MassQuote517 Struct Reference

Classes
struct	QuoteEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef MassQuote517	ThisType
typedef SbeGroup< QuoteEntry, GroupSize, MessageSize >	QuoteEntries
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	MassQuote517 ()=default
	MassQuote517 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	MassQuote517 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	MassQuote517 (void *data, EncodedLength length, NoInit)
	MassQuote517 (const SbeMessage &message)
	MassQuote517 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt64	partyDetailsListReqId () const noexcept
ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept
UInt64	sendingTimeEpoch () const noexcept
ThisType &	setSendingTimeEpoch (UInt64 value) noexcept
ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept
ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
UInt32	seqNum () const noexcept
ThisType &	setSeqNum (UInt32 value) noexcept
StrRef	senderId () const noexcept
ThisType &	setSenderId (StrRef value) noexcept
bool	quoteReqId (UInt64 &value) const noexcept
ThisType &	setQuoteReqId (UInt64 value) noexcept
ThisType &	setQuoteReqIdToNull () noexcept
StrRef	location () const noexcept
ThisType &	setLocation (StrRef value) noexcept
UInt32	quoteId () const noexcept
ThisType &	setQuoteId (UInt32 value) noexcept
UInt8	totNoQuoteEntries () const noexcept
ThisType &	setTotNoQuoteEntries (UInt8 value) noexcept
BooleanFlag::Enum	mmProtectionReset () const noexcept
ThisType &	setMmProtectionReset (BooleanFlag::Enum value) noexcept
bool	liquidityFlag (BooleanNULL::Enum &value) const noexcept
ThisType &	setLiquidityFlag (BooleanNULL::Enum value) noexcept
ThisType &	setLiquidityFlagToNull () noexcept
bool	shortSaleType (ShortSaleType::Enum &value) const noexcept
ThisType &	setShortSaleType (ShortSaleType::Enum value) noexcept
ThisType &	setShortSaleTypeToNull () noexcept
bool	reserved (StrRef &value) const noexcept
ThisType &	setReserved (StrRef value) noexcept
ThisType &	setReservedToNull () noexcept
bool	reserved1 (StrRef &value) const noexcept
ThisType &	setReserved1 (StrRef value) noexcept
ThisType &	setReserved1ToNull () noexcept
bool	quoteEntryOpen (BooleanNULL::Enum &value) const noexcept
ThisType &	setQuoteEntryOpen (BooleanNULL::Enum value) noexcept
ThisType &	setQuoteEntryOpenToNull () noexcept
QuoteEntries	quoteEntries () const noexcept
QuoteEntries	quoteEntries () noexcept
QuoteEntries	quoteEntries (QuoteEntries::Size length)
QuoteEntries	quoteEntries (QuoteEntries::Size length, NoFieldsInit)
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 maxGroupItems=255) 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 6879 of file Messages.h.

Member Typedef Documentation

QuoteEntries

typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries

Repeating group containing QuoteEntry entries.

Definition at line 7192 of file Messages.h.

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 6884 of file Messages.h.

ThisType

typedef MassQuote517 ThisType

This type alias.

Definition at line 6887 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	517

Definition at line 6890 of file Messages.h.

Constructor & Destructor Documentation

MassQuote517() [1/6]

MassQuote517 ( )

default

Initializes a blank instance.

MassQuote517() [2/6]

MassQuote517 ( void * data, EncodedLength length, SchemaVersion version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 7198 of file Messages.h.

MassQuote517() [3/6]

MassQuote517 ( 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 7213 of file Messages.h.

MassQuote517() [4/6]

MassQuote517 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 7227 of file Messages.h.

MassQuote517() [5/6]

MassQuote517 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 7238 of file Messages.h.

MassQuote517() [6/6]

MassQuote517 ( void * data, EncodedLength length, NoInit , NoCheck  )

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 7249 of file Messages.h.

Member Function Documentation

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 7713 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 7802 of file Messages.h.

className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns

class name.

Definition at line 7774 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 7783 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 7740 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 7726 of file Messages.h.

liquidityFlag()

bool liquidityFlag ( BooleanNULL::Enum & value ) const

inlinenoexcept

Field added to capture if an order was submitted for market making obligation or not.

Applicable only for EU BrokerTec and EBS MiFID regulated instruments.

Definition at line 7503 of file Messages.h.

location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 7408 of file Messages.h.

manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Reject if greater than max length. Flip back incoming value in outgoing execution report only if either Y/N otherwise ignore.

Definition at line 7308 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 7702 of file Messages.h.

mmProtectionReset()

BooleanFlag::Enum mmProtectionReset ( ) const

inlinenoexcept

When market maker protection is triggered CME will not accept any new quotes from the market maker for that product group until it receives a mass quote message with the MMProtectionReset flag set to true.

Definition at line 7480 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 7265 of file Messages.h.

quoteEntries() [1/4]

QuoteEntries quoteEntries ( ) const

inlinenoexcept

Returns

instance of QuoteEntries repeating group.

Definition at line 7655 of file Messages.h.

quoteEntries() [2/4]

QuoteEntries quoteEntries ( )

inlinenoexcept

Returns

instance of QuoteEntries repeating group.

Definition at line 7664 of file Messages.h.

quoteEntries() [3/4]

QuoteEntries quoteEntries ( QuoteEntries::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns

NoQuoteEntries(295) repeating group.

Definition at line 7675 of file Messages.h.

quoteEntries() [4/4]

QuoteEntries quoteEntries ( QuoteEntries::Size length, NoFieldsInit  )

inline

Setup repeating group with the given number of entries.

Returns

NoQuoteEntries(295) repeating group.

Definition at line 7687 of file Messages.h.

quoteEntryOpen()

bool quoteEntryOpen ( BooleanNULL::Enum & value ) const

inlinenoexcept

A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are being cancelled on behalf; also to be used to reset such a block on mass quotes being sent by the blocked sender comp.

Definition at line 7626 of file Messages.h.

quoteId()

UInt32 quoteId ( ) const

inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 7430 of file Messages.h.

quoteReqId()

bool quoteReqId ( UInt64 & value ) const

inlinenoexcept

Unique identifier for quote request being responded to.

Definition at line 7381 of file Messages.h.

reserved()

bool reserved ( StrRef & value ) const

inlinenoexcept

Reserved for future use.

Definition at line 7565 of file Messages.h.

reserved1()

bool reserved1 ( StrRef & value ) const

inlinenoexcept

Reserved for future use.

Definition at line 7594 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 7757 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 7750 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 7355 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 7286 of file Messages.h.

seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 7331 of file Messages.h.

setLiquidityFlag()

ThisType & setLiquidityFlag ( BooleanNULL::Enum value )

inlinenoexcept

Field added to capture if an order was submitted for market making obligation or not.

Applicable only for EU BrokerTec and EBS MiFID regulated instruments.

Definition at line 7513 of file Messages.h.

setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 7521 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 7418 of file Messages.h.

setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Reject if greater than max length. Flip back incoming value in outgoing execution report only if either Y/N otherwise ignore.

Definition at line 7320 of file Messages.h.

setMmProtectionReset()

ThisType & setMmProtectionReset ( BooleanFlag::Enum value )

inlinenoexcept

When market maker protection is triggered CME will not accept any new quotes from the market maker for that product group until it receives a mass quote message with the MMProtectionReset flag set to true.

Definition at line 7491 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 7275 of file Messages.h.

setQuoteEntryOpen()

ThisType & setQuoteEntryOpen ( BooleanNULL::Enum value )

inlinenoexcept

A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are being cancelled on behalf; also to be used to reset such a block on mass quotes being sent by the blocked sender comp.

Definition at line 7637 of file Messages.h.

setQuoteEntryOpenToNull()

ThisType & setQuoteEntryOpenToNull ( )

inlinenoexcept

Definition at line 7645 of file Messages.h.

setQuoteId()

ThisType & setQuoteId ( UInt32 value )

inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 7439 of file Messages.h.

setQuoteReqId()

ThisType & setQuoteReqId ( UInt64 value )

inlinenoexcept

Unique identifier for quote request being responded to.

Definition at line 7389 of file Messages.h.

setQuoteReqIdToNull()

ThisType & setQuoteReqIdToNull ( )

inlinenoexcept

Definition at line 7397 of file Messages.h.

setReserved()

ThisType & setReserved ( StrRef value )

inlinenoexcept

Reserved for future use.

Definition at line 7574 of file Messages.h.

setReserved1()

ThisType & setReserved1 ( StrRef value )

inlinenoexcept

Reserved for future use.

Definition at line 7603 of file Messages.h.

setReserved1ToNull()

ThisType & setReserved1ToNull ( )

inlinenoexcept

Definition at line 7612 of file Messages.h.

setReservedToNull()

ThisType & setReservedToNull ( )

inlinenoexcept

Definition at line 7583 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 7370 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 7295 of file Messages.h.

setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 7339 of file Messages.h.

setShortSaleType()

ThisType & setShortSaleType ( ShortSaleType::Enum value )

inlinenoexcept

Indicates the type of short sale.

Will not be used for Buy orders but Sell orders should have this tag populated for MiFID.

Definition at line 7546 of file Messages.h.

setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 7555 of file Messages.h.

setTotNoQuoteEntries()

ThisType & setTotNoQuoteEntries ( UInt8 value )

inlinenoexcept

Total number of quotes for the quote set across all messages.

Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries is not 0. Since fragmentation is not supported in practice this will always be equal to the value of NoQuoteEntries.

Definition at line 7467 of file Messages.h.

shortSaleType()

bool shortSaleType ( ShortSaleType::Enum & value ) const

inlinenoexcept

Indicates the type of short sale.

Will not be used for Buy orders but Sell orders should have this tag populated for MiFID.

Definition at line 7534 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 7794 of file Messages.h.

toString()

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 754 of file MessageSerialization.h.

totNoQuoteEntries()

UInt8 totNoQuoteEntries ( ) const

inlinenoexcept

Total number of quotes for the quote set across all messages.

Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries is not 0. Since fragmentation is not supported in practice this will always be equal to the value of NoQuoteEntries.

Definition at line 7454 of file Messages.h.