OnixS C++ CME iLink 3 Binary Order Entry Handler 1.19.0
API Documentation
Loading...
Searching...
No Matches
MassQuoteRequest567 Struct Reference

Classes

struct  QuoteEntry

Public Types

enum  
enum  
typedef SchemaTraits Schema
typedef MassQuoteRequest567 ThisType
typedef SbeGroup< QuoteEntry, GroupSize, MessageSizeQuoteEntries
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 MassQuoteRequest567 ()=default
 MassQuoteRequest567 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 MassQuoteRequest567 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 MassQuoteRequest567 (void *data, EncodedLength length, NoInit)
 MassQuoteRequest567 (const SbeMessage &message)
 MassQuoteRequest567 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt64 partyDetailsListReqId () const noexcept
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
UInt64 sendingTimeEpoch () const noexcept
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
UInt32 seqNum () const noexcept
ThisTypesetSeqNum (UInt32 value) noexcept
StrRef senderId () const noexcept
ThisTypesetSenderId (StrRef 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
UInt8 totNoQuoteEntries () const noexcept
ThisTypesetTotNoQuoteEntries (UInt8 value) noexcept
BooleanFlag::Enum mmProtectionReset () const noexcept
ThisTypesetMmProtectionReset (BooleanFlag::Enum value) 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 quoteEntryOpen (BooleanNULL::Enum &value) const noexcept
ThisTypesetQuoteEntryOpen (BooleanNULL::Enum value) noexcept
ThisTypesetQuoteEntryOpenToNull () noexcept
bool quoteEntryControl (BooleanNULL::Enum &value) const noexcept
ThisTypesetQuoteEntryControl (BooleanNULL::Enum value) noexcept
ThisTypesetQuoteEntryControlToNull () noexcept
bool reserved (StrRef &value) const noexcept
ThisTypesetReserved (StrRef value) noexcept
ThisTypesetReservedToNull () noexcept
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 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< 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 ()=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 46897 of file Messages.h.

Member Typedef Documentation

◆ QuoteEntries

Repeating group containing QuoteEntry entries.

Definition at line 47108 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 46902 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 46905 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 567 

Definition at line 46908 of file Messages.h.

◆ anonymous enum

anonymous enum

Available since version.

Enumerator
SinceVersion 

Definition at line 46911 of file Messages.h.

Constructor & Destructor Documentation

◆ MassQuoteRequest567() [1/6]

MassQuoteRequest567 ( )
default

Initializes a blank instance.

◆ MassQuoteRequest567() [2/6]

MassQuoteRequest567 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 47114 of file Messages.h.

◆ MassQuoteRequest567() [3/6]

MassQuoteRequest567 ( 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 47129 of file Messages.h.

◆ MassQuoteRequest567() [4/6]

MassQuoteRequest567 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 47143 of file Messages.h.

◆ MassQuoteRequest567() [5/6]

MassQuoteRequest567 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 47155 of file Messages.h.

◆ MassQuoteRequest567() [6/6]

MassQuoteRequest567 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 47167 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 47632 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 47721 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 47693 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 47702 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 47659 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 47645 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 47423 of file Messages.h.

◆ location()

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 47328 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
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.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 47621 of file Messages.h.

◆ mmProtectionReset()

BooleanFlag::Enum mmProtectionReset ( ) const
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.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const
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.

◆ quoteEntries() [1/4]

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

Definition at line 47574 of file Messages.h.

◆ quoteEntries() [2/4]

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

Definition at line 47583 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 47594 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 47606 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.

Definition at line 47518 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 47488 of file Messages.h.

◆ quoteId()

UInt32 quoteId ( ) const
inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 47350 of file Messages.h.

◆ quoteReqId()

bool quoteReqId ( UInt64 & value) const
inlinenoexcept

Unique identifier for the quote request, will be echoed back in the response.

Definition at line 47300 of file Messages.h.

◆ reserved()

bool reserved ( StrRef & value) const
inlinenoexcept

Reserved for future use.

Definition at line 47545 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 47676 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 47669 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 47273 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 47204 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 47249 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 47433 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 47441 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 47338 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value)
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.

◆ setMmProtectionReset()

ThisType & setMmProtectionReset ( BooleanFlag::Enum value)
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.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value)
inlinenoexcept

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.

◆ setQuoteEntryControl()

ThisType & setQuoteEntryControl ( BooleanNULL::Enum value)
inlinenoexcept

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

Definition at line 47527 of file Messages.h.

◆ setQuoteEntryControlToNull()

ThisType & setQuoteEntryControlToNull ( )
inlinenoexcept

Definition at line 47535 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 47499 of file Messages.h.

◆ setQuoteEntryOpenToNull()

ThisType & setQuoteEntryOpenToNull ( )
inlinenoexcept

Definition at line 47507 of file Messages.h.

◆ setQuoteId()

ThisType & setQuoteId ( UInt32 value)
inlinenoexcept

Unique identifier for mass quote populated by the client system.

Definition at line 47359 of file Messages.h.

◆ setQuoteReqId()

ThisType & setQuoteReqId ( UInt64 value)
inlinenoexcept

Unique identifier for the quote request, will be echoed back in the response.

Definition at line 47309 of file Messages.h.

◆ setQuoteReqIdToNull()

ThisType & setQuoteReqIdToNull ( )
inlinenoexcept

Definition at line 47317 of file Messages.h.

◆ setReserved()

ThisType & setReserved ( StrRef value)
inlinenoexcept

Reserved for future use.

Definition at line 47554 of file Messages.h.

◆ setReservedToNull()

ThisType & setReservedToNull ( )
inlinenoexcept

Definition at line 47563 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 47288 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 47213 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 47257 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 47466 of file Messages.h.

◆ setShortSaleTypeToNull()

ThisType & setShortSaleTypeToNull ( )
inlinenoexcept

Definition at line 47475 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 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.

◆ 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 47454 of file Messages.h.

◆ tail()

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

Definition at line 47713 of file Messages.h.

◆ toString()

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

Definition at line 3670 of file MessageSerialization.h.

◆ totNoQuoteEntries()

UInt8 totNoQuoteEntries ( ) 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 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.