#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 |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
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 | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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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) |
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SbeFields () | |
~SbeFields () | |
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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 |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 7228 of file Messages.h.
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.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 7239 of file Messages.h.
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inline |
Initializes a blank instance.
Definition at line 7569 of file Messages.h.
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inline |
Initializes an instance over the given memory block.
Definition at line 7572 of file Messages.h.
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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.
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inline |
Creates an instance over the given memory block.
Definition at line 7601 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 7612 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 7623 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 8128 of file Messages.h.
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inlinenoexcept |
Definition at line 8227 of file Messages.h.
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inlinestatic |
Definition at line 8197 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 8206 of file Messages.h.
Maximal message size.
Definition at line 8156 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 8142 of file Messages.h.
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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.
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inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 7796 of file Messages.h.
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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.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 8115 of file Messages.h.
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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.
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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.
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inlinenoexcept |
Definition at line 8068 of file Messages.h.
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inlinenoexcept |
Definition at line 8078 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 8090 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 8102 of file Messages.h.
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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.
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inlinenoexcept |
Unique identifier for mass quote populated by the client system.
Definition at line 7820 of file Messages.h.
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inlinenoexcept |
Unique identifier for quote request being responded to.
Definition at line 7766 of file Messages.h.
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inlinenoexcept |
Reserved for future use.
Definition at line 7967 of file Messages.h.
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inlinenoexcept |
Reserved for future use.
Definition at line 7999 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 8175 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 8167 of file Messages.h.
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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.
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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.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 7712 of file Messages.h.
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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.
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inlinenoexcept |
Definition at line 7919 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 7807 of file Messages.h.
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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.
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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.
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.
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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.
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inline |
Definition at line 8057 of file Messages.h.
Unique identifier for mass quote populated by the client system.
Definition at line 7830 of file Messages.h.
Unique identifier for quote request being responded to.
Definition at line 7775 of file Messages.h.
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inlinenoexcept |
Definition at line 7784 of file Messages.h.
Reserved for future use.
Definition at line 7977 of file Messages.h.
Reserved for future use.
Definition at line 8010 of file Messages.h.
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inline |
Definition at line 8020 of file Messages.h.
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inlinenoexcept |
Definition at line 7987 of file Messages.h.
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.
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.
Sequence number as assigned to message.
Definition at line 7721 of file Messages.h.
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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.
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inlinenoexcept |
Definition at line 7956 of file Messages.h.
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.
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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.
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inlinenoexcept |
Definition at line 8218 of file Messages.h.
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inline |
Definition at line 754 of file MessageSerialization.h.
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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.