matches RetransmitRequest.RequestTimestamp.
ThisType & setTextToNull() noexcept
bool bidSize(UInt32 &value) const noexcept
Quantity of bid.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
IntegralConstant< Char, '2'> CrossOrderType
Cross order type supports only limit order.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SbeGroup< BrokenDatesEntry, GroupSize, MessageSize > BrokenDates
Repeating group containing BrokenDatesEntry entries.
ThisType & setQuoteReqId(UInt64 value) noexcept
Unique identifier for quote request being responded to.
StrRef location() const noexcept
Text describing sender's location (i.e.
Fills fills() const noexcept
ThisType & setTradeDateToNull() noexcept
ThisType & setLastUUId(UInt64 value) noexcept
Matches RetransmitRequest.LastUUID.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMinQtyToNull() noexcept
ThisType & setOrdStatus(OrdStatusTrd::Enum value) noexcept
Identifies status of order as partially filled or completely filled.
ThisType & setOrigOrderUser(StrRef value) noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setLegTradeRefIdToNull() noexcept
ThisType & setFillPx(PRICE9 value) noexcept
Price of this fill reason or allocation.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setAvgPxGroupId(StrRef value) noexcept
Used by submitting firm to group trades being allocated into an average price group.
ThisType & setTrdType(UInt16 value) noexcept
Represents a trade at fixing price.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ExecutionReportPendingCancel564(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
QuoteCxlTyp::Enum quoteCancelType() const noexcept
Identifies the type of Quote Cancel.
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setLegOptionDeltaToNull() noexcept
MassQuote517(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool contraGrossTradeAmt(Decimal64NULL &value) const noexcept
Amount traded (in notional) in base currency for the Spot with this counterparty. ...
UInt64 affectedOrderId() const noexcept
Order ID of an order cancelled by a mass action request.
static constexpr const Char * className()
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setFillPx(PRICE9 value) noexcept
Price of this fill reason or allocation.
bool massActionRejectReason(UInt8 &value) const noexcept
Reason Order Mass Action Request was rejected.
bool origSideTradeId(UInt32 &value) const noexcept
Refers back to the unique ID assigned to the original trade being corrected.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
Retransmission509(const SbeMessage &message)
Creates an instance over the given SBE message.
StrRef location() const noexcept
Text describing sender's location (i.e.
bool ordType(MassActionOrdTyp::Enum &value) const noexcept
If provided then only orders of this type will be cancelled.
SideReq::Enum side() const noexcept
Order side.
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
bool custOrderHandlingInst(CustOrdHandlInst::Enum &value) const noexcept
Codes that apply special information that the Broker / Dealer needs to report, as specified by the cu...
bool calculatedCcyLastQty(Decimal64NULL &value) const noexcept
Total amount traded (in notional) in counter currency for the Spot.
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr LegSecIDSource legSecurityIdSource() noexcept
Identifies source of tag 602-LegSecurityID value.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr const Char * className()
Entity class name.
ThisType & setCxlQuantity(UInt32 value) noexcept
Total quantity cancelled for this order.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
bool orderEventText(StrRef &value) const noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
ThisType & setOrderQtyToNull() noexcept
ThisType & setEndDate(Timestamp value) noexcept
End date of a financing deal, i.e.
FillsEntry ThisType
This type alias.
ThisType & setLastFragment(BooleanFlag::Enum value) noexcept
Indicates whether the message is the last message in a sequence of messages to support fragmentation...
UInt64 ordStatusReqId() const noexcept
Used to uniquely identify a specific Order Status Request message.
ThisType & setDelayToTimeToNull() noexcept
ThisType & setDkReasonToNull() noexcept
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
static constexpr ExecTypePendCxl execType() noexcept
Describes the specific ExecutionRpt as subject to pending cancellation.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
bool securityId(Int32 &value) const noexcept
Unique instrument ID.
StrRef location() const noexcept
Text describing sender's location (i.e.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setTradeLinkId(UInt32 value) noexcept
Contains the workup ID; unique per instrument per day.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ExecutionReportTradeAddendumSpread549 ThisType
This type alias.
UInt64 secExecId() const noexcept
Unique identifier that allows linking between spread summary fill notice with leg fill notice and tra...
ThisType & setLastPx(PRICE9 value) noexcept
Price of this (last) fill.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setStartDateToNull() noexcept
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSecretKeySecureIdExpirationToNull() noexcept
bool bidSize(UInt32 &value) const noexcept
Should be conditionally populated and set to zero only for 298=100 (cancel for quote set) to cancel a...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt64 massActionReportId() const noexcept
Unique ID of Order Mass Action Report as assigned by CME.
bool crossType(UInt8 &value) const noexcept
Type of cross being submitted to a market.
ThisType & setClearingAccountTypeToNull() noexcept
ThisType & setFromSeqNo(UInt32 value) noexcept
Matches RetransmitRequest.FromSeqNo.
OrderEvents orderEvents(OrderEvents::Size length)
Setup repeating group with the given number of entries.
ThisType & setAvgPxIndicatorToNull() noexcept
UInt32 leavesQty() const noexcept
Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14).
ThisType & setReservationPrice(PRICE9 value) noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
StrRef senderId() const noexcept
Operator ID.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
bool orderEventText(StrRef &value) const noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
ThisType & setLegSecurityId(Int32 value) noexcept
Unique instrument ID for the leg.
SideReq::Enum side() const noexcept
Side of order.
ThisType & setTotalNumSecurities(UInt8 value) noexcept
Indicates total number of leg fills for the spread.
static constexpr StrRef customerFlow() noexcept
Constant value representing type of flow from customer to CME.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
ThisType & setSplitMsgToNull() noexcept
ThisType & setSelfMatchPreventionInstructionToNull() noexcept
OrderMassStatusRequest530(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setOrigSecondaryExecutionId(UInt64 value) noexcept
Unique identifier of the fill which is being corrected.
QuoteSets quoteSets() noexcept
bool currency(StrRef &value) const noexcept
Identifies the currency for the price.
ExecutionReportTradeAddendumSpread.
static constexpr const Char * className()
PartyIDs partyIds(PartyIDs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
UInt8 trdRegPublicationReason() const noexcept
Additional reason for trade publication type specified in TrdRegPublicationType (2669).
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr const Char * className()
Entity class name.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setTrdType(UInt16 value) noexcept
Represents a trade at fixing price.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
bool lastRptRequested(BooleanNULL::Enum &value) const noexcept
Indicates whether this message is the last report message in response to an Order Mass Status Request...
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the message was initially received manually (as opposed to electronically).
RequestForQuote543(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
const void * tail() const noexcept
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
ThisType & setPriorityIndicatorToNull() noexcept
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setOrderEventType(OrderEventType::Enum value) noexcept
The type of event affecting an order.
ThisType & setLegTradeId(UInt32 value) noexcept
The TradeID value corresponding to a trade leg.
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the message was initially received manually (as opposed to electronically).
bool clearingAccountType(ClearingAcctType::Enum &value) const noexcept
Designates the account type to be used for the order when submitted to clearing.
ThisType & setOrderEventExecId(UInt32 value) noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
PartyDetailsListRequest537(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & setCustOrderCapacity(CustOrderCapacity::Enum value) noexcept
Capacity of customer placing the order; Used by futures exchanges to indicate the CTICode (customer t...
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setOrdTypeToNull() noexcept
ThisType & setTradeLinkIdToNull() noexcept
ThisType & setCancelTextToNull() noexcept
ThisType & setQuoteEntryId(UInt32 value) noexcept
Unique identifier for a quote.
ExecutionReportReject523 ThisType
This type alias.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef location() const noexcept
Text describing sender's location (i.e.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ExecutionReportTradeOutright525(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTransBkdTime(UInt64 value) noexcept
For derivatives a date and time stamp to indicate when this order was booked with the agent prior to ...
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID.
OrderEvents orderEvents(OrderEvents::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number of this message.
const void * tail() const noexcept
ExecutionAck539(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
UInt64 uuId() const noexcept
Session Identifier defined as type long (uInt64); recommended to use timestamp as number of microseco...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setClearingAccountType(ClearingAcctType::Enum value) noexcept
Designates the account type to be used for the order when submitted to clearing.
const void * tail() const noexcept
ThisType & setPriorityIndicatorToNull() noexcept
ThisType & setCancelText(StrRef value) noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
static constexpr const Char * className()
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setOrigSecondaryExecutionIdToNull() noexcept
ThisType & setOrderEventType(OrderEventType::Enum value) noexcept
The type of event affecting an order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setCancelledSymbol(StrRef value) noexcept
Instrument Group cancelled for a Quote Cancel acknowledgement.
ThisType & setFaultToleranceIndicator(FTI::Enum value) noexcept
Indicates whether the connection is primary or backup.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt64 requestTimestamp() const noexcept
Matches Negotiate.RequestTimestamp.
ThisType & setCalculatedCcyLastQty(Decimal64NULL value) noexcept
Total amount traded (in notional) in counter currency for the Spot.
ThisType & setManagedOrderToNull() noexcept
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
PartyDetailsDefinitionRequest.
ThisType & setFillYieldType(UInt8 value) noexcept
Enumeration of the Fill Reason field using Integer.
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
bool securityGroup(StrRef &value) const noexcept
A specific moniker assigned to a group of related securities which may be concurrently affected by ma...
ThisType & setQuoteStatus(QuoteAckStatus::Enum value) noexcept
Identifies the status of the quote acknowledgement.
StrRef fillExecId() const noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
ThisType & setOrdStatus(OrderStatus::Enum value) noexcept
Identifies status of order.
SbeGroup< QuoteEntry, GroupSize, MessageSize > QuoteEntries
Repeating group containing QuoteEntry entries.
bool trdType(UInt16 &value) const noexcept
Represents a trade at fixing price.
ThisType & setOrderEventExecId(UInt32 value) noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
ThisType & setTrdRegPublicationReason(UInt8 value) noexcept
Additional reason for trade publication type specified in TrdRegPublicationType (2669).
bool crossId(UInt64 &value) const noexcept
Identifier for a cross order.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
NegotiationResponse501(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef location() const noexcept
Text describing sender's location (i.e.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setLastQty(UInt32 value) noexcept
Quantity of shares bought/sold on this (last) fill.
bool priorityIndicator(UInt8 &value) const noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
Terminate507(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setAvgPxGroupId(StrRef value) noexcept
Used by submitting firm to group trades being allocated into an average price group; The trades in av...
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
RetransmitReject510(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
BrokenDates brokenDates(BrokenDates::Size length)
Setup repeating group with the given number of entries.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setUuId(UInt64 value) noexcept
Matches Negotiate.UUID.
EncodedLength calculateBinarySize() const noexcept
ThisType & setOrderEventReason(UInt8 value) noexcept
Action that caused the event to occur.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ExecutionReportTradeSpreadLeg527 ThisType
This type alias.
bool delayDuration(UInt16 &value) const noexcept
Not being currently used.
OrderMassActionRequest529(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
UInt64 securityReqId() const noexcept
Unique identifier for a security definition request.
ExecutionReportElimination524(const SbeMessage &message)
Creates an instance over the given SBE message.
StrRef location() const noexcept
Text describing sender's location (i.e.
ExecutionReportTradeSpreadLeg.
ThisType & setBrokenDateStart(Timestamp value) noexcept
Start date of a financing deal, i.e.
BrokenDates brokenDates(BrokenDates::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
UInt32 quoteEntryId() const noexcept
Unique identifier for a quote.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool faultToleranceIndicator(FTI::Enum &value) const noexcept
Indicates whether the connection is primary or backup.
ThisType & setCrossIdToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
ThisType & setSplitMsgToNull() noexcept
BusinessReject521 ThisType
This type alias.
static constexpr CxlRejRsp cxlRejResponseTo() noexcept
Identifies the type of request that a Cancel Reject is in response to; Constant value.
SchemaTraits Schema
Used template schema.
ThisType & setDiscretionPriceToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setTimeInForceToNull() noexcept
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setMaturityDate(Timestamp value) noexcept
Date of maturity.
ThisType & setOrdTypeToNull() noexcept
bool benchmarkPrice(PRICE9 &value) const noexcept
The price assigned to an eFIX matched trade which is determined by an automated set market mid-price ...
ThisType & setHostCrossIdToNull() noexcept
UInt8 fillYieldType() const noexcept
Enumeration of the Fill Reason field using Integer.
UInt32 seqNum() const noexcept
Sequence number of this message.
UInt16 BlockLength
Type alias for the BlockLength.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setExecRestatementReason(ExecReason::Enum value) noexcept
Will be present when trade at fixing is assigned fixing price.
ThisType & setLiquidityFlagToNull() noexcept
ThisType & setPreviousUUId(UInt64 value) noexcept
Refers to the UUID sent in the previous message before this one from CME.
ThisType & setSide(SideReq::Enum value) noexcept
Order side.
Fills fills() const noexcept
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
static constexpr const Char * className()
ExecutionReportTradeSpread.
RequestForQuoteAck546(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setDelayDuration(UInt16 value) noexcept
Not being used currently.
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
ThisType & setPartyDetailDefinitionStatus(UInt8 value) noexcept
Status of party detail definition for one party.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
const void * tail() const noexcept
ThisType & setCustOrderCapacity(CustOrderCapacity::Enum value) noexcept
Capacity of customer placing the order.
ThisType & setListUpdateAction(ListUpdAct::Enum value) noexcept
Indicates if all of the information sent in this message with a unique new PartyDetailsListRequestID ...
ThisType & setPriceToNull() noexcept
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
OrderEventsEntry ThisType
This type alias.
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setDiscretionPriceToNull() noexcept
static constexpr const Char * className()
ThisType & setTimeInForceToNull() noexcept
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number of this message.
ThisType & setQuoteRejectReasonToNull() noexcept
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool endDate(Timestamp &value) const noexcept
End date of a financing deal, i.e.
SideReq::Enum side() const noexcept
Order side.
OrderMassActionRequest529(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setOrdStatus(OrdStatusTrdCxl::Enum value) noexcept
Identifies status of order as trade cancellation or correction.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setTradingSystemVersion(StrRef value) noexcept
Provides the version of the application system being used to initiate FIX application messages...
ThisType & setFillQty(UInt32 value) noexcept
Quantity bought/sold for this fill reason.
PRICE9 price() const noexcept
Price per share or contract.
ThisType & setTextToNull() noexcept
ThisType & setLegOptionDeltaToNull() noexcept
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
UInt32 orderEventQty() const noexcept
Refers to the specific fill quantity between this order and the opposite order.
IntegralConstant< Char, '5'> ExecTypeModify
ExecType Modify.
bool refSeqNum(UInt32 &value) const noexcept
Tag 9726 - SeqNum of the rejected message.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setLastUUId(UInt64 value) noexcept
If RetransmitRequest is for a previous UUID then put that here otherwise put default null value...
SchemaTraits Schema
Used template schema.
ThisType & setOrigOrderUserToNull() noexcept
ExecTypTrdCxl::Enum execType() const noexcept
Describes the specific ExecutionRpt as trade cancellation or correction.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
bool grossTradeAmt(Decimal64NULL &value) const noexcept
Total amount traded (in notional) in base currency for the Spot leg.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the message was initially received manually (as opposed to electronically).
ThisType & setOrderEventText(StrRef value) noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
IntegralConstant< Char, '8'> LegSecIDSource
Leg security ID source in UDS creation.
ThisType & setLastPx(PRICE9 value) noexcept
Price of this (last) fill.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
static constexpr StrRef fixType() noexcept
FIX message type.
ExecutionReportPendingReplace565 ThisType
This type alias.
static constexpr const Char * className()
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Specifies the number of fill reasons included in this Execution Report.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the message was initially received manually (as opposed to electronically).
UInt32 orderEventExecId() const noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
UInt32 tradeEntryId() const noexcept
Market Data Trade Entry ID.
PartyDetailRole::Enum partyDetailRole() const noexcept
Identifies the type of PartyDetailID.
ExecutionReportPendingCancel564(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
Null values definition for optional Decimal32NULL field.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
static constexpr const Char * className()
Entity class name.
bool clearingAccountType(ClearingAcctType::Enum &value) const noexcept
Designates the account type to be used for the order when submitted to clearing.
ExecutionReportTradeAddendumOutright.
SchemaTraits Schema
Used template schema.
bool brokenDateEnd(Timestamp &value) const noexcept
End date of a financing deal, i.e.
static constexpr StrRef fixType() noexcept
FIX message type.
TradeAddendum::Enum orderEventType() const noexcept
The type of event affecting an order.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
bool settlDate(Timestamp &value) const noexcept
Specific date of trade settlement for the Spot leg.
bool optionDelta(Decimal32NULL &value) const noexcept
The rate of change in the price of a derivative with respect to the movement in the price of the unde...
EncodedLength calculateBinarySize() const noexcept
static constexpr const Char * className()
RequestingPartyIDs requestingPartyIds(RequestingPartyIDs::Size length)
Setup repeating group with the given number of entries.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setFillQty(UInt32 value) noexcept
Quantity bought/sold for this fill reason.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setNextSeqNo(UInt32 value) noexcept
Next expected message sequence number.
MessageSize EncodedLength
Length of the message binary data.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
Int32 legSecurityId() const noexcept
ISIN code, this is the primary tag used to identify the contract and it must be populated with the co...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool settlDate(Timestamp &value) const noexcept
Specific date of trade settlement for the Spot leg.
EncodedLength calculateBinarySize() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
Int32 securityId() const noexcept
Security ID as defined by CME.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
ThisType & setBrokenDateTermType(UInt8 value) noexcept
Defines how user defined tailor made repo contract is to be broken down into different broken dates...
StrRef senderId() const noexcept
For futures and options markets: Operator ID Should be unique per Firm ID Assigned value used to iden...
ThisType & setManualOrderIndicator(ManualOrdInd::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
StrRef execId() const noexcept
Unique identifier of execution message as assigned by the exchange; unique per day across all instrum...
The number of quote entries for quote sets, instruments, product group, cancel all; 298=1 (1 to 100);...
static constexpr ExecTypeTrade execType() noexcept
Describes the specific ExecutionRpt (e.g.
BooleanFlag::Enum mmProtectionReset() const noexcept
When market maker protection is triggered CME will not accept any new quotes from the market maker fo...
ThisType & setQuoteReqIdToNull() noexcept
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
ThisType & setSession(StrRef value) noexcept
Session ID.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr OrdStatusCxl ordStatus() noexcept
Identifies status of order as cancelled; Constant value.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
NotApplied513(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
Number of fills which comprise fill quantity.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
QuoteSets quoteSets() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt32 sideTradeId() const noexcept
The unique ID assigned to the trade once it is received or matched by the exchange or subsequently co...
ThisType & setCrossTypeToNull() noexcept
ThisType & setExpireDateToNull() noexcept
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BusinessReject521(const SbeMessage &message)
Creates an instance over the given SBE message.
OrderCancelRequest516(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool brokenDateEnd(Timestamp &value) const noexcept
End date of a financing deal, i.e.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
bool brokenDateSecurityId(Int32 &value) const noexcept
REPO Instrument Security ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setClearingTradePriceTypeToNull() noexcept
ExecutionAck539(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
SbeGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
ThisType & setLastQty(UInt32 value) noexcept
Quantity of shares bought/sold on this (last) fill.
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
BusinessReject521(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef firm() const noexcept
Firm ID.
const void * tail() const noexcept
const void * tail() const noexcept
UInt16 errorCodes() const noexcept
Error code for reject reason.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ExecutionReportPendingCancel564(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setSecurityGroupToNull() noexcept
StrRef location() const noexcept
Text describing sender's location (i.e.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
UInt64 orderId() const noexcept
Order ID of the problem execution.
bool marketSegmentId(UInt8 &value) const noexcept
Specifies the market segment (physical match engine partition) for which working orders should be can...
ThisType & setUnsolicitedCancelType(CharNULL value) noexcept
Type of quote cancel generated by CME – returned only for unsolicited quote cancels.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
bool requestingPartyId(StrRef &value) const noexcept
Party identifier for the requesting party.
static constexpr const Char * className()
Entity class name.
QuoteEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool priorityIndicator(UInt8 &value) const noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setGrossTradeAmtToNull() noexcept
ThisType & setClearingAccountTypeToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
OFMOverrideReq::Enum ofmOverride() const noexcept
Flag indicating whether the order quantity stipulated on replace request should be entered into the m...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setLastRptRequestedToNull() noexcept
ThisType & setDelayToTimeToNull() noexcept
ThisType & setReservationPrice(PRICE9 value) noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
UInt32 legLastQty() const noexcept
Fill quantity for the leg instrument.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool volatility(Decimal64NULL &value) const noexcept
Annualized volatility for option model calculations.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UInt64 transBkdTime() const noexcept
For derivatives a date and time stamp to indicate when this order was booked with the agent prior to ...
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
FillsEntry ThisType
This type alias.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
The number of sets of quotes in the message.
StrRef senderId() const noexcept
Operator ID.
AffectedOrdersEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setTrdRegPublicationType(UInt8 value) noexcept
Specifies the type of regulatory trade publication.
ExecutionReportPendingReplace565(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMassCancelRequestType(MassCxlReqTyp::Enum value) noexcept
If present specifies the scope of the OrderMassActionRequest within the context of Session and Firm...
QuoteSets quoteSets(QuoteSets::Size length)
Setup repeating group with the given number of entries.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
ThisType & setHostCrossId(UInt64 value) noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ThisType & setOrderId(UInt64 value) noexcept
Unique Order ID.
ThisType & setPriorityIndicatorToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setExecutorToNull() noexcept
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
bool startDate(Timestamp &value) const noexcept
Start date of a financing deal, i.e.
ThisType & setOrigOrderUser(StrRef value) noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & setCxlRejReason(UInt16 value) noexcept
Code to identify reason for cancel rejection.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Int32 securityId() const noexcept
Instrument identifier.
SbeGroup< RequestingPartyIDsEntry, GroupSize, MessageSize > RequestingPartyIDs
Repeating group containing RequestingPartyIDsEntry entries.
bool securityId(Int32 &value) const noexcept
Should be conditionally populated only for 298=1 (cancel for instrument); Will be ignored if present ...
ThisType & setLegPrice(PRICE9 value) noexcept
Price of the futures contract as part of UDS Covered.
EncodedLength calculateBinarySize() const noexcept
static constexpr const Char * className()
Entity class name.
EstablishmentAck504 ThisType
This type alias.
static constexpr StrRef fixType() noexcept
FIX message type.
UInt32 leavesQty() const noexcept
Quantity open for further execution.
ThisType & setTimeInForceToNull() noexcept
Fills fills() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
const void * tail() const noexcept
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
ThisType & setShortSaleTypeToNull() noexcept
UInt32 lastQty() const noexcept
Quantity of shares bought/sold on this fill.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setQuoteReqId(UInt64 value) noexcept
Unique identifier for quote request message.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
bool quoteType(QuoteTyp::Enum &value) const noexcept
Type of quote requested.
static constexpr const Char * className()
Entity class name.
ThisType & setDelayDuration(UInt16 value) noexcept
Not being currently used.
ThisType & setSecretKeySecureIdExpirationToNull() noexcept
ThisType & setRequestTimestamp(UInt64 value) noexcept
Matches RetransmitRequest.RequestTimestamp.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SideReq::Enum side() const noexcept
Order side.
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled. Will be set to 0.
MassQuote517(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMsgCount(UInt16 value) noexcept
Count of business messages requested.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
QuoteEntry ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
bool delayDuration(UInt16 &value) const noexcept
Not being currently used.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setSplitMsgToNull() noexcept
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
static constexpr const Char * className()
Entity class name.
static constexpr StrRef fixType() noexcept
FIX message type.
NewOrderCross544(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
PRICE9 price() const noexcept
Price per share or contract.
OrderStatusRequest533 ThisType
This type alias.
ThisType & setMaturityMonthYear(MaturityMonthYear value) noexcept
Instrument expiration; earliest leg maturity in the options strategy.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr StrRef hmacVersion() noexcept
Constant value representing CME HMAC version.
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
ThisType & setOrderEventTypeToNull() noexcept
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
bool execRestatementReason(ExecReason::Enum &value) const noexcept
Will be present when trade at fixing is assigned fixing price.
ThisType & setOrigOrderUser(StrRef value) noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & setBrokenDateSecurityIdToNull() noexcept
ExecutionReportTradeSpread526(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderEventQty(UInt32 value) noexcept
Refers to the specific fill quantity between this order and the opposite order.
OrderMassActionReport562(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOriginalOrderEventExecIdToNull() noexcept
ThisType & setReasonToNull() noexcept
ThisType & setCmtaGiveupCD(CmtaGiveUpCD::Enum value) noexcept
Indicates if the order is a give-up or SGX offset.
bool timeInForce(MassCancelTIF::Enum &value) const noexcept
If provided then only orders with this qualifier will be cancelled.
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setBrokenDateStartToNull() noexcept
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
static constexpr const Char * className()
Entity class name.
ThisType & setLiquidityFlagToNull() noexcept
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOrderIdToNull() noexcept
ThisType & setDisplayQtyToNull() noexcept
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
StrRef location() const noexcept
Text describing sender's location (i.e.
ExecutionReportTradeAddendumSpreadLeg550 ThisType
This type alias.
UInt32 quoteId() const noexcept
Unique identifier for mass quote populated by the client system.
UInt32 sideTradeId() const noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setBidSizeToNull() noexcept
QuoteEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ExecutionReportNew522(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Fills fills(Fills::Size length)
Setup repeating group with the given number of entries.
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
UInt64 partyId() const noexcept
Required if NoPartyIDs(453) > 0.
UInt32 sideTradeId() const noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
OrdStatusTrd::Enum ordStatus() const noexcept
Identifies status of order as partially filled or completely filled.
ThisType & setExpireDateToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
UInt32 leavesQty() const noexcept
Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14).
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr ExecTypStatus execType() noexcept
Describes the specific ExecutionRpt as order status; Constant value.
static constexpr const Char * className()
Entity class name.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
UInt64 secExecId() const noexcept
Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade ca...
OrderEvents orderEvents() noexcept
ThisType & setDisplayQtyToNull() noexcept
UInt64 requestTime() const noexcept
Information carried on a response to convey the time (UTC) when the request was received by the MSGW ...
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setDisplayQtyToNull() noexcept
ThisType & setStopPxToNull() noexcept
ThisType & setDiscretionPriceToNull() noexcept
UInt64 uuId() const noexcept
Matches Negotiate.UUID.
UInt8 quoteEntryRejectReason() const noexcept
Reason (error code) quote has been rejected.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
const void * tail() const noexcept
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for an optional Int32 field.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
QuoteEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
UInt32 cxlQuantity() const noexcept
Total quantity cancelled for this order.
ThisType & setBrokenDateStartToNull() noexcept
ThisType & setOptionDeltaToNull() noexcept
OrderCancelReject535(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setCmtaGiveupCDToNull() noexcept
bool displayQty(UInt32 &value) const noexcept
Maximum number of shares or contracts within an order to be shown on the match engine at any given ti...
ThisType & setOrigSecondaryExecutionId(UInt64 value) noexcept
Unique identifier of the fill which is being corrected.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by the exchange; unique per day across all instrum...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
ThisType & setSecurityIdToNull() noexcept
ThisType & setFromSeqNo(UInt32 value) noexcept
Sequence number of the first business message requested.
ThisType & setMassActionReportId(UInt64 value) noexcept
Unique ID of Order Mass Action Report as assigned by CME.
IntegralConstant< UInt8, 1 > NoPtyUpd
NoPtyUpd.
static constexpr const Char * className()
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setOrdStatusReqIdToNull() noexcept
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
static constexpr OrdStatusRej ordStatus() noexcept
Identifies current status of order as rejected.
ThisType & setReservationPriceToNull() noexcept
UInt8 orderEventReason() const noexcept
Action that caused the event to occur.
ThisType & setOrigOrderUserToNull() noexcept
ThisType & setReservationPriceToNull() noexcept
SchemaTraits Schema
Used template schema.
ExecutionReportTradeAddendumOutright548(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
OrderMassStatusRequest530(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setDelayDurationToNull() noexcept
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setHmacSignature(StrRef value) noexcept
Contains the HMAC signature.
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
static constexpr const Char * className()
Entity class name.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Sequence506(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
const void * tail() const noexcept
#define ONIXS_ILINK3_DEFAULT
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
bool crossId(UInt64 &value) const noexcept
Identifier for a cross order.
SecurityDefinitionRequest560(const SbeMessage &message)
Creates an instance over the given SBE message.
OrderMassActionRequest529(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
bool legTradeRefId(UInt32 &value) const noexcept
Refers to the original LegTradeID of the leg trade being corrected.
ThisType & setCrossIdToNull() noexcept
ThisType & setHostCrossId(UInt64 value) noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
bool quoteEntryOpen(BooleanNULL::Enum &value) const noexcept
A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are b...
static constexpr const Char * className()
UInt32 sideTradeId() const noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setAvgPxIndicator(AvgPxInd::Enum value) noexcept
Indicates if the resulting trade is to be average priced or not.
ThisType & setExchangeQuoteReqIdToNull() noexcept
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setSourceRepoIdToNull() noexcept
IntegralConstant< Char, 0 > NullCharNULL
Null value for an optional CharNULL field.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setExecType(ExecTypTrdCxl::Enum value) noexcept
Describes the action that triggered this specific Execution Report and see the OrdStatus (39) tag for...
ThisType & setPriorityIndicator(UInt8 value) noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ExecutionReportStatus532(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setOrigSideTradeIdToNull() noexcept
ThisType & setErrorCodes(UInt16 value) noexcept
Error code for reject reason.
SideReq::Enum side() const noexcept
Side of order.
UInt16 quoteSetId() const noexcept
Unique id for the Quote Set.
ThisType & setSecurityReqId(UInt64 value) noexcept
Unique identifier for a security definition request.
SideReq::Enum side() const noexcept
Side of order.
ThisType & setClearingTradePriceType(SLEDS::Enum value) noexcept
Indicates whether spread differential trade is clearing at execution price (LastPx Tag 31) or alterna...
ThisType & setOrderQty(UInt32 value) noexcept
RFQ quantity.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setCustOrderHandlingInst(CustOrdHandlInst::Enum value) noexcept
Codes that apply special information that the Broker / Dealer needs to report, as specified by the cu...
ThisType & setSecretKeySecureIdExpiration(UInt16 value) noexcept
This indicates in how many days the HMAC secret key will expire.
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setSideTradeId(UInt32 value) noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
ThisType & setDelayDuration(UInt16 value) noexcept
Not being currently used.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setOrderEventTextToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setContraCalculatedCcyLastQtyToNull() noexcept
QuoteCancel528(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setSecurityIdToNull() noexcept
ThisType & setExecutionModeToNull() noexcept
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
bool contraCalculatedCcyLastQty(Decimal64NULL &value) const noexcept
Amount traded (in notional) in counter currency for the Spot with this counterparty.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setDelayDuration(UInt16 value) noexcept
Not being used currently.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
UInt8 orderEventReason() const noexcept
Action that caused the event to occur.
PartyDetails partyDetails(PartyDetails::Size length)
Setup repeating group with the given number of entries.
Number of regulatory publication rules in repeating group.
AffectedOrders affectedOrders() noexcept
Fills fills(Fills::Size length)
Setup repeating group with the given number of entries.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setBidPxToNull() noexcept
static constexpr ModifyStatus ordStatus() noexcept
Identifies current status of order. Constant value.
UInt16 quoteSetId() const noexcept
Unique id for the Quote Set.
ThisType & setText(StrRef value) noexcept
Reject reason details.
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
TrdRegPublications trdRegPublications(TrdRegPublications::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
SecurityDefinitionResponse561(const SbeMessage &message)
Creates an instance over the given SBE message.
QuoteEntries quoteEntries(QuoteEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
Legs legs() const noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
UInt32 fillQty() const noexcept
Quantity bought/sold for this fill reason.
QuoteEntries quoteEntries() const noexcept
ThisType & setReserved(StrRef value) noexcept
Reserved for future use.
PRICE9 price() const noexcept
Price per share or contract.
UInt32 lastQty() const noexcept
Quantity of shares bought/sold on this (last) fill.
ThisType & setRequestTimestamp(UInt64 value) noexcept
Matches Negotiate.RequestTimestamp.
EncodedLength calculateBinarySize() const noexcept
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
StrRef location() const noexcept
Text describing sender's location (i.e.
SchemaTraits Schema
Used template schema.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
#define ONIXS_ILINK3_LTWT_EXPORTED
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
EncodedLength calculateBinarySize() const noexcept
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
ThisType & setStartDate(Timestamp value) noexcept
Start date of a financing deal, i.e.
ThisType & setSecurityIdToNull() noexcept
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
ExecutionReportTradeSpread526 ThisType
This type alias.
ThisType & setIdMShortCode(UInt64 value) noexcept
Represents the Investment Decision Maker Short Code.
bool terminationType(StrRef &value) const noexcept
Represents the term code.
SchemaTraits Schema
Used template schema.
PartyDetailsDefinitionRequestAck519(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOfferPxToNull() noexcept
ThisType & setCrossTypeToNull() noexcept
ThisType & setStopPxToNull() noexcept
bool custOrderCapacity(CustOrderCapacity::Enum &value) const noexcept
Capacity of customer placing the order; Used by futures exchanges to indicate the CTICode (customer t...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool securityGroup(StrRef &value) const noexcept
Conditionally required if OrderStatusRequestType=?Product Group? (Tag 585=3).
OrderEventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setRefTagId(UInt16 value) noexcept
The tag number of the FIX/FIXP field being referenced which is invalid.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setBenchmarkPrice(PRICE9 value) noexcept
The price assigned to an eFIX matched trade which is determined by an automated set market mid-price ...
Fills fills(Fills::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setQuoteId(UInt32 value) noexcept
Unique identifier for mass quote populated by the client system.
AffectedOrdersEntry ThisType
This type alias.
OrdStatusTrdCxl::Enum ordStatus() const noexcept
Identifies status of order as trade cancellation or correction.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
UInt32 legTradeId() const noexcept
The TradeID value corresponding to a trade leg.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
static constexpr OrdStatusExp ordStatus() noexcept
Identifies status of order as eliminated. Constant value.
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
static constexpr ExecTypeCxl execType() noexcept
Describes the specific ExecutionRpt as cancelled; Constant value.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
bool lastUUId(UInt64 &value) const noexcept
Matches RetransmitRequest.LastUUID.
ThisType & setBrokenDateEnd(Timestamp value) noexcept
End date of a financing deal, i.e.
bool hostCrossId(UInt64 &value) const noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool brokenDateTermType(UInt8 &value) const noexcept
Defines how user defined tailor made repo contract is to be broken down into different broken dates...
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
OrderCancelReplaceReject536(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
bool reserved(StrRef &value) const noexcept
Reserved for future use.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
UInt32 orderEventQty() const noexcept
Refers to the specific fill quantity between this order and the opposite order.
Int32 securityId() const noexcept
Security ID as defined by CME.
UInt8 totalNumSecurities() const noexcept
Indicates total number of leg fills for the spread.
ThisType & setPartyDetailId(StrRef value) noexcept
The identification of the party.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setSecurityGroup(StrRef value) noexcept
Security Group Code.
ExecutionReportCancel534(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setTrdRegPublicationType(UInt8 value) noexcept
Specifies the type of regulatory trade publication.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the message was initially received manually (as opposed to electronically).
StrRef senderId() const noexcept
Operator ID.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setLegPriceToNull() noexcept
ThisType & setExpireDateToNull() noexcept
OrderStatus::Enum ordStatus() const noexcept
Identifies status of order.
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify an OrderMassActionRequest and echo the value on the corresponding Ord...
SecurityDefinitionRequest560 ThisType
This type alias.
StrRef senderId() const noexcept
Operator ID.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
bool exchangeQuoteReqId(StrRef &value) const noexcept
CME Globex generated QuoteID.
ThisType & setRequestTime(UInt64 value) noexcept
Information carried on a response to convey the time (UTC) when the request was received by the MSGW ...
UInt32 fillQty() const noexcept
Quantity bought/sold for this fill reason.
ExecutionReportCancel534(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
UInt64 securityReqId() const noexcept
Unique identifier for a security definition request.
FillsEntry ThisType
This type alias.
StrRef partyDetailId() const noexcept
The identification of the party.
StrRef senderId() const noexcept
Operator ID.
StrRef fillExecId() const noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
NegotiationResponse501 ThisType
This type alias.
RetransmitRequest508(const SbeMessage &message)
Creates an instance over the given SBE message.
SchemaTraits Schema
Used template schema.
ExecutionReportPendingCancel.
ThisType & setQuoteRejectReason(UInt16 value) noexcept
Contains reason (error code) the corresponding RequestForQuote message has been rejected.
Int32 securityId() const noexcept
Security ID as defined by CME.
const void * tail() const noexcept
ThisType & setBusinessRejectReason(UInt16 value) noexcept
Code to identify reason for a Business Message Reject message.
QuoteSets quoteSets() const noexcept
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ExecutionReportModify531(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setFillYieldType(UInt8 value) noexcept
Enumeration of the Fill Reason field using Integer.
Establish503(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
RelatedSymEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setMemo(StrRef value) noexcept
This general purpose text field could be mapped from iLink to Clearing STP for trades.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setEndDateToNull() noexcept
bool avgPxIndicator(AvgPxInd::Enum &value) const noexcept
Indicates if the resulting trade is to be average priced or not.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setShortSaleTypeToNull() noexcept
ThisType & setSelfMatchPreventionInstruction(SMPI::Enum value) noexcept
Used to act upon the outcome when a self-match is detected and an order is prevented from trading aga...
ThisType & setCustOrderCapacity(CustOrderCapacity::Enum value) noexcept
Capacity of customer placing the order.
ThisType & setRiskFreeRate(Decimal32NULL value) noexcept
Interest rate. Usually some form of short term rate.
bool underlyingSecurityId(Int32 &value) const noexcept
Underlying Security ID.
bool crossType(UInt8 &value) const noexcept
Type of cross being submitted to a market.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
bool faultToleranceIndicator(FTI::Enum &value) const noexcept
Indicates whether the connection is primary or backup.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setAvgPxIndicatorToNull() noexcept
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
bool delayDuration(UInt16 &value) const noexcept
Not being used currently.
bool price(PRICE9 &value) const noexcept
Price per share or contract.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number of this message.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
RelatedSymEntry ThisType
This type alias.
Number of fills which comprise fill quantity.
ThisType & setSecExecId(UInt64 value) noexcept
Unique identifier that allows linking between spread summary fill notice with leg fill notice and tra...
StrRef location() const noexcept
Text describing sender's location (i.e.
OrderCancelReplaceRequest515(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
QuoteCancel528(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ExecutionReportCancel534(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setContraGrossTradeAmtToNull() noexcept
ThisType & setSide(SideReq::Enum value) noexcept
Order side.
Int32 securityId() const noexcept
Security ID as defined by CME.
RetransmitReject510(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool legPrice(PRICE9 &value) const noexcept
Price for a futures leg of a covered.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setDelayDurationToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
EncodedLength calculateBinarySize() const noexcept
static constexpr const Char * className()
ThisType & setSide(SideReq::Enum value) noexcept
Order side.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for an optional UInt16 field.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setFillYieldType(UInt8 value) noexcept
Enumeration of the Fill Reason field using Integer.
ExecutionReportTradeSpreadLeg527(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSecurityGroup(StrRef value) noexcept
A specific moniker assigned to a group of related securities which may be concurrently affected by ma...
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
bool orderEventType(OrderEventType::Enum &value) const noexcept
The type of event affecting an order.
bool crossId(UInt64 &value) const noexcept
Identifier for a cross order.
bool quoteEntryOpen(BooleanNULL::Enum &value) const noexcept
A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are b...
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setSecExecId(UInt64 value) noexcept
Unique identifier that allows linking between spread summary fill notice with leg fill notice and tra...
bool tradeLinkId(UInt32 &value) const noexcept
Contains the workup ID; unique per instrument per day.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setFillYieldType(UInt8 value) noexcept
Enumeration of the Fill Reason field using Integer.
ThisType & setIdMShortCodeToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setOrdTypeToNull() noexcept
UInt32 seqNum() const noexcept
Sequence number of this message.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
bool grossTradeAmt(Decimal64NULL &value) const noexcept
Total amount traded (in notional) in base currency for the Spot.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setBrokenDateEndToNull() noexcept
ExecutionReportTradeAddendumSpreadLeg550(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
ThisType & setUnsolicitedCancelTypeToNull() noexcept
bool displayLimitPrice(PRICE9 &value) const noexcept
The price at which opposite side orders are listed on the market.
ThisType & setDelayDurationToNull() noexcept
ThisType & setDiscretionPriceToNull() noexcept
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
static constexpr const Char * className()
Entity class name.
RelatedSym relatedSym(RelatedSym::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
EncodedLength calculateBinarySize() const noexcept
bool text(StrRef &value) const noexcept
Reject reason details.
SbeGroup< OrderEventsEntry, GroupSize, MessageSize > OrderEvents
Repeating group containing OrderEventsEntry entries.
static constexpr CrossOrderType ordType() noexcept
Only limit order supported. Constant value.
OrderEvents orderEvents() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
BrokenDates brokenDates() const noexcept
SbeGroup< QuoteSetsEntry, GroupSize, MessageSize > QuoteSets
Repeating group containing QuoteSetsEntry entries.
ThisType & setCredentials(StrRef value)
Not used and will be set to 0.
ThisType & setCrossType(UInt8 value) noexcept
Type of cross being submitted to a market.
TrdRegPublications trdRegPublications(TrdRegPublications::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
StrRef location() const noexcept
Text describing sender's location (i.e.
bool settlDate(Timestamp &value) const noexcept
Specific date of trade settlement.
ThisType & setLegTradeRefId(UInt32 value) noexcept
Refers to the original LegTradeID of the leg trade being corrected.
ThisType & setPartyDetailId(StrRef value) noexcept
The identification of the party.
ThisType & setLastUUId(UInt64 value) noexcept
Matches RetransmitRequest.LastUUID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SchemaTraits Schema
Used template schema.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
static constexpr const Char * className()
ThisType & setOrderIdToNull() noexcept
static constexpr const Char * className()
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setQuoteReqIdToNull() noexcept
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setBusinessRejectRefIdToNull() noexcept
OrderStatusRequest533(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setQuoteStatus(QuoteAckStatus::Enum value) noexcept
Identifies the status of the quote acknowledgement.
bool leavesQty(UInt32 &value) const noexcept
Amount of shares open for further execution, or unexecuted.
Used to indicate the number of custom bespoke broken dates for user defined tailor made repo...
FillsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
RetransmitRequest508(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setPriceToNull() noexcept
ThisType & setQuoteEntryOpenToNull() noexcept
static constexpr const Char * className()
ThisType & setSideToNull() noexcept
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setOfferSizeToNull() noexcept
UInt16 msgCount() const noexcept
Count of business messages requested.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
CHAR requestingPartyRole() const noexcept
Identifies the type or role of the RequestingPartyID(1658) specified.
Establish503 ThisType
This type alias.
ThisType & setOptionDelta(Decimal32NULL value) noexcept
The rate of change in the price of a derivative with respect to the movement in the price of the unde...
UInt32 orderQty() const noexcept
Order quantity submitted by client.
bool hostCrossId(UInt64 &value) const noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
ThisType & setCustOrderCapacityToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number of this message.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
const void * tail() const noexcept
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
ThisType & setBrokenDateEndToNull() noexcept
Attributes of SBE message schema.
UInt8 trdRegPublicationType() const noexcept
Specifies the type of regulatory trade publication.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ThisType & setCancelTextToNull() noexcept
PartyDetailsEntry ThisType
This type alias.
bool maturityDate(Timestamp &value) const noexcept
Date of maturity.
ThisType & setSettlDate(Timestamp value) noexcept
Specific date of trade settlement.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
Number of legs (repeating groups).
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setFillQty(UInt32 value) noexcept
Quantity bought/sold for this fill reason.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
EstablishmentReject505(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setManagedOrderToNull() noexcept
const void * tail() const noexcept
static constexpr PartyIDSource partyDetailIdSource() noexcept
Used to identify source of PartyDetailID value.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr PartyIDSource partyDetailIdSource() noexcept
Used to identify source of PartyDetailID value.
UInt32 cumQty() const noexcept
Total quantity filled.
ThisType & setExecutor(UInt64 value) noexcept
Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be m...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setSplitMsgToNull() noexcept
SideReq::Enum side() const noexcept
Side of order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool delayDuration(UInt16 &value) const noexcept
Not being currently used.
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setTotNoQuoteEntries(UInt8 value) noexcept
Total number of quotes for the quote set across all messages.
ExecutionReportTradeOutright525(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setSelfMatchPreventionIdToNull() noexcept
ThisType & setOfferSize(UInt32 value) noexcept
Quantity of offer.
SchemaTraits Schema
Used template schema.
ThisType & setPriorityIndicatorToNull() noexcept
SchemaTraits Schema
Used template schema.
ThisType & setOrigSideTradeId(UInt32 value) noexcept
Refers back to the unique ID assigned to the corrected trade.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
const void * tail() const noexcept
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
UInt8 processedEntries() const noexcept
Number of quotes that have been accepted from the corresponding inbound message.
ThisType & setNextSeqNo(UInt32 value) noexcept
Next expected message sequence number.
PartyIDs partyIds() noexcept
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
SbeGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
Fills fills(Fills::Size length)
Setup repeating group with the given number of entries.
bool cancelText(StrRef &value) const noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
bool orderEventText(StrRef &value) const noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
const void * tail() const noexcept
static constexpr const Char * className()
Entity class name.
ThisType & setLiquidityFlagToNull() noexcept
ThisType & setManagedOrderToNull() noexcept
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by the exchange; unique per day across all instrum...
static constexpr StrRef fixType() noexcept
FIX message type.
UInt32 lastQty() const noexcept
Quantity of shares bought/sold on this (last) fill.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
IntegralConstant< Char, 'F'> ExecTypeTrade
Execution type for trade.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool selfMatchPreventionInstruction(SMPI::Enum &value) const noexcept
Used to act upon the outcome when a self-match is detected and an order is prevented from trading aga...
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
OrdStatusTrd::Enum ordStatus() const noexcept
Identifies status of order as partially filled or completely filled.
ThisType & setLegSecurityId(Int32 value) noexcept
Unique instrument ID for the leg.
OrderMassActionReport562(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setLeavesQtyToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setCustOrderHandlingInstToNull() noexcept
IntegralConstant< Char, '8'> ExecTypRej
Exec Type Reject.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
PartyIDs partyIds() const noexcept
ThisType & setTimeInForceToNull() noexcept
ThisType & setKeepAliveIntervalLapsed(KeepAliveLapsed::Enum value) noexcept
This indicates if the Sequence message being sent by CME is to warn that one keep alive interval has ...
ThisType & setShortSaleTypeToNull() noexcept
ThisType & setOrdType(OrderTypeReq::Enum value) noexcept
Order type.
ThisType & setShortSaleTypeToNull() noexcept
ThisType & setCrossType(UInt8 value) noexcept
Type of cross being submitted to a market.
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
bool execRestatementReason(ExecReason::Enum &value) const noexcept
Will be present when trade at fixing is assigned fixing price.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt32 orderEventExecId() const noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
BooleanFlag::Enum aggressorIndicator() const noexcept
Indicates if order was incoming or resting for the match event.
UInt64 secExecId() const noexcept
Unique identifier that allows linking between spread summary fill notice with leg fill notice and tra...
ThisType & setCalculatedCcyLastQty(Decimal64NULL value) noexcept
Total amount traded (in notional) in counter currency for the Spot leg.
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
ThisType & setLegOptionDelta(Decimal32NULL value) noexcept
Delta used to calculate the quantity of futures used to cover the option or option strategy...
OrderEvents orderEvents() noexcept
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the message was initially received manually (as opposed to electronically).
ThisType & setSecurityId(Int32 value) noexcept
Conditionally required if MassActionScope=?Instrument? (Tag 1374=1).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setReason(StrRef value) noexcept
Reject reason details.
TrdRegPublications trdRegPublications(TrdRegPublications::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
PartyDetails partyDetails(PartyDetails::Size length)
Setup repeating group with the given number of entries.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt32 sideTradeId() const noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
Fills fills(Fills::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
EncodedLength calculateBinarySize() const noexcept
ExecutionAck539(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setSplitMsgToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
OrderMassActionRequest529(const SbeMessage &message)
Creates an instance over the given SBE message.
bool maxNoOfSubstitutions(UInt8 &value) const noexcept
Max number of substitutions allowed.
ThisType & setDelayToTimeToNull() noexcept
OrderCancelReplaceRequest515(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
NotApplied513(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
NewOrderSingle514(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
IntegralConstant< Char, '6'> OrdStatusPendCxl
Pending Cancel Status.
bool secretKeySecureIdExpiration(UInt16 &value) const noexcept
This indicates in how many days the HMAC secret key will expire.
static constexpr const Char * className()
ThisType & setTotNoQuoteEntriesToNull() noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
static constexpr const Char * className()
static constexpr const Char * className()
PartyDetailsListRequest537(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
EncodedLength calculateBinarySize() const noexcept
ThisType & setCrossTypeToNull() noexcept
ThisType & setFillPx(PRICE9 value) noexcept
Price of this fill reason or allocation.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool manualOrderIndicator(ManualOrdInd::Enum &value) const noexcept
Indicates if order was sent manually or generated by automated trading logic.
bool memo(StrRef &value) const noexcept
This general purpose text field could be mapped from iLink to Clearing STP for trades.
ThisType & setLastFragment(BooleanFlag::Enum value) noexcept
Indicates whether the message is the last message in a sequence of messages to support fragmentation...
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
PartyDetails partyDetails() const noexcept
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setLiquidityFlagToNull() noexcept
RequestingPartyIDs requestingPartyIds() const noexcept
static constexpr OrdStatusCxrRej ordStatus() noexcept
Identifies status of modification reject; Constant value.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
bool faultToleranceIndicator(FTI::Enum &value) const noexcept
Indicates whether the connection is primary or backup.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
IntegralConstant< Char, 'C'> OrdStatusExp
Order Status Exp.
ThisType & setLegPrice(PRICE9 value) noexcept
Price for a futures leg of a covered.
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
ThisType & setSelfMatchPreventionId(UInt64 value) noexcept
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and...
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
PRICE9 fillPx() const noexcept
Price of this fill reason or allocation.
OrderCancelRequest516(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSplitMsgToNull() noexcept
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify an OrderMassActionRequest and echo the value on the corresponding Ord...
PRICE9 orderEventPx() const noexcept
Refers to the fill price; same as LastPx (Tag 31).
PartyDetailsDefinitionRequestAck519(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setMmProtectionReset(BooleanFlag::Enum value) noexcept
This tag is sent and set to '1' on the quote cancel acknowledgment which is sent after Market Maker p...
ThisType & setRequestingPartyIdSource(CHAR value) noexcept
Identifies the source of the RequestingPartyID(1658) value.
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
bool origSideTradeId(UInt32 &value) const noexcept
Refers back to the unique ID assigned to the original trade being corrected.
UInt64 quoteReqId() const noexcept
Unique identifier for quote request message.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
Int32 securityId() const noexcept
Security ID as defined by CME.
IntegralConstant< Char, 'U'> OrdStatusCxlRej
OrdStatusCxrRej.
UInt32 cumQty() const noexcept
Total quantity filled.
static constexpr const Char * className()
ThisType & setBrokenDateStart(Timestamp value) noexcept
Start date of a financing deal, i.e.
LegsEntry ThisType
This type alias.
Establish503(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
SchemaTraits Schema
Used template schema.
EncodedLength calculateBinarySize() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setHostCrossId(UInt64 value) noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
static constexpr const Char * className()
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool cancelText(StrRef &value) const noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOriginalOrderEventExecId(UInt32 value) noexcept
Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted...
EncodedLength calculateBinarySize() const noexcept
UInt32 fillQty() const noexcept
Quantity bought/sold for this fill reason.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr SecurityReqType securityReqType() noexcept
Type of Security Definition Request. Constant value.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
UInt32 fillQty() const noexcept
Quantity bought/sold for this fill reason.
EncodedLength calculateBinarySize() const noexcept
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
UInt16 businessRejectReason() const noexcept
Code to identify reason for a Business Message Reject message.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setOrderEventReason(UInt8 value) noexcept
Action that caused the event to occur.
PartyDetails partyDetails() const noexcept
ThisType & setStopPx(PRICE9 value) noexcept
The stop price of a stop protect or stop limit order.
ThisType & setCalculatedCcyLastQtyToNull() noexcept
bool bidPx(PRICE9 &value) const noexcept
Bid price/rate.
ThisType & setOrderEventReason(UInt8 value) noexcept
Action that caused the event to occur.
Number of legs (repeating groups).
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setExecAckStatus(ExecAckStatus::Enum value) noexcept
Indicates the status of the execution acknowledgement.
StrRef fillExecId() const noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
Used to indicate the number of custom bespoke broken dates for user defined tailor made repo...
UInt64 secExecId() const noexcept
The binary trade number (Tag 1797) being accepted or rejected from the original fill.
EncodedLength calculateBinarySize() const noexcept
ThisType & setClearingTradePriceType(SLEDS::Enum value) noexcept
Indicates to recipient whether trade is clearing at execution prices LastPx (tag 31) or alternate cle...
AffectedOrders affectedOrders() const noexcept
bool partyDetailsListReqId(UInt64 &value) const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
QuoteSets quoteSets(QuoteSets::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
UInt64 transactTime() const noexcept
Time the transaction represented by this OrderCancelReplaceReject (35=9) occurred.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setOrigOrderUser(StrRef value) noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & setOrderEventQty(UInt32 value) noexcept
Refers to the specific fill quantity between this order and the opposite order.
SchemaTraits Schema
Used template schema.
EncodedLength calculateBinarySize() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
ExecutionReportStatus532(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setOrdTypeToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
BooleanFlag::Enum mmProtectionReset() const noexcept
This tag is sent and set to '1' on the quote cancel acknowledgment which is sent after Market Maker p...
ThisType & setLiquidityFlagToNull() noexcept
SideReq::Enum side() const noexcept
Side of order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
EstablishmentAck504(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
ExecutionReportNew522(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setAvgPxIndicator(AvgPxInd::Enum value) noexcept
Average pricing indicator.
ThisType & setUuId(UInt64 value) noexcept
Session Identifier defined as type long (uInt64); recommended to use timestamp as number of microseco...
UInt8 orderEventReason() const noexcept
Action that caused the event to occur.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
SchemaTraits Schema
Used template schema.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
const void * tail() const noexcept
ThisType & setReservationPrice(PRICE9 value) noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
bool executor(UInt64 &value) const noexcept
Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be m...
ThisType & setUnderlyingSecurityIdToNull() noexcept
ThisType & setRequestTimestamp(UInt64 value) noexcept
Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
OrderCancelReplaceReject.
Int32 securityId() const noexcept
Security ID as defined by CME.
UInt16 keepAliveInterval() const noexcept
The longest time in milliseconds the customer or CME could remain silent before sending a keep alive ...
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
OrderEvents orderEvents(OrderEvents::Size length)
Setup repeating group with the given number of entries.
SbeGroup< OrderEventsEntry, GroupSize, MessageSize > OrderEvents
Repeating group containing OrderEventsEntry entries.
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
EncodedLength calculateBinarySize() const noexcept
ThisType & setTimeInForceToNull() noexcept
ThisType & setPartyDetailsListReportId(UInt64 value) noexcept
Refers to the unique identifier of the PartyDetailsListRequest(35=CF) message used to request this Pa...
OrderCancelReplaceRequest515(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool maxNoOfSubstitutions(UInt8 &value) const noexcept
Max number of substitutions allowed.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool origSecondaryExecutionId(UInt64 &value) const noexcept
Unique identifier of the fill which is being corrected.
UInt32 orderEventExecId() const noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
NotApplied513(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setOrderEventType(TradeAddendum::Enum value) noexcept
The type of event affecting an order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setFillYieldType(UInt8 value) noexcept
Enumeration of the Fill Reason field using Integer.
ThisType & setOrigSideTradeIdToNull() noexcept
bool expirationCycle(ExpCycle::Enum &value) const noexcept
For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (ta...
ThisType & setLiquidityFlagToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setPriorityIndicator(UInt8 value) noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ThisType & setText(StrRef value) noexcept
Reject reason details.
bool crossId(UInt64 &value) const noexcept
Identifier for a cross order.
Entries::Size Size
Number of entries in the group.
ThisType & setSplitMsgToNull() noexcept
TrdRegPublications trdRegPublications(TrdRegPublications::Size length)
Setup repeating group with the given number of entries.
OrderCancelReplaceRequest515(const SbeMessage &message)
Creates an instance over the given SBE message.
bool clearingTradePriceType(SLEDS::Enum &value) const noexcept
Indicates whether spread differential trade is clearing at execution price (LastPx Tag 31) or alterna...
ThisType & setRequestTimestamp(UInt64 value) noexcept
Matches Negotiate.RequestTimestamp.
ThisType & setOriginalOrderEventExecId(UInt32 value) noexcept
Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted...
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setNextSeqNo(UInt32 value) noexcept
Next expected message sequence number.
static constexpr CxrRejRsp cxlRejResponseTo() noexcept
Identifies the type of request that a Cancel Reject is in response to; Constant value.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setSideTradeId(UInt32 value) noexcept
The unique ID assigned to the trade once it is received or matched by the exchange or subsequently co...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ExecutionReportCancel534(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMaxNoOfSubstitutionsToNull() noexcept
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
LegsEntry ThisType
This type alias.
ThisType & setOrigOrderUser(StrRef value) noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
UInt64 uuId() const noexcept
Matches Negotiate.UUID.
ThisType & setSplitMsgToNull() noexcept
Total number of order identifiers affected by the OrderMass Action Request.
SideReq::Enum side() const noexcept
Order side.
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt32 fillQty() const noexcept
Quantity bought/sold for this fill reason.
ThisType & setRequestTimestamp(UInt64 value) noexcept
Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
RelatedSym relatedSym() const noexcept
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
Null values definition for optional Decimal64NULL field.
ThisType & setDisplayQtyToNull() noexcept
MassQuote517(const SbeMessage &message)
Creates an instance over the given SBE message.
NewOrderCross544 ThisType
This type alias.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
bool legRatioQty(UInt8 &value) const noexcept
Specifies ratio for the instrument defined in this repeating group.
static constexpr StrRef fixType() noexcept
FIX message type.
Sequence506(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
UInt32 quoteId() const noexcept
Unique identifier for quote cancel message.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
SchemaTraits Schema
Used template schema.
ThisType & setOrderEventQty(UInt32 value) noexcept
Refers to the specific fill quantity between this order and the opposite order.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setHostCrossIdToNull() noexcept
bool unsolicitedCancelType(CharNULL &value) const noexcept
Type of quote cancel generated by CME – returned only for unsolicited quote cancels.
ThisType & setExecutionModeToNull() noexcept
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setIdMShortCodeToNull() noexcept
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
PRICE9 orderEventPx() const noexcept
Refers to the fill price; same as LastPx (Tag 31).
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
QuoteEntries quoteEntries(QuoteEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setOrigSideTradeId(UInt32 value) noexcept
Refers back to the unique ID assigned to the original trade being corrected.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
const void * tail() const noexcept
Int32 legSecurityId() const noexcept
Unique instrument ID for the leg.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
static constexpr CrossType crossType() noexcept
Constant.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ExecutionReportCancel534 ThisType
This type alias.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setSplitMsgToNull() noexcept
Sides sides() const noexcept
ThisType & setOrdRejReason(UInt16 value) noexcept
Code to identify reason for order rejection.
ThisType & setCalculatedCcyLastQty(Decimal64NULL value) noexcept
Total amount traded (in notional) in counter currency for the Spot leg.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setSession(StrRef value) noexcept
Session ID.
ThisType & setSecurityIdToNull() noexcept
const void * tail() const noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
EncodedLength calculateBinarySize() const noexcept
const void * tail() const noexcept
PartyDetailsDefinitionRequest518(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool priorityIndicator(UInt8 &value) const noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
BusinessReject521(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setKeepAliveInterval(UInt16 value) noexcept
The longest time in milliseconds the customer or CME could remain silent before sending a keep alive ...
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
EncodedLength calculateBinarySize() const noexcept
bool orderQty(UInt32 &value) const noexcept
RFQ quantity.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ExecutionReportElimination524(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
ExecutionReportPendingReplace565(const SbeMessage &message)
Creates an instance over the given SBE message.
bool orderEventType(OrderEventType::Enum &value) const noexcept
The type of event affecting an order.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
PRICE9 price() const noexcept
Price per share or contract.
OrderEventsEntry ThisType
This type alias.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
SbeGroup< TrdRegPublicationsEntry, GroupSize, MessageSize > TrdRegPublications
Repeating group containing TrdRegPublicationsEntry entries.
ExecutionReportElimination524(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setMmProtectionReset(BooleanFlag::Enum value) noexcept
When market maker protection is triggered CME will not accept any new quotes from the market maker fo...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
QuoteSetsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SbeGroup< PartyIDsEntry, GroupSize, MessageSize > PartyIDs
Repeating group containing PartyIDsEntry entries.
UInt32 seqNum() const noexcept
Sequence number of this message.
ThisType & setFaultToleranceIndicator(FTI::Enum value) noexcept
Indicates whether the connection is primary or backup.
ThisType & setOrdStatusReqTypeToNull() noexcept
static constexpr const Char * className()
bool originalOrderEventExecId(UInt32 &value) const noexcept
Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted...
ThisType & setSideTimeInForce(SideTimeInForce::Enum value) noexcept
Indicates how long the order as specified in the side stays in effect.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
OrderCancelRequest516(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number of this message.
UInt64 requestTimestamp() const noexcept
Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1...
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled.
bool crossType(UInt8 &value) const noexcept
Type of cross being submitted to a market.
ThisType & setLeavesQty(UInt32 value) noexcept
Quantity open for further execution.
ThisType & setSecurityIdToNull() noexcept
bool reason(StrRef &value) const noexcept
Reject reason details.
ThisType & setReasonToNull() noexcept
Specifies the number of repeating symbols specified.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
ThisType & setExecutor(UInt64 value) noexcept
Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be m...
static constexpr NoPtyUpd partyUpdates() noexcept
Number of party updates. Constant value of 1.
ThisType & setUnderlyingSecurityId(Int32 value) noexcept
Underlying Security ID.
ThisType & setDelayToTimeToNull() noexcept
SbeGroup< FillsEntry, GroupSize, MessageSize > Fills
Repeating group containing FillsEntry entries.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setShortSaleTypeToNull() noexcept
ThisType & setContraGrossTradeAmtToNull() noexcept
bool refTagId(UInt16 &value) const noexcept
The tag number of the FIX/FIXP field being referenced which is invalid.
ThisType & setExecutionModeToNull() noexcept
UInt32 seqNum() const noexcept
Sequence number of this message.
RequestForQuoteAck546(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool cancelledSymbol(StrRef &value) const noexcept
Instrument Group cancelled for a Quote Cancel acknowledgement.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr MassAction massActionType() noexcept
Specifies the type of action requested; Constant value.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
MassQuoteAck545 ThisType
This type alias.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setDelayDuration(UInt16 value) noexcept
Not being currently used.
UInt64 uuId() const noexcept
Matches Establish.UUID.
UInt16 quoteSetId() const noexcept
Unique id for the Quote Set.
UInt64 quoteReqId() const noexcept
Unique identifier for quote request message.
ExecutionReportTradeSpread526(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
RetransmitReject510(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
PartyDetailsListReport538(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
SideReq::Enum side() const noexcept
Order side.
UInt64 previousUUId() const noexcept
Refers to the UUID sent in the previous message before this one from CME.
UInt8 quoteEntryRejectReason() const noexcept
Reason (error code) quote has been rejected.
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
EncodedLength calculateBinarySize() const noexcept
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
SchemaTraits Schema
Used template schema.
Specifies the number of fill reasons included in this Execution Report.
UInt32 orderEventQty() const noexcept
Refers to the specific fill quantity between this order and the opposite order.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ExecutionReportModify531 ThisType
This type alias.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
EncodedLength calculateBinarySize() const noexcept
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool endDate(Timestamp &value) const noexcept
End date of a financing deal, i.e.
SecurityDefinitionRequest560(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool quoteEntryOpen(BooleanNULL::Enum &value) const noexcept
A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are b...
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
const void * tail() const noexcept
bool ordStatusReqId(UInt64 &value) const noexcept
Used to uniquely identify a specific Order Status Request message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setFillPx(PRICE9 value) noexcept
Price of this fill reason or allocation.
ThisType & setRequestTime(UInt64 value) noexcept
Information carried on a response to convey the time (UTC) when the request was received by the MSGW ...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
UInt32 orderEventExecId() const noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setPriorityIndicator(UInt8 value) noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
static constexpr StrRef fixType() noexcept
FIX message type.
MassQuoteAck545(const SbeMessage &message)
Creates an instance over the given SBE message.
PRICE9 lastPx() const noexcept
Price of this (last) fill.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
#define ONIXS_ILINK3_MESSAGING_NAMESPACE_END
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
Fills fills(Fills::Size length)
Setup repeating group with the given number of entries.
TrdRegPublicationsEntry ThisType
This type alias.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef location() const noexcept
Text describing sender's location (i.e.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
MassActionScope::Enum massActionScope() const noexcept
Specifies the scope of the action.
ExecutionReportTradeAddendumSpreadLeg.
UInt64 orderId() const noexcept
Unique Order ID.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setSecurityResponseId(UInt64 value) noexcept
Unique ID of a SecurityDefinition message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
static constexpr const Char * className()
Entity class name.
StrRef location() const noexcept
Text describing sender's location (i.e.
ListUpdAct::Enum listUpdateAction() const noexcept
Indicates if all of the information sent in this message with a unique new PartyDetailsListRequestID ...
FillsEntry ThisType
This type alias.
static constexpr ExecTypeExp execType() noexcept
Describes the specific ExecutionRpt while OrdStatus (39) will always identify the current order statu...
ExecutionReportReject523(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setOrderEventTextToNull() noexcept
ExecTypTrdCxl::Enum execType() const noexcept
Describes the action that triggered this specific Execution Report and see the OrdStatus (39) tag for...
const void * tail() const noexcept
OrdStatusTrd::Enum ordStatus() const noexcept
Identifies status of order as partially filled or completely filled.
UInt32 fromSeqNo() const noexcept
Matches RetransmitRequest.FromSeqNo.
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
Fills fills(Fills::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this OrderCancelReject (35=9) occurred.
ThisType & setLegSide(SideReq::Enum value) noexcept
For Covereds, must be present for option repeating group and must = 1 (buy).
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
bool text(StrRef &value) const noexcept
Reject reason details; Will be used only for descriptive rejects.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setLiquidityFlagToNull() noexcept
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
StrRef senderId() const noexcept
Operator ID.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr const Char * className()
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
UInt32 leavesQty() const noexcept
Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14); Only present for outrig...
SchemaTraits Schema
Used template schema.
ThisType & setDisplayQtyToNull() noexcept
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setManualOrderIndicatorToNull() noexcept
OrderCancelReject535(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setTradeDateToNull() noexcept
const void * tail() const noexcept
ThisType & setDiscretionPriceToNull() noexcept
ThisType & setOrdTypeToNull() noexcept
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
StrRef firm() const noexcept
Firm ID.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setFaultToleranceIndicator(FTI::Enum value) noexcept
Indicates whether the connection is primary or backup.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by the exchange and is unique per day across all i...
FillsEntry ThisType
This type alias.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
ThisType & setHostCrossId(UInt64 value) noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setCrossIdToNull() noexcept
SidesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UInt32 orderEventQty() const noexcept
Refers to the specific fill quantity between this order and the opposite order.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message used to create the PartyDet...
EncodedLength calculateBinarySize() const noexcept
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
IntegralConstant< Char, 'C'> PartyIDSource
PartyIDSource.
bool text(StrRef &value) const noexcept
Reject reason details.
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
OrderMassStatusRequest530(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
UInt32 cumQty() const noexcept
Total quantity filled.
EncodedLength calculateBinarySize() const noexcept
ThisType & setCrossType(UInt8 value) noexcept
Type of cross being submitted to a market.
ThisType & setManagedOrderToNull() noexcept
ThisType & setIdMShortCode(UInt64 value) noexcept
Represents the Investment Decision Maker Short Code.
ThisType & setCustOrderCapacityToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr const Char * className()
StrRef senderId() const noexcept
Operator ID.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
EstablishmentReject505(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMemoToNull() noexcept
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & setLiquidityFlagToNull() noexcept
SideReq::Enum legSide() const noexcept
The side of the leg for this repeating group.
ThisType & setLegRatioQty(UInt8 value) noexcept
Specifies ratio for the instrument defined in this repeating group.
ThisType & setExecType(ExecTypTrdCxl::Enum value) noexcept
Describes the specific ExecutionRpt as trade cancellation or correction.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setDiscretionPriceToNull() noexcept
ThisType & setGrossTradeAmtToNull() noexcept
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by the exchange.
MassStatusReqTyp::Enum massStatusReqType() const noexcept
Specifies the scope of the OrderMassStatusRequest within the context of working orders only...
RetransmitRequest508(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMinQtyToNull() noexcept
bool securityId(Int32 &value) const noexcept
Conditionally present if MassActionScope=Instrument (Tag 1374=1).
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
ThisType & setRequestTimestamp(UInt64 value) noexcept
Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1...
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ExecutionReportElimination524(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SideReq::Enum side() const noexcept
Order side.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setSelfMatchPreventionId(UInt64 value) noexcept
Used by the Falcon engine to prevent orders from the same firm matching with each other...
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setBidSizeToNull() noexcept
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ExecutionReportTradeAddendumSpread549(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setQuoteTypeToNull() noexcept
ThisType & setLiquidityFlagToNull() noexcept
ExecutionReportTradeOutright525 ThisType
This type alias.
UInt16 errorCodes() const noexcept
Error code for reject reason.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
SchemaTraits Schema
Used template schema.
UInt8 trdRegPublicationType() const noexcept
Specifies the type of regulatory trade publication.
ThisType & setContraGrossTradeAmt(Decimal64NULL value) noexcept
Amount traded (in notional) in base currency for the Spot with this counterparty. ...
bool custOrderCapacity(CustOrderCapacity::Enum &value) const noexcept
Capacity of customer placing the order.
const void * tail() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
OrderEvents orderEvents() noexcept
ThisType & setOrderEventText(StrRef value) noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
OrderEventsEntry ThisType
This type alias.
ThisType & setBrokenDateTermType(UInt8 value) noexcept
Defines how user defined tailor made repo contract is to be broken down into different broken dates...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SideReq::Enum side() const noexcept
Side of order.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setFinancialInstrumentFullNameToNull() noexcept
TrdRegPublicationsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef location() const noexcept
Text describing sender's location (i.e.
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setSettlDateToNull() noexcept
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ExecutionReportPendingReplace565(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef senderId() const noexcept
Operator ID.
Establish503(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
StrRef hmacSignature() const noexcept
Contains the HMAC signature.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setHostCrossId(UInt64 value) noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
OrderEvents orderEvents(OrderEvents::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setRefSeqNum(UInt32 value) noexcept
Tag 9726 - SeqNum of the rejected message.
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
bool reservationPrice(PRICE9 &value) const noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setOfferSize(UInt32 value) noexcept
Should be conditionally populated and set to zero only for 298=100 (cancel for quote set) to cancel a...
ThisType & setShortSaleTypeToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
RequestForQuoteAck546(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
StrRef tradingSystemName() const noexcept
Provides the name of the application system being used to generate FIX application messages...
ThisType & setDelayDurationToNull() noexcept
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setTransactTime(UInt64 value) noexcept
Time of execution/order creation; expressed in UTC.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSide(SideReq::Enum value) noexcept
Order side.
StrRef tradingSystemVersion() const noexcept
Provides the version of the application system being used to initiate FIX application messages...
bool custOrderHandlingInst(CustOrdHandlInst::Enum &value) const noexcept
Codes that apply special information that the Broker / Dealer needs to report, as specified by the cu...
Fills fills(Fills::Size length)
Setup repeating group with the given number of entries.
UInt8 fillYieldType() const noexcept
Enumeration of the Fill Reason field using Integer.
ThisType & setLiquidityFlagToNull() noexcept
UInt32 quoteId() const noexcept
Unique identifier for mass quote populated by the client system.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
FillsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 orderEventExecId() const noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
SchemaTraits Schema
Used template schema.
UInt32 orderEventQty() const noexcept
Refers to the specific fill quantity between this order and the opposite order.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setTradeDateToNull() noexcept
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setStopPxToNull() noexcept
UInt32 cumQty() const noexcept
Total quantity filled.
ExecutionReportStatus532(const SbeMessage &message)
Creates an instance over the given SBE message.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
Terminate507 ThisType
This type alias.
ThisType & setSide(SideReq::Enum value) noexcept
Order side.
ThisType & setAvgPxGroupIdToNull() noexcept
bool crossId(UInt64 &value) const noexcept
Identifier for a cross order.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Number of Leg executions; Will currently be set to 0 and in future will contain the leg fills for the...
ThisType & setQuoteEntryId(UInt32 value) noexcept
Unique identifier for a quote.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by the exchange; unique per day across all instrum...
PartyDetailsDefinitionRequest518(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SchemaTraits Schema
Used template schema.
BrokenDates brokenDates() noexcept
ThisType & setUnderlyingPx(PRICE9 value) noexcept
Underlying price associated with a derivative instrument.
SchemaTraits Schema
Used template schema.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
StrRef senderId() const noexcept
Operator ID.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setLiquidityFlagToNull() noexcept
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
static constexpr const Char * className()
Entity class name.
ThisType & setQuoteType(QuoteTyp::Enum value) noexcept
Type of quote requested.
Up to 26 legs (i.e., repeating groups) supported for UDS for options.
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
NewOrderCross544(const SbeMessage &message)
Creates an instance over the given SBE message.
bool legRatioQty(UInt8 &value) const noexcept
Specifies ratio for the instrument defined in this repeating group.
EncodedLength calculateBinarySize() const noexcept
NegotiationReject502(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setSecurityGroupToNull() noexcept
ThisType & setSideTradeId(UInt32 value) noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
IntegralConstant< Char, 'U'> OrdStatusCxrRej
OrdStatusCxrRej.
static constexpr StrRef fixType() noexcept
FIX message type.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
RetransmitRequest508 ThisType
This type alias.
ThisType & setDelayToTimeToNull() noexcept
Legs legs() const noexcept
const void * tail() const noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
PRICE9 fillPx() const noexcept
Price of this fill reason or allocation.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
NegotiationReject502(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setReason(StrRef value) noexcept
Reject reason details.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
UInt16 MessageSize
Message length type.
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
Negotiate500 ThisType
This type alias.
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
UInt8 partyDetailDefinitionStatus() const noexcept
Status of party detail definition for one party.
Int32 securityId() const noexcept
Security ID as defined by CME.
bool senderId(StrRef &value) const noexcept
Operator ID.
RequestForQuote543(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
StrRef tradingSystemVendor() const noexcept
Provides the vendor of the application system.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
OrderCancelReplaceReject536(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
UInt64 secExecId() const noexcept
Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade ca...
ThisType & setLegLastQty(UInt32 value) noexcept
Fill quantity for the leg instrument.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setCurrencyToNull() noexcept
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
PartyDetailsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setExecRestatementReasonToNull() noexcept
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
bool origOrderUser(StrRef &value) const noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setDisplayQtyToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
EncodedLength calculateBinarySize() const noexcept
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setLegSide(SideReq::Enum value) noexcept
The side of this individual leg of a multileg security.
ThisType & setTimeInForceToNull() noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
StrRef senderId() const noexcept
Operator ID.
ThisType & setUnderlyingPxToNull() noexcept
Null values definition for optional PRICE9 field.
ThisType & setMinQtyToNull() noexcept
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
SchemaTraits Schema
Used template schema.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setOrderEventPx(PRICE9 value) noexcept
Refers to the fill price; same as LastPx (Tag 31).
ThisType & setTradingSystemVendor(StrRef value) noexcept
Provides the vendor of the application system.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setUuId(UInt64 value) noexcept
Matches RetransmitRequest.UUID.
UInt32 previousSeqNo() const noexcept
Refers to the SeqNum sent in the previous message before this one from CME.
TrdRegPublications trdRegPublications(TrdRegPublications::Size length)
Setup repeating group with the given number of entries.
ThisType & setOrderEventQty(UInt32 value) noexcept
Refers to the specific fill quantity between this order and the opposite order.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
static constexpr const Char * className()
Entity class name.
SbeGroup< SidesEntry, GroupSize, MessageSize > Sides
Repeating group containing SidesEntry entries.
bool avgPxGroupId(StrRef &value) const noexcept
Used by submitting firm to group trades being allocated into an average price group.
UInt64 requestTime() const noexcept
Information carried on a response to convey the time (UTC) when the request was received by the MSGW ...
ThisType & setOrigSecondaryExecutionIdToNull() noexcept
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
NegotiationResponse501(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
CHAR partyIdSource() const noexcept
Required if NoPartyIDs(453) > 0.
ThisType & setShortSaleTypeToNull() noexcept
Sequence506(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTotNoQuoteEntries(UInt8 value) noexcept
Total number of quotes for the quote set across all messages.
bool origOrderUser(StrRef &value) const noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & setHostCrossIdToNull() noexcept
ThisType & setPriorityIndicator(UInt8 value) noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Specifies the number of fill reasons included in this Execution Report.
RequestingPartyIDsEntry ThisType
This type alias.
ThisType & setDelayDurationToNull() noexcept
UInt64 requestTimestamp() const noexcept
Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1...
bool origOrderUser(StrRef &value) const noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & setExpireDateToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr const Char * className()
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setQuoteSetId(UInt16 value) noexcept
Unique id for the Quote Set.
bool minQty(UInt32 &value) const noexcept
Minimum quantity of an order to be executed.
ThisType & setPartyIdSource(CHAR value) noexcept
Required if NoPartyIDs(453) > 0.
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool legExecRefId(UInt64 &value) const noexcept
The original ExecID(17) value corresponding to trade leg which is being corrected.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
PartyDetailsEntry ThisType
This type alias.
StrRef credentials() const noexcept
Not used and will be set to 0.
ThisType & setDisplayQtyToNull() noexcept
OrderEvents orderEvents() const noexcept
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
ThisType & setDelayDuration(UInt16 value) noexcept
Not being currently used.
bool maturityDate(Timestamp &value) const noexcept
Date of maturity.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
RequestingPartyIDs requestingPartyIds() noexcept
SchemaTraits Schema
Used template schema.
EncodedLength calculateBinarySize() const noexcept
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
QuoteEntries quoteEntries(QuoteEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setBrokenDateTermTypeToNull() noexcept
SchemaTraits Schema
Used template schema.
ThisType & setLiquidityFlagToNull() noexcept
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
QuoteCancelAck563(const SbeMessage &message)
Creates an instance over the given SBE message.
NegotiationResponse501(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setReservationPriceToNull() noexcept
ThisType & setDiscretionPriceToNull() noexcept
ThisType & setSecurityTypeToNull() noexcept
SchemaTraits Schema
Used template schema.
QuoteSets quoteSets(QuoteSets::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setSide(SideReq::Enum value) noexcept
Side of order.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setFillExecId(StrRef value) noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
ThisType & setOrderEventTextToNull() noexcept
ThisType & setExecRestatementReasonToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
ThisType & setSplitMsgToNull() noexcept
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
UInt32 sideTradeId() const noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
PartyIDsEntry ThisType
This type alias.
RetransmitReject510 ThisType
This type alias.
OrderCancelReject535 ThisType
This type alias.
OrderEvents orderEvents() const noexcept
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setGrossTradeAmt(Decimal64NULL value) noexcept
Total amount traded (in notional) in base currency for the Spot leg.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
UInt16 quoteSetId() const noexcept
Should be conditionally populated only for 298=100 (cancel for quote set).
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ExecutionAck539(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr StrRef fixType() noexcept
FIX message type.
bool reservationPrice(PRICE9 &value) const noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
ThisType & setSymbol(StrRef value) noexcept
Instrument Short Name for TM Repo.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setMassCancelRequestTypeToNull() noexcept
PartyDetailsDefinitionRequest518 ThisType
This type alias.
EncodedLength calculateBinarySize() const noexcept
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
MassQuote517(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setMaturityDateToNull() noexcept
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setLegRatioQtyToNull() noexcept
ThisType & setSourceRepoIdToNull() noexcept
static constexpr const Char * className()
Entity class name.
const void * tail() const noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
StrRef senderId() const noexcept
Operator ID.
NewOrderCross544(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setPriorityIndicatorToNull() noexcept
bool calculatedCcyLastQty(Decimal64NULL &value) const noexcept
Total amount traded (in notional) in counter currency for the Spot leg.
SbeGroup< PartyDetailsEntry, GroupSize, MessageSize > PartyDetails
Repeating group containing PartyDetailsEntry entries.
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
Retransmission509 ThisType
This type alias.
ThisType & setShortSaleTypeToNull() noexcept
PartyDetailsListRequest537(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setReasonToNull() noexcept
UInt8 fillYieldType() const noexcept
Enumeration of the Fill Reason field using Integer.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setTimeInForce(MassCancelTIF::Enum value) noexcept
If provided then only orders with this qualifier will be cancelled.
ThisType & setFillExecId(StrRef value) noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
ThisType & setLegLastPx(PRICE9 value) noexcept
Execution price assigned to a leg of a multileg instrument.
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
MassQuoteAck545(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool crossType(UInt8 &value) const noexcept
Type of cross being submitted to a market.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
PartyDetailsDefinitionRequest518(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setMemo(StrRef value) noexcept
This general purpose text field could be mapped from iLink to Clearing STP for trades.
static constexpr const Char * className()
Entity class name.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
SchemaTraits Schema
Used template schema.
ThisType & setMsgCount(UInt16 value) noexcept
Matches RetransmitRequest.MsgCount.
QuoteEntry ThisType
This type alias.
PartyDetails partyDetails() noexcept
Legs legs() const noexcept
ThisType & setSourceRepoId(Int32 value) noexcept
Represents the source repo instrument on which the new tailor made repo should be modeled on...
ThisType & setTimeInForceToNull() noexcept
ThisType & setOrdTypeToNull() noexcept
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
ThisType & setTimeInForceToNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setSideTradeId(UInt32 value) noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
SchemaTraits Schema
Used template schema.
ExecutionReportTradeAddendumSpreadLeg550(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
OrderMassActionReport562(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ExecutionReportTradeSpread526(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
UInt32 totalAffectedOrders() const noexcept
Total number of orders affected by the Order Mass Action Request.
ThisType & setFaultToleranceIndicatorToNull() noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setPriorityIndicator(UInt8 value) noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setPartyDetailId(StrRef value) noexcept
The identification of the party.
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
PartyDetails partyDetails(PartyDetails::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
SideTimeInForce::Enum sideTimeInForce() const noexcept
Indicates how long the order as specified in the side stays in effect.
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
RequestingPartyIDs requestingPartyIds(RequestingPartyIDs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setOrdStatus(OrdStatusTrd::Enum value) noexcept
Identifies status of order as partially filled or completely filled.
ThisType & setKeepAliveInterval(UInt16 value) noexcept
The longest time in milliseconds the customer or CME could remain silent before sending a keep alive ...
static constexpr const Char * className()
Entity class name.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
ExecutionReportReject523(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderEventText(StrRef value) noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
OrderEvents orderEvents(OrderEvents::Size length)
Setup repeating group with the given number of entries.
OrderEvents orderEvents(OrderEvents::Size length)
Setup repeating group with the given number of entries.
LocalMktDate timestampToLocalMktDate(const Timestamp ×tamp) noexcept
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSecurityGroupToNull() noexcept
bool securityType(StrRef &value) const noexcept
Indicates type of security.
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
static constexpr const Char * className()
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the message was initially received manually (as opposed to electronically).
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
ThisType & setOrderEventExecId(UInt32 value) noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
ThisType & setReservationPriceToNull() noexcept
QuoteCancel528(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
StrRef accessKeyId() const noexcept
Contains the AccessKeyID assigned to this session on this port.
SchemaTraits Schema
Used template schema.
ThisType & setText(StrRef value) noexcept
Reject reason details; Will be used only for descriptive rejects.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setOrderEventTextToNull() noexcept
OrderEvents orderEvents(OrderEvents::Size length)
Setup repeating group with the given number of entries.
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool settlDate(Timestamp &value) const noexcept
Specific date of trade settlement.
QuoteEntry ThisType
This type alias.
Retransmission509(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setCustOrderHandlingInstToNull() noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
OrderTypeReq::Enum ordType() const noexcept
Order type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
static constexpr const Char * className()
Entity class name.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setDelayToTimeToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef senderId() const noexcept
Operator ID.
ThisType & setQuoteRejectReason(UInt16 value) noexcept
Contains reason (error code) the corresponding MassQuote message has been rejected.
ThisType & setTradeDateToNull() noexcept
ThisType & setPriorityIndicatorToNull() noexcept
SchemaTraits Schema
Used template schema.
SbeGroup< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
KeepAliveLapsed::Enum keepAliveIntervalLapsed() const noexcept
This indicates if the Sequence message being sent by CME is to warn that one keep alive interval has ...
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
OrderEvents orderEvents() const noexcept
ThisType & setCrossTypeToNull() noexcept
IntegralConstant< Char, '2'> CxrRejRsp
Cancel Replace Reject.
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setLastPx(PRICE9 value) noexcept
Price of this fill.
bool sourceRepoId(Int32 &value) const noexcept
Represents the source repo instrument on which the new tailor made repo should be modeled on...
FillsEntry ThisType
This type alias.
UInt16 cxlRejReason() const noexcept
Code to identify reason for cancel rejection.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
SecurityDefinitionResponse561(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
PRICE9 lastPx() const noexcept
Price of this fill.
ExecutionReportPendingReplace565(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
TrdRegPublicationsEntry ThisType
This type alias.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
bool delayDuration(UInt16 &value) const noexcept
Not being currently used.
ThisType & setQuoteEntryOpenToNull() noexcept
StrRef location() const noexcept
Text describing sender's location (i.e.
StrRef partyDetailId() const noexcept
The identification of the party.
ThisType & setLastUUIdToNull() noexcept
ThisType & setProcessedEntries(UInt8 value) noexcept
Number of quotes that have been accepted from the corresponding inbound message.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
QuoteEntries quoteEntries(QuoteEntries::Size length)
Setup repeating group with the given number of entries.
static constexpr const Char * className()
Entity class name.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
SbeGroup< BrokenDatesEntry, GroupSize, MessageSize > BrokenDates
Repeating group containing BrokenDatesEntry entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
RequestForQuote543 ThisType
This type alias.
ThisType & setQuoteId(UInt32 value) noexcept
Identifier of the Quote Cancel message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setPriceToNull() noexcept
NewOrderSingle514 ThisType
This type alias.
ThisType & setDisplayLimitPrice(PRICE9 value) noexcept
The price at which opposite side orders are listed on the market.
Specifies the number of fill reasons included in this Execution Report.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
UInt64 uuId() const noexcept
Matches Establish.UUID.
bool brokenDateGUId(UInt64 &value) const noexcept
External unique REPO Instrument ID. CME assigned values.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setSide(SideReq::Enum value) noexcept
Order side.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
OrderTypeReq::Enum ordType() const noexcept
Order type.
ThisType & setSplitMsgToNull() noexcept
ThisType & setSourceRepoId(Int32 value) noexcept
Represents the source repo instrument on which the new tailor made repo should be modeled on...
Negotiate500(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setStopPxToNull() noexcept
ThisType & setOrderRequestId(UInt64 value) noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
ThisType & setOrderEventQty(UInt32 value) noexcept
Refers to the specific fill quantity between this order and the opposite order.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this OrderCancelReplaceReject (35=9) occurred.
bool origSecondaryExecutionId(UInt64 &value) const noexcept
Unique identifier of the fill which is being corrected.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setTerminationType(StrRef value) noexcept
Represents the term code.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
SbeGroup< FillsEntry, GroupSize, MessageSize > Fills
Repeating group containing FillsEntry entries.
ThisType & setSplitMsgToNull() noexcept
Number of regulatory publication rules in repeating group.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr ExecTypeTrade execType() noexcept
Describes the specific ExecutionRpt (e.g.
BooleanFlag::Enum lastFragment() const noexcept
Indicates whether the message is the last message in a sequence of messages to support fragmentation...
SchemaTraits Schema
Used template schema.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
static constexpr const Char * className()
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
static constexpr StrRef fixType() noexcept
FIX message type.
PRICE9 fillPx() const noexcept
Price of this fill reason or allocation.
ThisType & setTextToNull() noexcept
ThisType & setSecurityGroup(StrRef value) noexcept
Conditionally required if OrderStatusRequestType=?Product Group? (Tag 585=3).
bool ordType(OrderType::Enum &value) const noexcept
Order type.
bool expireDate(Timestamp &value) const noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
ThisType & setExecutionModeToNull() noexcept
StrRef partyDetailId() const noexcept
The identification of the party.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setEndDateToNull() noexcept
ThisType & setOrdStatusReqId(UInt64 value) noexcept
Used to uniquely identify a specific Order Status Request message.
OrderEvents orderEvents(OrderEvents::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
OrderEvents orderEvents(OrderEvents::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
OrderEvents orderEvents(OrderEvents::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
bool grossTradeAmt(Decimal64NULL &value) const noexcept
Total amount traded (in notional) in base currency for the Spot.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setSplitMsgToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
RequestForQuote543(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
FillsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
bool price(PRICE9 &value) const noexcept
Price per share or contract.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
Establish503(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setSenderIdToNull() noexcept
Int32 securityId() const noexcept
Security ID as defined by CME.
StrRef senderId() const noexcept
Operator ID.
bool senderId(StrRef &value) const noexcept
Operator ID.
PartyDetails partyDetails() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setErrorCodes(UInt16 value) noexcept
Error code for reject reason.
ThisType & setTimeInForceToNull() noexcept
PRICE9 legLastPx() const noexcept
Execution price assigned to a leg of a multileg instrument.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
ThisType & setStartDateToNull() noexcept
IntegralConstant< Char, '3'> MassAction
Mass action type to represent mass cancel.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setTransactTime(UInt64 value) noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
bool side(RFQSide::Enum &value) const noexcept
RFQ side.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
ThisType & setErrorCodes(UInt16 value) noexcept
Error code for reject reason.
bool orderEventText(StrRef &value) const noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
static constexpr PartyIDSource partyDetailIdSource() noexcept
Used to identify source of PartyDetailID value.
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
bool lastUUId(UInt64 &value) const noexcept
If RetransmitRequest is for a previous UUID then put that here otherwise put default null value...
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
const void * tail() const noexcept
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setStopPxToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSenderIdToNull() noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
SideReq::Enum side() const noexcept
Order side.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setTextToNull() noexcept
UInt32 fromSeqNo() const noexcept
First not applied sequence number.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
ThisType & setLiquidityFlagToNull() noexcept
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
bool faultToleranceIndicator(FTI::Enum &value) const noexcept
Indicates whether the connection is primary or backup.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number of this message.
bool orderId(UInt64 &value) const noexcept
Unique identifier for order as assigned by the exchange.
OrderStatusRequest533(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setText(StrRef value) noexcept
Reject reason details.
bool priorityIndicator(UInt8 &value) const noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ExecutionReportTradeAddendumSpread549(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
const void * tail() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
bool clearingAccountType(ClearingAcctType::Enum &value) const noexcept
Designates the account type to be used for the order when submitted to clearing.
IntegralConstant< Char, '5'> ModifyStatus
ModifyStatus.
ThisType & setOrderEventExecId(UInt32 value) noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
ThisType & setAvgPxGroupIdToNull() noexcept
SbeGroup< OrderEventsEntry, GroupSize, MessageSize > OrderEvents
Repeating group containing OrderEventsEntry entries.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setSelfMatchPreventionId(UInt64 value) noexcept
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and...
ThisType & setHostCrossId(UInt64 value) noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
IntegralConstant< Char, 'I'> ExecTypStatus
ExecTypStatus.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setCmtaGiveupCD(CmtaGiveUpCD::Enum value) noexcept
Indicates if the order is a give-up or SGX offset.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
BrokenDates brokenDates() noexcept
ThisType & setSplitMsgToNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool selfMatchPreventionId(UInt64 &value) const noexcept
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and...
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
UInt16 quoteErrorCode() const noexcept
Reason (error code) quote set cancel has been rejected.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
bool reservationPrice(PRICE9 &value) const noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr ExecTypeModify execType() noexcept
Describes the specific ExecutionRpt (e.g.
TrdRegPublications trdRegPublications() noexcept
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool quoteReqId(UInt64 &value) const noexcept
Conditionally present when MassQuote was sent in response to RequestForQuote.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number of this message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSide(RFQSide::Enum value) noexcept
RFQ side.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setRefMsgType(StrRef value) noexcept
The MsgType of the FIX message being referenced.
ThisType & setSide(SideNULL::Enum value) noexcept
If provided then only orders belonging to one side will be cancelled.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
ThisType & setSplitMsgToNull() noexcept
bool trdType(UInt16 &value) const noexcept
Represents a trade at fixing price.
NegotiationReject502(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
OrderStatusRequest533(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
MassActionScope::Enum massActionScope() const noexcept
Specifies the scope of the action.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
ThisType & setCrossTypeToNull() noexcept
ThisType & setUuId(UInt64 value) noexcept
Session Identifier defined as type long (uInt64); recommended to use timestamp as number of microseco...
BrokenDatesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setQuoteReqId(UInt64 value) noexcept
Unique identifier for quote request message.
UInt16 msgCount() const noexcept
Matches RetransmitRequest.MsgCount.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ReqResult::Enum requestResult() const noexcept
Status of party details list request.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setCrossType(UInt8 value) noexcept
Type of cross being submitted to a market.
ThisType & setExpireDateToNull() noexcept
EstablishmentReject505(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
SchemaTraits Schema
Used template schema.
ThisType & setClearingAccountType(ClearingAcctType::Enum value) noexcept
Designates the account type to be used for the order when submitted to clearing.
RetransmitReject510(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setHostCrossIdToNull() noexcept
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
ThisType & setPreviousSeqNo(UInt32 value) noexcept
Refers to the SeqNum sent in the previous message before this one from CME.
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setTimeInForceToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setCredentials(StrRef value)
Not used and will be set to 0.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setShortSaleTypeToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
StrRef senderId() const noexcept
Operator ID.
ThisType & setDelayDurationToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setLegRatioQtyToNull() noexcept
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
const void * tail() const noexcept
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
bool quoteRejectReason(UInt16 &value) const noexcept
Contains reason (error code) the corresponding RequestForQuote message has been rejected.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
bool financialInstrumentFullName(StrRef &value) const noexcept
Long name of the instrument for TM Repo.
UInt64 uuId() const noexcept
Matches Establish.UUID.
UInt32 lastQty() const noexcept
Quantity of shares bought/sold on this (last) fill.
ThisType & setReservationPrice(PRICE9 value) noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setFaultToleranceIndicator(FTI::Enum value) noexcept
Indicates whether the connection is primary or backup.
ThisType & setText(StrRef value) noexcept
Reject reason details.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setQuoteErrorCode(UInt16 value) noexcept
Reason (error code) quote set cancel has been rejected.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
QuoteEntries quoteEntries(QuoteEntries::Size length)
Setup repeating group with the given number of entries.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setGrossTradeAmtToNull() noexcept
static constexpr const Char * className()
Entity class name.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef senderId() const noexcept
Operator ID.
ThisType & setFaultToleranceIndicatorToNull() noexcept
bool orderId(UInt64 &value) const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
bool massCancelRequestType(MassCxlReqTyp::Enum &value) const noexcept
If present ? specifies the scope of the OrderMassActionRequest within the context of Session and Firm...
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled.
bool underlyingPx(PRICE9 &value) const noexcept
Underlying price associated with a derivative instrument.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
EstablishmentReject505(const SbeMessage &message)
Creates an instance over the given SBE message.
EncodedLength calculateBinarySize() const noexcept
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setExpireDateToNull() noexcept
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
SbeGroup< QuoteEntry, GroupSize, MessageSize > QuoteEntries
Repeating group containing QuoteEntry entries.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
StrRef senderId() const noexcept
Operator ID.
ThisType & setCustOrderHandlingInst(CustOrdHandlInst::Enum value) noexcept
Codes that apply special information that the Broker / Dealer needs to report, as specified by the cu...
bool crossId(UInt64 &value) const noexcept
Identifier for a cross order.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool avgPxIndicator(AvgPxInd::Enum &value) const noexcept
Average pricing indicator.
ThisType & setStopPxToNull() noexcept
TradeAddendum::Enum orderEventType() const noexcept
The type of event affecting an order.
ThisType & setPreviousSeqNo(UInt32 value) noexcept
Refers to the SeqNum sent in the previous message before this one from CME.
ThisType & setTextToNull() noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
EncodedLength calculateBinarySize() const noexcept
ThisType & setTradeDateToNull() noexcept
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled.
ThisType & setMinQty(UInt32 value) noexcept
Minimum quantity of an order to be executed.
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
SchemaTraits Schema
Used template schema.
ThisType & setOrdStatus(OrdStatusTrdCxl::Enum value) noexcept
Identifies status of order as trade cancellation or correction.
TrdRegPublicationsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef location() const noexcept
Text describing sender's location (i.e.
bool text(StrRef &value) const noexcept
Reject reason details.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
const void * tail() const noexcept
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
UInt64 requestTimestamp() const noexcept
Time of request; recommended to use timestamp as number of nanoseconds since epoch (Jan 1...
ThisType & setTotNumParties(UInt16 value) noexcept
Indicates total number of PartyDetailsListReports being returned in response to PartyDetailsListReque...
PRICE9 price() const noexcept
Price per share or contract.
Sides sides(Sides::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
ThisType & setSelfMatchPreventionIdToNull() noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
UInt32 seqNum() const noexcept
Sequence number of this message.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setAggressorIndicator(BooleanFlag::Enum value) noexcept
Indicates if order was incoming or resting for the match event.
ThisType & setShortSaleTypeToNull() noexcept
ThisType & setLeavesQty(UInt32 value) noexcept
Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14).
UInt32 nextSeqNo() const noexcept
Next expected message sequence number.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
ThisType & setOrdStatusReqId(UInt64 value) noexcept
Used to uniquely identify a specific Order Status Request message.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
Sequence506 ThisType
This type alias.
ThisType & setSecExecId(UInt64 value) noexcept
Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade ca...
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission or duplicate.
ExecutionReportNew522(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setOrdStatus(OrdStatusTrd::Enum value) noexcept
Identifies status of order as partially filled or completely filled.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
Null values definition for optional MaturityMonthYear field.
ThisType & setOrigSideTradeIdToNull() noexcept
UInt8 trdRegPublicationReason() const noexcept
Additional reason for trade publication type specified in TrdRegPublicationType (2669).
bool massCancelRequestType(MassCxlReqTyp::Enum &value) const noexcept
If present specifies the scope of the OrderMassActionRequest within the context of Session and Firm...
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
RetransmitRequest508(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
IntegralConstant< Char, '0'> ExecTypNew
ExecTypNew.
ThisType & setOrderEventReason(UInt8 value) noexcept
Action that caused the event to occur.
ThisType & setVolatilityToNull() noexcept
UInt64 uuId() const noexcept
Matches Establish.UUID.
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
FillsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
OrderCancelReplaceReject536 ThisType
This type alias.
bool displayQty(UInt32 &value) const noexcept
The quantity to be displayed .
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
SchemaTraits Schema
Used template schema.
QuoteCancelAck563 ThisType
This type alias.
QuoteAckStatus::Enum quoteStatus() const noexcept
Identifies the status of the quote acknowledgement.
ThisType & setSideTradeId(UInt32 value) noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
PRICE9 lastPx() const noexcept
Price of this (last) fill.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setOrderEventExecId(UInt32 value) noexcept
This is a unique ID which ties together a specific fill between two orders; It will be unique per ins...
EncodedLength calculateBinarySize() const noexcept
ThisType & setSplitMsgToNull() noexcept
bool executor(UInt64 &value) const noexcept
Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be m...
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setExpirationCycle(ExpCycle::Enum value) noexcept
For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (ta...
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
static constexpr const Char * className()
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
PRICE9 lastPx() const noexcept
Price of this (last) fill.
ThisType & setOrigOrderUser(StrRef value) noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setQuoteReqId(UInt64 value) noexcept
Conditionally present when MassQuote was sent in response to RequestForQuote.
AffectedOrders affectedOrders(AffectedOrders::Size length)
Setup repeating group with the given number of entries.
ThisType & setTradeEntryId(UInt32 value) noexcept
Market Data Trade Entry ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
bool contraCalculatedCcyLastQty(Decimal64NULL &value) const noexcept
Amount traded (in notional) in counter currency for the Spot with this counterparty.
#define ONIXS_ILINK3_MESSAGING_NAMESPACE_BEGIN
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setReservationPrice(PRICE9 value) noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
ThisType & setFillExecId(StrRef value) noexcept
Used as an identifier for each fill reason or allocation reported in single Execution Report...
StrRef hmacSignature() const noexcept
Contains the HMAC signature.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Represents the market making MiFID obligation reporting.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
ThisType & setCustOrderHandlingInstToNull() noexcept
Negotiate500(const SbeMessage &message)
Creates an instance over the given SBE message.
SchemaTraits Schema
Used template schema.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
UInt16 errorCodes() const noexcept
Error code for reject reason.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setExecutionModeToNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setText(StrRef value) noexcept
Reject reason details; Will be used only for descriptive rejects.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by the exchange and is unique per day across all i...
static constexpr const Char * className()
Entity class name.
ExecutionReportTradeAddendumSpread549(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Specifies the number of fill reasons included in this Execution Report.
ThisType & setTextToNull() noexcept
StrRef senderId() const noexcept
Operator ID.
UInt32 legLastQty() const noexcept
Fill quantity for the leg instrument.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setRefTagIdToNull() noexcept
bool ordType(OrderType::Enum &value) const noexcept
Order type.
MassQuoteAck545(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool reservationPrice(PRICE9 &value) const noexcept
This field specifies the highest (for a buy) or lowest (for a sell) price at which the order may trad...
static constexpr const Char * className()
Entity class name.
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setSideToNull() noexcept
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setPriorityIndicator(UInt8 value) noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
QuoteSets quoteSets(QuoteSets::Size length)
Setup repeating group with the given number of entries.
SecRspTyp::Enum securityResponseType() const noexcept
Type of security definition message response.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
QuoteCxlStatus::Enum quoteStatus() const noexcept
Identifies the type of Quote Cancel.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setAutoQuoteRequest(BooleanFlag::Enum value) noexcept
Boolean flag (0/1) to automatically send a quote request message following the security definition (3...
ThisType & setMaturityMonthYearToNull() noexcept
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the message was initially received manually (as opposed to electronically).
bool benchmarkPrice(PRICE9 &value) const noexcept
The price assigned to an eFIX matched trade which is determined by an automated set market mid-price ...
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setTrdTypeToNull() noexcept
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool offerSize(UInt32 &value) const noexcept
Quantity of offer.
Number of requesting party identifiers.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setLastQty(UInt32 value) noexcept
Quantity of shares bought/sold on this (last) fill.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by the exchange.
ThisType & setClearingTradePriceTypeToNull() noexcept
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
SideReq::Enum legSide() const noexcept
The side of this individual leg of a multileg security.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setOrdTypeToNull() noexcept
bool securityGroup(StrRef &value) const noexcept
Security Group Code.
const void * tail() const noexcept
bool timeInForce(TimeInForce::Enum &value) const noexcept
Specifies how long the order remains in effect.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
OrderMassActionReport562(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Sequence506(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
UInt16 cxlRejReason() const noexcept
Code to identify reason for cancel replace rejection.
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
bool originalOrderEventExecId(UInt32 &value) const noexcept
Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted...
OrderEventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr ExecTypNew execType() noexcept
Describes the specific ExecutionRpt as new. Constant value.
StrRef senderId() const noexcept
Operator ID.
bool orderEventType(OrderEventType::Enum &value) const noexcept
The type of event affecting an order.
PartyDetailsListReport538 ThisType
This type alias.
bool offerPx(PRICE9 &value) const noexcept
Offer price/rate.
const void * tail() const noexcept
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
Int32 securityId() const noexcept
Security ID as defined by CME.
QuoteSets quoteSets() const noexcept
ThisType & setCrossType(UInt8 value) noexcept
ype of cross being submitted to a market.
ThisType & setQuoteEntryOpenToNull() noexcept
ThisType & setReservationPriceToNull() noexcept
PRICE9 price() const noexcept
Price per share or contract.
TrdRegPublications trdRegPublications(TrdRegPublications::Size length)
Setup repeating group with the given number of entries.
ExecutionReportTradeOutright.
static constexpr const Char * className()
Negotiate500(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
OrderMassActionReport562 ThisType
This type alias.
ThisType & setLeavesQty(UInt32 value) noexcept
Quantity open for further execution; LeavesQty = OrderQty (38) - CumQty (14); Only present for outrig...
ThisType & setReserved1(StrRef value) noexcept
Reserved for future use.
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
static constexpr StrRef fixType() noexcept
FIX message type.
Sides sides(Sides::Size length)
Setup repeating group with the given number of entries.
ThisType & setSecExecId(UInt64 value) noexcept
The binary trade number (Tag 1797) being accepted or rejected from the original fill.
ONIXS_ILINK3_DATA_PACKING_END typedef FloatingPointDecimal< Int32, Int8 > Decimal32NULL
Optional floating point decimal with int32 mantissa and int8 exponent.
bool side(SideNULL::Enum &value) const noexcept
f provided then only orders belonging to one side will be cancelled.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
bool orderEventText(StrRef &value) const noexcept
Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for Br...
SchemaTraits Schema
Used template schema.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the message was initially received manually (as opposed to electronically).
ThisType & setBrokenDateSecurityId(Int32 value) noexcept
REPO Instrument Security ID.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setSecurityId(Int32 value) noexcept
Conditionally required if OrderStatusRequestType=?Instrument? (Tag 585=1).
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
BooleanFlag::Enum autoQuoteRequest() const noexcept
Boolean flag (0/1) to automatically send a quote request message following the security definition (3...
QuoteCancel528 ThisType
This type alias.
SbeGroup< AffectedOrdersEntry, GroupSize, MessageSize > AffectedOrders
Repeating group containing AffectedOrdersEntry entries.
ThisType & setRequestingPartyId(StrRef value) noexcept
Party identifier for the requesting party.
UInt32 nextSeqNo() const noexcept
Next expected message sequence number.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ExecutionReportTradeSpread526(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ExecutionReportPendingCancel564 ThisType
This type alias.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setMmProtectionReset(BooleanFlag::Enum value) noexcept
When market maker protection is triggered then Falcon will not accept any new quotes from the market ...
LegsEntry ThisType
This type alias.
ThisType & setCalculatedCcyLastQty(Decimal64NULL value) noexcept
Total amount traded (in notional) in counter currency for the Spot.
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
StrRef securitySubType() const noexcept
Identifies specific type of UDS; valid values are COMBO, COVERED and REPO.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
static constexpr CrossPrioritization crossPrioritization() noexcept
Constant.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
PRICE9 price() const noexcept
Conditionally required when OrdType (40) = 2 (Limit).
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setOriginalOrderEventExecIdToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
OrderEventsEntry ThisType
This type alias.
ThisType & setShortSaleTypeToNull() noexcept
ThisType & setExpireDateToNull() noexcept
ThisType & setOrigSideTradeId(UInt32 value) noexcept
Refers back to the unique ID assigned to the original trade being corrected.
QuoteEntries quoteEntries() noexcept
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
bool text(StrRef &value) const noexcept
Reject reason details.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setSettlDate(Timestamp value) noexcept
Specific date of trade settlement.
OrderEvents orderEvents() const noexcept
StrRef credentials() const noexcept
Not used and will be set to 0.
ThisType & setDiscretionPrice(PRICE9 value) noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setTextToNull() noexcept
OrderMassStatusRequest530 ThisType
This type alias.
RetransmitRequest508(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setSplitMsgToNull() noexcept
bool contraGrossTradeAmt(Decimal64NULL &value) const noexcept
Amount traded (in notional) in base currency for the Spot with this counterparty. ...
ThisType & setMaxNoOfSubstitutionsToNull() noexcept
ThisType & setOrderEventPx(PRICE9 value) noexcept
Refers to the fill price; same as LastPx (Tag 31).
ThisType & setCancelText(StrRef value) noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
bool origOrderUser(StrRef &value) const noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ExecutionReportTradeAddendumOutright548(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrderEventPx(PRICE9 value) noexcept
Refers to the fill price; same as LastPx (Tag 31).
ThisType & setDisplayQty(UInt32 value) noexcept
The quantity to be displayed .
EncodedLength calculateBinarySize() const noexcept
ThisType & setDisplayQtyToNull() noexcept
QuoteCancelAck563(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
FillsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool selfMatchPreventionInstruction(SMPI::Enum &value) const noexcept
Used to act upon the outcome when a self-match is detected and an order is prevented from trading aga...
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
UInt32 cumQty() const noexcept
Total quantity filled.
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setSecurityGroup(StrRef value) noexcept
Specifies the Product Group for which working orders should be cancelled.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
UInt8 fillYieldType() const noexcept
Enumeration of the Fill Reason field using Integer.
ThisType & setRequestTimestamp(UInt64 value) noexcept
Matches Establish.RequestTimestamp.
SbeGroup< TrdRegPublicationsEntry, GroupSize, MessageSize > TrdRegPublications
Repeating group containing TrdRegPublicationsEntry entries.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ExecutionReportReject523(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
UInt32 lastQty() const noexcept
Quantity of shares bought/sold on this (last) fill.
EncodedLength calculateBinarySize() const noexcept
ThisType & setTimeInForceToNull() noexcept
ThisType & setBenchmarkPriceToNull() noexcept
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setMinQtyToNull() noexcept
The number of quoute entries for a quote set.
The time point without the time-zone information.
ThisType & setClearingAccountType(ClearingAcctType::Enum value) noexcept
Designates the account type to be used for the order when submitted to clearing.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setReasonToNull() noexcept
ExecutionReportPendingReplace565(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
CHAR requestingPartyIdSource() const noexcept
Identifies the source of the RequestingPartyID(1658) value.
ThisType & setFillYieldType(UInt8 value) noexcept
Enumeration of the Fill Reason field using Integer.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTradeDate(Timestamp value) noexcept
Indicates date of trading day (expressed in local time at place of trade).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setTimeInForceToNull() noexcept
ThisType & setTotalNumSecurities(UInt8 value) noexcept
Indicates total number of leg fills for the spread; Will represent total number of ExecutionReportTra...
ThisType & setIdMShortCode(UInt64 value) noexcept
Represents the Investment Decision Maker Short Code.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
ThisType & setQuoteRejectReason(UInt16 value) noexcept
Contains reason (error code) the corresponding QuoteCancel message has been rejected.
ThisType & setOrigCIOrdId(StrRef value) noexcept
Contains the ClOrd of the cancelled order.
ThisType & setExecutionModeToNull() noexcept
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
OrdStatusTrdCxl::Enum ordStatus() const noexcept
Identifies status of order as trade cancellation or correction.
ThisType & setQuoteRejectReasonToNull() noexcept
NewOrderSingle514(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
UInt64 requestTimestamp() const noexcept
Matches Establish.RequestTimestamp.
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setClearingTradePriceType(SLEDS::Enum value) noexcept
Indicates to recipient whether trade is clearing at execution prices LastPx (tag 31) or alternate cle...
PartyDetailRole::Enum partyDetailRole() const noexcept
Identifies the type of PartyDetailID.
ThisType & setOwnership(UInt8 value) noexcept
Specifies the owner of the work up private phase.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setMaturityDate(Timestamp value) noexcept
Date of maturity.
ThisType & setMarketSegmentId(UInt8 value) noexcept
Conditionally required if OrderStatusRequestType=?Market Segment? (Tag 585=100).
ThisType & setMinQtyToNull() noexcept
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
bool delayDuration(UInt16 &value) const noexcept
Not being used currently.
static constexpr const Char * className()
Entity class name.
SchemaTraits Schema
Used template schema.
PartyDetailRole::Enum partyDetailRole() const noexcept
Identifies the type of PartyDetailID.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
TrdRegPublications trdRegPublications() const noexcept
ThisType & setFillPx(PRICE9 value) noexcept
Price of this fill reason or allocation.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
UInt32 orderQty() const noexcept
Order quantity submitted by client.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
static constexpr const Char * className()
Entity class name.
PartyDetailsListReport538(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
UInt32 cumQty() const noexcept
Total quantity filled.
ExecTypTrdCxl::Enum execType() const noexcept
Describes the specific ExecutionRpt as trade cancellation or correction.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr LegSecIDSource legSecurityIdSource() noexcept
Identifies class or source of the tag 602-LegSecurityID value.
ThisType & setReason(StrRef value) noexcept
Reject reason details.
bool ordType(OrderType::Enum &value) const noexcept
Order type.
Establish503(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
StrRef senderId() const noexcept
Operator ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setHostCrossIdToNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
bool calculatedCcyLastQty(Decimal64NULL &value) const noexcept
Total amount traded (in notional) in counter currency for the Spot leg.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
PRICE9 orderEventPx() const noexcept
Refers to the fill price; same as LastPx (Tag 31).
SchemaTraits Schema
Used template schema.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setLastPx(PRICE9 value) noexcept
Price of this (last) fill.
ThisType & setHostCrossIdToNull() noexcept
UInt64 orderRequestId() const noexcept
Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on th...
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
UInt8 orderEventReason() const noexcept
Action that caused the event to occur.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool cmtaGiveupCD(CmtaGiveUpCD::Enum &value) const noexcept
Indicates if the order is a give-up or SGX offset.
ThisType & setMarketSegmentIdToNull() noexcept
SecurityDefinitionRequest560(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
PRICE9 lastPx() const noexcept
Price of this (last) fill.
Terminate507(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
static constexpr StrRef fixType() noexcept
FIX message type.
bool quoteReqId(UInt64 &value) const noexcept
Unique identifier for quote request being responded to.
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
UInt32 quoteEntryId() const noexcept
Unique identifier for a quote.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the message was initially received manually (as opposed to electronically).
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
IntegralConstant< Char, '1'> CxlRejRsp
Cancel Reject.
TradeAddendum::Enum orderEventType() const noexcept
The type of event affecting an order.
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
PartyDetailsListRequest537(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool origOrderUser(StrRef &value) const noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & setMinQtyToNull() noexcept
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setSettlDate(Timestamp value) noexcept
Specific date of trade settlement for the Spot leg.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setSide(SideReq::Enum value) noexcept
Order side.
ThisType & setOrderQty(UInt32 value) noexcept
Number of shares or contracts ordered.
ThisType & setMassActionScope(MassActionScope::Enum value) noexcept
Specifies the scope of the action.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
OrderCancelReject535(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool massStatusReqId(UInt64 &value) const noexcept
Unique ID of Order Mass Status Request as assigned by the client system.
ThisType & setDelayDurationToNull() noexcept
ThisType & setManagedOrderToNull() noexcept
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the message was initially received manually (as opposed to electronically).
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ThisType & setCancelTextToNull() noexcept
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & setLegExecRefIdToNull() noexcept
bool clearingTradePriceType(SLEDS::Enum &value) const noexcept
Indicates to recipient whether trade is clearing at execution prices LastPx (tag 31) or alternate cle...
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
SbeGroup< FillsEntry, GroupSize, MessageSize > Fills
Repeating group containing FillsEntry entries.
ThisType & setLiquidityFlag(BooleanNULL::Enum value) noexcept
Field added to capture if an order was submitted for market making obligation or not.
UInt64 requestTimestamp() const noexcept
Matches Negotiate.RequestTimestamp.
bool legOptionDelta(Decimal32NULL &value) const noexcept
Delta used to calculate the quantity of futures used to cover the option or option strategy...
ThisType & setLiquidityFlagToNull() noexcept
ThisType & setExchangeQuoteReqId(StrRef value) noexcept
CME Globex generated QuoteID.
bool priorityIndicator(UInt8 &value) const noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
ExecutionReportStatus532(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
PartyDetailsEntry ThisType
This type alias.
ExecAckStatus::Enum execAckStatus() const noexcept
Indicates the status of the execution acknowledgement.
EncodedLength calculateBinarySize() const noexcept
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
static constexpr ExecTypeTrade execType() noexcept
Describes the specific ExecutionRpt (e.g.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
PRICE9 legLastPx() const noexcept
Execution price assigned to a leg of a multileg instrument.
bool delayDuration(UInt16 &value) const noexcept
Not being used currently.
UInt64 crossId() const noexcept
Identifier for a cross order.
ThisType & setDelayDuration(UInt16 value) noexcept
Not being currently used.
ThisType & setAccessKeyId(StrRef value) noexcept
Contains the AccessKeyID assigned to this session on this port.
ThisType & setCrossIdToNull() noexcept
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
#define ONIXS_ILINK3_UNUSED
ExecutionReportTradeSpreadLeg527(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
static constexpr const Char * className()
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
OrderCancelReplaceRequest.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setPartyDetailsListReqIdToNull() noexcept
ThisType & setMaxNoOfSubstitutions(UInt8 value) noexcept
Max number of substitutions allowed.
const void * tail() const noexcept
bool ordType(OrderType::Enum &value) const noexcept
Order type.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number of this message.
UInt32 cumQty() const noexcept
Total quantity filled.
BrokenDatesEntry ThisType
This type alias.
ThisType & setClearingAccountTypeToNull() noexcept
#define ONIXS_ILINK3_NODISCARD
bool maturityMonthYear(MaturityMonthYear &value) const noexcept
Instrument expiration; earliest leg maturity in the options strategy.
ExecutionReportModify531(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
NegotiationReject502(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setLiquidityFlagToNull() noexcept
static constexpr const Char * className()
Entity class name.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool priorityIndicator(UInt8 &value) const noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ThisType & setQuoteEntryId(UInt32 value) noexcept
Unique identifier for a quote.
static constexpr const Char * className()
ThisType & setTotNoQuoteEntriesToNull() noexcept
bool origOrderUser(StrRef &value) const noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
EncodedLength calculateBinarySize() const noexcept
StrRef senderId() const noexcept
For futures and options markets: Operator ID Should be unique per Firm ID Assigned value used to iden...
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
TrdRegPublications trdRegPublications() const noexcept
ExecutionReportTradeAddendumOutright548(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
EncodedLength calculateBinarySize() const noexcept
bool origOrderUser(StrRef &value) const noexcept
Represents the original sender comp for whom orders or quotes are to be cancelled.
ThisType & setSplitMsg(SplitMsg::Enum value) noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
const void * tail() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setLegTradeId(UInt32 value) noexcept
The TradeID value corresponding to a trade leg.
TrdRegPublicationsEntry ThisType
This type alias.
bool timeInForce(MassCancelTIF::Enum &value) const noexcept
If provided then only orders with this qualifier will be cancelled.
ThisType & setPrice(PRICE9 value) noexcept
Price per share or contract.
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setCredentials(StrRef value)
Not used and will be set to 0.
ThisType & setRequestingPartyIdToNull() noexcept
EncodedLength calculateBinarySize() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
PRICE9 fillPx() const noexcept
Price of this fill reason or allocation.
static constexpr OrdStatusNew ordStatus() noexcept
Identifies status of order as new. Constant value.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
bool text(StrRef &value) const noexcept
Reject reason details.
MassQuoteAck545(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
Int32 securityId() const noexcept
Security ID as defined by CME.
ThisType & setDelayDuration(UInt16 value) noexcept
Not being currently used.
bool managedOrder(BooleanNULL::Enum &value) const noexcept
Boolean: flags a managed order.
ThisType & setQuoteId(UInt32 value) noexcept
Unique identifier for quote cancel message.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
Number of fills which comprise fill quantity.
EstablishmentAck504(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setQuoteRejectReasonToNull() noexcept
bool offerSize(UInt32 &value) const noexcept
Should be conditionally populated and set to zero only for 298=100 (cancel for quote set) to cancel a...
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setOrdType(MassActionOrdTyp::Enum value) noexcept
If provided then only orders of this type will be cancelled.
bool marketSegmentId(UInt8 &value) const noexcept
Conditionally required if OrderStatusRequestType=?Market Segment? (Tag 585=100).
UInt64 uuId() const noexcept
Matches RetransmitRequest.UUID.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by the exchange; unique per day across all instrum...
ThisType & setExecInst(ExecInst value) noexcept
Instructions for order handling on exchange.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setFirm(StrRef value) noexcept
Firm ID.
PRICE9 orderEventPx() const noexcept
Refers to the fill price; same as LastPx (Tag 31).
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if order was sent manually or generated by automated trading logic.
ThisType & setTimeInForce(TimeInForce::Enum value) noexcept
Specifies how long the order remains in effect.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ExecutionReportElimination524 ThisType
This type alias.
ThisType & setLegSide(SideReq::Enum value) noexcept
The side of the leg for this repeating group.
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setFillQty(UInt32 value) noexcept
Quantity bought/sold for this fill reason.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setCrossType(UInt8 value) noexcept
Type of cross being submitted to a market.
UInt16 LocalMktDate
Type alias for the LocalMktDate.
StrRef session() const noexcept
Session ID.
bool stopPx(PRICE9 &value) const noexcept
The stop price of a stop protect or stop limit order.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
static constexpr const Char * className()
Entity class name.
PRICE9 fillPx() const noexcept
Price of this fill reason or allocation.
ThisType & setLastQty(UInt32 value) noexcept
Quantity of shares bought/sold on this (last) fill.
UInt32 msgCount() const noexcept
Count of how many messages have not been applied.
ThisType & setExpireDateToNull() noexcept
ManualOrdIndReq::Enum manualOrderIndicator() const noexcept
Indicates if the order was initially received manually (as opposed to electronically).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setCancelText(StrRef value) noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
bool shortSaleType(ShortSaleType::Enum &value) const noexcept
Indicates the type of short sale.
ThisType & setClOrdId(StrRef value) noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
ThisType & setRiskFreeRateToNull() noexcept
RelatedSym relatedSym(RelatedSym::Size length)
Setup repeating group with the given number of entries.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
The number of sets of quotes in the message.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setStopPxToNull() noexcept
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
UInt64 orderId() const noexcept
Unique identifier for order as assigned by the exchange.
ThisType & setRefSeqNumToNull() noexcept
static constexpr const Char * className()
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setAccessKeyId(StrRef value) noexcept
Contains the AccessKeyID assigned to this session on this port.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & setCrossId(UInt64 value) noexcept
Identifier for a cross order.
UInt64 partyDetailsListReqId() const noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
static constexpr StrRef hmacVersion() noexcept
Constant value representing CME HMAC version.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
OrderEvents orderEvents() const noexcept
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
EstablishmentReject505 ThisType
This type alias.
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
ThisType & setCmtaGiveupCDToNull() noexcept
StrRef senderId() const noexcept
Operator ID.
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setQuoteEntryOpenToNull() noexcept
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & setExecutionModeToNull() noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
StrRef location() const noexcept
Text describing sender's location (i.e.
UInt32 tradeEntryId() const noexcept
Market Data Trade Entry ID.
IntegralConstant< Char, 'E'> PendModStatus
Pending Replace Status.
ThisType & setRequestResult(ReqResult::Enum value) noexcept
Status of party details list request.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
static constexpr const Char * className()
ThisType & setOrderRequestId(UInt64 value) noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
bool lastUUId(UInt64 &value) const noexcept
Matches RetransmitRequest.LastUUID.
SecurityDefinitionResponse561(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
#define ONIXS_ILINK3_NOTHROW
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & setSideTradeId(UInt32 value) noexcept
The unique ID assigned to the trade once it is received or matched by the exchange.
ThisType & setDiscretionPriceToNull() noexcept
ThisType & setLastPx(PRICE9 value) noexcept
Price of this (last) fill.
ThisType & setOrderEventReason(UInt8 value) noexcept
Action that caused the event to occur.
QuoteEntry ThisType
This type alias.
ThisType & setSide(SideNULL::Enum value) noexcept
f provided then only orders belonging to one side will be cancelled.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
QuoteCancelAck563(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setExpireDateToNull() noexcept
PartyDetailsDefinitionRequestAck.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the message was initially received manually (as opposed to electronically).
ThisType & setSplitMsgToNull() noexcept
BooleanFlag::Enum mmProtectionReset() const noexcept
When market maker protection is triggered then Falcon will not accept any new quotes from the market ...
QuoteSetsEntry ThisType
This type alias.
QuoteEntries quoteEntries() const noexcept
ThisType & setSettlDate(Timestamp value) noexcept
Specific date of trade settlement for the Spot leg.
Fills fills(Fills::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
UInt64 transactTime() const noexcept
Time the transaction represented by this ExecutionReport (35=8) occurred.
ThisType & setDelayToTime(UInt64 value) noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
ThisType & setSettlDateToNull() noexcept
OrderEvents orderEvents(OrderEvents::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
StrRef location() const noexcept
Text describing sender's location (i.e.
ThisType & setDelayDurationToNull() noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the message was initially received manually (as opposed to electronically).
ThisType & setCmtaGiveupCDToNull() noexcept
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool text(StrRef &value) const noexcept
Reject reason details; Will be used only for descriptive rejects.
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setDelayToTimeToNull() noexcept
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setExpireDate(Timestamp value) noexcept
Date of order expiration (last day the order can trade), always expressed in terms of the local marke...
static constexpr const Char * className()
PartyDetails partyDetails(PartyDetails::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setBusinessRejectRefId(UInt64 value) noexcept
The value of the business-level ID field on the message being referenced.
const void * tail() const noexcept
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message used to create the PartyDet...
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setPartyDetailRole(PartyDetailRole::Enum value) noexcept
Identifies the type of PartyDetailID.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
ThisType & setSplitMsgToNull() noexcept
Retransmission509(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setExecutionMode(ExecMode::Enum value) noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setOrigOrderUserToNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
UInt32 legTradeId() const noexcept
The TradeID value corresponding to a trade leg.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool idMShortCode(UInt64 &value) const noexcept
Represents the Investment Decision Maker Short Code.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
EncodedLength calculateBinarySize() const noexcept
ThisType & setTimeToExpiration(Decimal32NULL value) noexcept
Time to expiration in years calculated as the number of days remaining to expiration divided by 365 d...
ThisType & setTradeEntryId(UInt32 value) noexcept
Market Data Trade Entry ID.
#define ONIXS_ILINK3_LTWT_STRUCT
ThisType & setCancelText(StrRef value) noexcept
Represents the sender comp which initiated the cancellation of orders or quotes for the original send...
UInt64 uuId() const noexcept
Matches Establish.UUID used to establish the connection.
ThisType & setOrderEventQty(UInt32 value) noexcept
Refers to the specific fill quantity between this order and the opposite order.
ThisType & setStopPxToNull() noexcept
ThisType & setClearingTradePriceTypeToNull() noexcept
UInt64 partyDetailsListReqId() const noexcept
The unique identifier of the PartyDetailsListRequest(35=CF) message.
ThisType & setFirm(StrRef value) noexcept
Firm ID.
ThisType & setOrigOrderUserToNull() noexcept
bool legOptionDelta(Decimal32NULL &value) const noexcept
Delta used to calculate the quantity of futures used to cover the option or option strategy...
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
ThisType & setGrossTradeAmt(Decimal64NULL value) noexcept
Total amount traded (in notional) in base currency for the Spot.
ThisType & setMemoToNull() noexcept
SbeGroup< PartyDetailsEntry, GroupSize, MessageSize > PartyDetails
Repeating group containing PartyDetailsEntry entries.
ThisType & setSenderId(StrRef value) noexcept
For futures and options markets: Operator ID Should be unique per Firm ID Assigned value used to iden...
ThisType & setTimeInForceToNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if order was sent manually or generated by automated trading logic.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setSplitMsgToNull() noexcept
static constexpr const Char * className()
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
EncodedLength calculateBinarySize() const noexcept
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
ThisType & setSendingTimeEpoch(UInt64 value) noexcept
Time when the message is sent.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
StrRef clOrdId() const noexcept
CIOrdID of the problem execution.
SchemaTraits Schema
Used template schema.
ThisType & setSplitMsgToNull() noexcept
PRICE9 lastPx() const noexcept
Price of this (last) fill.
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
ThisType & setExecId(StrRef value) noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
OrderMassActionRequest529 ThisType
This type alias.
ThisType & setPriorityIndicator(UInt8 value) noexcept
This field is being added to report whether incoming new order/cancel replace entered the book or sub...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSplitMsgToNull() noexcept
bool brokenDateTermType(UInt8 &value) const noexcept
Defines how user defined tailor made repo contract is to be broken down into different broken dates...
static constexpr UInt64 getMaxMessageSize(UInt8 maxGroupItems=255) noexcept
Maximal message size.
SecurityDefinitionRequest560(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
ThisType & setSecurityId(Int32 value) noexcept
Conditionally present if MassActionScope=Instrument (Tag 1374=1).
bool idMShortCode(UInt64 &value) const noexcept
Represents the Investment Decision Maker Short Code.
ExecutionReportPendingCancel564(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setOrdType(MassActionOrdTyp::Enum value) noexcept
If provided then only orders of this type will be cancelled.
RetransmitReject510(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
const void * tail() const noexcept
ThisType & setManualOrderIndicator(ManualOrdIndReq::Enum value) noexcept
Indicates if the message was initially received manually (as opposed to electronically).
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr const Char * className()
UInt64 sendingTimeEpoch() const noexcept
Time when the message is sent.
ThisType & setSelfMatchPreventionInstruction(SMPI::Enum value) noexcept
Used to act upon the outcome when a self-match is detected and an order is prevented from trading aga...
ExecutionReportTradeAddendumOutright548 ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderCancelRequest516(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool price(PRICE9 &value) const noexcept
Price per share or contract.
StrRef clOrdId() const noexcept
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc...
UInt64 orderRequestId() const noexcept
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on t...
ThisType & setUuId(UInt64 value) noexcept
Matches Establish.UUID used to establish the connection.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt16 ordRejReason() const noexcept
Code to identify reason for order rejection.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message.
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
PartyDetails partyDetails() noexcept
ThisType & setLocationToNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt64 legExecId() const noexcept
Refers to the Exec ID (Tag 17) of the leg execution being reported.
ThisType & setOriginalOrderEventExecId(UInt32 value) noexcept
Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted...
IntegralConstant< Char, '3'> CrossType
Cross Type.
UInt32 seqNum() const noexcept
Sequence number of this message.
ThisType & setPartyDetailRequestStatus(UInt8 value) noexcept
Status of party details definition request.
ThisType & setOrdType(OrderType::Enum value) noexcept
Order type.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
UInt32 orderQty() const noexcept
Number of shares or contracts ordered.
SbeGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
PartyIDsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setLiquidityFlagToNull() noexcept
bool ordStatusReqType(MassStatusOrdTyp::Enum &value) const noexcept
If present ? specifies the scope of the OrderMassStatusRequest within the context of MassStatusReques...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setShortSaleType(ShortSaleType::Enum value) noexcept
Indicates the type of short sale.
bool hostCrossId(UInt64 &value) const noexcept
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + l...
TrdRegPublications trdRegPublications() const noexcept
ThisType & setExpireDateToNull() noexcept
static constexpr const Char * className()
ThisType & setQuoteSetId(UInt16 value) noexcept
Should be conditionally populated only for 298=100 (cancel for quote set).
OrderCancelReplaceReject536(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
const void * tail() const noexcept
SbeGroup< FillsEntry, GroupSize, MessageSize > Fills
Repeating group containing FillsEntry entries.
bool symbol(StrRef &value) const noexcept
Instrument Short Name for TM Repo.
Int32 legSecurityId() const noexcept
Multileg instrument's individual security's SecurityID.
ThisType & setExecRestatementReason(ExecReason::Enum value) noexcept
Used to communicate unsolicited cancels.
Sequence506(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setLeavesQty(UInt32 value) noexcept
Amount of shares open for further execution, or unexecuted.
RequestForQuoteAck546 ThisType
This type alias.
ThisType & setErrorCodes(UInt16 value) noexcept
Error code for reject reason.
NegotiationResponse501(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setLegExecId(UInt64 value) noexcept
The ExecID (17) value corresponding to a trade leg.
bool splitMsg(SplitMsg::Enum &value) const noexcept
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a...
bool delayToTime(UInt64 &value) const noexcept
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a r...
ThisType & setDiscretionPriceToNull() noexcept
AffectedOrders affectedOrders(AffectedOrders::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
ThisType & setText(StrRef value) noexcept
Reject reason details; Will be used only for descriptive rejects.
ThisType & setContraCalculatedCcyLastQty(Decimal64NULL value) noexcept
Amount traded (in notional) in counter currency for the Spot with this counterparty.
bool sourceRepoId(Int32 &value) const noexcept
Represents the source repo instrument on which the new tailor made repo should be modeled on...
ThisType & setSeqNum(UInt32 value) noexcept
Sequence number as assigned to message.
ThisType & setMinQtyToNull() noexcept
ThisType & setOrderId(UInt64 value) noexcept
Unique identifier for order as assigned by the exchange.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ExecutionReportElimination524(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
UInt32 cumQty() const noexcept
Total quantity filled.
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
UInt32 fromSeqNo() const noexcept
Sequence number of the first business message requested.
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
QuoteEntries quoteEntries() noexcept
IntegralConstant< Char, '0'> OrdStatusNew
Order status of New.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setManagedOrder(BooleanNULL::Enum value) noexcept
Boolean: flags a managed order.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
UInt8 totalNumSecurities() const noexcept
Indicates total number of leg fills for the spread; Will represent total number of ExecutionReportTra...
ThisType & setCrossTypeToNull() noexcept
ThisType & setSecExecId(UInt64 value) noexcept
Unique identifier that allows linking id spread summary fill notice with leg fill notice and trade ca...
bool discretionPrice(PRICE9 &value) const noexcept
The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but...
ThisType & setLegExecId(UInt64 value) noexcept
Refers to the Exec ID (Tag 17) of the leg execution being reported.
UInt8 fillYieldType() const noexcept
Enumeration of the Fill Reason field using Integer.
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
ThisType & setExecutorToNull() noexcept
Number of Side repeating group instances.
bool liquidityFlag(BooleanNULL::Enum &value) const noexcept
Field added to capture if an order was submitted for market making obligation or not.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef execId() const noexcept
Unique identifier of execution message as assigned by exchange.
ThisType & setPossRetransFlag(BooleanFlag::Enum value) noexcept
Flags message as possible retransmission.
UInt8 partyDetailRequestStatus() const noexcept
Status of party details definition request.
QuoteEntries quoteEntries(QuoteEntries::Size length)
Setup repeating group with the given number of entries.
ThisType & setQuoteStatus(QuoteCxlStatus::Enum value) noexcept
Identifies the type of Quote Cancel.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
ThisType & setTerminationTypeToNull() noexcept
const void * tail() const noexcept
NotApplied513(void *data, EncodedLength length, NoInit, NoCheck) noexcept
Creates an instance over the given memory block.
ThisType & setDelayToTimeToNull() noexcept
UInt32 seqNum() const noexcept
Sequence number as assigned to message.
UInt8 orderEventReason() const noexcept
Action that caused the event to occur.
Legs legs() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled.
ThisType & setLocation(StrRef value) noexcept
Text describing sender's location (i.e.
UInt64 transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to...
ThisType & setPartyDetailsListReqId(UInt64 value) noexcept
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip ...
ThisType & setExecutionModeToNull() noexcept
UInt32 orderEventQty() const noexcept
Refers to the specific fill quantity between this order and the opposite order.
ExecInst execInst() const noexcept
Instructions for order handling on exchange.
ThisType & setCumQty(UInt32 value) noexcept
Total quantity filled.
bool selfMatchPreventionId(UInt64 &value) const noexcept
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setTotNoQuoteEntries(UInt8 value) noexcept
Total number of quotes for the quote set across all messages.
const void * tail() const noexcept
ThisType & setSenderId(StrRef value) noexcept
Operator ID.
UInt8 orderEventReason() const noexcept
Action that caused the event to occur.
UInt8 trdRegPublicationType() const noexcept
Specifies the type of regulatory trade publication.
bool tradeDate(Timestamp &value) const noexcept
Indicates date of trading day (expressed in local time at place of trade).
ThisType & setMassStatusReqId(UInt64 value) noexcept
Unique ID of Order Mass Status Request as assigned by the client system.
bool quoteRejectReason(UInt16 &value) const noexcept
Contains reason (error code) the corresponding QuoteCancel message has been rejected.
ThisType & setOrdType(OrderTypeReq::Enum value) noexcept
Order type.
const void * tail() const noexcept
static constexpr UInt64 getMaxMessageSize(UInt8) noexcept
Maximal message size.
ThisType & setReservationPriceToNull() noexcept
bool executionMode(ExecMode::Enum &value) const noexcept
Identifies whether the order should be treated as passive (will not match when entered) or aggressive...
BooleanFlag::Enum possRetransFlag() const noexcept
Flags message as possible retransmission.
bool riskFreeRate(Decimal32NULL &value) const noexcept
Interest rate. Usually some form of short term rate.
bool selfMatchPreventionId(UInt64 &value) const noexcept
Used by the Falcon engine to prevent orders from the same firm matching with each other...