Classes
struct	QuoteEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef MassQuoteAck545	ThisType
typedef SbeGroup< QuoteEntry, GroupSize, MessageSize >	QuoteEntries
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	MassQuoteAck545 ()=default
	MassQuoteAck545 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	MassQuoteAck545 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	MassQuoteAck545 (void *data, EncodedLength length, NoInit)
	MassQuoteAck545 (const SbeMessage &message)
	MassQuoteAck545 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt32	seqNum () const noexcept
ThisType &	setSeqNum (UInt32 value) noexcept
UInt64	uuId () const noexcept
ThisType &	setUuId (UInt64 value) noexcept
bool	text (StrRef &value) const noexcept
ThisType &	setText (StrRef value) noexcept
ThisType &	setTextToNull () noexcept
StrRef	senderId () const noexcept
ThisType &	setSenderId (StrRef value) noexcept
UInt64	partyDetailsListReqId () const noexcept
ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept
UInt64	requestTime () const noexcept
ThisType &	setRequestTime (UInt64 value) noexcept
UInt64	sendingTimeEpoch () const noexcept
ThisType &	setSendingTimeEpoch (UInt64 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
bool	quoteRejectReason (UInt16 &value) const noexcept
ThisType &	setQuoteRejectReason (UInt16 value) noexcept
ThisType &	setQuoteRejectReasonToNull () noexcept
bool	delayDuration (UInt16 &value) const noexcept
ThisType &	setDelayDuration (UInt16 value) noexcept
ThisType &	setDelayDurationToNull () noexcept
QuoteAckStatus::Enum	quoteStatus () const noexcept
ThisType &	setQuoteStatus (QuoteAckStatus::Enum value) noexcept
ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept
ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
UInt8	processedEntries () const noexcept
ThisType &	setProcessedEntries (UInt8 value) noexcept
BooleanFlag::Enum	mmProtectionReset () const noexcept
ThisType &	setMmProtectionReset (BooleanFlag::Enum value) noexcept
bool	splitMsg (SplitMsg::Enum &value) const noexcept
ThisType &	setSplitMsg (SplitMsg::Enum value) noexcept
ThisType &	setSplitMsgToNull () 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	totNoQuoteEntries (UInt8 &value) const noexcept
ThisType &	setTotNoQuoteEntries (UInt8 value) noexcept
ThisType &	setTotNoQuoteEntriesToNull () noexcept
BooleanFlag::Enum	possRetransFlag () const noexcept
ThisType &	setPossRetransFlag (BooleanFlag::Enum value) noexcept
bool	delayToTime (UInt64 &value) const noexcept
ThisType &	setDelayToTime (UInt64 value) noexcept
ThisType &	setDelayToTimeToNull () noexcept
bool	quoteEntryOpen (BooleanNULL::Enum &value) const noexcept
ThisType &	setQuoteEntryOpen (BooleanNULL::Enum value) noexcept
ThisType &	setQuoteEntryOpenToNull () noexcept
bool	quoteEntryControl (BooleanNULL::Enum &value) const noexcept
ThisType &	setQuoteEntryControl (BooleanNULL::Enum value)
ThisType &	setQuoteEntryControlToNull ()
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 31885 of file Messages.h.

Member Typedef Documentation

◆ QuoteEntries

typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries

Repeating group containing QuoteEntry entries.

Definition at line 32058 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 31890 of file Messages.h.

◆ ThisType

typedef MassQuoteAck545 ThisType

This type alias.

Definition at line 31893 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	545

Definition at line 31896 of file Messages.h.

Constructor & Destructor Documentation

◆ MassQuoteAck545() [1/6]

MassQuoteAck545 ( )

default

Initializes a blank instance.

◆ MassQuoteAck545() [2/6]

MassQuoteAck545	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 32064 of file Messages.h.

◆ MassQuoteAck545() [3/6]

MassQuoteAck545	(	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 32079 of file Messages.h.

◆ MassQuoteAck545() [4/6]

MassQuoteAck545	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 32093 of file Messages.h.

◆ MassQuoteAck545() [5/6]

MassQuoteAck545 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 32104 of file Messages.h.

◆ MassQuoteAck545() [6/6]

MassQuoteAck545	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 32115 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 32830 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 32928 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 32900 of file Messages.h.

◆ delayDuration()

bool delayDuration ( UInt16 & value ) const

inlinenoexcept

Not being used currently.

Definition at line 32396 of file Messages.h.

◆ delayToTime()

bool delayToTime ( UInt64 & value ) const

inlinenoexcept

Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2).

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.

Definition at line 32675 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 32909 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 32857 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 32843 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 32544 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 32323 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 32443 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 32818 of file Messages.h.

◆ mmProtectionReset()

BooleanFlag::Enum mmProtectionReset ( ) const

inlinenoexcept

Returning the value as sent by customer in the inbound Mass Quote message for Market Maker protection reset.

Definition at line 32485 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const

inlinenoexcept

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.

Definition at line 32230 of file Messages.h.

◆ possRetransFlag()

BooleanFlag::Enum possRetransFlag ( ) const

inlinenoexcept

Flags message as possible retransmission.

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses.

Definition at line 32646 of file Messages.h.

◆ processedEntries()

UInt8 processedEntries ( ) const

inlinenoexcept

Number of quotes that have been accepted from the corresponding inbound message.

Definition at line 32465 of file Messages.h.

◆ quoteEntries() [1/4]

QuoteEntries quoteEntries ( ) const

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 32773 of file Messages.h.

◆ quoteEntries() [2/4]

QuoteEntries quoteEntries ( )

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 32782 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 32793 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 32805 of file Messages.h.

◆ quoteEntryControl()

bool quoteEntryControl ( BooleanNULL::Enum & value ) const

inlinenoexcept

Optional field that allows market makers to block new entries or unblock previously set block.

Value is echoed back from inbound customer request.

Definition at line 32742 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 32711 of file Messages.h.

◆ quoteId()

UInt32 quoteId ( ) const

inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 32345 of file Messages.h.

◆ quoteRejectReason()

bool quoteRejectReason ( UInt16 & value ) const

inlinenoexcept

Contains reason (error code) the corresponding MassQuote message has been rejected.

When this tag is returned, all quotes in the corresponding Mass Quote message are rejected.

Definition at line 32367 of file Messages.h.

◆ quoteReqId()

bool quoteReqId ( UInt64 & value ) const

inlinenoexcept

Conditionally present when MassQuote was sent in response to RequestForQuote.

Definition at line 32295 of file Messages.h.

◆ quoteStatus()

QuoteAckStatus::Enum quoteStatus ( ) const

inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 32422 of file Messages.h.

◆ requestTime()

UInt64 requestTime ( ) const

inlinenoexcept

Information carried on a response to convey the time (UTC) when the request was received by the MSGW application.

UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision.

Definition at line 32253 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 32874 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 32867 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 32202 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 32275 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 32129 of file Messages.h.

◆ setDelayDuration()

ThisType & setDelayDuration ( UInt16 value )

inlinenoexcept

Not being used currently.

Definition at line 32404 of file Messages.h.

◆ setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )

inlinenoexcept

Definition at line 32412 of file Messages.h.

◆ setDelayToTime()

ThisType & setDelayToTime ( UInt64 value )

inlinenoexcept

Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2).

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.

Definition at line 32690 of file Messages.h.

◆ setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )

inlinenoexcept

Definition at line 32698 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 32554 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 32562 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 32333 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Definition at line 32453 of file Messages.h.

◆ setMmProtectionReset()

ThisType & setMmProtectionReset ( BooleanFlag::Enum value )

inlinenoexcept

Returning the value as sent by customer in the inbound Mass Quote message for Market Maker protection reset.

Definition at line 32494 of file Messages.h.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value )

inlinenoexcept

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.

Definition at line 32240 of file Messages.h.

◆ setPossRetransFlag()

ThisType & setPossRetransFlag ( BooleanFlag::Enum value )

inlinenoexcept

Flags message as possible retransmission.

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses.

Definition at line 32658 of file Messages.h.

◆ setProcessedEntries()

ThisType & setProcessedEntries ( UInt8 value )

inlinenoexcept

Number of quotes that have been accepted from the corresponding inbound message.

Definition at line 32474 of file Messages.h.

◆ setQuoteEntryControl()

ThisType & setQuoteEntryControl ( BooleanNULL::Enum value )

inline

Optional field that allows market makers to block new entries or unblock previously set block.

Value is echoed back from inbound customer request.

Definition at line 32753 of file Messages.h.

◆ setQuoteEntryControlToNull()

ThisType & setQuoteEntryControlToNull ( )

inline

Definition at line 32762 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 32722 of file Messages.h.

◆ setQuoteEntryOpenToNull()

ThisType & setQuoteEntryOpenToNull ( )

inlinenoexcept

Definition at line 32730 of file Messages.h.

◆ setQuoteId()

ThisType & setQuoteId ( UInt32 value )

inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 32354 of file Messages.h.

◆ setQuoteRejectReason()

ThisType & setQuoteRejectReason ( UInt16 value )

inlinenoexcept

Contains reason (error code) the corresponding MassQuote message has been rejected.

When this tag is returned, all quotes in the corresponding Mass Quote message are rejected.

Definition at line 32378 of file Messages.h.

◆ setQuoteRejectReasonToNull()

ThisType & setQuoteRejectReasonToNull ( )

inlinenoexcept

Definition at line 32386 of file Messages.h.

◆ setQuoteReqId()

ThisType & setQuoteReqId ( UInt64 value )

inlinenoexcept

Conditionally present when MassQuote was sent in response to RequestForQuote.

Definition at line 32304 of file Messages.h.

◆ setQuoteReqIdToNull()

ThisType & setQuoteReqIdToNull ( )

inlinenoexcept

Definition at line 32312 of file Messages.h.

◆ setQuoteStatus()

ThisType & setQuoteStatus ( QuoteAckStatus::Enum value )

inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 32431 of file Messages.h.

◆ setRequestTime()

ThisType & setRequestTime ( UInt64 value )

inlinenoexcept

Information carried on a response to convey the time (UTC) when the request was received by the MSGW application.

UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision.

Definition at line 32264 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 32217 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 32284 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 32137 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 32587 of file Messages.h.

◆ setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )

inlinenoexcept

Definition at line 32596 of file Messages.h.

◆ setSplitMsg()

ThisType & setSplitMsg ( SplitMsg::Enum value )

inlinenoexcept

Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2).

If absent then the message was not delayed and was neither split nor received out of order.

Definition at line 32524 of file Messages.h.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )

inlinenoexcept

Definition at line 32532 of file Messages.h.

◆ setText()

ThisType & setText ( StrRef value )

inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 32176 of file Messages.h.

◆ setTextToNull()

ThisType & setTextToNull ( )

inlinenoexcept

Definition at line 32185 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 greater than

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

Definition at line 32624 of file Messages.h.

◆ setTotNoQuoteEntriesToNull()

ThisType & setTotNoQuoteEntriesToNull ( )

inlinenoexcept

Definition at line 32632 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 32155 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 32575 of file Messages.h.

◆ splitMsg()

bool splitMsg ( SplitMsg::Enum & value ) const

inlinenoexcept

Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2).

If absent then the message was not delayed and was neither split nor received out of order.

Definition at line 32510 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 32920 of file Messages.h.

◆ text()

bool text ( StrRef & value ) const

inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 32166 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 2562 of file MessageSerialization.h.

◆ totNoQuoteEntries()

bool totNoQuoteEntries ( UInt8 & value ) 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 greater than

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

Definition at line 32611 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 32147 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ QuoteEntries

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ MassQuoteAck545() [1/6]

◆ MassQuoteAck545() [2/6]

◆ MassQuoteAck545() [3/6]

◆ MassQuoteAck545() [4/6]

◆ MassQuoteAck545() [5/6]

◆ MassQuoteAck545() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ delayDuration()

◆ delayToTime()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ liquidityFlag()

◆ location()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ mmProtectionReset()

◆ partyDetailsListReqId()

◆ possRetransFlag()

◆ processedEntries()

◆ quoteEntries() [1/4]

◆ quoteEntries() [2/4]

◆ quoteEntries() [3/4]

◆ quoteEntries() [4/4]

◆ quoteEntryControl()

◆ quoteEntryOpen()

◆ quoteId()

◆ quoteRejectReason()

◆ quoteReqId()

◆ quoteStatus()

◆ requestTime()

◆ reset()

◆ resetVariableFields()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setDelayDuration()

◆ setDelayDurationToNull()

◆ setDelayToTime()

◆ setDelayToTimeToNull()

◆ setLiquidityFlag()

◆ setLiquidityFlagToNull()

◆ setLocation()

◆ setManualOrderIndicator()

◆ setMmProtectionReset()

◆ setPartyDetailsListReqId()

◆ setPossRetransFlag()

◆ setProcessedEntries()

◆ setQuoteEntryControl()

◆ setQuoteEntryControlToNull()

◆ setQuoteEntryOpen()

◆ setQuoteEntryOpenToNull()

◆ setQuoteId()

◆ setQuoteRejectReason()

◆ setQuoteRejectReasonToNull()

◆ setQuoteReqId()

◆ setQuoteReqIdToNull()

◆ setQuoteStatus()

◆ setRequestTime()

◆ setSenderId()

◆ setSendingTimeEpoch()

◆ setSeqNum()

◆ setShortSaleType()

◆ setShortSaleTypeToNull()