OrderMassActionReport562 Struct Reference

Classes
struct	AffectedOrdersEntry

Public Types
enum
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 (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 StrRef	className () noexcept
static constexpr StrRef	fixType () noexcept

Additional Inherited Members
Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize >	GroupList
typedef SbeVariableLengthFieldList< MessageSize >	VariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessage &	version (SchemaVersion version) noexcept
GroupList	groups () noexcept
GroupList	groups () const noexcept
template<typename Group>
void	initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void	setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void	constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
void	setVarDataField (DATA &data, StrRef value, const void *oldMessageTail)
VariableLengthFieldList	variableLengthFields () noexcept
VariableLengthFieldList	variableLengthFields () const noexcept
void	init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
MessageSize	calculateBinarySize (const void *tail) const noexcept
template<class Callable, class Owner>
void	setVariableLengthField (Callable callable, StrRef value, Owner &owner)
template<class Callable, class Owner>
void	setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
template<class Callable, class Owner>
StrRef	getVariableLengthField (Callable callable, const Owner &owner) const noexcept
template<class Callable, class Owner>
StrRef	getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Callable, class Owner>
void	setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void	setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
	SbeFields ()=default
	~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
	BinaryBlock ()=default
	~BinaryBlock ()=default
Value	ordinary (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Value	decimal (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 41491 of file Messages.h.

Member Typedef Documentation

AffectedOrders

typedef SbeGroup<AffectedOrdersEntry, GroupSize, MessageSize> AffectedOrders

Repeating group containing AffectedOrdersEntry entries.

Definition at line 41645 of file Messages.h.

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 41496 of file Messages.h.

ThisType

typedef OrderMassActionReport562 ThisType

This type alias.

Definition at line 41499 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	562

Definition at line 41502 of file Messages.h.

Constructor & Destructor Documentation

OrderMassActionReport562() [1/6]

OrderMassActionReport562 ( )

default

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 41651 of file Messages.h.

OrderMassActionReport562() [3/6]

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 41666 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 41680 of file Messages.h.

OrderMassActionReport562() [5/6]

OrderMassActionReport562 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 41691 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 41702 of file Messages.h.

Member Function Documentation

affectedOrders() [1/4]

AffectedOrders affectedOrders ( ) const

inlinenoexcept

Returns

instance of AffectedOrders repeating group.

Definition at line 42511 of file Messages.h.

affectedOrders() [2/4]

AffectedOrders affectedOrders ( )

inlinenoexcept

Returns

instance of AffectedOrders repeating group.

Definition at line 42520 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 42531 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 42543 of file Messages.h.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 42569 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 42666 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 42480 of file Messages.h.

className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns

class name.

Definition at line 42638 of file Messages.h.

delayDuration()

bool delayDuration ( UInt16 & value ) const

inlinenoexcept

Not being used currently.

Definition at line 41977 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 42414 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 42647 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 42596 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 42582 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 42098 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 42353 of file Messages.h.

location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 41928 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 42026 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 42148 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 42118 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 41867 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 42004 of file Messages.h.

massActionScope()

MassActionScope::Enum massActionScope ( ) const

inlinenoexcept

Specifies the scope of the action.

Definition at line 42047 of file Messages.h.

massActionType()

constexpr MassAction massActionType ( )

inlinestaticconstexprnoexcept

Specifies the type of action requested. Constant value.

Definition at line 41887 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 42182 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 42558 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 41846 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 42248 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 42448 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 41786 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 42385 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 42613 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 42606 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 41896 of file Messages.h.

securityId()

bool securityId ( Int32 & value ) const

inlinenoexcept

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

Definition at line 41950 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 41758 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 41825 of file Messages.h.

seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 41716 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 42491 of file Messages.h.

setCancelTextToNull()

ThisType & setCancelTextToNull ( )

inlinenoexcept

Definition at line 42500 of file Messages.h.

setDelayDuration()

ThisType & setDelayDuration ( UInt16 value )

inlinenoexcept

Not being used currently.

Definition at line 41985 of file Messages.h.

setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )

inlinenoexcept

Definition at line 41993 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 42429 of file Messages.h.

setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )

inlinenoexcept

Definition at line 42437 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 42107 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 42363 of file Messages.h.

setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 42371 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 41938 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 42036 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 42159 of file Messages.h.

setMarketSegmentIdToNull()

ThisType & setMarketSegmentIdToNull ( )

inlinenoexcept

Definition at line 42167 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 42127 of file Messages.h.

setMassActionRejectReasonToNull()

ThisType & setMassActionRejectReasonToNull ( )

inlinenoexcept

Definition at line 42135 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 41876 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 42014 of file Messages.h.

setMassActionScope()

ThisType & setMassActionScope ( MassActionScope::Enum value )

inlinenoexcept

Specifies the scope of the action.

Definition at line 42056 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 42196 of file Messages.h.

setMassCancelRequestTypeToNull()

ThisType & setMassCancelRequestTypeToNull ( )

inlinenoexcept

Definition at line 42205 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 41856 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 42260 of file Messages.h.

setOrdTypeToNull()

ThisType & setOrdTypeToNull ( )

inlinenoexcept

Definition at line 42269 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 42458 of file Messages.h.

setOrigOrderUserToNull()

ThisType & setOrigOrderUserToNull ( )

inlinenoexcept

Definition at line 42467 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 41796 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 42397 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 41907 of file Messages.h.

setSecurityGroupToNull()

ThisType & setSecurityGroupToNull ( )

inlinenoexcept

Definition at line 41916 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

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

Definition at line 41959 of file Messages.h.

setSecurityIdToNull()

ThisType & setSecurityIdToNull ( )

inlinenoexcept

Definition at line 41967 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 41773 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 41834 of file Messages.h.

setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 41724 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 42227 of file Messages.h.

setSideToNull()

ThisType & setSideToNull ( )

inlinenoexcept

Definition at line 42235 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 42333 of file Messages.h.

setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )

inlinenoexcept

Definition at line 42341 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 and GT orders will be cancelled.

Definition at line 42294 of file Messages.h.

setTimeInForceToNull()

ThisType & setTimeInForceToNull ( )

inlinenoexcept

Definition at line 42303 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 42087 of file Messages.h.

setTransactTime()

ThisType & setTransactTime ( UInt64 value )

inlinenoexcept

Time of execution/order creation; expressed in UTC.

Definition at line 41814 of file Messages.h.

setUuId()

ThisType & setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 41742 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 42217 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 42319 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 42658 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 and GT orders will be cancelled.

Definition at line 42282 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 42073 of file Messages.h.

transactTime()

UInt64 transactTime ( ) const

inlinenoexcept

Time of execution/order creation; expressed in UTC.

Definition at line 41806 of file Messages.h.

uuId()

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 41734 of file Messages.h.