#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

ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept

UInt64	orderRequestId () const noexcept

ThisType &	setOrderRequestId (UInt64 value) noexcept

ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept

ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept

UInt32	seqNum () const noexcept

ThisType &	setSeqNum (UInt32 value) noexcept

StrRef	senderId () const noexcept

ThisType &	setSenderId (StrRef value) noexcept

UInt64	sendingTimeEpoch () const noexcept

ThisType &	setSendingTimeEpoch (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

MassActionScope::Enum	massActionScope () const noexcept

ThisType &	setMassActionScope (MassActionScope::Enum value) 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	liquidityFlag (BooleanNULL::Enum &value) const noexcept

ThisType &	setLiquidityFlag (BooleanNULL::Enum value) noexcept

ThisType &	setLiquidityFlagToNull () noexcept

bool	origOrderUser (StrRef &value) const noexcept

ThisType &	setOrigOrderUser (StrRef value)

ThisType &	setOrigOrderUserToNull ()

ThisType &	resetVariableFields () noexcept

ThisType &	reset () noexcept

std::string	toString () const

const void *	tail () const noexcept

EncodedLength	calculateBinarySize () const noexcept

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	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 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 ()

	~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

typedef SchemaTraits Schema

Used template schema.

Definition at line 22521 of file Messages.h.

typedef OrderMassActionRequest529 ThisType

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

OrderMassActionRequest529 ( )

inline

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:

OnixS/CME/iLink3/messaging/Messages.h
OnixS/CME/iLink3/messaging/MessageSerialization.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation