#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

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 (MessageSizeoffset) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)

void	setFixedStr (MessageSizeoffset, StrRef value) noexcept

void	setFixedStr (MessageSizeoffset, 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
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 (MessageSizeoffset) const noexcept

bool	ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept

bool	ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

Enumeration::Enum	enumeration (MessageSizeoffset) const noexcept

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

Value	decimal (MessageSizeoffset) const noexcept

bool	decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept

bool	decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

StrRef	fixedStr (MessageSizeoffset) const noexcept

bool	fixedStr (StrRef &value, MessageSizeoffset) const noexcept

bool	fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) 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

typedef SchemaTraits Schema

Used template schema.

Definition at line 33339 of file Messages.h.

typedef SbeGroup<SidesEntry, GroupSize, MessageSize> Sides

Repeating group containing SidesEntry entries.

Definition at line 33559 of file Messages.h.

typedef NewOrderCross544 ThisType

This type alias.

Definition at line 33342 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 33345 of file Messages.h.

Constructor & Destructor Documentation

NewOrderCross544 ( )

default

Initializes a blank instance.

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	(	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	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 33594 of file Messages.h.

NewOrderCross544 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 33605 of file Messages.h.

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

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 33953 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 34041 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 34011 of file Messages.h.

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.

static constexpr CrossPrioritization crossPrioritization ( )

inlinestaticnoexcept

Constant.

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

Definition at line 33776 of file Messages.h.

static constexpr CrossType crossType ( )

inlinestaticnoexcept

Constant.

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

Definition at line 33766 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 34020 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticnoexcept

Maximal message size.

Definition at line 33981 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestatic

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

Definition at line 33967 of file Messages.h.

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 33855 of file Messages.h.

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.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 33941 of file Messages.h.

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.

static constexpr CrossOrderType ordType ( )

inlinestaticnoexcept

Only limit order supported. Constant value.

Definition at line 33756 of file Messages.h.

PRICE9 price ( ) const

inlinenoexcept

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

Definition at line 33784 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 34000 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 33992 of file Messages.h.

Int32 securityId ( ) const

inlinenoexcept

Instrument identifier.

Definition at line 33878 of file Messages.h.

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.

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.

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 33701 of file Messages.h.

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.

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.

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.

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.

ThisType& setPrice ( PRICE9 value )

inlinenoexcept

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

Definition at line 33793 of file Messages.h.

ThisType& setSecurityId ( Int32 value )

inlinenoexcept

Instrument identifier.

Definition at line 33887 of file Messages.h.

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.

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.

ThisType& setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 33710 of file Messages.h.

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 sides ( ) const

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 33898 of file Messages.h.

Sides sides ( )

inlinenoexcept

Returns: instance of Sides repeating group.

Definition at line 33906 of file Messages.h.

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 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.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 34032 of file Messages.h.

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 2481 of file MessageSerialization.h.

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.

The documentation for this struct was generated from the following files:

OnixS/CME/iLink3/messaging/Messages.h
OnixS/CME/iLink3/messaging/MessageSerialization.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation