#include <OnixS/CME/iLink3/messaging/Messages.h>
Classes | |
struct | PartyDetailsEntry |
struct | TrdRegPublicationsEntry |
Public Types | |
enum | { TemplateId = 538 } |
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 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 30818 of file Messages.h.
typedef SbeGroup<PartyDetailsEntry, GroupSize, MessageSize> PartyDetails |
Repeating group containing PartyDetailsEntry entries.
Definition at line 30976 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 30823 of file Messages.h.
typedef PartyDetailsListReport538 ThisType |
This type alias.
Definition at line 30826 of file Messages.h.
Repeating group containing TrdRegPublicationsEntry entries.
Definition at line 31119 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 30829 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 31125 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 31140 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 31154 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 31165 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 31176 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 31234 of file Messages.h.
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inlinenoexcept |
Average pricing indicator.
Definition at line 31553 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 31921 of file Messages.h.
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inlinenoexcept |
Definition at line 32024 of file Messages.h.
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inlinestatic |
Definition at line 31994 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 31479 of file Messages.h.
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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 31584 of file Messages.h.
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inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Definition at line 31616 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 31442 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 31649 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 31685 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 32003 of file Messages.h.
Maximal message size.
Definition at line 31949 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 31935 of file Messages.h.
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inlinenoexcept |
Represents the Investment Decision Maker Short Code.
Definition at line 31716 of file Messages.h.
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inlinenoexcept |
Indicates whether the message is the last message in a sequence of messages to support fragmentation.
Definition at line 31417 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 31909 of file Messages.h.
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inlinenoexcept |
Definition at line 31814 of file Messages.h.
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inlinenoexcept |
Definition at line 31824 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 31836 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 31848 of file Messages.h.
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inlinenoexcept |
Refers to the unique identifier of the PartyDetailsListRequest(35=CF) message used to request this PartyDetailsListReport.
Definition at line 31295 of file Messages.h.
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inlinenoexcept |
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message used to create the PartyDetailsDefinition.
Definition at line 31271 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 31749 of file Messages.h.
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inlinenoexcept |
Status of party details list request.
Definition at line 31396 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 31970 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 31961 of file Messages.h.
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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 31342 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 31518 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 31318 of file Messages.h.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 31191 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 31247 of file Messages.h.
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inlinenoexcept |
Definition at line 31257 of file Messages.h.
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inlinenoexcept |
Average pricing indicator.
Definition at line 31562 of file Messages.h.
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inlinenoexcept |
Definition at line 31571 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 31491 of file Messages.h.
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inlinenoexcept |
Definition at line 31501 of file Messages.h.
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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 31595 of file Messages.h.
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inlinenoexcept |
Definition at line 31604 of file Messages.h.
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inlinenoexcept |
Indicates if the order is a give-up or SGX offset.
Definition at line 31626 of file Messages.h.
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inlinenoexcept |
Definition at line 31635 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 31456 of file Messages.h.
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inlinenoexcept |
Definition at line 31466 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 31662 of file Messages.h.
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inlinenoexcept |
Definition at line 31672 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 31696 of file Messages.h.
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inlinenoexcept |
Definition at line 31705 of file Messages.h.
Represents the Investment Decision Maker Short Code.
Definition at line 31725 of file Messages.h.
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inlinenoexcept |
Definition at line 31734 of file Messages.h.
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inlinenoexcept |
Indicates whether the message is the last message in a sequence of messages to support fragmentation.
Definition at line 31427 of file Messages.h.
Refers to the unique identifier of the PartyDetailsListRequest(35=CF) message used to request this PartyDetailsListReport.
Definition at line 31306 of file Messages.h.
The unique identifier of the PartyDetailsDefinitionRequest(35=CX) message used to create the PartyDetailsDefinition.
Definition at line 31282 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 31762 of file Messages.h.
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inlinenoexcept |
Status of party details list request.
Definition at line 31405 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 31354 of file Messages.h.
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inlinenoexcept |
Definition at line 31363 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 31533 of file Messages.h.
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inlinenoexcept |
Definition at line 31542 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 31328 of file Messages.h.
Sequence number as assigned to message.
Definition at line 31200 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 31794 of file Messages.h.
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inlinenoexcept |
Definition at line 31803 of file Messages.h.
Indicates total number of PartyDetailsListReports being returned in response to PartyDetailsListRequest.
Definition at line 31385 of file Messages.h.
Matches Establish.UUID used to establish the connection.
Definition at line 31220 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 31779 of file Messages.h.
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inlinenoexcept |
Definition at line 32015 of file Messages.h.
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inline |
Definition at line 2238 of file MessageSerialization.h.
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inlinenoexcept |
Indicates total number of PartyDetailsListReports being returned in response to PartyDetailsListRequest.
Definition at line 31375 of file Messages.h.
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inlinenoexcept |
Definition at line 31860 of file Messages.h.
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inlinenoexcept |
Definition at line 31870 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 31882 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 31894 of file Messages.h.
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inlinenoexcept |
Matches Establish.UUID used to establish the connection.
Definition at line 31211 of file Messages.h.