#include <OnixS/CME/iLink3/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 539 } |
typedef SchemaTraits | Schema |
typedef ExecutionAck539 | ThisType |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Public Member Functions | |
ExecutionAck539 () | |
ExecutionAck539 (void *data, EncodedLength length, SchemaVersion version=Schema::Version) | |
ExecutionAck539 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version) | |
ExecutionAck539 (void *data, EncodedLength length, NoInit) | |
ExecutionAck539 (const SbeMessage &message) | |
ExecutionAck539 (void *data, EncodedLength length, NoInit, NoCheck) noexcept | |
UInt64 | partyDetailsListReqId () const noexcept |
ThisType & | setPartyDetailsListReqId (UInt64 value) noexcept |
UInt64 | orderId () const noexcept |
ThisType & | setOrderId (UInt64 value) noexcept |
ExecAckStatus::Enum | execAckStatus () const noexcept |
ThisType & | setExecAckStatus (ExecAckStatus::Enum value) noexcept |
UInt32 | seqNum () const noexcept |
ThisType & | setSeqNum (UInt32 value) noexcept |
StrRef | clOrdId () const noexcept |
ThisType & | setClOrdId (StrRef value) noexcept |
UInt64 | secExecId () const noexcept |
ThisType & | setSecExecId (UInt64 value) noexcept |
PRICE9 | lastPx () const noexcept |
ThisType & | setLastPx (PRICE9 value) noexcept |
Int32 | securityId () const noexcept |
ThisType & | setSecurityId (Int32 value) noexcept |
UInt32 | lastQty () const noexcept |
ThisType & | setLastQty (UInt32 value) noexcept |
bool | dkReason (DKReason::Enum &value) const noexcept |
ThisType & | setDkReason (DKReason::Enum value) noexcept |
ThisType & | setDkReasonToNull () noexcept |
SideReq::Enum | side () const noexcept |
ThisType & | setSide (SideReq::Enum value) noexcept |
StrRef | senderId () const noexcept |
ThisType & | setSenderId (StrRef value) noexcept |
UInt64 | sendingTimeEpoch () const noexcept |
ThisType & | setSendingTimeEpoch (UInt64 value) noexcept |
StrRef | location () const noexcept |
ThisType & | setLocation (StrRef value) noexcept |
ManualOrdIndReq::Enum | manualOrderIndicator () const noexcept |
ThisType & | setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept |
ThisType & | resetVariableFields () noexcept |
ThisType & | reset () noexcept |
std::string | toString () const |
const void * | tail () const noexcept |
EncodedLength | calculateBinarySize () const noexcept |
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SbeMessage () noexcept | |
SbeMessage (void *data, MessageSize size, SchemaVersion version) | |
SbeMessage (void *data, MessageSize size) | |
SbeMessage (void *data, MessageSize size, NoCheck) noexcept | |
void | clear () noexcept |
bool | valid () const noexcept |
MessageTemplateId | templateId () const noexcept |
SchemaVersion | version () const noexcept |
SchemaId | schemaId () const noexcept |
const void * | binary () const noexcept |
void * | binary () noexcept |
const void * | blockEnd () noexcept |
const void * | blockEnd () const noexcept |
MessageSize | bufferSize () const noexcept |
void * | body () noexcept |
BlockLength | blockLength () const noexcept |
const void * | block () const noexcept |
void * | block () noexcept |
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Messaging::SbeMessage & | container () noexcept |
void | zeroPaddingBytes (MessageSize offset) noexcept |
void | setOrdinary (MessageSize offset, FieldValue value) noexcept |
void | setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since) |
void | setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept |
void | setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since) |
void | setFixedStr (MessageSize offset, StrRef value) noexcept |
void | setFixedStr (MessageSize offset, StrRef value, SchemaVersion since) |
Static Public Member Functions | |
static constexpr BlockLength | minimalBlockLength (SchemaVersion version) noexcept |
static constexpr BlockLength | blockLength (SchemaVersion version) noexcept |
static constexpr MessageSize | getMinimalVariableFieldsSize (SchemaVersion version) |
static constexpr UInt64 | getMaxMessageSize (UInt8) noexcept |
static constexpr const Char * | className () |
static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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SbeMessage & | version (SchemaVersion version) noexcept |
GroupList | groups () noexcept |
GroupList | groups () const noexcept |
template<typename Group > | |
void | initGroup (Group &group, typename Group::EntrySize entrySize) noexcept |
template<typename Group > | |
void | setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
template<typename Group > | |
void | constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
void | setVarDataField (DATA &data, StrRef value, const void *oldMessageTail) |
VariableLengthFieldList | variableLengthFields () noexcept |
VariableLengthFieldList | variableLengthFields () const noexcept |
void | init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept |
MessageSize | calculateBinarySize (const void *tail) const noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthField (Callable callable, StrRef value, Owner &owner) |
template<class Callable , class Owner > | |
void | setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner) |
template<class Callable , class Owner > | |
StrRef | getVariableLengthField (Callable callable, const Owner &owner) const noexcept |
template<class Callable , class Owner > | |
StrRef | getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept |
template<class Group , class Callable , class Owner > | |
void | resetGroup (Callable callable, Owner &owner) noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept |
template<class Group , class Callable , class Owner > | |
void | resetGroup (Callable callable, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | constructGroup (Callable callable, typename Group::Size length, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | setupGroup (Callable callable, typename Group::Size length, Owner &owner) |
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SbeFields () | |
~SbeFields () | |
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BinaryBlock () | |
~BinaryBlock () | |
Value | ordinary (MessageSize offset) const noexcept |
bool | ordinary (Value &value, MessageSize offset, NullValue null) const noexcept |
bool | ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
Enumeration::Enum | enumeration (MessageSize offset) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
Value | decimal (MessageSize offset) const noexcept |
bool | decimal (Value &value, MessageSize offset, NullValue null) const noexcept |
bool | decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
StrRef | fixedStr (MessageSize offset) const noexcept |
bool | fixedStr (StrRef &value, MessageSize offset) const noexcept |
bool | fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 32172 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 32177 of file Messages.h.
typedef ExecutionAck539 ThisType |
This type alias.
Definition at line 32180 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 32183 of file Messages.h.
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inline |
Initializes a blank instance.
Definition at line 32186 of file Messages.h.
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inline |
Initializes an instance over the given memory block.
Definition at line 32189 of file Messages.h.
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inline |
Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.
Definition at line 32204 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 32218 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 32229 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 32240 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 32615 of file Messages.h.
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inlinenoexcept |
Definition at line 32704 of file Messages.h.
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inlinestatic |
Definition at line 32670 of file Messages.h.
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inlinenoexcept |
CIOrdID of the problem execution.
Definition at line 32341 of file Messages.h.
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inlinenoexcept |
Reason for execution rejection.
Definition at line 32447 of file Messages.h.
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inlinenoexcept |
Indicates the status of the execution acknowledgement.
Definition at line 32299 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 32679 of file Messages.h.
Maximal message size.
Definition at line 32641 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 32629 of file Messages.h.
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inlinenoexcept |
Price of this fill.
Definition at line 32385 of file Messages.h.
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inlinenoexcept |
Quantity of shares bought/sold on this fill.
Definition at line 32427 of file Messages.h.
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inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 32553 of file Messages.h.
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inlinenoexcept |
Indicates if the message was initially received manually (as opposed to electronically).
Definition at line 32577 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 32603 of file Messages.h.
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inlinenoexcept |
Order ID of the problem execution.
Definition at line 32279 of file Messages.h.
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inlinenoexcept |
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 32257 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 32657 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 32650 of file Messages.h.
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inlinenoexcept |
The binary trade number (Tag 1797) being accepted or rejected from the original fill.
Definition at line 32364 of file Messages.h.
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inlinenoexcept |
Security ID as defined by CME.
For the security ID list, see the security definition messages.
Definition at line 32406 of file Messages.h.
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inlinenoexcept |
Operator ID.
Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform.
Definition at line 32502 of file Messages.h.
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inlinenoexcept |
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 32531 of file Messages.h.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 32321 of file Messages.h.
CIOrdID of the problem execution.
Definition at line 32351 of file Messages.h.
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inlinenoexcept |
Reason for execution rejection.
Definition at line 32456 of file Messages.h.
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inlinenoexcept |
Definition at line 32465 of file Messages.h.
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inlinenoexcept |
Indicates the status of the execution acknowledgement.
Definition at line 32309 of file Messages.h.
Price of this fill.
Definition at line 32394 of file Messages.h.
Quantity of shares bought/sold on this fill.
Definition at line 32436 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 32564 of file Messages.h.
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inlinenoexcept |
Indicates if the message was initially received manually (as opposed to electronically).
Definition at line 32588 of file Messages.h.
Order ID of the problem execution.
Definition at line 32288 of file Messages.h.
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 32268 of file Messages.h.
The binary trade number (Tag 1797) being accepted or rejected from the original fill.
Definition at line 32374 of file Messages.h.
Security ID as defined by CME.
For the security ID list, see the security definition messages.
Definition at line 32416 of file Messages.h.
Operator ID.
Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform.
Definition at line 32518 of file Messages.h.
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 32541 of file Messages.h.
Sequence number as assigned to message.
Definition at line 32330 of file Messages.h.
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inlinenoexcept |
Order side.
Definition at line 32485 of file Messages.h.
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inlinenoexcept |
Order side.
Definition at line 32476 of file Messages.h.
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inlinenoexcept |
Definition at line 32691 of file Messages.h.
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inline |
Definition at line 2353 of file MessageSerialization.h.