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

Classes
struct	QuoteEntry

Public Types
enum	{ TemplateId = 517 }

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 ()

	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)

ThisType &	setReserved1ToNull ()

bool	quoteEntryOpen (BooleanNULL::Enum &value) const noexcept

ThisType &	setQuoteEntryOpen (BooleanNULL::Enum value)

ThisType &	setQuoteEntryOpenToNull ()

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	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 maxGroupItems=255) 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 ()

	~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 7228 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries

Repeating group containing QuoteEntry entries.

Definition at line 7566 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 7233 of file Messages.h.

typedef MassQuote517 ThisType

This type alias.

Definition at line 7236 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 7239 of file Messages.h.

Constructor & Destructor Documentation

MassQuote517 ( )

inline

Initializes a blank instance.

Definition at line 7569 of file Messages.h.

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

inline

Initializes an instance over the given memory block.

Definition at line 7572 of file Messages.h.

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 7587 of file Messages.h.

MassQuote517	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 7601 of file Messages.h.

MassQuote517 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 7612 of file Messages.h.

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 7623 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 8128 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 8227 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 8197 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 8206 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticnoexcept

Maximal message size.

Definition at line 8156 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestatic

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

Definition at line 8142 of file Messages.h.

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 7899 of file Messages.h.

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 7796 of file Messages.h.

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 7687 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 8115 of file Messages.h.

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 7874 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 7640 of file Messages.h.

QuoteEntries quoteEntries ( ) const

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 8068 of file Messages.h.

QuoteEntries quoteEntries ( )

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 8078 of file Messages.h.

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 8090 of file Messages.h.

QuoteEntries quoteEntries	(	QuoteEntries::Size	length,
		NoFieldsInit
	)

inline

Setup repeating group with the given number of entries.

Returns: NoQuoteEntries(295) repeating group.

Definition at line 8102 of file Messages.h.

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 8035 of file Messages.h.

UInt32 quoteId ( ) const

inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 7820 of file Messages.h.

bool quoteReqId ( UInt64 & value ) const

inlinenoexcept

Unique identifier for quote request being responded to.

Definition at line 7766 of file Messages.h.

bool reserved ( StrRef & value ) const

inlinenoexcept

Reserved for future use.

Definition at line 7967 of file Messages.h.

bool reserved1 ( StrRef & value ) const

inlinenoexcept

Reserved for future use.

Definition at line 7999 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 8175 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 8167 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 7738 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 7663 of file Messages.h.

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 7712 of file Messages.h.

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 7910 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 7919 of file Messages.h.

ThisType& setLocation ( StrRef value )

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 7807 of file Messages.h.

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 7700 of file Messages.h.

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 7886 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 7651 of file Messages.h.

ThisType& setQuoteEntryOpen ( BooleanNULL::Enum value )

inline

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 8048 of file Messages.h.

ThisType& setQuoteEntryOpenToNull ( )

inline

Definition at line 8057 of file Messages.h.

ThisType& setQuoteId ( UInt32 value )

inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 7830 of file Messages.h.

ThisType& setQuoteReqId ( UInt64 value )

inlinenoexcept

Unique identifier for quote request being responded to.

Definition at line 7775 of file Messages.h.

ThisType& setQuoteReqIdToNull ( )

inlinenoexcept

Definition at line 7784 of file Messages.h.

ThisType& setReserved ( StrRef value )

inlinenoexcept

Reserved for future use.

Definition at line 7977 of file Messages.h.

ThisType& setReserved1 ( StrRef value )

inline

Reserved for future use.

Definition at line 8010 of file Messages.h.

ThisType& setReserved1ToNull ( )

inline

Definition at line 8020 of file Messages.h.

ThisType& setReservedToNull ( )

inlinenoexcept

Definition at line 7987 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 7754 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 7673 of file Messages.h.

ThisType& setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 7721 of file Messages.h.

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 7946 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 7956 of file Messages.h.

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 > 0. Since fragmentation is not supported in practice this will always be equal to the value of NoQuoteEntries.

Definition at line 7860 of file Messages.h.

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 7933 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 8218 of file Messages.h.

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 754 of file MessageSerialization.h.

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 > 0. Since fragmentation is not supported in practice this will always be equal to the value of NoQuoteEntries.

Definition at line 7846 of file Messages.h.

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

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

Classes

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