Public Types
enum
typedef SchemaTraits	Schema
typedef ExecutionAck539	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	ExecutionAck539 ()=default
	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
Public Member Functions inherited from SbeMessage
	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
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage &	container () noexcept
void	zeroPaddingBytes (MessageSize offset) noexcept
void	setOrdinary (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

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 StrRef	className () noexcept
static constexpr StrRef	fixType () noexcept

Additional Inherited Members
Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize >	GroupList
typedef SbeVariableLengthFieldList< MessageSize >	VariableLengthFieldList
Protected Member Functions inherited from SbeMessage
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)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
	SbeFields ()=default
	~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
	BinaryBlock ()=default
	~BinaryBlock ()=default
Value	ordinary (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Value	decimal (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 30028 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 30033 of file Messages.h.

◆ ThisType

typedef ExecutionAck539 ThisType

This type alias.

Definition at line 30036 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	539

Definition at line 30039 of file Messages.h.

Constructor & Destructor Documentation

◆ ExecutionAck539() [1/6]

ExecutionAck539 ( )

default

Initializes a blank instance.

◆ ExecutionAck539() [2/6]

ExecutionAck539	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 30045 of file Messages.h.

◆ ExecutionAck539() [3/6]

ExecutionAck539	(	void *	data,
		EncodedLength	length,
		NoFieldsInit	,
		SchemaVersion	version = Schema::Version )

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 30060 of file Messages.h.

◆ ExecutionAck539() [4/6]

ExecutionAck539	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 30074 of file Messages.h.

◆ ExecutionAck539() [5/6]

ExecutionAck539 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 30085 of file Messages.h.

◆ ExecutionAck539() [6/6]

ExecutionAck539	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 30096 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 30438 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 30521 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 30489 of file Messages.h.

◆ clOrdId()

StrRef clOrdId ( ) const

inlinenoexcept

CIOrdID of the problem execution.

Definition at line 30188 of file Messages.h.

◆ dkReason()

bool dkReason ( DKReason::Enum & value ) const

inlinenoexcept

Reason for execution rejection.

Definition at line 30284 of file Messages.h.

◆ execAckStatus()

ExecAckStatus::Enum execAckStatus ( ) const

inlinenoexcept

Indicates the status of the execution acknowledgement.

Definition at line 30150 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 30498 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 30463 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 30451 of file Messages.h.

◆ lastPx()

PRICE9 lastPx ( ) const

inlinenoexcept

Price of this fill.

Definition at line 30228 of file Messages.h.

◆ lastQty()

UInt32 lastQty ( ) const

inlinenoexcept

Quantity of shares bought/sold on this fill.

Definition at line 30266 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 30381 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

Indicates if the message was initially received manually (as opposed to electronically).

Definition at line 30403 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 30427 of file Messages.h.

◆ orderId()

UInt64 orderId ( ) const

inlinenoexcept

Order ID of the problem execution.

Definition at line 30132 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const

inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 30112 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 30477 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 30471 of file Messages.h.

◆ secExecId()

UInt64 secExecId ( ) const

inlinenoexcept

The binary trade number (Tag 1797) being accepted or rejected from the original fill.

Definition at line 30209 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Security ID as defined by CME.

For the security ID list, see the security definition messages.

Definition at line 30247 of file Messages.h.

◆ senderId()

StrRef senderId ( ) const

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 30334 of file Messages.h.

◆ sendingTimeEpoch()

UInt64 sendingTimeEpoch ( ) const

inlinenoexcept

Time when the message is sent.

64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

Definition at line 30361 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 30170 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( StrRef value )

inlinenoexcept

CIOrdID of the problem execution.

Definition at line 30197 of file Messages.h.

◆ setDkReason()

ThisType & setDkReason ( DKReason::Enum value )

inlinenoexcept

Reason for execution rejection.

Definition at line 30292 of file Messages.h.

◆ setDkReasonToNull()

ThisType & setDkReasonToNull ( )

inlinenoexcept

Definition at line 30300 of file Messages.h.

◆ setExecAckStatus()

ThisType & setExecAckStatus ( ExecAckStatus::Enum value )

inlinenoexcept

Indicates the status of the execution acknowledgement.

Definition at line 30159 of file Messages.h.

◆ setLastPx()

ThisType & setLastPx ( PRICE9 value )

inlinenoexcept

Price of this fill.

Definition at line 30236 of file Messages.h.

◆ setLastQty()

ThisType & setLastQty ( UInt32 value )

inlinenoexcept

Quantity of shares bought/sold on this fill.

Definition at line 30274 of file Messages.h.

◆ setLocation()

ThisType & setLocation ( StrRef value )

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 30391 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

Indicates if the message was initially received manually (as opposed to electronically).

Definition at line 30413 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value )

inlinenoexcept

Order ID of the problem execution.

Definition at line 30140 of file Messages.h.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value )

inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 30122 of file Messages.h.

◆ setSecExecId()

ThisType & setSecExecId ( UInt64 value )

inlinenoexcept

The binary trade number (Tag 1797) being accepted or rejected from the original fill.

Definition at line 30218 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Security ID as defined by CME.

For the security ID list, see the security definition messages.

Definition at line 30256 of file Messages.h.

◆ setSenderId()

ThisType & setSenderId ( StrRef value )

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 30349 of file Messages.h.

◆ setSendingTimeEpoch()

ThisType & setSendingTimeEpoch ( UInt64 value )

inlinenoexcept

Time when the message is sent.

64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

Definition at line 30370 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 30178 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value )

inlinenoexcept

Order side.

Definition at line 30318 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const

inlinenoexcept

Order side.

Definition at line 30310 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 30509 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 2353 of file MessageSerialization.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ ExecutionAck539() [1/6]

◆ ExecutionAck539() [2/6]

◆ ExecutionAck539() [3/6]

◆ ExecutionAck539() [4/6]

◆ ExecutionAck539() [5/6]

◆ ExecutionAck539() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ clOrdId()

◆ dkReason()

◆ execAckStatus()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ lastPx()

◆ lastQty()

◆ location()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ orderId()

◆ partyDetailsListReqId()

◆ reset()

◆ resetVariableFields()

◆ secExecId()

◆ securityId()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setClOrdId()

◆ setDkReason()

◆ setDkReasonToNull()

◆ setExecAckStatus()

◆ setLastPx()

◆ setLastQty()

◆ setLocation()

◆ setManualOrderIndicator()

◆ setOrderId()

◆ setPartyDetailsListReqId()

◆ setSecExecId()

◆ setSecurityId()

◆ setSenderId()

◆ setSendingTimeEpoch()

◆ setSeqNum()

◆ setSide()

◆ side()

◆ tail()

◆ toString()