OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.9
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
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, 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
 
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 (MessageSizeoffset) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSizeoffset, StrRef value) noexcept
 
void setFixedStr (MessageSizeoffset, 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 ()=default
 
 ~SbeFields ()=default
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 
 ~BinaryBlock ()=default
 
Value ordinary (MessageSizeoffset) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSizeoffset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSizeoffset) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 34101 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries

Repeating group containing QuoteEntry entries.

Definition at line 34286 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 34106 of file Messages.h.

typedef MassQuoteAck545 ThisType

This type alias.

Definition at line 34109 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 34112 of file Messages.h.

Constructor & Destructor Documentation

MassQuoteAck545 ( )
default

Initializes a blank instance.

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

Initializes an instance over the given memory block.

Definition at line 34292 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 34307 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 34321 of file Messages.h.

MassQuoteAck545 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 34332 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 34343 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 35090 of file Messages.h.

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

Definition at line 35189 of file Messages.h.

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

Definition at line 35159 of file Messages.h.

bool delayDuration ( UInt16 &  value) const
inlinenoexcept

Not being used currently.

Definition at line 34650 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 34958 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 35168 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 35118 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 35104 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 34816 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 34570 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 34702 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 35078 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 34750 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 34468 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 34927 of file Messages.h.

UInt8 processedEntries ( ) const
inlinenoexcept

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

Definition at line 34726 of file Messages.h.

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

Definition at line 35029 of file Messages.h.

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

Definition at line 35039 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 35051 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 35063 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 34997 of file Messages.h.

UInt32 quoteId ( ) const
inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 34594 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 34618 of file Messages.h.

bool quoteReqId ( UInt64 &  value) const
inlinenoexcept

Conditionally present when MassQuote was sent in response to RequestForQuote.

Definition at line 34539 of file Messages.h.

QuoteAckStatus::Enum quoteStatus ( ) const
inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 34679 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 34493 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 35137 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 35129 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 34438 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 34517 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 34358 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being used currently.

Definition at line 34659 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 34668 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 34974 of file Messages.h.

ThisType& setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 34983 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 34827 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 34836 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 34581 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 34713 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 34762 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 34479 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 34940 of file Messages.h.

ThisType& setProcessedEntries ( UInt8  value)
inlinenoexcept

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

Definition at line 34736 of file Messages.h.

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 35009 of file Messages.h.

ThisType& setQuoteEntryOpenToNull ( )
inlinenoexcept

Definition at line 35018 of file Messages.h.

ThisType& setQuoteId ( UInt32  value)
inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 34604 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 34630 of file Messages.h.

ThisType& setQuoteRejectReasonToNull ( )
inlinenoexcept

Definition at line 34639 of file Messages.h.

ThisType& setQuoteReqId ( UInt64  value)
inlinenoexcept

Conditionally present when MassQuote was sent in response to RequestForQuote.

Definition at line 34549 of file Messages.h.

ThisType& setQuoteReqIdToNull ( )
inlinenoexcept

Definition at line 34558 of file Messages.h.

ThisType& setQuoteStatus ( QuoteAckStatus::Enum  value)
inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 34689 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 34505 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 34454 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 34527 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 34367 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 34863 of file Messages.h.

ThisType& setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 34873 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 34794 of file Messages.h.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 34803 of file Messages.h.

ThisType& setText ( StrRef  value)
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 34410 of file Messages.h.

ThisType& setTextToNull ( )
inlinenoexcept

Definition at line 34420 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 34903 of file Messages.h.

ThisType& setTotNoQuoteEntriesToNull ( )
inlinenoexcept

Definition at line 34912 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 34387 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 34850 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 34779 of file Messages.h.

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

Definition at line 35180 of file Messages.h.

bool text ( StrRef &  value) const
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 34399 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 34889 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 34378 of file Messages.h.

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