#include <OnixS/CME/iLink3/messaging/Messages.h>
Classes | |
struct | PartyDetailsEntry |
struct | TrdRegPublicationsEntry |
Public Types | |
enum | { TemplateId = 518 } |
typedef SchemaTraits | Schema |
typedef PartyDetailsDefinitionRequest518 | ThisType |
typedef SbeGroup< PartyDetailsEntry, GroupSize, MessageSize > | PartyDetails |
typedef SbeGroup< TrdRegPublicationsEntry, GroupSize, MessageSize > | TrdRegPublications |
Public Types inherited from SbeMessage | |
typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Static Public Member Functions | |
static constexpr NoPtyUpd | partyUpdates () noexcept |
static constexpr BlockLength | minimalBlockLength (SchemaVersion version) noexcept |
static constexpr BlockLength | blockLength (SchemaVersion version) noexcept |
static constexpr MessageSize | getMinimalVariableFieldsSize (SchemaVersion version) |
static constexpr UInt64 | getMaxMessageSize (UInt8 maxGroupItems=255) noexcept |
static constexpr const Char * | className () |
static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
Protected Types inherited from SbeMessage | |
typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
Protected Member Functions inherited from SbeMessage | |
SbeMessage & | version (SchemaVersion version) noexcept |
GroupList | groups () noexcept |
GroupList | groups () const noexcept |
template<typename Group > | |
void | initGroup (Group &group, typename Group::EntrySize entrySize) noexcept |
template<typename Group > | |
void | setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
template<typename Group > | |
void | constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
void | setVarDataField (DATA &data, StrRef value, const void *oldMessageTail) |
VariableLengthFieldList | variableLengthFields () noexcept |
VariableLengthFieldList | variableLengthFields () const noexcept |
void | init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept |
MessageSize | calculateBinarySize (const void *tail) const noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthField (Callable callable, StrRef value, Owner &owner) |
template<class Callable , class Owner > | |
void | setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner) |
template<class Callable , class Owner > | |
StrRef | getVariableLengthField (Callable callable, const Owner &owner) const noexcept |
template<class Callable , class Owner > | |
StrRef | getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept |
template<class Group , class Callable , class Owner > | |
void | resetGroup (Callable callable, Owner &owner) noexcept |
template<class Callable , class Owner > | |
void | setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept |
template<class Group , class Callable , class Owner > | |
void | resetGroup (Callable callable, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | constructGroup (Callable callable, typename Group::Size length, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
template<class Group , class Callable , class Owner > | |
Group | setupGroup (Callable callable, typename Group::Size length, Owner &owner) |
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize > | |
SbeFields ()=default | |
~SbeFields ()=default | |
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize > | |
BinaryBlock ()=default | |
~BinaryBlock ()=default | |
Value | ordinary (MessageSizeoffset) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
Enumeration::Enum | enumeration (MessageSizeoffset) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
Value | decimal (MessageSizeoffset) const noexcept |
bool | decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
StrRef | fixedStr (MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept |
Static Protected Member Functions inherited from SbeMessage | |
static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 8274 of file Messages.h.
typedef SbeGroup<PartyDetailsEntry, GroupSize, MessageSize> PartyDetails |
Repeating group containing PartyDetailsEntry entries.
Definition at line 8433 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 8279 of file Messages.h.
This type alias.
Definition at line 8282 of file Messages.h.
Repeating group containing TrdRegPublicationsEntry entries.
Definition at line 8576 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 8285 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 8582 of file Messages.h.
|
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 8597 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 8611 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 8622 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 8633 of file Messages.h.
|
inlinenoexcept |
Used by submitting firm to group trades being allocated into an average price group.
The trades in average price group will be used to calculate an average price for the group.
Definition at line 8791 of file Messages.h.
|
inlinenoexcept |
Average pricing indicator.
Definition at line 9009 of file Messages.h.
|
inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 9290 of file Messages.h.
|
inlinenoexcept |
Definition at line 9393 of file Messages.h.
|
inlinestatic |
Definition at line 9363 of file Messages.h.
|
inlinenoexcept |
Designates the account type to be used for the order when submitted to clearing.
Definition at line 8935 of file Messages.h.
|
inlinenoexcept |
Indicates to recipient whether trade is clearing at execution prices LastPx (tag 31) or alternate clearing price (prior day settlement price).
Definition at line 9040 of file Messages.h.
|
inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Reject if greater than max length or not containing valid value.
Definition at line 8863 of file Messages.h.
|
inlinenoexcept |
Capacity of customer placing the order.
Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Definition at line 8898 of file Messages.h.
|
inlinenoexcept |
Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
Defines source of the order.
Definition at line 9074 of file Messages.h.
|
inlinenoexcept |
Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be mapped to National ID or Algo at reporting time.
Applicable for EU fixed income markets only.
Definition at line 9111 of file Messages.h.
|
inlinestaticnoexcept |
FIX message type.
Definition at line 9372 of file Messages.h.
Maximal message size.
Definition at line 9318 of file Messages.h.
|
inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 9304 of file Messages.h.
|
inlinenoexcept |
Represents the Investment Decision Maker Short Code.
Applicable for EU fixed income markets only.
Definition at line 9144 of file Messages.h.
|
inlinenoexcept |
Indicates if all of the information sent in this message with a unique new PartyDetailsListRequestID is a new addition or deletion of existing information associated with an existing PartyDetailsListRequestID.
For PartyDetailsListRequestID=FFFFFFFF this should always be set to "A".
Definition at line 8703 of file Messages.h.
|
inlinenoexcept |
This general purpose text field could be mapped from iLink to Clearing STP for trades.
Not available for use with the short format where PartyDetailsListRequestID not equal to FFFFFFFF. Available for use only with the long format where PartyDetailsListRequestID=FFFFFFFF.
Definition at line 8752 of file Messages.h.
|
inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 9278 of file Messages.h.
|
inlinenoexcept |
Definition at line 9183 of file Messages.h.
|
inlinenoexcept |
Definition at line 9193 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 9205 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 9217 of file Messages.h.
|
inlinenoexcept |
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message.
For use with short messages and registering party details through iLink this ID should be unique. For use with long messages this ID should be set to FFFFFFFF.
Definition at line 8652 of file Messages.h.
|
inlinestaticnoexcept |
Number of party updates. Constant value of 1.
Definition at line 9175 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 9339 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 9330 of file Messages.h.
|
inlinenoexcept |
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID (2362) and submitted by the same firm.
Definition at line 8829 of file Messages.h.
|
inlinenoexcept |
Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same SelfMatchPreventionID (Tag 2362).
1=Cancel newest signifies that incoming order is cancelled. 2=Cancel Oldest signifies that the resting order is cancelled. Absence of this field (with Tag 2362) is interpreted as cancel oldest.
Definition at line 8974 of file Messages.h.
|
inlinenoexcept |
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 8677 of file Messages.h.
|
inlinenoexcept |
Sequence number as assigned to message.
Definition at line 8728 of file Messages.h.
Used by submitting firm to group trades being allocated into an average price group.
The trades in average price group will be used to calculate an average price for the group.
Definition at line 8804 of file Messages.h.
|
inlinenoexcept |
Definition at line 8814 of file Messages.h.
|
inlinenoexcept |
Average pricing indicator.
Definition at line 9018 of file Messages.h.
|
inlinenoexcept |
Definition at line 9027 of file Messages.h.
|
inlinenoexcept |
Designates the account type to be used for the order when submitted to clearing.
Definition at line 8947 of file Messages.h.
|
inlinenoexcept |
Definition at line 8957 of file Messages.h.
|
inlinenoexcept |
Indicates to recipient whether trade is clearing at execution prices LastPx (tag 31) or alternate clearing price (prior day settlement price).
Definition at line 9051 of file Messages.h.
|
inlinenoexcept |
Definition at line 9060 of file Messages.h.
|
inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Reject if greater than max length or not containing valid value.
Definition at line 8874 of file Messages.h.
|
inlinenoexcept |
Definition at line 8883 of file Messages.h.
|
inlinenoexcept |
Capacity of customer placing the order.
Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Definition at line 8912 of file Messages.h.
|
inlinenoexcept |
Definition at line 8922 of file Messages.h.
|
inlinenoexcept |
Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
Defines source of the order.
Definition at line 9087 of file Messages.h.
|
inlinenoexcept |
Definition at line 9097 of file Messages.h.
Will be populated with a short code for the person or algo identified in FIX tag 5392 which will be mapped to National ID or Algo at reporting time.
Applicable for EU fixed income markets only.
Definition at line 9123 of file Messages.h.
|
inlinenoexcept |
Definition at line 9132 of file Messages.h.
Represents the Investment Decision Maker Short Code.
Applicable for EU fixed income markets only.
Definition at line 9154 of file Messages.h.
|
inlinenoexcept |
Definition at line 9163 of file Messages.h.
|
inlinenoexcept |
Indicates if all of the information sent in this message with a unique new PartyDetailsListRequestID is a new addition or deletion of existing information associated with an existing PartyDetailsListRequestID.
For PartyDetailsListRequestID=FFFFFFFF this should always be set to "A".
Definition at line 8717 of file Messages.h.
This general purpose text field could be mapped from iLink to Clearing STP for trades.
Not available for use with the short format where PartyDetailsListRequestID not equal to FFFFFFFF. Available for use only with the long format where PartyDetailsListRequestID=FFFFFFFF.
Definition at line 8766 of file Messages.h.
|
inlinenoexcept |
Definition at line 8776 of file Messages.h.
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message.
For use with short messages and registering party details through iLink this ID should be unique. For use with long messages this ID should be set to FFFFFFFF.
Definition at line 8665 of file Messages.h.
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID (2362) and submitted by the same firm.
Definition at line 8841 of file Messages.h.
|
inlinenoexcept |
Definition at line 8850 of file Messages.h.
|
inlinenoexcept |
Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same SelfMatchPreventionID (Tag 2362).
1=Cancel newest signifies that incoming order is cancelled. 2=Cancel Oldest signifies that the resting order is cancelled. Absence of this field (with Tag 2362) is interpreted as cancel oldest.
Definition at line 8989 of file Messages.h.
|
inlinenoexcept |
Definition at line 8998 of file Messages.h.
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 8687 of file Messages.h.
Sequence number as assigned to message.
Definition at line 8737 of file Messages.h.
|
inlinenoexcept |
Definition at line 9384 of file Messages.h.
|
inline |
Definition at line 835 of file MessageSerialization.h.
|
inlinenoexcept |
Definition at line 9229 of file Messages.h.
|
inlinenoexcept |
Definition at line 9239 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 9251 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 9263 of file Messages.h.