Classes
struct	SidesEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef NewOrderCross544	ThisType
typedef SbeGroup< SidesEntry, GroupSize, MessageSize >	Sides
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
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
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 (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 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

Detailed Description

Definition at line 31168 of file Messages.h.

Member Typedef Documentation

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 31173 of file Messages.h.

◆ Sides

typedef SbeGroup<SidesEntry, GroupSize, MessageSize> Sides

Repeating group containing SidesEntry entries.

Definition at line 31379 of file Messages.h.

◆ ThisType

typedef NewOrderCross544 ThisType

This type alias.

Definition at line 31176 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	544

Definition at line 31179 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 31385 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 31400 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 31414 of file Messages.h.

◆ NewOrderCross544() [5/6]

NewOrderCross544 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 31425 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 31436 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 31746 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 31828 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 31800 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 31451 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 31583 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 31574 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 31809 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 31773 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 31759 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 31655 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 31493 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 31735 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 31472 of file Messages.h.

◆ ordType()

constexpr CrossOrderType ordType ( )

inlinestaticconstexprnoexcept

Only limit order supported. Constant value.

Definition at line 31565 of file Messages.h.

◆ price()

PRICE9 price ( ) const

inlinenoexcept

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

Definition at line 31590 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 31790 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 31783 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Instrument identifier.

Definition at line 31676 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 31538 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 31635 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 31514 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 31460 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 31665 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 31503 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 31482 of file Messages.h.

◆ setPrice()

ThisType & setPrice ( PRICE9 value )

inlinenoexcept

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

Definition at line 31598 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Instrument identifier.

Definition at line 31684 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 31553 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 31644 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 31522 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 31624 of file Messages.h.

◆ sides() [1/4]

Sides sides ( ) const

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 31694 of file Messages.h.

◆ sides() [2/4]

Sides sides ( )

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 31701 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 31709 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 31720 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 31820 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 31612 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Schema

◆ Sides

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ NewOrderCross544() [1/6]

◆ NewOrderCross544() [2/6]

◆ NewOrderCross544() [3/6]

◆ NewOrderCross544() [4/6]

◆ NewOrderCross544() [5/6]

◆ NewOrderCross544() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ crossId()

◆ crossPrioritization()

◆ crossType()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ location()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ orderRequestId()

◆ ordType()

◆ price()

◆ reset()

◆ resetVariableFields()

◆ securityId()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setCrossId()

◆ setLocation()

◆ setManualOrderIndicator()

◆ setOrderRequestId()

◆ setPrice()

◆ setSecurityId()

◆ setSenderId()

◆ setSendingTimeEpoch()

◆ setSeqNum()

◆ setTransBkdTime()

◆ sides() [1/4]

◆ sides() [2/4]

◆ sides() [3/4]

◆ sides() [4/4]

◆ tail()

◆ toString()

◆ transBkdTime()