Classes | |
| struct | PartyDetailsEntry |
| struct | TrdRegPublicationsEntry |
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef PartyDetailsListReport538 | 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 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 28821 of file Messages.h.
| typedef SbeGroup<PartyDetailsEntry, GroupSize, MessageSize> PartyDetails |
Repeating group containing PartyDetailsEntry entries.
Definition at line 28971 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 28826 of file Messages.h.
| typedef PartyDetailsListReport538 ThisType |
This type alias.
Definition at line 28829 of file Messages.h.
Repeating group containing TrdRegPublicationsEntry entries.
Definition at line 29106 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 538 | |
Definition at line 28832 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 29112 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 29127 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 29141 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 29152 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 29163 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 29216 of file Messages.h.
|
inlinenoexcept |
Average pricing indicator.
Definition at line 29508 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 29848 of file Messages.h.
|
inlinenoexcept |
Definition at line 29945 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 29917 of file Messages.h.
|
inlinenoexcept |
Designates the account type to be used for the order when submitted to clearing.
Definition at line 29440 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 29536 of file Messages.h.
|
inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Definition at line 29565 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 29406 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 29595 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 29628 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 29926 of file Messages.h.
Maximal message size.
Definition at line 29875 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 29861 of file Messages.h.
|
inlinenoexcept |
Represents the Investment Decision Maker Short Code.
Definition at line 29656 of file Messages.h.
|
inlinenoexcept |
Indicates whether the message is the last message in a sequence of messages to support fragmentation.
Definition at line 29383 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 29837 of file Messages.h.
|
inlinenoexcept |
Definition at line 29746 of file Messages.h.
|
inlinenoexcept |
Definition at line 29755 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 29766 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 29778 of file Messages.h.
|
inlinenoexcept |
Refers to the unique identifier of the PartyDetailsListRequest(35=CF) message used to request this PartyDetailsListReport.
Definition at line 29272 of file Messages.h.
|
inlinenoexcept |
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message used to create the PartyDetailsDefinition.
Definition at line 29250 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 29686 of file Messages.h.
|
inlinenoexcept |
Status of party details list request.
Definition at line 29364 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 29894 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 29886 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 29315 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 29476 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 29293 of file Messages.h.
|
inlinenoexcept |
Sequence number as assigned to message.
Definition at line 29177 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 29228 of file Messages.h.
|
inlinenoexcept |
Definition at line 29237 of file Messages.h.
|
inlinenoexcept |
Average pricing indicator.
Definition at line 29516 of file Messages.h.
|
inlinenoexcept |
Definition at line 29524 of file Messages.h.
|
inlinenoexcept |
Designates the account type to be used for the order when submitted to clearing.
Definition at line 29451 of file Messages.h.
|
inlinenoexcept |
Definition at line 29460 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 29546 of file Messages.h.
|
inlinenoexcept |
Definition at line 29554 of file Messages.h.
|
inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Definition at line 29574 of file Messages.h.
|
inlinenoexcept |
Definition at line 29582 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 29419 of file Messages.h.
|
inlinenoexcept |
Definition at line 29428 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 29607 of file Messages.h.
|
inlinenoexcept |
Definition at line 29616 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 29638 of file Messages.h.
|
inlinenoexcept |
Definition at line 29646 of file Messages.h.
Represents the Investment Decision Maker Short Code.
Definition at line 29664 of file Messages.h.
|
inlinenoexcept |
Definition at line 29672 of file Messages.h.
|
inlinenoexcept |
Indicates whether the message is the last message in a sequence of messages to support fragmentation.
Definition at line 29392 of file Messages.h.
Refers to the unique identifier of the PartyDetailsListRequest(35=CF) message used to request this PartyDetailsListReport.
Definition at line 29282 of file Messages.h.
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message used to create the PartyDetailsDefinition.
Definition at line 29260 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 29698 of file Messages.h.
|
inlinenoexcept |
Status of party details list request.
Definition at line 29372 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 29326 of file Messages.h.
|
inlinenoexcept |
Definition at line 29334 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 29490 of file Messages.h.
|
inlinenoexcept |
Definition at line 29498 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 29302 of file Messages.h.
Sequence number as assigned to message.
Definition at line 29185 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 29728 of file Messages.h.
|
inlinenoexcept |
Definition at line 29736 of file Messages.h.
Indicates total number of PartyDetailsListReports being returned in response to PartyDetailsListRequest.
Definition at line 29354 of file Messages.h.
Matches Establish.UUID used to establish the connection.
Definition at line 29203 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 29714 of file Messages.h.
|
inlinenoexcept |
Definition at line 29937 of file Messages.h.
|
inline |
Definition at line 2238 of file MessageSerialization.h.
|
inlinenoexcept |
Indicates total number of PartyDetailsListReports being returned in response to PartyDetailsListRequest.
Definition at line 29345 of file Messages.h.
|
inlinenoexcept |
Definition at line 29790 of file Messages.h.
|
inlinenoexcept |
Definition at line 29799 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 29810 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 29822 of file Messages.h.
|
inlinenoexcept |
Matches Establish.UUID used to establish the connection.
Definition at line 29195 of file Messages.h.