OnixS C++ CME iLink 3 Binary Order Entry Handler 1.19.0
API Documentation
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OrderCancelReplaceReject536 Struct Reference

Public Types

enum  
typedef SchemaTraits Schema
typedef OrderCancelReplaceReject536 ThisType
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 OrderCancelReplaceReject536 ()=default
 OrderCancelReplaceReject536 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 OrderCancelReplaceReject536 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 OrderCancelReplaceReject536 (void *data, EncodedLength length, NoInit)
 OrderCancelReplaceReject536 (const SbeMessage &message)
 OrderCancelReplaceReject536 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt32 seqNum () const noexcept
ThisTypesetSeqNum (UInt32 value) noexcept
UInt64 uuId () const noexcept
ThisTypesetUuId (UInt64 value) noexcept
bool text (StrRef &value) const noexcept
ThisTypesetText (StrRef value) noexcept
ThisTypesetTextToNull () noexcept
StrRef execId () const noexcept
ThisTypesetExecId (StrRef value) noexcept
StrRef senderId () const noexcept
ThisTypesetSenderId (StrRef value) noexcept
StrRef clOrdId () const noexcept
ThisTypesetClOrdId (StrRef value) noexcept
UInt64 partyDetailsListReqId () const noexcept
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
UInt64 orderId () const noexcept
ThisTypesetOrderId (UInt64 value) noexcept
UInt64 transactTime () const noexcept
ThisTypesetTransactTime (UInt64 value) noexcept
UInt64 sendingTimeEpoch () const noexcept
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
UInt64 orderRequestId () const noexcept
ThisTypesetOrderRequestId (UInt64 value) noexcept
StrRef location () const noexcept
ThisTypesetLocation (StrRef value) noexcept
UInt16 cxlRejReason () const noexcept
ThisTypesetCxlRejReason (UInt16 value) noexcept
bool delayDuration (UInt16 &value) const noexcept
ThisTypesetDelayDuration (UInt16 value) noexcept
ThisTypesetDelayDurationToNull () noexcept
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
BooleanFlag::Enum possRetransFlag () const noexcept
ThisTypesetPossRetransFlag (BooleanFlag::Enum value) noexcept
bool splitMsg (SplitMsg::Enum &value) const noexcept
ThisTypesetSplitMsg (SplitMsg::Enum value) noexcept
ThisTypesetSplitMsgToNull () noexcept
bool liquidityFlag (BooleanNULL::Enum &value) const noexcept
ThisTypesetLiquidityFlag (BooleanNULL::Enum value) noexcept
ThisTypesetLiquidityFlagToNull () noexcept
bool delayToTime (UInt64 &value) const noexcept
ThisTypesetDelayToTime (UInt64 value) noexcept
ThisTypesetDelayToTimeToNull () noexcept
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 OrdStatusCxrRej ordStatus () noexcept
static constexpr CxrRejRsp cxlRejResponseTo () 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) 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 27395 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 27400 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 27403 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 536 

Definition at line 27406 of file Messages.h.

Constructor & Destructor Documentation

◆ OrderCancelReplaceReject536() [1/6]

Initializes a blank instance.

◆ OrderCancelReplaceReject536() [2/6]

OrderCancelReplaceReject536 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 27412 of file Messages.h.

◆ OrderCancelReplaceReject536() [3/6]

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 27427 of file Messages.h.

◆ OrderCancelReplaceReject536() [4/6]

OrderCancelReplaceReject536 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 27441 of file Messages.h.

◆ OrderCancelReplaceReject536() [5/6]

OrderCancelReplaceReject536 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 27452 of file Messages.h.

◆ OrderCancelReplaceReject536() [6/6]

OrderCancelReplaceReject536 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 27463 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 27993 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 28080 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 28048 of file Messages.h.

◆ clOrdId()

StrRef clOrdId ( ) const
inlinenoexcept

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).

Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Definition at line 27606 of file Messages.h.

◆ cxlRejReason()

UInt16 cxlRejReason ( ) const
inlinenoexcept

Code to identify reason for cancel replace rejection.

Definition at line 27762 of file Messages.h.

◆ cxlRejResponseTo()

constexpr CxrRejRsp cxlRejResponseTo ( )
inlinestaticconstexprnoexcept

Identifies the type of request that a Cancel Reject is in response to; Constant value.

Definition at line 27816 of file Messages.h.

◆ delayDuration()

bool delayDuration ( UInt16 & value) const
inlinenoexcept

Not being currently used.

Definition at line 27780 of file Messages.h.

◆ delayToTime()

bool delayToTime ( UInt64 & value) const
inlinenoexcept

Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2).

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.

Definition at line 27946 of file Messages.h.

◆ execId()

StrRef execId ( ) const
inlinenoexcept

Unique identifier of execution message as assigned by exchange.

Uniqueness will be guaranteed within a single trading day or the life of a multi-day order.

Definition at line 27546 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 28057 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 28018 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 28006 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 27911 of file Messages.h.

◆ location()

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 27741 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 27824 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 27982 of file Messages.h.

◆ orderId()

UInt64 orderId ( ) const
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Uniqueness is guaranteed within a single trading day across all instruments.

Definition at line 27656 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 OrderCancelReplaceReject representing the response.

Definition at line 27720 of file Messages.h.

◆ ordStatus()

constexpr OrdStatusCxrRej ordStatus ( )
inlinestaticconstexprnoexcept

Identifies status of modification reject; Constant value.

Definition at line 27807 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.

Definition at line 27634 of file Messages.h.

◆ possRetransFlag()

BooleanFlag::Enum possRetransFlag ( ) const
inlinenoexcept

Flags message as possible retransmission.

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses.

Definition at line 27849 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 28032 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 28026 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 27574 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 27699 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 27477 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( StrRef value)
inlinenoexcept

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).

Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Definition at line 27621 of file Messages.h.

◆ setCxlRejReason()

ThisType & setCxlRejReason ( UInt16 value)
inlinenoexcept

Code to identify reason for cancel replace rejection.

Definition at line 27770 of file Messages.h.

◆ setDelayDuration()

ThisType & setDelayDuration ( UInt16 value)
inlinenoexcept

Not being currently used.

Definition at line 27788 of file Messages.h.

◆ setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )
inlinenoexcept

Definition at line 27796 of file Messages.h.

◆ setDelayToTime()

ThisType & setDelayToTime ( UInt64 value)
inlinenoexcept

Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2).

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.

Definition at line 27961 of file Messages.h.

◆ setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 27969 of file Messages.h.

◆ setExecId()

ThisType & setExecId ( StrRef value)
inlinenoexcept

Unique identifier of execution message as assigned by exchange.

Uniqueness will be guaranteed within a single trading day or the life of a multi-day order.

Definition at line 27557 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 27921 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 27929 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 27751 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value)
inlinenoexcept

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

Definition at line 27834 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value)
inlinenoexcept

Unique identifier for order as assigned by the exchange.

Uniqueness is guaranteed within a single trading day across all instruments.

Definition at line 27666 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 OrderCancelReplaceReject representing the response.

Definition at line 27730 of file Messages.h.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value)
inlinenoexcept

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.

Definition at line 27644 of file Messages.h.

◆ setPossRetransFlag()

ThisType & setPossRetransFlag ( BooleanFlag::Enum value)
inlinenoexcept

Flags message as possible retransmission.

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses.

Definition at line 27861 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 27589 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 27708 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 27485 of file Messages.h.

◆ setSplitMsg()

ThisType & setSplitMsg ( SplitMsg::Enum value)
inlinenoexcept

Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2).

If absent then the message was not delayed and was neither split nor received out of order.

Definition at line 27891 of file Messages.h.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )
inlinenoexcept

Definition at line 27899 of file Messages.h.

◆ setText()

ThisType & setText ( StrRef value)
inlinenoexcept

Reject reason details; Will be used only for descriptive rejects.

Definition at line 27524 of file Messages.h.

◆ setTextToNull()

ThisType & setTextToNull ( )
inlinenoexcept

Definition at line 27533 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UInt64 value)
inlinenoexcept

Time the transaction represented by this OrderCancelReplaceReject (35=9) occurred.

Expressed as nanoseconds since epoch time.

Definition at line 27688 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 27503 of file Messages.h.

◆ splitMsg()

bool splitMsg ( SplitMsg::Enum & value) const
inlinenoexcept

Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2).

If absent then the message was not delayed and was neither split nor received out of order.

Definition at line 27877 of file Messages.h.

◆ tail()

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

Definition at line 28068 of file Messages.h.

◆ text()

bool text ( StrRef & value) const
inlinenoexcept

Reject reason details; Will be used only for descriptive rejects.

Definition at line 27514 of file Messages.h.

◆ toString()

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

Definition at line 2076 of file MessageSerialization.h.

◆ transactTime()

UInt64 transactTime ( ) const
inlinenoexcept

Time the transaction represented by this OrderCancelReplaceReject (35=9) occurred.

Expressed as nanoseconds since epoch time.

Definition at line 27678 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 27495 of file Messages.h.