Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef OrderCancelReplaceReject536 | ThisType |
| Public Types inherited from SbeMessage | |
| typedef MessageSize | EncodedLength |
| typedef MessageSize | BlockLength |
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< 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 |
Definition at line 27395 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 27400 of file Messages.h.
| typedef OrderCancelReplaceReject536 ThisType |
This type alias.
Definition at line 27403 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 536 | |
Definition at line 27406 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 27412 of file Messages.h.
|
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 27427 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 27441 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 27452 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 27463 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 27993 of file Messages.h.
|
inlinenoexcept |
Definition at line 28080 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 28048 of file Messages.h.
|
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.
|
inlinenoexcept |
Code to identify reason for cancel replace rejection.
Definition at line 27762 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Identifies the type of request that a Cancel Reject is in response to; Constant value.
Definition at line 27816 of file Messages.h.
|
inlinenoexcept |
Not being currently used.
Definition at line 27780 of file Messages.h.
|
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.
|
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.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 28057 of file Messages.h.
Maximal message size.
Definition at line 28018 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 28006 of file Messages.h.
|
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.
|
inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 27741 of file Messages.h.
|
inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 27824 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 27982 of file Messages.h.
|
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.
|
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.
|
inlinestaticconstexprnoexcept |
Identifies status of modification reject; Constant value.
Definition at line 27807 of file Messages.h.
|
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.
|
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.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 28032 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 28026 of file Messages.h.
|
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.
|
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.
|
inlinenoexcept |
Sequence number as assigned to message.
Definition at line 27477 of file Messages.h.
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.
Code to identify reason for cancel replace rejection.
Definition at line 27770 of file Messages.h.
Not being currently used.
Definition at line 27788 of file Messages.h.
|
inlinenoexcept |
Definition at line 27796 of file Messages.h.
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.
|
inlinenoexcept |
Definition at line 27969 of file Messages.h.
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.
|
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.
|
inlinenoexcept |
Definition at line 27929 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 27751 of file Messages.h.
|
inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 27834 of file Messages.h.
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.
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.
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.
|
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.
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.
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.
Sequence number as assigned to message.
Definition at line 27485 of file Messages.h.
|
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.
|
inlinenoexcept |
Definition at line 27899 of file Messages.h.
Reject reason details; Will be used only for descriptive rejects.
Definition at line 27524 of file Messages.h.
|
inlinenoexcept |
Definition at line 27533 of file Messages.h.
Time the transaction represented by this OrderCancelReplaceReject (35=9) occurred.
Expressed as nanoseconds since epoch time.
Definition at line 27688 of file Messages.h.
Matches Establish.UUID used to establish the connection.
Definition at line 27503 of file Messages.h.
|
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.
|
inlinenoexcept |
Definition at line 28068 of file Messages.h.
|
inlinenoexcept |
Reject reason details; Will be used only for descriptive rejects.
Definition at line 27514 of file Messages.h.
|
inline |
Definition at line 2076 of file MessageSerialization.h.
|
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.
|
inlinenoexcept |
Matches Establish.UUID used to establish the connection.
Definition at line 27495 of file Messages.h.