#include <OnixS/CME/iLink3/messaging/Messages.h>

Public Types
enum	{ TemplateId = 536 }

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

ThisType &	setSeqNum (UInt32 value) noexcept

UInt64	uuId () const noexcept

ThisType &	setUuId (UInt64 value) noexcept

bool	text (StrRef &value) const noexcept

ThisType &	setText (StrRef value) noexcept

ThisType &	setTextToNull () noexcept

StrRef	execId () const noexcept

ThisType &	setExecId (StrRef value) noexcept

StrRef	senderId () const noexcept

ThisType &	setSenderId (StrRef value) noexcept

StrRef	clOrdId () const noexcept

ThisType &	setClOrdId (StrRef value) noexcept

UInt64	partyDetailsListReqId () const noexcept

ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept

UInt64	orderId () const noexcept

ThisType &	setOrderId (UInt64 value) noexcept

UInt64	transactTime () const noexcept

ThisType &	setTransactTime (UInt64 value) noexcept

UInt64	sendingTimeEpoch () const noexcept

ThisType &	setSendingTimeEpoch (UInt64 value) noexcept

UInt64	orderRequestId () const noexcept

ThisType &	setOrderRequestId (UInt64 value) noexcept

StrRef	location () const noexcept

ThisType &	setLocation (StrRef value) noexcept

UInt16	cxlRejReason () const noexcept

ThisType &	setCxlRejReason (UInt16 value) noexcept

bool	delayDuration (UInt16 &value) const noexcept

ThisType &	setDelayDuration (UInt16 value) noexcept

ThisType &	setDelayDurationToNull () noexcept

ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept

ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept

BooleanFlag::Enum	possRetransFlag () const noexcept

ThisType &	setPossRetransFlag (BooleanFlag::Enum value) noexcept

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

ThisType &	setSplitMsg (SplitMsg::Enum value) noexcept

ThisType &	setSplitMsgToNull () noexcept

bool	liquidityFlag (BooleanNULL::Enum &value) const noexcept

ThisType &	setLiquidityFlag (BooleanNULL::Enum value) noexcept

ThisType &	setLiquidityFlagToNull () noexcept

bool	delayToTime (UInt64 &value) const noexcept

ThisType &	setDelayToTime (UInt64 value) noexcept

ThisType &	setDelayToTimeToNull () noexcept

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 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 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 29294 of file Messages.h.

Member Typedef Documentation

typedef SchemaTraits Schema

Used template schema.

Definition at line 29299 of file Messages.h.

typedef OrderCancelReplaceReject536 ThisType

This type alias.

Definition at line 29302 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 29305 of file Messages.h.

Constructor & Destructor Documentation

OrderCancelReplaceReject536 ( )

default

Initializes a blank instance.

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

inline

Initializes an instance over the given memory block.

Definition at line 29311 of file Messages.h.

OrderCancelReplaceReject536	(	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 29326 of file Messages.h.

OrderCancelReplaceReject536	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 29340 of file Messages.h.

OrderCancelReplaceReject536 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 29351 of file Messages.h.

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 29362 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 29939 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 30032 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 29998 of file Messages.h.

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 29517 of file Messages.h.

UInt16 cxlRejReason ( ) const

inlinenoexcept

Code to identify reason for cancel replace rejection.

Definition at line 29687 of file Messages.h.

static constexpr CxrRejRsp cxlRejResponseTo ( )

inlinestaticnoexcept

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

Definition at line 29747 of file Messages.h.

bool delayDuration ( UInt16 & value ) const

inlinenoexcept

Not being currently used.

Definition at line 29707 of file Messages.h.

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 29888 of file Messages.h.

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 29453 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 30007 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticnoexcept

Maximal message size.

Definition at line 29965 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestatic

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

Definition at line 29953 of file Messages.h.

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 29850 of file Messages.h.

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 29664 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 29756 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 29927 of file Messages.h.

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 29571 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 OrderCancelReplaceReject representing the response.

Definition at line 29641 of file Messages.h.

static constexpr OrdStatusCxrRej ordStatus ( )

inlinestaticnoexcept

Identifies status of modification reject; Constant value.

Definition at line 29737 of file Messages.h.

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 29547 of file Messages.h.

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 29783 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 29981 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 29974 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 29483 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 29618 of file Messages.h.

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 29377 of file Messages.h.

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 29533 of file Messages.h.

ThisType& setCxlRejReason ( UInt16 value )

inlinenoexcept

Code to identify reason for cancel replace rejection.

Definition at line 29696 of file Messages.h.

ThisType& setDelayDuration ( UInt16 value )

inlinenoexcept

Not being currently used.

Definition at line 29716 of file Messages.h.

ThisType& setDelayDurationToNull ( )

inlinenoexcept

Definition at line 29725 of file Messages.h.

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 29904 of file Messages.h.

ThisType& setDelayToTimeToNull ( )

inlinenoexcept

Definition at line 29913 of file Messages.h.

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 29465 of file Messages.h.

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 29861 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 29870 of file Messages.h.

ThisType& setLocation ( StrRef value )

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 29675 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Definition at line 29767 of file Messages.h.

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 29582 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 OrderCancelReplaceReject representing the response.

Definition at line 29652 of file Messages.h.

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 29558 of file Messages.h.

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 29796 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 29499 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 29628 of file Messages.h.

ThisType& setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 29386 of file Messages.h.

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 29828 of file Messages.h.

ThisType& setSplitMsgToNull ( )

inlinenoexcept

Definition at line 29837 of file Messages.h.

ThisType& setText ( StrRef value )

inlinenoexcept

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

Definition at line 29429 of file Messages.h.

ThisType& setTextToNull ( )

inlinenoexcept

Definition at line 29439 of file Messages.h.

ThisType& setTransactTime ( UInt64 value )

inlinenoexcept

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

Expressed as nanoseconds since epoch time.

Definition at line 29606 of file Messages.h.

ThisType& setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 29406 of file Messages.h.

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 29813 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 30019 of file Messages.h.

bool text ( StrRef & value ) const

inlinenoexcept

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

Definition at line 29418 of file Messages.h.

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 2076 of file MessageSerialization.h.

UInt64 transactTime ( ) const

inlinenoexcept

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

Expressed as nanoseconds since epoch time.

Definition at line 29595 of file Messages.h.

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 29397 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

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