OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
Loading...
Searching...
No Matches
NewOrderCross544 Struct Reference

Classes

struct  SidesEntry

Public Types

enum  
typedef SchemaTraits Schema
typedef NewOrderCross544 ThisType
typedef SbeGroup< SidesEntry, GroupSize, MessageSizeSides
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 NewOrderCross544 ()=default
 NewOrderCross544 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 NewOrderCross544 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 NewOrderCross544 (void *data, EncodedLength length, NoInit)
 NewOrderCross544 (const SbeMessage &message)
 NewOrderCross544 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt64 crossId () const noexcept
ThisTypesetCrossId (UInt64 value) noexcept
UInt64 orderRequestId () const noexcept
ThisTypesetOrderRequestId (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
PRICE9 price () const noexcept
ThisTypesetPrice (PRICE9 value) noexcept
UInt64 transBkdTime () const noexcept
ThisTypesetTransBkdTime (UInt64 value) noexcept
UInt64 sendingTimeEpoch () const noexcept
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
StrRef location () const noexcept
ThisTypesetLocation (StrRef value) noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
Sides sides () const noexcept
Sides sides () noexcept
Sides sides (Sides::Size length)
Sides sides (Sides::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 CrossOrderType ordType () noexcept
static constexpr CrossType crossType () noexcept
static constexpr CrossPrioritization crossPrioritization () noexcept
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 ()=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 33334 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 33339 of file Messages.h.

◆ Sides

Repeating group containing SidesEntry entries.

Definition at line 33559 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 33342 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 544 

Definition at line 33345 of file Messages.h.

Constructor & Destructor Documentation

◆ NewOrderCross544() [1/6]

NewOrderCross544 ( )
default

Initializes a blank instance.

◆ NewOrderCross544() [2/6]

NewOrderCross544 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 33565 of file Messages.h.

◆ NewOrderCross544() [3/6]

NewOrderCross544 ( 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 33580 of file Messages.h.

◆ NewOrderCross544() [4/6]

NewOrderCross544 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 33594 of file Messages.h.

◆ NewOrderCross544() [5/6]

NewOrderCross544 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 33605 of file Messages.h.

◆ NewOrderCross544() [6/6]

NewOrderCross544 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 33616 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 33953 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 34041 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 34011 of file Messages.h.

◆ crossId()

UInt64 crossId ( ) const
inlinenoexcept

Identifier for a cross order.

Must be unique during a given trading day.

Definition at line 33632 of file Messages.h.

◆ crossPrioritization()

constexpr CrossPrioritization crossPrioritization ( )
inlinestaticconstexprnoexcept

Constant.

Indicates if one side or the other of a cross order should be prioritized.

Definition at line 33776 of file Messages.h.

◆ crossType()

constexpr CrossType crossType ( )
inlinestaticconstexprnoexcept

Constant.

A cross order which is executed on one side with any unfilled quantity remaining active.

Definition at line 33766 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 34020 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 33981 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 33967 of file Messages.h.

◆ location()

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 33855 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 33678 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 33941 of file Messages.h.

◆ orderRequestId()

UInt64 orderRequestId ( ) const
inlinenoexcept

Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response.

Definition at line 33655 of file Messages.h.

◆ ordType()

constexpr CrossOrderType ordType ( )
inlinestaticconstexprnoexcept

Only limit order supported. Constant value.

Definition at line 33756 of file Messages.h.

◆ price()

PRICE9 price ( ) const
inlinenoexcept

Conditionally required when OrdType (40) = 2 (Limit).

Definition at line 33784 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 34000 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 33992 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Instrument identifier.

Definition at line 33878 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 33727 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 33833 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 33701 of file Messages.h.

◆ setCrossId()

ThisType & setCrossId ( UInt64 value)
inlinenoexcept

Identifier for a cross order.

Must be unique during a given trading day.

Definition at line 33642 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 33866 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value)
inlinenoexcept

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

Definition at line 33689 of file Messages.h.

◆ setOrderRequestId()

ThisType & setOrderRequestId ( UInt64 value)
inlinenoexcept

Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport representing the response.

Definition at line 33666 of file Messages.h.

◆ setPrice()

ThisType & setPrice ( PRICE9 value)
inlinenoexcept

Conditionally required when OrdType (40) = 2 (Limit).

Definition at line 33793 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Instrument identifier.

Definition at line 33887 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 33743 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 33843 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 33710 of file Messages.h.

◆ setTransBkdTime()

ThisType & setTransBkdTime ( UInt64 value)
inlinenoexcept

For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the exchange.

Indicates the time at which the order was finalized between the buyer and seller prior to submission. Expressed as nanoseconds since epoch time.

Definition at line 33821 of file Messages.h.

◆ sides() [1/4]

Sides sides ( ) const
inlinenoexcept
Returns
instance of Sides repeating group.

Definition at line 33898 of file Messages.h.

◆ sides() [2/4]

Sides sides ( )
inlinenoexcept
Returns
instance of Sides repeating group.

Definition at line 33906 of file Messages.h.

◆ sides() [3/4]

Sides sides ( Sides::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoSides(552) repeating group.

Definition at line 33915 of file Messages.h.

◆ sides() [4/4]

Sides sides ( Sides::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoSides(552) repeating group.

Definition at line 33926 of file Messages.h.

◆ tail()

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

Definition at line 34032 of file Messages.h.

◆ toString()

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

Definition at line 2481 of file MessageSerialization.h.

◆ transBkdTime()

UInt64 transBkdTime ( ) const
inlinenoexcept

For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the exchange.

Indicates the time at which the order was finalized between the buyer and seller prior to submission. Expressed as nanoseconds since epoch time.

Definition at line 33808 of file Messages.h.