Classes | |
| struct | PartyDetailsEntry |
| struct | TrdRegPublicationsEntry |
Public Types | |
| enum | |
| 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 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 |
Definition at line 8987 of file Messages.h.
| typedef SbeGroup<PartyDetailsEntry, GroupSize, MessageSize> PartyDetails |
Repeating group containing PartyDetailsEntry entries.
Definition at line 9136 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 8992 of file Messages.h.
This type alias.
Definition at line 8995 of file Messages.h.
Repeating group containing TrdRegPublicationsEntry entries.
Definition at line 9271 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 519 | |
Definition at line 8998 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 9277 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 9292 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 9306 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 9317 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 9328 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 9412 of file Messages.h.
|
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 9646 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 10042 of file Messages.h.
|
inlinenoexcept |
Definition at line 10140 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 10112 of file Messages.h.
|
inlinenoexcept |
Designates the account type to be used for the order when submitted to clearing.
Definition at line 9576 of file Messages.h.
|
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 9676 of file Messages.h.
|
inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Definition at line 9705 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 9542 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 9735 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.
Definition at line 9822 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 10121 of file Messages.h.
Maximal message size.
Definition at line 10069 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 10055 of file Messages.h.
|
inlinenoexcept |
Represents the Investment Decision Maker Short Code.
Definition at line 9850 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 (TBD) associated with an existing PartyDetailsListRequestID.
For PartyDetailsListRequestID=FFFFFFFF this should always be set to A.
Definition at line 9779 of file Messages.h.
|
inlinenoexcept |
This general purpose text field could be mapped from iLink to Clearing STP for trades.
Definition at line 9379 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 10031 of file Messages.h.
|
inlinenoexcept |
Status of party detail definition for one party.
Definition at line 9802 of file Messages.h.
|
inlinenoexcept |
Status of party details definition request.
Definition at line 9520 of file Messages.h.
|
inlinenoexcept |
Definition at line 9940 of file Messages.h.
|
inlinenoexcept |
Definition at line 9949 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 9960 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 9972 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 9448 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Number of party updates. Constant value of 1.
Definition at line 9767 of file Messages.h.
|
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 9880 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 10088 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 10080 of file Messages.h.
|
inlinenoexcept |
Used 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 9492 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).
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 9612 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 9471 of file Messages.h.
|
inlinenoexcept |
Sequence number as assigned to message.
Definition at line 9342 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 9424 of file Messages.h.
|
inlinenoexcept |
Definition at line 9433 of file Messages.h.
|
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 9656 of file Messages.h.
|
inlinenoexcept |
Definition at line 9664 of file Messages.h.
|
inlinenoexcept |
Designates the account type to be used for the order when submitted to clearing.
Definition at line 9587 of file Messages.h.
|
inlinenoexcept |
Definition at line 9596 of file Messages.h.
|
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 9686 of file Messages.h.
|
inlinenoexcept |
Definition at line 9694 of file Messages.h.
|
inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Definition at line 9714 of file Messages.h.
|
inlinenoexcept |
Definition at line 9722 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 9555 of file Messages.h.
|
inlinenoexcept |
Definition at line 9564 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 9747 of file Messages.h.
|
inlinenoexcept |
Definition at line 9756 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 9832 of file Messages.h.
|
inlinenoexcept |
Definition at line 9840 of file Messages.h.
Represents the Investment Decision Maker Short Code.
Definition at line 9858 of file Messages.h.
|
inlinenoexcept |
Definition at line 9866 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 (TBD) associated with an existing PartyDetailsListRequestID.
For PartyDetailsListRequestID=FFFFFFFF this should always be set to A.
Definition at line 9792 of file Messages.h.
This general purpose text field could be mapped from iLink to Clearing STP for trades.
Definition at line 9389 of file Messages.h.
|
inlinenoexcept |
Definition at line 9398 of file Messages.h.
Status of party detail definition for one party.
Definition at line 9810 of file Messages.h.
Status of party details definition request.
Definition at line 9528 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 9460 of file Messages.h.
|
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 9892 of file Messages.h.
Used 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 9502 of file Messages.h.
|
inlinenoexcept |
Definition at line 9510 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).
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 9626 of file Messages.h.
|
inlinenoexcept |
Definition at line 9634 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 9480 of file Messages.h.
Sequence number as assigned to message.
Definition at line 9350 of file Messages.h.
|
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 9922 of file Messages.h.
|
inlinenoexcept |
Definition at line 9930 of file Messages.h.
Matches Establish.UUID used to establish the connection.
Definition at line 9368 of file Messages.h.
|
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 9908 of file Messages.h.
|
inlinenoexcept |
Definition at line 10132 of file Messages.h.
|
inline |
Definition at line 950 of file MessageSerialization.h.
|
inlinenoexcept |
Definition at line 9984 of file Messages.h.
|
inlinenoexcept |
Definition at line 9993 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 10004 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 10016 of file Messages.h.
|
inlinenoexcept |
Matches Establish.UUID used to establish the connection.
Definition at line 9360 of file Messages.h.