OrderMassActionRequest529 Struct Reference

Public Types
enum
typedef SchemaTraits	Schema
typedef OrderMassActionRequest529	ThisType
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	OrderMassActionRequest529 ()=default
	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) noexcept
ThisType &	setOrigOrderUserToNull () noexcept
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) 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 21090 of file Messages.h.

Member Typedef Documentation

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 21095 of file Messages.h.

ThisType

typedef OrderMassActionRequest529 ThisType

This type alias.

Definition at line 21098 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	529

Definition at line 21101 of file Messages.h.

Constructor & Destructor Documentation

OrderMassActionRequest529() [1/6]

OrderMassActionRequest529 ( )

default

Initializes a blank instance.

OrderMassActionRequest529() [2/6]

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

inline

Initializes an instance over the given memory block.

Definition at line 21107 of file Messages.h.

OrderMassActionRequest529() [3/6]

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 21122 of file Messages.h.

OrderMassActionRequest529() [4/6]

OrderMassActionRequest529 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 21136 of file Messages.h.

OrderMassActionRequest529() [5/6]

OrderMassActionRequest529 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 21147 of file Messages.h.

OrderMassActionRequest529() [6/6]

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 21158 of file Messages.h.

Member Function Documentation

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 21672 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 21763 of file Messages.h.

className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns

class name.

Definition at line 21731 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 21740 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 21697 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 21685 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 21599 of file Messages.h.

location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 21354 of file Messages.h.

manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 21217 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 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 21430 of file Messages.h.

massActionScope()

MassActionScope::Enum massActionScope ( ) const

inlinenoexcept

Specifies the scope of the action.

Definition at line 21405 of file Messages.h.

massActionType()

constexpr MassAction massActionType ( )

inlinestaticconstexprnoexcept

Specifies the type of action requested; Constant value.

Definition at line 21289 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 21466 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 21661 of file Messages.h.

orderRequestId()

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 21196 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 21532 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 21628 of file Messages.h.

partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const

inlinenoexcept

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

Definition at line 21174 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21711 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21705 of file Messages.h.

securityGroup()

bool securityGroup ( StrRef & value ) const

inlinenoexcept

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

Conditionally required if MassActionScope=Product Group (Tag 1374=10). Will be ignored if present for any other criteria specified in MassActionScope besides Product Group.

Definition at line 21320 of file Messages.h.

securityId()

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 21377 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 21262 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 21297 of file Messages.h.

seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 21238 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 21609 of file Messages.h.

setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 21617 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 21364 of file Messages.h.

setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Definition at line 21227 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 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 21443 of file Messages.h.

setMarketSegmentIdToNull()

ThisType & setMarketSegmentIdToNull ( )

inlinenoexcept

Definition at line 21451 of file Messages.h.

setMassActionScope()

ThisType & setMassActionScope ( MassActionScope::Enum value )

inlinenoexcept

Specifies the scope of the action.

Definition at line 21414 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 21480 of file Messages.h.

setMassCancelRequestTypeToNull()

ThisType & setMassCancelRequestTypeToNull ( )

inlinenoexcept

Definition at line 21489 of file Messages.h.

setOrderRequestId()

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 21206 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 21544 of file Messages.h.

setOrdTypeToNull()

ThisType & setOrdTypeToNull ( )

inlinenoexcept

Definition at line 21553 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 21638 of file Messages.h.

setOrigOrderUserToNull()

ThisType & setOrigOrderUserToNull ( )

inlinenoexcept

Definition at line 21647 of file Messages.h.

setPartyDetailsListReqId()

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 21184 of file Messages.h.

setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value )

inlinenoexcept

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

Conditionally required if MassActionScope=Product Group (Tag 1374=10). Will be ignored if present for any other criteria specified in MassActionScope besides Product Group.

Definition at line 21333 of file Messages.h.

setSecurityGroupToNull()

ThisType & setSecurityGroupToNull ( )

inlinenoexcept

Definition at line 21342 of file Messages.h.

setSecurityId()

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 21387 of file Messages.h.

setSecurityIdToNull()

ThisType & setSecurityIdToNull ( )

inlinenoexcept

Definition at line 21395 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 21277 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 21306 of file Messages.h.

setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 21246 of file Messages.h.

setSide()

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 21511 of file Messages.h.

setSideToNull()

ThisType & setSideToNull ( )

inlinenoexcept

Definition at line 21519 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 21578 of file Messages.h.

setTimeInForceToNull()

ThisType & setTimeInForceToNull ( )

inlinenoexcept

Definition at line 21587 of file Messages.h.

side()

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 21501 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 21751 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 21566 of file Messages.h.

toString()

std::string toString ( ) const

inline

Returns

a human-readable presentation.

Definition at line 1747 of file MessageSerialization.h.