#include <OnixS/CME/iLink3/messaging/Messages.h>
Public Types | |
enum | { TemplateId = 516 } |
typedef SchemaTraits | Schema |
typedef OrderCancelRequest516 | ThisType |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Public Member Functions | |
OrderCancelRequest516 () | |
OrderCancelRequest516 (void *data, EncodedLength length, SchemaVersion version=Schema::Version) | |
OrderCancelRequest516 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version) | |
OrderCancelRequest516 (void *data, EncodedLength length, NoInit) | |
OrderCancelRequest516 (const SbeMessage &message) | |
OrderCancelRequest516 (void *data, EncodedLength length, NoInit, NoCheck) noexcept | |
bool | orderId (UInt64 &value) const noexcept |
ThisType & | setOrderId (UInt64 value) noexcept |
ThisType & | setOrderIdToNull () noexcept |
UInt64 | partyDetailsListReqId () const noexcept |
ThisType & | setPartyDetailsListReqId (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 |
StrRef | clOrdId () const noexcept |
ThisType & | setClOrdId (StrRef value) noexcept |
UInt64 | orderRequestId () const noexcept |
ThisType & | setOrderRequestId (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 |
SideReq::Enum | side () const noexcept |
ThisType & | setSide (SideReq::Enum value) noexcept |
bool | liquidityFlag (BooleanNULL::Enum &value) const noexcept |
ThisType & | setLiquidityFlag (BooleanNULL::Enum value) noexcept |
ThisType & | setLiquidityFlagToNull () noexcept |
bool | origOrderUser (StrRef &value) const noexcept |
ThisType & | setOrigOrderUser (StrRef value) |
ThisType & | setOrigOrderUserToNull () |
ThisType & | resetVariableFields () noexcept |
ThisType & | reset () noexcept |
std::string | toString () const |
const void * | tail () const noexcept |
EncodedLength | calculateBinarySize () const noexcept |
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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 |
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Messaging::SbeMessage & | container () noexcept |
void | zeroPaddingBytes (MessageSize offset) noexcept |
void | setOrdinary (MessageSize offset, FieldValue value) noexcept |
void | setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since) |
void | setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept |
void | setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since) |
void | setFixedStr (MessageSize offset, StrRef value) noexcept |
void | setFixedStr (MessageSize offset, StrRef value, SchemaVersion since) |
Static Public Member Functions | |
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 | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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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) |
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SbeFields () | |
~SbeFields () | |
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BinaryBlock () | |
~BinaryBlock () | |
Value | ordinary (MessageSize offset) const noexcept |
bool | ordinary (Value &value, MessageSize offset, NullValue null) const noexcept |
bool | ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
Enumeration::Enum | enumeration (MessageSize offset) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
Value | decimal (MessageSize offset) const noexcept |
bool | decimal (Value &value, MessageSize offset, NullValue null) const noexcept |
bool | decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
StrRef | fixedStr (MessageSize offset) const noexcept |
bool | fixedStr (StrRef &value, MessageSize offset) const noexcept |
bool | fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 6653 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 6658 of file Messages.h.
typedef OrderCancelRequest516 ThisType |
This type alias.
Definition at line 6661 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 6664 of file Messages.h.
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inline |
Initializes a blank instance.
Definition at line 6667 of file Messages.h.
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inline |
Initializes an instance over the given memory block.
Definition at line 6670 of file Messages.h.
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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 6685 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 6699 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 6710 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 6721 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 7103 of file Messages.h.
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inlinenoexcept |
Definition at line 7198 of file Messages.h.
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inlinestatic |
Definition at line 7164 of file Messages.h.
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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 6877 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 7173 of file Messages.h.
Maximal message size.
Definition at line 7129 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 7117 of file Messages.h.
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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 7023 of file Messages.h.
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inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 6952 of file Messages.h.
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inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 6794 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 7090 of file Messages.h.
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inlinenoexcept |
Unique identifier for order as assigned by the exchange.
Uniqueness is guaranteed within a single trading day across all instruments.
Definition at line 6738 of file Messages.h.
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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 6907 of file Messages.h.
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inlinenoexcept |
Represents the original sender comp for whom orders or quotes are to be cancelled.
Definition at line 7055 of file Messages.h.
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inlinenoexcept |
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 6771 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 7145 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 7138 of file Messages.h.
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inlinenoexcept |
Security ID as defined by CME.
For the security ID list, see the security definition messages. Falcon ignores the incoming value except when null and returns back the correct one in the outgoing execution report.
Definition at line 6978 of file Messages.h.
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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 6843 of file Messages.h.
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inlinenoexcept |
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 6930 of file Messages.h.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 6817 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 6893 of file Messages.h.
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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 7034 of file Messages.h.
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inlinenoexcept |
Definition at line 7043 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 6963 of file Messages.h.
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inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 6805 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 6749 of file Messages.h.
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inlinenoexcept |
Definition at line 6758 of file Messages.h.
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 6918 of file Messages.h.
Represents the original sender comp for whom orders or quotes are to be cancelled.
Definition at line 7067 of file Messages.h.
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inline |
Definition at line 7077 of file Messages.h.
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 6782 of file Messages.h.
Security ID as defined by CME.
For the security ID list, see the security definition messages. Falcon ignores the incoming value except when null and returns back the correct one in the outgoing execution report.
Definition at line 6990 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 6859 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 6940 of file Messages.h.
Sequence number as assigned to message.
Definition at line 6826 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 7010 of file Messages.h.
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inlinenoexcept |
Side of order.
Definition at line 7001 of file Messages.h.
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inlinenoexcept |
Definition at line 7185 of file Messages.h.
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inline |
Definition at line 710 of file MessageSerialization.h.