#include <OnixS/CME/iLink3/messaging/Messages.h>
Classes | |
struct | SidesEntry |
Public Types | |
enum | { TemplateId = 544 } |
typedef SchemaTraits | Schema |
typedef NewOrderCross544 | ThisType |
typedef SbeGroup< SidesEntry, GroupSize, MessageSize > | Sides |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Public Member Functions | |
NewOrderCross544 () | |
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 |
ThisType & | setCrossId (UInt64 value) noexcept |
UInt64 | orderRequestId () const noexcept |
ThisType & | setOrderRequestId (UInt64 value) noexcept |
ManualOrdIndReq::Enum | manualOrderIndicator () const noexcept |
ThisType & | setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept |
UInt32 | seqNum () const noexcept |
ThisType & | setSeqNum (UInt32 value) noexcept |
StrRef | senderId () const noexcept |
ThisType & | setSenderId (StrRef value) noexcept |
PRICE9 | price () const noexcept |
ThisType & | setPrice (PRICE9 value) noexcept |
UInt64 | transBkdTime () const noexcept |
ThisType & | setTransBkdTime (UInt64 value) noexcept |
UInt64 | sendingTimeEpoch () const noexcept |
ThisType & | setSendingTimeEpoch (UInt64 value) noexcept |
StrRef | location () const noexcept |
ThisType & | setLocation (StrRef value) noexcept |
Int32 | securityId () const noexcept |
ThisType & | setSecurityId (Int32 value) noexcept |
Sides | sides () const noexcept |
Sides | sides () noexcept |
Sides | sides (Sides::Size length) |
Sides | sides (Sides::Size length, NoFieldsInit) |
ThisType & | resetVariableFields () noexcept |
ThisType & | reset () noexcept |
std::string | toString () const |
const void * | tail () const noexcept |
EncodedLength | calculateBinarySize () const noexcept |
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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 |
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Messaging::SbeMessage & | container () 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 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 Char * | className () |
static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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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) |
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SbeFields () | |
~SbeFields () | |
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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 |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 33394 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 33399 of file Messages.h.
typedef SbeGroup<SidesEntry, GroupSize, MessageSize> Sides |
Repeating group containing SidesEntry entries.
Definition at line 33619 of file Messages.h.
typedef NewOrderCross544 ThisType |
This type alias.
Definition at line 33402 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 33405 of file Messages.h.
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inline |
Initializes a blank instance.
Definition at line 33622 of file Messages.h.
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inline |
Initializes an instance over the given memory block.
Definition at line 33625 of file Messages.h.
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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 33640 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 33654 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 33665 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 33676 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 34013 of file Messages.h.
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inlinenoexcept |
Definition at line 34101 of file Messages.h.
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inlinestatic |
Definition at line 34071 of file Messages.h.
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inlinenoexcept |
Identifier for a cross order.
Must be unique during a given trading day.
Definition at line 33692 of file Messages.h.
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inlinestaticnoexcept |
Constant.
Indicates if one side or the other of a cross order should be prioritized.
Definition at line 33836 of file Messages.h.
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inlinestaticnoexcept |
Constant.
A cross order which is executed on one side with any unfilled quantity remaining active.
Definition at line 33826 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 34080 of file Messages.h.
Maximal message size.
Definition at line 34041 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 34027 of file Messages.h.
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inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 33915 of file Messages.h.
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inlinenoexcept |
Indicates if the message was initially received manually (as opposed to electronically).
Definition at line 33738 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 34001 of file Messages.h.
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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 33715 of file Messages.h.
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inlinestaticnoexcept |
Only limit order supported. Constant value.
Definition at line 33816 of file Messages.h.
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inlinenoexcept |
Conditionally required when OrdType (40) = 2 (Limit).
Definition at line 33844 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 34060 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 34052 of file Messages.h.
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inlinenoexcept |
Instrument identifier.
Definition at line 33938 of file Messages.h.
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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 33787 of file Messages.h.
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inlinenoexcept |
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 33893 of file Messages.h.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 33761 of file Messages.h.
Identifier for a cross order.
Must be unique during a given trading day.
Definition at line 33702 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 33926 of file Messages.h.
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inlinenoexcept |
Indicates if the message was initially received manually (as opposed to electronically).
Definition at line 33749 of file Messages.h.
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 33726 of file Messages.h.
Conditionally required when OrdType (40) = 2 (Limit).
Definition at line 33853 of file Messages.h.
Instrument identifier.
Definition at line 33947 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 33803 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 33903 of file Messages.h.
Sequence number as assigned to message.
Definition at line 33770 of file Messages.h.
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 33881 of file Messages.h.
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inlinenoexcept |
Definition at line 33958 of file Messages.h.
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inlinenoexcept |
Definition at line 33966 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 33975 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 33986 of file Messages.h.
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inlinenoexcept |
Definition at line 34092 of file Messages.h.
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inline |
Definition at line 2481 of file MessageSerialization.h.
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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 33868 of file Messages.h.