#include <OnixS/CME/iLink3/messaging/Messages.h>
Classes | |
struct | PartyDetailsEntry |
struct | TrdRegPublicationsEntry |
Public Types | |
enum | { TemplateId = 519 } |
typedef SchemaTraits | Schema |
typedef PartyDetailsDefinitionRequestAck519 | 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 9481 of file Messages.h.
typedef SbeGroup<PartyDetailsEntry, GroupSize, MessageSize> PartyDetails |
Repeating group containing PartyDetailsEntry entries.
Definition at line 9639 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 9486 of file Messages.h.
This type alias.
Definition at line 9489 of file Messages.h.
Repeating group containing TrdRegPublicationsEntry entries.
Definition at line 9782 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 9492 of file Messages.h.
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default |
Initializes a blank instance.
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inline |
Initializes an instance over the given memory block.
Definition at line 9788 of file Messages.h.
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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 9803 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 9817 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 9828 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 9839 of file Messages.h.
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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 9931 of file Messages.h.
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inlinenoexcept |
Indicates if the resulting trade is to be average priced or not.
Is also used to indicate type of average price grouping.
Definition at line 10188 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 10617 of file Messages.h.
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inlinenoexcept |
Definition at line 10721 of file Messages.h.
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inlinestatic |
Definition at line 10691 of file Messages.h.
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inlinenoexcept |
Designates the account type to be used for the order when submitted to clearing.
Definition at line 10112 of file Messages.h.
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inlinenoexcept |
Indicates whether spread differential trade is clearing at execution price (LastPx Tag 31) or alternate clearing price (prior day settle price).
Definition at line 10221 of file Messages.h.
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inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Definition at line 10253 of file Messages.h.
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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 10075 of file Messages.h.
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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 10286 of file Messages.h.
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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.
Definition at line 10381 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 10700 of file Messages.h.
Maximal message size.
Definition at line 10645 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 10631 of file Messages.h.
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inlinenoexcept |
Represents the Investment Decision Maker Short Code.
Definition at line 10412 of file Messages.h.
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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 (TBD) associated with an existing PartyDetailsListRequestID.
For PartyDetailsListRequestID=FFFFFFFF this should always be set to "A".
Definition at line 10334 of file Messages.h.
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inlinenoexcept |
This general purpose text field could be mapped from iLink to Clearing STP for trades.
Definition at line 9895 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 10605 of file Messages.h.
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inlinenoexcept |
Status of party detail definition for one party.
Definition at line 10359 of file Messages.h.
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inlinenoexcept |
Status of party details definition request.
Definition at line 10051 of file Messages.h.
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inlinenoexcept |
Definition at line 10510 of file Messages.h.
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inlinenoexcept |
Definition at line 10520 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 10532 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 10544 of file Messages.h.
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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 9970 of file Messages.h.
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inlinestaticnoexcept |
Number of party updates. Constant value of 1.
Definition at line 10321 of file Messages.h.
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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 10445 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 10666 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 10657 of file Messages.h.
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inlinenoexcept |
Used by the Falcon engine to prevent orders from the same firm matching with each other.
Each message sent with this tag and the same matching value will be eligible for Self- Match Prevention.
Definition at line 10019 of file Messages.h.
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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).
N=Cancel newest signifies that incoming order is cancelled. O=Cancel Oldest signifies that the resting order is cancelled. Absence of this field (with Tag 2362) is interpreted as cancel oldest.
Definition at line 10151 of file Messages.h.
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inlinenoexcept |
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 9995 of file Messages.h.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 9854 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 9944 of file Messages.h.
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inlinenoexcept |
Definition at line 9954 of file Messages.h.
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inlinenoexcept |
Indicates if the resulting trade is to be average priced or not.
Is also used to indicate type of average price grouping.
Definition at line 10199 of file Messages.h.
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inlinenoexcept |
Definition at line 10208 of file Messages.h.
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inlinenoexcept |
Designates the account type to be used for the order when submitted to clearing.
Definition at line 10124 of file Messages.h.
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inlinenoexcept |
Definition at line 10134 of file Messages.h.
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inlinenoexcept |
Indicates whether spread differential trade is clearing at execution price (LastPx Tag 31) or alternate clearing price (prior day settle price).
Definition at line 10232 of file Messages.h.
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inlinenoexcept |
Definition at line 10241 of file Messages.h.
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inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Definition at line 10263 of file Messages.h.
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inlinenoexcept |
Definition at line 10272 of file Messages.h.
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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 10089 of file Messages.h.
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inlinenoexcept |
Definition at line 10099 of file Messages.h.
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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 10299 of file Messages.h.
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inlinenoexcept |
Definition at line 10309 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.
Definition at line 10392 of file Messages.h.
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inlinenoexcept |
Definition at line 10401 of file Messages.h.
Represents the Investment Decision Maker Short Code.
Definition at line 10421 of file Messages.h.
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inlinenoexcept |
Definition at line 10430 of file Messages.h.
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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 (TBD) associated with an existing PartyDetailsListRequestID.
For PartyDetailsListRequestID=FFFFFFFF this should always be set to "A".
Definition at line 10348 of file Messages.h.
This general purpose text field could be mapped from iLink to Clearing STP for trades.
Definition at line 9906 of file Messages.h.
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inlinenoexcept |
Definition at line 9916 of file Messages.h.
Status of party detail definition for one party.
Definition at line 10368 of file Messages.h.
Status of party details definition request.
Definition at line 10060 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 9983 of file Messages.h.
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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 10458 of file Messages.h.
Used by the Falcon engine to prevent orders from the same firm matching with each other.
Each message sent with this tag and the same matching value will be eligible for Self- Match Prevention.
Definition at line 10031 of file Messages.h.
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inlinenoexcept |
Definition at line 10040 of file Messages.h.
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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).
N=Cancel newest signifies that incoming order is cancelled. O=Cancel Oldest signifies that the resting order is cancelled. Absence of this field (with Tag 2362) is interpreted as cancel oldest.
Definition at line 10166 of file Messages.h.
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inlinenoexcept |
Definition at line 10175 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 10005 of file Messages.h.
Sequence number as assigned to message.
Definition at line 9863 of file Messages.h.
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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 10490 of file Messages.h.
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inlinenoexcept |
Definition at line 10499 of file Messages.h.
Matches Establish.UUID used to establish the connection.
Definition at line 9883 of file Messages.h.
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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 10475 of file Messages.h.
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inlinenoexcept |
Definition at line 10712 of file Messages.h.
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inline |
Definition at line 950 of file MessageSerialization.h.
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inlinenoexcept |
Definition at line 10556 of file Messages.h.
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inlinenoexcept |
Definition at line 10566 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 10578 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 10590 of file Messages.h.
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inlinenoexcept |
Matches Establish.UUID used to establish the connection.
Definition at line 9874 of file Messages.h.