OnixS C++ CME iLink 3 Binary Order Entry Handler  1.14.0
API Documentation
MassQuoteAck545 Struct Reference

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

Classes

struct  QuoteEntry
 

Public Types

enum  { TemplateId = 545 }
 
typedef SchemaTraits Schema
 
typedef MassQuoteAck545 ThisType
 
typedef SbeGroup< QuoteEntry, GroupSize, MessageSizeQuoteEntries
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 MassQuoteAck545 ()
 
 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
 
ThisTypesetSeqNum (UInt32 value) noexcept
 
UInt64 uuId () const noexcept
 
ThisTypesetUuId (UInt64 value) noexcept
 
bool text (StrRef &value) const noexcept
 
ThisTypesetText (StrRef value) noexcept
 
ThisTypesetTextToNull () noexcept
 
StrRef senderId () const noexcept
 
ThisTypesetSenderId (StrRef value) noexcept
 
UInt64 partyDetailsListReqId () const noexcept
 
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
 
UInt64 requestTime () const noexcept
 
ThisTypesetRequestTime (UInt64 value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
bool quoteReqId (UInt64 &value) const noexcept
 
ThisTypesetQuoteReqId (UInt64 value) noexcept
 
ThisTypesetQuoteReqIdToNull () noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
UInt32 quoteId () const noexcept
 
ThisTypesetQuoteId (UInt32 value) noexcept
 
bool quoteRejectReason (UInt16 &value) const noexcept
 
ThisTypesetQuoteRejectReason (UInt16 value) noexcept
 
ThisTypesetQuoteRejectReasonToNull () noexcept
 
bool delayDuration (UInt16 &value) const noexcept
 
ThisTypesetDelayDuration (UInt16 value) noexcept
 
ThisTypesetDelayDurationToNull () noexcept
 
QuoteAckStatus::Enum quoteStatus () const noexcept
 
ThisTypesetQuoteStatus (QuoteAckStatus::Enum value) noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
UInt8 processedEntries () const noexcept
 
ThisTypesetProcessedEntries (UInt8 value) noexcept
 
BooleanFlag::Enum mmProtectionReset () const noexcept
 
ThisTypesetMmProtectionReset (BooleanFlag::Enum value) noexcept
 
bool splitMsg (SplitMsg::Enum &value) const noexcept
 
ThisTypesetSplitMsg (SplitMsg::Enum value) noexcept
 
ThisTypesetSplitMsgToNull () noexcept
 
bool liquidityFlag (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetLiquidityFlag (BooleanNULL::Enum value) noexcept
 
ThisTypesetLiquidityFlagToNull () noexcept
 
bool shortSaleType (ShortSaleType::Enum &value) const noexcept
 
ThisTypesetShortSaleType (ShortSaleType::Enum value) noexcept
 
ThisTypesetShortSaleTypeToNull () noexcept
 
bool totNoQuoteEntries (UInt8 &value) const noexcept
 
ThisTypesetTotNoQuoteEntries (UInt8 value) noexcept
 
ThisTypesetTotNoQuoteEntriesToNull () noexcept
 
BooleanFlag::Enum possRetransFlag () const noexcept
 
ThisTypesetPossRetransFlag (BooleanFlag::Enum value) noexcept
 
bool delayToTime (UInt64 &value) const noexcept
 
ThisTypesetDelayToTime (UInt64 value) noexcept
 
ThisTypesetDelayToTimeToNull () noexcept
 
bool quoteEntryOpen (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetQuoteEntryOpen (BooleanNULL::Enum value)
 
ThisTypesetQuoteEntryOpenToNull ()
 
QuoteEntries quoteEntries () const noexcept
 
QuoteEntries quoteEntries () noexcept
 
QuoteEntries quoteEntries (QuoteEntries::Size length)
 
QuoteEntries quoteEntries (QuoteEntries::Size length, NoFieldsInit)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () 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::SbeMessagecontainer () 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 CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (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 34161 of file Messages.h.

Member Typedef Documentation

Repeating group containing QuoteEntry entries.

Definition at line 34346 of file Messages.h.

Used template schema.

Definition at line 34166 of file Messages.h.

This type alias.

Definition at line 34169 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 34172 of file Messages.h.

Constructor & Destructor Documentation

MassQuoteAck545 ( )
inline

Initializes a blank instance.

Definition at line 34349 of file Messages.h.

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

Initializes an instance over the given memory block.

Definition at line 34352 of file Messages.h.

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 34367 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 34381 of file Messages.h.

MassQuoteAck545 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 34392 of file Messages.h.

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 34403 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 35150 of file Messages.h.

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 35253 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 35223 of file Messages.h.

bool delayDuration ( UInt16 value) const
inlinenoexcept

Not being used currently.

Definition at line 34710 of file Messages.h.

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 35018 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 35232 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 35178 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 35164 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 34876 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 34630 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 34762 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 35137 of file Messages.h.

BooleanFlag::Enum mmProtectionReset ( ) const
inlinenoexcept

When market maker protection is triggered then Falcon 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 Y.

Definition at line 34810 of file Messages.h.

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 34528 of file Messages.h.

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 34987 of file Messages.h.

UInt8 processedEntries ( ) const
inlinenoexcept

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

Definition at line 34786 of file Messages.h.

QuoteEntries quoteEntries ( ) const
inlinenoexcept
Returns
instance of QuoteEntries repeating group.

Definition at line 35090 of file Messages.h.

QuoteEntries quoteEntries ( )
inlinenoexcept
Returns
instance of QuoteEntries repeating group.

Definition at line 35100 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 35112 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 35124 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 35057 of file Messages.h.

UInt32 quoteId ( ) const
inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 34654 of file Messages.h.

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 34678 of file Messages.h.

bool quoteReqId ( UInt64 value) const
inlinenoexcept

Conditionally present when MassQuote was sent in response to RequestForQuote.

Definition at line 34599 of file Messages.h.

QuoteAckStatus::Enum quoteStatus ( ) const
inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 34739 of file Messages.h.

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 34553 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 35197 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 35189 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 34498 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 34577 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 34418 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being used currently.

Definition at line 34719 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 34728 of file Messages.h.

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 35034 of file Messages.h.

ThisType& setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 35043 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 34887 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 34896 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 34641 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 34773 of file Messages.h.

ThisType& setMmProtectionReset ( BooleanFlag::Enum  value)
inlinenoexcept

When market maker protection is triggered then Falcon 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 Y.

Definition at line 34822 of file Messages.h.

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 34539 of file Messages.h.

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 35000 of file Messages.h.

ThisType& setProcessedEntries ( UInt8  value)
inlinenoexcept

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

Definition at line 34796 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 35070 of file Messages.h.

ThisType& setQuoteEntryOpenToNull ( )
inline

Definition at line 35079 of file Messages.h.

ThisType& setQuoteId ( UInt32  value)
inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 34664 of file Messages.h.

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 34690 of file Messages.h.

ThisType& setQuoteRejectReasonToNull ( )
inlinenoexcept

Definition at line 34699 of file Messages.h.

ThisType& setQuoteReqId ( UInt64  value)
inlinenoexcept

Conditionally present when MassQuote was sent in response to RequestForQuote.

Definition at line 34609 of file Messages.h.

ThisType& setQuoteReqIdToNull ( )
inlinenoexcept

Definition at line 34618 of file Messages.h.

ThisType& setQuoteStatus ( QuoteAckStatus::Enum  value)
inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 34749 of file Messages.h.

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 34565 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 34514 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 34587 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 34427 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 34923 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 34933 of file Messages.h.

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 34854 of file Messages.h.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 34863 of file Messages.h.

ThisType& setText ( StrRef  value)
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 34470 of file Messages.h.

ThisType& setTextToNull ( )
inlinenoexcept

Definition at line 34480 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 34963 of file Messages.h.

ThisType& setTotNoQuoteEntriesToNull ( )
inlinenoexcept

Definition at line 34972 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 34447 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 34910 of file Messages.h.

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 34839 of file Messages.h.

const void* tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 35244 of file Messages.h.

bool text ( StrRef value) const
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 34459 of file Messages.h.

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 2562 of file MessageSerialization.h.

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

Definition at line 34949 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 34438 of file Messages.h.


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