#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 ()=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 (MessageSizeoffset) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)

void	setFixedStr (MessageSizeoffset, StrRef value) noexcept

void	setFixedStr (MessageSizeoffset, 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
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 (MessageSizeoffset) const noexcept

bool	ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept

bool	ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

Enumeration::Enum	enumeration (MessageSizeoffset) const noexcept

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

Value	decimal (MessageSizeoffset) const noexcept

bool	decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept

bool	decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

StrRef	fixedStr (MessageSizeoffset) const noexcept

bool	fixedStr (StrRef &value, MessageSizeoffset) const noexcept

bool	fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept

Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 32112 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 32117 of file Messages.h.

typedef ExecutionAck539 ThisType

This type alias.

Definition at line 32120 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 32123 of file Messages.h.

Constructor & Destructor Documentation

ExecutionAck539 ( )

default

Initializes a blank instance.

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

inline

Initializes an instance over the given memory block.

Definition at line 32129 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 32144 of file Messages.h.

ExecutionAck539	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 32158 of file Messages.h.

ExecutionAck539 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 32169 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 32180 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 32555 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 32644 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 32610 of file Messages.h.

StrRef clOrdId ( ) const

inlinenoexcept

CIOrdID of the problem execution.

Definition at line 32281 of file Messages.h.

bool dkReason ( DKReason::Enum & value ) const

inlinenoexcept

Reason for execution rejection.

Definition at line 32387 of file Messages.h.

ExecAckStatus::Enum execAckStatus ( ) const

inlinenoexcept

Indicates the status of the execution acknowledgement.

Definition at line 32239 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 32619 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticnoexcept

Maximal message size.

Definition at line 32581 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestatic

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

Definition at line 32569 of file Messages.h.

PRICE9 lastPx ( ) const

inlinenoexcept

Price of this fill.

Definition at line 32325 of file Messages.h.

UInt32 lastQty ( ) const

inlinenoexcept

Quantity of shares bought/sold on this fill.

Definition at line 32367 of file Messages.h.

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 32493 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 32517 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 32543 of file Messages.h.

UInt64 orderId ( ) const

inlinenoexcept

Order ID of the problem execution.

Definition at line 32219 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 32197 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 32597 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 32590 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 32304 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 32346 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 32442 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 32471 of file Messages.h.

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 32261 of file Messages.h.

ThisType& setClOrdId ( StrRef value )

inlinenoexcept

CIOrdID of the problem execution.

Definition at line 32291 of file Messages.h.

ThisType& setDkReason ( DKReason::Enum value )

inlinenoexcept

Reason for execution rejection.

Definition at line 32396 of file Messages.h.

ThisType& setDkReasonToNull ( )

inlinenoexcept

Definition at line 32405 of file Messages.h.

ThisType& setExecAckStatus ( ExecAckStatus::Enum value )

inlinenoexcept

Indicates the status of the execution acknowledgement.

Definition at line 32249 of file Messages.h.

ThisType& setLastPx ( PRICE9 value )

inlinenoexcept

Price of this fill.

Definition at line 32334 of file Messages.h.

ThisType& setLastQty ( UInt32 value )

inlinenoexcept

Quantity of shares bought/sold on this fill.

Definition at line 32376 of file Messages.h.

ThisType& setLocation ( StrRef value )

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 32504 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 32528 of file Messages.h.

ThisType& setOrderId ( UInt64 value )

inlinenoexcept

Order ID of the problem execution.

Definition at line 32228 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 32208 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 32314 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 32356 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 32458 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 32481 of file Messages.h.

ThisType& setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 32270 of file Messages.h.

ThisType& setSide ( SideReq::Enum value )

inlinenoexcept

Order side.

Definition at line 32425 of file Messages.h.

SideReq::Enum side ( ) const

inlinenoexcept

Order side.

Definition at line 32416 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 32631 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:

OnixS/CME/iLink3/messaging/Messages.h
OnixS/CME/iLink3/messaging/MessageSerialization.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation