OnixS C++ CME iLink 3 Binary Order Entry Handler  1.15.0
API Documentation
ExecutionAck539 Struct Reference

#include <OnixS/CME/iLink3/messaging/Messages.h>

Public Types

enum  { TemplateId = 539 }
 
typedef SchemaTraits Schema
 
typedef ExecutionAck539 ThisType
 
- Public Types inherited from SbeMessage
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
 
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
 
UInt64 orderId () const noexcept
 
ThisTypesetOrderId (UInt64 value) noexcept
 
ExecAckStatus::Enum execAckStatus () const noexcept
 
ThisTypesetExecAckStatus (ExecAckStatus::Enum value) noexcept
 
UInt32 seqNum () const noexcept
 
ThisTypesetSeqNum (UInt32 value) noexcept
 
StrRef clOrdId () const noexcept
 
ThisTypesetClOrdId (StrRef value) noexcept
 
UInt64 secExecId () const noexcept
 
ThisTypesetSecExecId (UInt64 value) noexcept
 
PRICE9 lastPx () const noexcept
 
ThisTypesetLastPx (PRICE9 value) noexcept
 
Int32 securityId () const noexcept
 
ThisTypesetSecurityId (Int32 value) noexcept
 
UInt32 lastQty () const noexcept
 
ThisTypesetLastQty (UInt32 value) noexcept
 
bool dkReason (DKReason::Enum &value) const noexcept
 
ThisTypesetDkReason (DKReason::Enum value) noexcept
 
ThisTypesetDkReasonToNull () noexcept
 
SideReq::Enum side () const noexcept
 
ThisTypesetSide (SideReq::Enum value) noexcept
 
StrRef senderId () const noexcept
 
ThisTypesetSenderId (StrRef value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () 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::SbeMessagecontainer () 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 CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (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 ()
 
 ~SbeFields ()
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 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
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 32172 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 32177 of file Messages.h.

This type alias.

Definition at line 32180 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 32183 of file Messages.h.

Constructor & Destructor Documentation

ExecutionAck539 ( )
inline

Initializes a blank instance.

Definition at line 32186 of file Messages.h.

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

Initializes an instance over the given memory block.

Definition at line 32189 of file Messages.h.

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 32204 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 32218 of file Messages.h.

ExecutionAck539 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 32229 of file Messages.h.

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 32240 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 32615 of file Messages.h.

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 32704 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 32670 of file Messages.h.

StrRef clOrdId ( ) const
inlinenoexcept

CIOrdID of the problem execution.

Definition at line 32341 of file Messages.h.

bool dkReason ( DKReason::Enum value) const
inlinenoexcept

Reason for execution rejection.

Definition at line 32447 of file Messages.h.

ExecAckStatus::Enum execAckStatus ( ) const
inlinenoexcept

Indicates the status of the execution acknowledgement.

Definition at line 32299 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 32679 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 32641 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 32629 of file Messages.h.

PRICE9 lastPx ( ) const
inlinenoexcept

Price of this fill.

Definition at line 32385 of file Messages.h.

UInt32 lastQty ( ) const
inlinenoexcept

Quantity of shares bought/sold on this fill.

Definition at line 32427 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 32553 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 32577 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 32603 of file Messages.h.

UInt64 orderId ( ) const
inlinenoexcept

Order ID of the problem execution.

Definition at line 32279 of file Messages.h.

UInt64 partyDetailsListReqId ( ) const
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.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 32657 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 32650 of file Messages.h.

UInt64 secExecId ( ) const
inlinenoexcept

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

Definition at line 32364 of file Messages.h.

Int32 securityId ( ) const
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.

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 32502 of file Messages.h.

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 32531 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 32321 of file Messages.h.

ThisType& setClOrdId ( StrRef  value)
inlinenoexcept

CIOrdID of the problem execution.

Definition at line 32351 of file Messages.h.

ThisType& setDkReason ( DKReason::Enum  value)
inlinenoexcept

Reason for execution rejection.

Definition at line 32456 of file Messages.h.

ThisType& setDkReasonToNull ( )
inlinenoexcept

Definition at line 32465 of file Messages.h.

ThisType& setExecAckStatus ( ExecAckStatus::Enum  value)
inlinenoexcept

Indicates the status of the execution acknowledgement.

Definition at line 32309 of file Messages.h.

ThisType& setLastPx ( PRICE9  value)
inlinenoexcept

Price of this fill.

Definition at line 32394 of file Messages.h.

ThisType& setLastQty ( UInt32  value)
inlinenoexcept

Quantity of shares bought/sold on this fill.

Definition at line 32436 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 32564 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

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

Definition at line 32588 of file Messages.h.

ThisType& setOrderId ( UInt64  value)
inlinenoexcept

Order ID of the problem execution.

Definition at line 32288 of file Messages.h.

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 32268 of file Messages.h.

ThisType& setSecExecId ( UInt64  value)
inlinenoexcept

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

Definition at line 32374 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Security ID as defined by CME.

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

Definition at line 32416 of file Messages.h.

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 32518 of file Messages.h.

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 32541 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 32330 of file Messages.h.

ThisType& setSide ( SideReq::Enum  value)
inlinenoexcept

Order side.

Definition at line 32485 of file Messages.h.

SideReq::Enum side ( ) const
inlinenoexcept

Order side.

Definition at line 32476 of file Messages.h.

const void* tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 32691 of file Messages.h.

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 2353 of file MessageSerialization.h.


The documentation for this struct was generated from the following files: