Classes | |
| struct | QuoteEntry |
Public Types | |
| enum | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef MassQuoteRequest567 | ThisType |
| typedef SbeGroup< QuoteEntry, GroupSize, MessageSize > | QuoteEntries |
| Public Types inherited from SbeMessage | |
| 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 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 |
Definition at line 46897 of file Messages.h.
| typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries |
Repeating group containing QuoteEntry entries.
Definition at line 47108 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 46902 of file Messages.h.
| typedef MassQuoteRequest567 ThisType |
This type alias.
Definition at line 46905 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 567 | |
Definition at line 46908 of file Messages.h.
| anonymous enum |
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 47114 of file Messages.h.
|
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 47129 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 47143 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 47155 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 47167 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 47632 of file Messages.h.
|
inlinenoexcept |
Definition at line 47721 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 47693 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 47702 of file Messages.h.
Maximal message size.
Definition at line 47659 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 47645 of file Messages.h.
|
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 47423 of file Messages.h.
|
inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 47328 of file Messages.h.
|
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 47226 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 47621 of file Messages.h.
|
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 47400 of file Messages.h.
|
inlinenoexcept |
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 47183 of file Messages.h.
|
inlinenoexcept |
Definition at line 47574 of file Messages.h.
|
inlinenoexcept |
Definition at line 47583 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 47594 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 47606 of file Messages.h.
|
inlinenoexcept |
Optional field that allows market makers to block new entries or unblock previously set block.
Definition at line 47518 of file Messages.h.
|
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 47488 of file Messages.h.
|
inlinenoexcept |
Unique identifier for mass quote populated by the client system.
Definition at line 47350 of file Messages.h.
|
inlinenoexcept |
Unique identifier for the quote request, will be echoed back in the response.
Definition at line 47300 of file Messages.h.
|
inlinenoexcept |
Reserved for future use.
Definition at line 47545 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 47676 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 47669 of file Messages.h.
|
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 47273 of file Messages.h.
|
inlinenoexcept |
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 47204 of file Messages.h.
|
inlinenoexcept |
Sequence number as assigned to message.
Definition at line 47249 of file Messages.h.
|
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 47433 of file Messages.h.
|
inlinenoexcept |
Definition at line 47441 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 47338 of file Messages.h.
|
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 47238 of file Messages.h.
|
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 47411 of file Messages.h.
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 47193 of file Messages.h.
|
inlinenoexcept |
Optional field that allows market makers to block new entries or unblock previously set block.
Definition at line 47527 of file Messages.h.
|
inlinenoexcept |
Definition at line 47535 of file Messages.h.
|
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 47499 of file Messages.h.
|
inlinenoexcept |
Definition at line 47507 of file Messages.h.
Unique identifier for mass quote populated by the client system.
Definition at line 47359 of file Messages.h.
Unique identifier for the quote request, will be echoed back in the response.
Definition at line 47309 of file Messages.h.
|
inlinenoexcept |
Definition at line 47317 of file Messages.h.
Reserved for future use.
Definition at line 47554 of file Messages.h.
|
inlinenoexcept |
Definition at line 47563 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 47288 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 47213 of file Messages.h.
Sequence number as assigned to message.
Definition at line 47257 of file Messages.h.
|
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 47466 of file Messages.h.
|
inlinenoexcept |
Definition at line 47475 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 is not 0. Since fragmentation is not supported in practice this will always be equal to the value of NoQuoteEntries.
Definition at line 47387 of file Messages.h.
|
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 47454 of file Messages.h.
|
inlinenoexcept |
Definition at line 47713 of file Messages.h.
|
inline |
Definition at line 3670 of file MessageSerialization.h.
|
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 not 0. Since fragmentation is not supported in practice this will always be equal to the value of NoQuoteEntries.
Definition at line 47374 of file Messages.h.