OnixS C++ CME iLink 3 Binary Order Entry Handler  1.15.0
API Documentation
OrderMassActionRequest529 Struct Reference

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

Public Types

enum  { TemplateId = 529 }
 
typedef SchemaTraits Schema
 
typedef OrderMassActionRequest529 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 OrderMassActionRequest529 ()
 
 OrderMassActionRequest529 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 OrderMassActionRequest529 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 OrderMassActionRequest529 (void *data, EncodedLength length, NoInit)
 
 OrderMassActionRequest529 (const SbeMessage &message)
 
 OrderMassActionRequest529 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
 
UInt64 partyDetailsListReqId () const noexcept
 
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
 
UInt64 orderRequestId () const noexcept
 
ThisTypesetOrderRequestId (UInt64 value) noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
UInt32 seqNum () const noexcept
 
ThisTypesetSeqNum (UInt32 value) noexcept
 
StrRef senderId () const noexcept
 
ThisTypesetSenderId (StrRef value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (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
 
MassActionScope::Enum massActionScope () const noexcept
 
ThisTypesetMassActionScope (MassActionScope::Enum value) 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 liquidityFlag (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetLiquidityFlag (BooleanNULL::Enum value) noexcept
 
ThisTypesetLiquidityFlagToNull () noexcept
 
bool origOrderUser (StrRef &value) const noexcept
 
ThisTypesetOrigOrderUser (StrRef value)
 
ThisTypesetOrigOrderUserToNull ()
 
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 setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr 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) 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 ()
 
 ~SbeFields ()
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (MessageSize offset) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSize offset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSize offset) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 22516 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 22521 of file Messages.h.

This type alias.

Definition at line 22524 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 22527 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

Definition at line 22530 of file Messages.h.

OrderMassActionRequest529 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 22533 of file Messages.h.

OrderMassActionRequest529 ( 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 22548 of file Messages.h.

OrderMassActionRequest529 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 22562 of file Messages.h.

OrderMassActionRequest529 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 22573 of file Messages.h.

OrderMassActionRequest529 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 22584 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 23144 of file Messages.h.

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

Definition at line 23245 of file Messages.h.

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

Definition at line 23211 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 23220 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 23170 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 23158 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 23064 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 22797 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 22648 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 Required if MassActionScope=?Market Segment? (Tag 1374=9). Will be ignored if present for any other criteria specified in MassActionScope besides Market Segment.

Definition at line 22880 of file Messages.h.

MassActionScope::Enum massActionScope ( ) const
inlinenoexcept

Specifies the scope of the action.

Definition at line 22853 of file Messages.h.

static constexpr MassAction massActionType ( )
inlinestaticnoexcept

Specifies the type of action requested; Constant value.

Definition at line 22726 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 22919 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 23131 of file Messages.h.

UInt64 orderRequestId ( ) const
inlinenoexcept

Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the OrderMassActionReport representing the response.

Definition at line 22625 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 22991 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 23096 of file Messages.h.

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 22601 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 23186 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 23179 of file Messages.h.

bool securityGroup ( StrRef value) const
inlinenoexcept

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

Conditionally required if MassActionScope=?Product Group? (Tag1374=10). Will be ignored if present for any other criteria specified in MassActionScope besides Product Group.

Definition at line 22760 of file Messages.h.

bool securityId ( Int32 value) const
inlinenoexcept

Conditionally required if MassActionScope=?Instrument? (Tag 1374=1).

Will be ignored if present for any other criteria specified in MassActionScope besides Instrument.

Definition at line 22822 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 22697 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 22735 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 22671 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 23075 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 23084 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 22808 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

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

Definition at line 22659 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 Required if MassActionScope=?Market Segment? (Tag 1374=9). Will be ignored if present for any other criteria specified in MassActionScope besides Market Segment.

Definition at line 22894 of file Messages.h.

ThisType& setMarketSegmentIdToNull ( )
inlinenoexcept

Definition at line 22903 of file Messages.h.

ThisType& setMassActionScope ( MassActionScope::Enum  value)
inlinenoexcept

Specifies the scope of the action.

Definition at line 22863 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 22934 of file Messages.h.

ThisType& setMassCancelRequestTypeToNull ( )
inlinenoexcept

Definition at line 22944 of file Messages.h.

ThisType& setOrderRequestId ( UInt64  value)
inlinenoexcept

Use OrderRequestID to identify a request to enter, modify or delete an order and echo the value on the OrderMassActionReport representing the response.

Definition at line 22636 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 23004 of file Messages.h.

ThisType& setOrdTypeToNull ( )
inlinenoexcept

Definition at line 23014 of file Messages.h.

ThisType& setOrigOrderUser ( StrRef  value)
inline

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

Definition at line 23108 of file Messages.h.

ThisType& setOrigOrderUserToNull ( )
inline

Definition at line 23118 of file Messages.h.

ThisType& setPartyDetailsListReqId ( UInt64  value)
inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 22612 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

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

Conditionally required if MassActionScope=?Product Group? (Tag1374=10). Will be ignored if present for any other criteria specified in MassActionScope besides Product Group.

Definition at line 22774 of file Messages.h.

ThisType& setSecurityGroupToNull ( )
inlinenoexcept

Definition at line 22784 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Conditionally required if MassActionScope=?Instrument? (Tag 1374=1).

Will be ignored if present for any other criteria specified in MassActionScope besides Instrument.

Definition at line 22833 of file Messages.h.

ThisType& setSecurityIdToNull ( )
inlinenoexcept

Definition at line 22842 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 22713 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 22745 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 22680 of file Messages.h.

ThisType& setSide ( SideNULL::Enum  value)
inlinenoexcept

If 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 22968 of file Messages.h.

ThisType& setSideToNull ( )
inlinenoexcept

Definition at line 22977 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 23041 of file Messages.h.

ThisType& setTimeInForceToNull ( )
inlinenoexcept

Definition at line 23051 of file Messages.h.

bool side ( SideNULL::Enum value) const
inlinenoexcept

If 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 22957 of file Messages.h.

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

Definition at line 23232 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 23028 of file Messages.h.

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

Definition at line 1747 of file MessageSerialization.h.


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