OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
Loading...
Searching...
No Matches
OrderMassActionReport562 Struct Reference

Classes

struct  AffectedOrdersEntry

Public Types

enum  
typedef SchemaTraits Schema
typedef OrderMassActionReport562 ThisType
typedef SbeGroup< AffectedOrdersEntry, GroupSize, MessageSizeAffectedOrders
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 OrderMassActionReport562 ()=default
 OrderMassActionReport562 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 OrderMassActionReport562 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 OrderMassActionReport562 (void *data, EncodedLength length, NoInit)
 OrderMassActionReport562 (const SbeMessage &message)
 OrderMassActionReport562 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt32 seqNum () const noexcept
ThisTypesetSeqNum (UInt32 value) noexcept
UInt64 uuId () const noexcept
ThisTypesetUuId (UInt64 value) noexcept
StrRef senderId () const noexcept
ThisTypesetSenderId (StrRef value) noexcept
UInt64 partyDetailsListReqId () const noexcept
ThisTypesetPartyDetailsListReqId (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
UInt64 massActionReportId () const noexcept
ThisTypesetMassActionReportId (UInt64 value) noexcept
bool securityGroup (StrRef &value) const noexcept
ThisTypesetSecurityGroup (StrRef value) noexcept
ThisTypesetSecurityGroupToNull () noexcept
StrRef location () const noexcept
ThisTypesetLocation (StrRef value) noexcept
bool securityId (Int32 &value) const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
ThisTypesetSecurityIdToNull () noexcept
bool delayDuration (UInt16 &value) const noexcept
ThisTypesetDelayDuration (UInt16 value) noexcept
ThisTypesetDelayDurationToNull () noexcept
MassActionResponse::Enum massActionResponse () const noexcept
ThisTypesetMassActionResponse (MassActionResponse::Enum value) noexcept
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
MassActionScope::Enum massActionScope () const noexcept
ThisTypesetMassActionScope (MassActionScope::Enum value) noexcept
UInt32 totalAffectedOrders () const noexcept
ThisTypesetTotalAffectedOrders (UInt32 value) noexcept
BooleanFlag::Enum lastFragment () const noexcept
ThisTypesetLastFragment (BooleanFlag::Enum value) noexcept
bool massActionRejectReason (UInt8 &value) const noexcept
ThisTypesetMassActionRejectReason (UInt8 value) noexcept
ThisTypesetMassActionRejectReasonToNull () noexcept
bool marketSegmentId (UInt8 &value) const noexcept
ThisTypesetMarketSegmentId (UInt8 value) noexcept
ThisTypesetMarketSegmentIdToNull () noexcept
bool massCancelRequestType (MassCxlReqTyp::Enum &value) const noexcept
ThisTypesetMassCancelRequestType (MassCxlReqTyp::Enum value) noexcept
ThisTypesetMassCancelRequestTypeToNull () noexcept
bool side (SideNULL::Enum &value) const noexcept
ThisTypesetSide (SideNULL::Enum value) noexcept
ThisTypesetSideToNull () noexcept
bool ordType (MassActionOrdTyp::Enum &value) const noexcept
ThisTypesetOrdType (MassActionOrdTyp::Enum value) noexcept
ThisTypesetOrdTypeToNull () noexcept
bool timeInForce (MassCancelTIF::Enum &value) const noexcept
ThisTypesetTimeInForce (MassCancelTIF::Enum value) noexcept
ThisTypesetTimeInForceToNull () 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
BooleanFlag::Enum possRetransFlag () const noexcept
ThisTypesetPossRetransFlag (BooleanFlag::Enum value) noexcept
bool delayToTime (UInt64 &value) const noexcept
ThisTypesetDelayToTime (UInt64 value) noexcept
ThisTypesetDelayToTimeToNull () noexcept
bool origOrderUser (StrRef &value) const noexcept
ThisTypesetOrigOrderUser (StrRef value) noexcept
ThisTypesetOrigOrderUserToNull () noexcept
bool cancelText (StrRef &value) const noexcept
ThisTypesetCancelText (StrRef value) noexcept
ThisTypesetCancelTextToNull () noexcept
AffectedOrders affectedOrders () const noexcept
AffectedOrders affectedOrders () noexcept
AffectedOrders affectedOrders (AffectedOrders::Size length)
AffectedOrders affectedOrders (AffectedOrders::Size length, NoFieldsInit)
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 MassAction massActionType () 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 CharclassName ()
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 44187 of file Messages.h.

Member Typedef Documentation

◆ AffectedOrders

Repeating group containing AffectedOrdersEntry entries.

Definition at line 44351 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 44192 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 44195 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 562 

Definition at line 44198 of file Messages.h.

Constructor & Destructor Documentation

◆ OrderMassActionReport562() [1/6]

Initializes a blank instance.

◆ OrderMassActionReport562() [2/6]

OrderMassActionReport562 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 44357 of file Messages.h.

◆ OrderMassActionReport562() [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 44372 of file Messages.h.

◆ OrderMassActionReport562() [4/6]

OrderMassActionReport562 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 44386 of file Messages.h.

◆ OrderMassActionReport562() [5/6]

OrderMassActionReport562 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 44397 of file Messages.h.

◆ OrderMassActionReport562() [6/6]

OrderMassActionReport562 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 44408 of file Messages.h.

Member Function Documentation

◆ affectedOrders() [1/4]

AffectedOrders affectedOrders ( ) const
inlinenoexcept
Returns
instance of AffectedOrders repeating group.

Definition at line 45291 of file Messages.h.

◆ affectedOrders() [2/4]

AffectedOrders affectedOrders ( )
inlinenoexcept
Returns
instance of AffectedOrders repeating group.

Definition at line 45301 of file Messages.h.

◆ affectedOrders() [3/4]

AffectedOrders affectedOrders ( AffectedOrders::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoAffectedOrders(534) repeating group.

Definition at line 45313 of file Messages.h.

◆ affectedOrders() [4/4]

AffectedOrders affectedOrders ( AffectedOrders::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoAffectedOrders(534) repeating group.

Definition at line 45325 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 45352 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 45455 of file Messages.h.

◆ cancelText()

bool cancelText ( StrRef & value) const
inlinenoexcept

Represents the sender comp which initiated the cancellation of orders or quotes for the original sender comp.

Definition at line 45257 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 45425 of file Messages.h.

◆ delayDuration()

bool delayDuration ( UInt16 & value) const
inlinenoexcept

Not being used currently.

Definition at line 44709 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 45185 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 45434 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 45380 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 45366 of file Messages.h.

◆ lastFragment()

BooleanFlag::Enum lastFragment ( ) const
inlinenoexcept

Indicates whether the message is the last message in a sequence of messages to support fragmentation.

Definition at line 44841 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 45119 of file Messages.h.

◆ location()

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 44655 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 44763 of file Messages.h.

◆ marketSegmentId()

bool marketSegmentId ( UInt8 & value) const
inlinenoexcept

Specifies the market segment (physical match engine partition) for which working orders should be cancelled.

Conditionally present if MassActionScope=Market Segment (Tag 1374=9).

Definition at line 44896 of file Messages.h.

◆ massActionRejectReason()

bool massActionRejectReason ( UInt8 & value) const
inlinenoexcept

Reason Order Mass Action Request was rejected.

Required if Mass Action Response=0.

Definition at line 44863 of file Messages.h.

◆ massActionReportId()

UInt64 massActionReportId ( ) const
inlinenoexcept

Unique ID of Order Mass Action Report as assigned by CME.

If fragmented then all messages must have the same value.

Definition at line 44588 of file Messages.h.

◆ massActionResponse()

MassActionResponse::Enum massActionResponse ( ) const
inlinenoexcept

Specifies the action taken by CME when it received the Order Mass Action Request.

Definition at line 44739 of file Messages.h.

◆ massActionScope()

MassActionScope::Enum massActionScope ( ) const
inlinenoexcept

Specifies the scope of the action.

Definition at line 44786 of file Messages.h.

◆ massActionType()

constexpr MassAction massActionType ( )
inlinestaticconstexprnoexcept

Specifies the type of action requested. Constant value.

Definition at line 44610 of file Messages.h.

◆ massCancelRequestType()

bool massCancelRequestType ( MassCxlReqTyp::Enum & value) const
inlinenoexcept

If present specifies the scope of the OrderMassActionRequest within the context of Session and Firm.

If absent then all orders belonging to Session and Firm combination will be cancelled for specified MassActionScope.

Definition at line 44933 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 45340 of file Messages.h.

◆ orderRequestId()

UInt64 orderRequestId ( ) const
inlinenoexcept

OrderRequestID used to identify an OrderMassActionRequest and echo the value on the corresponding OrderMassActionReport.

Definition at line 44565 of file Messages.h.

◆ ordType()

bool ordType ( MassActionOrdTyp::Enum & value) const
inlinenoexcept

If provided then only orders of this type will be cancelled.

If absent then all order types will be cancelled.

Definition at line 45005 of file Messages.h.

◆ origOrderUser()

bool origOrderUser ( StrRef & value) const
inlinenoexcept

Represents the original sender comp for whom orders or quotes are to be cancelled.

Definition at line 45222 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 44499 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 45154 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 45399 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 45391 of file Messages.h.

◆ securityGroup()

bool securityGroup ( StrRef & value) const
inlinenoexcept

Specifies the Product Group for which working orders should be cancelled.

Conditionally present if MassActionScope=Product Group (Tag1374=10).

Definition at line 44620 of file Messages.h.

◆ securityId()

bool securityId ( Int32 & value) const
inlinenoexcept

Conditionally present if MassActionScope=Instrument (Tag 1374=1).

Definition at line 44679 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 44469 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 44542 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 44423 of file Messages.h.

◆ setCancelText()

ThisType & setCancelText ( StrRef value)
inlinenoexcept

Represents the sender comp which initiated the cancellation of orders or quotes for the original sender comp.

Definition at line 45269 of file Messages.h.

◆ setCancelTextToNull()

ThisType & setCancelTextToNull ( )
inlinenoexcept

Definition at line 45279 of file Messages.h.

◆ setDelayDuration()

ThisType & setDelayDuration ( UInt16 value)
inlinenoexcept

Not being used currently.

Definition at line 44718 of file Messages.h.

◆ setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )
inlinenoexcept

Definition at line 44727 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 45201 of file Messages.h.

◆ setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 45210 of file Messages.h.

◆ setLastFragment()

ThisType & setLastFragment ( BooleanFlag::Enum value)
inlinenoexcept

Indicates whether the message is the last message in a sequence of messages to support fragmentation.

Definition at line 44851 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 45130 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 45139 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 44666 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 44774 of file Messages.h.

◆ setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value)
inlinenoexcept

Specifies the market segment (physical match engine partition) for which working orders should be cancelled.

Conditionally present if MassActionScope=Market Segment (Tag 1374=9).

Definition at line 44908 of file Messages.h.

◆ setMarketSegmentIdToNull()

ThisType & setMarketSegmentIdToNull ( )
inlinenoexcept

Definition at line 44917 of file Messages.h.

◆ setMassActionRejectReason()

ThisType & setMassActionRejectReason ( UInt8 value)
inlinenoexcept

Reason Order Mass Action Request was rejected.

Required if Mass Action Response=0.

Definition at line 44873 of file Messages.h.

◆ setMassActionRejectReasonToNull()

ThisType & setMassActionRejectReasonToNull ( )
inlinenoexcept

Definition at line 44882 of file Messages.h.

◆ setMassActionReportId()

ThisType & setMassActionReportId ( UInt64 value)
inlinenoexcept

Unique ID of Order Mass Action Report as assigned by CME.

If fragmented then all messages must have the same value.

Definition at line 44598 of file Messages.h.

◆ setMassActionResponse()

ThisType & setMassActionResponse ( MassActionResponse::Enum value)
inlinenoexcept

Specifies the action taken by CME when it received the Order Mass Action Request.

Definition at line 44750 of file Messages.h.

◆ setMassActionScope()

ThisType & setMassActionScope ( MassActionScope::Enum value)
inlinenoexcept

Specifies the scope of the action.

Definition at line 44796 of file Messages.h.

◆ setMassCancelRequestType()

ThisType & setMassCancelRequestType ( MassCxlReqTyp::Enum value)
inlinenoexcept

If present specifies the scope of the OrderMassActionRequest within the context of Session and Firm.

If absent then all orders belonging to Session and Firm combination will be cancelled for specified MassActionScope.

Definition at line 44948 of file Messages.h.

◆ setMassCancelRequestTypeToNull()

ThisType & setMassCancelRequestTypeToNull ( )
inlinenoexcept

Definition at line 44958 of file Messages.h.

◆ setOrderRequestId()

ThisType & setOrderRequestId ( UInt64 value)
inlinenoexcept

OrderRequestID used to identify an OrderMassActionRequest and echo the value on the corresponding OrderMassActionReport.

Definition at line 44576 of file Messages.h.

◆ setOrdType()

ThisType & setOrdType ( MassActionOrdTyp::Enum value)
inlinenoexcept

If provided then only orders of this type will be cancelled.

If absent then all order types will be cancelled.

Definition at line 45018 of file Messages.h.

◆ setOrdTypeToNull()

ThisType & setOrdTypeToNull ( )
inlinenoexcept

Definition at line 45028 of file Messages.h.

◆ setOrigOrderUser()

ThisType & setOrigOrderUser ( StrRef value)
inlinenoexcept

Represents the original sender comp for whom orders or quotes are to be cancelled.

Definition at line 45233 of file Messages.h.

◆ setOrigOrderUserToNull()

ThisType & setOrigOrderUserToNull ( )
inlinenoexcept

Definition at line 45243 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 44510 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 45167 of file Messages.h.

◆ setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value)
inlinenoexcept

Specifies the Product Group for which working orders should be cancelled.

Conditionally present if MassActionScope=Product Group (Tag1374=10).

Definition at line 44632 of file Messages.h.

◆ setSecurityGroupToNull()

ThisType & setSecurityGroupToNull ( )
inlinenoexcept

Definition at line 44642 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Conditionally present if MassActionScope=Instrument (Tag 1374=1).

Definition at line 44689 of file Messages.h.

◆ setSecurityIdToNull()

ThisType & setSecurityIdToNull ( )
inlinenoexcept

Definition at line 44698 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 44485 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 44552 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 44432 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideNULL::Enum value)
inlinenoexcept

f provided then only orders belonging to one side will be cancelled.

If absent then orders belonging to both sides will be cancelled.

Definition at line 44982 of file Messages.h.

◆ setSideToNull()

ThisType & setSideToNull ( )
inlinenoexcept

Definition at line 44991 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 45097 of file Messages.h.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )
inlinenoexcept

Definition at line 45106 of file Messages.h.

◆ setTimeInForce()

ThisType & setTimeInForce ( MassCancelTIF::Enum value)
inlinenoexcept

If provided then only orders with this qualifier will be cancelled.

If absent then all Day & GT orders will be cancelled.

Definition at line 45055 of file Messages.h.

◆ setTimeInForceToNull()

ThisType & setTimeInForceToNull ( )
inlinenoexcept

Definition at line 45065 of file Messages.h.

◆ setTotalAffectedOrders()

ThisType & setTotalAffectedOrders ( UInt32 value)
inlinenoexcept

Total number of orders affected by the Order Mass Action Request.

Will be returned as zero for rejects or if request is accepted but no orders could be cancelled. If fragmented then this is the sum of NoAffectedOrders across all messages with the same MassActionReportID. Otherwise will have same value as NoAffectedOrders when one or more orders is cancelled.

Definition at line 44829 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( UInt64 value)
inlinenoexcept

Time of execution/order creation; expressed in UTC.

Definition at line 44530 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 44452 of file Messages.h.

◆ side()

bool side ( SideNULL::Enum & value) const
inlinenoexcept

f provided then only orders belonging to one side will be cancelled.

If absent then orders belonging to both sides will be cancelled.

Definition at line 44971 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 45082 of file Messages.h.

◆ tail()

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

Definition at line 45446 of file Messages.h.

◆ timeInForce()

bool timeInForce ( MassCancelTIF::Enum & value) const
inlinenoexcept

If provided then only orders with this qualifier will be cancelled.

If absent then all Day & GT orders will be cancelled.

Definition at line 45042 of file Messages.h.

◆ toString()

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

Definition at line 3299 of file MessageSerialization.h.

◆ totalAffectedOrders()

UInt32 totalAffectedOrders ( ) const
inlinenoexcept

Total number of orders affected by the Order Mass Action Request.

Will be returned as zero for rejects or if request is accepted but no orders could be cancelled. If fragmented then this is the sum of NoAffectedOrders across all messages with the same MassActionReportID. Otherwise will have same value as NoAffectedOrders when one or more orders is cancelled.

Definition at line 44814 of file Messages.h.

◆ transactTime()

UInt64 transactTime ( ) const
inlinenoexcept

Time of execution/order creation; expressed in UTC.

Definition at line 44521 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 44443 of file Messages.h.