OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.9
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
OrderMassActionReport562 Struct Reference

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

Classes

struct  AffectedOrdersEntry
 

Public Types

enum  { TemplateId = 562 }
 
typedef SchemaTraits Schema
 
typedef OrderMassActionReport562 ThisType
 
typedef SbeGroup< AffectedOrdersEntry, GroupSize, MessageSize > AffectedOrders
 
- 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
 
ThisType & setSeqNum (UInt32 value) noexcept
 
UInt64 uuId () const noexcept
 
ThisType & setUuId (UInt64 value) noexcept
 
StrRef senderId () const noexcept
 
ThisType & setSenderId (StrRef value) noexcept
 
UInt64 partyDetailsListReqId () const noexcept
 
ThisType & setPartyDetailsListReqId (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
 
UInt64 massActionReportId () const noexcept
 
ThisType & setMassActionReportId (UInt64 value) noexcept
 
bool securityGroup (StrRef &value) const noexcept
 
ThisType & setSecurityGroup (StrRef value) noexcept
 
ThisType & setSecurityGroupToNull () noexcept
 
StrRef location () const noexcept
 
ThisType & setLocation (StrRef value) noexcept
 
bool securityId (Int32 &value) const noexcept
 
ThisType & setSecurityId (Int32 value) noexcept
 
ThisType & setSecurityIdToNull () noexcept
 
bool delayDuration (UInt16 &value) const noexcept
 
ThisType & setDelayDuration (UInt16 value) noexcept
 
ThisType & setDelayDurationToNull () noexcept
 
MassActionResponse::Enum massActionResponse () const noexcept
 
ThisType & setMassActionResponse (MassActionResponse::Enum value) noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisType & setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
MassActionScope::Enum massActionScope () const noexcept
 
ThisType & setMassActionScope (MassActionScope::Enum value) noexcept
 
UInt32 totalAffectedOrders () const noexcept
 
ThisType & setTotalAffectedOrders (UInt32 value) noexcept
 
BooleanFlag::Enum lastFragment () const noexcept
 
ThisType & setLastFragment (BooleanFlag::Enum value) noexcept
 
bool massActionRejectReason (UInt8 &value) const noexcept
 
ThisType & setMassActionRejectReason (UInt8 value) noexcept
 
ThisType & setMassActionRejectReasonToNull () noexcept
 
bool marketSegmentId (UInt8 &value) const noexcept
 
ThisType & setMarketSegmentId (UInt8 value) noexcept
 
ThisType & setMarketSegmentIdToNull () noexcept
 
bool massCancelRequestType (MassCxlReqTyp::Enum &value) const noexcept
 
ThisType & setMassCancelRequestType (MassCxlReqTyp::Enum value) noexcept
 
ThisType & setMassCancelRequestTypeToNull () noexcept
 
bool side (SideNULL::Enum &value) const noexcept
 
ThisType & setSide (SideNULL::Enum value) noexcept
 
ThisType & setSideToNull () noexcept
 
bool ordType (MassActionOrdTyp::Enum &value) const noexcept
 
ThisType & setOrdType (MassActionOrdTyp::Enum value) noexcept
 
ThisType & setOrdTypeToNull () noexcept
 
bool timeInForce (MassCancelTIF::Enum &value) const noexcept
 
ThisType & setTimeInForce (MassCancelTIF::Enum value) noexcept
 
ThisType & setTimeInForceToNull () 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
 
BooleanFlag::Enum possRetransFlag () const noexcept
 
ThisType & setPossRetransFlag (BooleanFlag::Enum value) noexcept
 
bool delayToTime (UInt64 &value) const noexcept
 
ThisType & setDelayToTime (UInt64 value) noexcept
 
ThisType & setDelayToTimeToNull () noexcept
 
bool origOrderUser (StrRef &value) const noexcept
 
ThisType & setOrigOrderUser (StrRef value) noexcept
 
ThisType & setOrigOrderUserToNull () noexcept
 
bool cancelText (StrRef &value) const noexcept
 
ThisType & setCancelText (StrRef value) noexcept
 
ThisType & setCancelTextToNull () noexcept
 
AffectedOrders affectedOrders () const noexcept
 
AffectedOrders affectedOrders () noexcept
 
AffectedOrders affectedOrders (AffectedOrders::Size length)
 
AffectedOrders affectedOrders (AffectedOrders::Size length, NoFieldsInit)
 
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 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 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 44187 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<AffectedOrdersEntry, GroupSize, MessageSize> AffectedOrders

Repeating group containing AffectedOrdersEntry entries.

Definition at line 44351 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 44192 of file Messages.h.

typedef OrderMassActionReport562 ThisType

This type alias.

Definition at line 44195 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 44198 of file Messages.h.

Constructor & Destructor Documentation

OrderMassActionReport562 ( )
default

Initializes a blank instance.

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 ( 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 44372 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 44386 of file Messages.h.

OrderMassActionReport562 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 44397 of file Messages.h.

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

Definition at line 45291 of file Messages.h.

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

Definition at line 45301 of file Messages.h.

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 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.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 45352 of file Messages.h.

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

Definition at line 45455 of file Messages.h.

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.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 45425 of file Messages.h.

bool delayDuration ( UInt16 &  value) const
inlinenoexcept

Not being used currently.

Definition at line 44709 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 45185 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 45434 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 45380 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 45366 of file Messages.h.

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.

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.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 44655 of file Messages.h.

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.

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.

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.

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::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::Enum massActionScope ( ) const
inlinenoexcept

Specifies the scope of the action.

Definition at line 44786 of file Messages.h.

static constexpr MassAction massActionType ( )
inlinestaticnoexcept

Specifies the type of action requested. Constant value.

Definition at line 44610 of file Messages.h.

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.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 45340 of file Messages.h.

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.

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.

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.

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.

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.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 45399 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 45391 of file Messages.h.

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.

bool securityId ( Int32 &  value) const
inlinenoexcept

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

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

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 44423 of file Messages.h.

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.

ThisType& setCancelTextToNull ( )
inlinenoexcept

Definition at line 45279 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being used currently.

Definition at line 44718 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 44727 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 45201 of file Messages.h.

ThisType& setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 45210 of file Messages.h.

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.

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.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 45139 of file Messages.h.

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.

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.

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.

ThisType& setMarketSegmentIdToNull ( )
inlinenoexcept

Definition at line 44917 of file Messages.h.

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.

ThisType& setMassActionRejectReasonToNull ( )
inlinenoexcept

Definition at line 44882 of file Messages.h.

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.

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.

ThisType& setMassActionScope ( MassActionScope::Enum  value)
inlinenoexcept

Specifies the scope of the action.

Definition at line 44796 of file Messages.h.

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.

ThisType& setMassCancelRequestTypeToNull ( )
inlinenoexcept

Definition at line 44958 of file Messages.h.

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.

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.

ThisType& setOrdTypeToNull ( )
inlinenoexcept

Definition at line 45028 of file Messages.h.

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.

ThisType& setOrigOrderUserToNull ( )
inlinenoexcept

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

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.

ThisType& setSecurityGroupToNull ( )
inlinenoexcept

Definition at line 44642 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

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

Definition at line 44689 of file Messages.h.

ThisType& setSecurityIdToNull ( )
inlinenoexcept

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

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 44432 of file Messages.h.

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.

ThisType& setSideToNull ( )
inlinenoexcept

Definition at line 44991 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 45097 of file Messages.h.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 45106 of file Messages.h.

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.

ThisType& setTimeInForceToNull ( )
inlinenoexcept

Definition at line 45065 of file Messages.h.

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.

ThisType& setTransactTime ( UInt64  value)
inlinenoexcept

Time of execution/order creation; expressed in UTC.

Definition at line 44530 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 44452 of file Messages.h.

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.

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.

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

Definition at line 45446 of file Messages.h.

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.

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

Definition at line 3299 of file MessageSerialization.h.

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.

UInt64 transactTime ( ) const
inlinenoexcept

Time of execution/order creation; expressed in UTC.

Definition at line 44521 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 44443 of file Messages.h.

The documentation for this struct was generated from the following files: