Classes
struct	QuoteEntry
struct	QuoteSetsEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef QuoteCancel528	ThisType
typedef SbeGroup< QuoteEntry, GroupSize, MessageSize >	QuoteEntries
typedef SbeGroup< QuoteSetsEntry, GroupSize, MessageSize >	QuoteSets
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	QuoteCancel528 ()=default
	QuoteCancel528 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	QuoteCancel528 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	QuoteCancel528 (void *data, EncodedLength length, NoInit)
	QuoteCancel528 (const SbeMessage &message)
	QuoteCancel528 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt64	partyDetailsListReqId () const noexcept
ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept
UInt64	sendingTimeEpoch () const noexcept
ThisType &	setSendingTimeEpoch (UInt64 value) noexcept
ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept
ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
UInt32	seqNum () const noexcept
ThisType &	setSeqNum (UInt32 value) noexcept
StrRef	senderId () const noexcept
ThisType &	setSenderId (StrRef value) noexcept
StrRef	location () const noexcept
ThisType &	setLocation (StrRef value) noexcept
UInt32	quoteId () const noexcept
ThisType &	setQuoteId (UInt32 value) noexcept
QuoteCxlTyp::Enum	quoteCancelType () const noexcept
ThisType &	setQuoteCancelType (QuoteCxlTyp::Enum value) noexcept
bool	liquidityFlag (BooleanNULL::Enum &value) const noexcept
ThisType &	setLiquidityFlag (BooleanNULL::Enum value) noexcept
ThisType &	setLiquidityFlagToNull () noexcept
bool	origOrderUser (StrRef &value) const noexcept
ThisType &	setOrigOrderUser (StrRef value) noexcept
ThisType &	setOrigOrderUserToNull () noexcept
bool	quoteEntryOpen (BooleanNULL::Enum &value) const noexcept
ThisType &	setQuoteEntryOpen (BooleanNULL::Enum value) noexcept
ThisType &	setQuoteEntryOpenToNull () noexcept
QuoteEntries	quoteEntries () const noexcept
QuoteEntries	quoteEntries () noexcept
QuoteEntries	quoteEntries (QuoteEntries::Size length)
QuoteEntries	quoteEntries (QuoteEntries::Size length, NoFieldsInit)
QuoteSets	quoteSets () const noexcept
QuoteSets	quoteSets () noexcept
QuoteSets	quoteSets (QuoteSets::Size length)
QuoteSets	quoteSets (QuoteSets::Size length, NoFieldsInit)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () noexcept
std::string	toString () const
const void *	tail () const noexcept
EncodedLength	calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
	SbeMessage () noexcept
	SbeMessage (void *data, MessageSize size, SchemaVersion version)
	SbeMessage (void *data, MessageSize size)
	SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void	clear () noexcept
bool	valid () const noexcept
MessageTemplateId	templateId () const noexcept
SchemaVersion	version () const noexcept
SchemaId	schemaId () const noexcept
const void *	binary () const noexcept
void *	binary () noexcept
const void *	blockEnd () noexcept
const void *	blockEnd () const noexcept
MessageSize	bufferSize () const noexcept
void *	body () noexcept
BlockLength	blockLength () const noexcept
const void *	block () const noexcept
void *	block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage &	container () noexcept
void	zeroPaddingBytes (MessageSize offset) noexcept
void	setOrdinary (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

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 (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

Detailed Description

Definition at line 21452 of file Messages.h.

Member Typedef Documentation

◆ QuoteEntries

typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries

Repeating group containing QuoteEntry entries.

Definition at line 21635 of file Messages.h.

◆ QuoteSets

typedef SbeGroup<QuoteSetsEntry, GroupSize, MessageSize> QuoteSets

Repeating group containing QuoteSetsEntry entries.

Definition at line 21825 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 21457 of file Messages.h.

◆ ThisType

typedef QuoteCancel528 ThisType

This type alias.

Definition at line 21460 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	528

Definition at line 21463 of file Messages.h.

Constructor & Destructor Documentation

◆ QuoteCancel528() [1/6]

QuoteCancel528 ( )

default

Initializes a blank instance.

◆ QuoteCancel528() [2/6]

QuoteCancel528	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 21831 of file Messages.h.

◆ QuoteCancel528() [3/6]

QuoteCancel528	(	void *	data,
		EncodedLength	length,
		NoFieldsInit	,
		SchemaVersion	version = Schema::Version )

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 21846 of file Messages.h.

◆ QuoteCancel528() [4/6]

QuoteCancel528	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 21860 of file Messages.h.

◆ QuoteCancel528() [5/6]

QuoteCancel528 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 21871 of file Messages.h.

◆ QuoteCancel528() [6/6]

QuoteCancel528	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 21882 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 22298 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 22392 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 22362 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 22371 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 22326 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 22312 of file Messages.h.

◆ liquidityFlag()

bool liquidityFlag ( BooleanNULL::Enum & value ) const

inlinenoexcept

Field added to capture if an order was submitted for market making obligation or not.

Applicable only for EU BrokerTec and EBS MiFID regulated instruments.

Definition at line 22097 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 22022 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

Indicates if the order was initially received manually (as opposed to electronically).

Definition at line 21944 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 22286 of file Messages.h.

◆ origOrderUser()

bool origOrderUser ( StrRef & value ) const

inlinenoexcept

Represents the original sender comp for whom orders or quotes are to be cancelled.

Definition at line 22129 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const

inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 21899 of file Messages.h.

◆ quoteCancelType()

QuoteCxlTyp::Enum quoteCancelType ( ) const

inlinenoexcept

Identifies the type of Quote Cancel.

A working quote can be cancelled by providing either it's instrument, instrument group or by cancelling all.

Definition at line 22073 of file Messages.h.

◆ quoteEntries() [1/4]

QuoteEntries quoteEntries ( ) const

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 22197 of file Messages.h.

◆ quoteEntries() [2/4]

QuoteEntries quoteEntries ( )

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 22207 of file Messages.h.

◆ quoteEntries() [3/4]

QuoteEntries quoteEntries ( QuoteEntries::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: NoQuoteEntries(295) repeating group.

Definition at line 22219 of file Messages.h.

◆ quoteEntries() [4/4]

QuoteEntries quoteEntries	(	QuoteEntries::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoQuoteEntries(295) repeating group.

Definition at line 22231 of file Messages.h.

◆ quoteEntryOpen()

bool quoteEntryOpen ( BooleanNULL::Enum & value ) const

inlinenoexcept

A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are being cancelled on behalf; also to be used to reset such a block on mass quotes being sent by the blocked sender comp.

Definition at line 22165 of file Messages.h.

◆ quoteId()

UInt32 quoteId ( ) const

inlinenoexcept

Identifier of the Quote Cancel message.

Should be unique per trading session. Uniqueness will not be enforced by CME and is incumbent on the market participant to maintain uniqueness.

Definition at line 22048 of file Messages.h.

◆ quoteSets() [1/4]

QuoteSets quoteSets ( ) const

inlinenoexcept

Returns: instance of QuoteSets repeating group.

Definition at line 22243 of file Messages.h.

◆ quoteSets() [2/4]

QuoteSets quoteSets ( )

inlinenoexcept

Returns: instance of QuoteSets repeating group.

Definition at line 22251 of file Messages.h.

◆ quoteSets() [3/4]

QuoteSets quoteSets ( QuoteSets::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: NoQuoteSets(296) repeating group.

Definition at line 22260 of file Messages.h.

◆ quoteSets() [4/4]

QuoteSets quoteSets	(	QuoteSets::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoQuoteSets(296) repeating group.

Definition at line 22271 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 22347 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 22338 of file Messages.h.

◆ senderId()

StrRef senderId ( ) const

inlinenoexcept

Operator ID.

Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform.

Definition at line 21993 of file Messages.h.

◆ sendingTimeEpoch()

UInt64 sendingTimeEpoch ( ) const

inlinenoexcept

Time when the message is sent.

64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

Definition at line 21922 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 21967 of file Messages.h.

◆ setLiquidityFlag()

ThisType & setLiquidityFlag ( BooleanNULL::Enum value )

inlinenoexcept

Field added to capture if an order was submitted for market making obligation or not.

Applicable only for EU BrokerTec and EBS MiFID regulated instruments.

Definition at line 22108 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 22117 of file Messages.h.

◆ setLocation()

ThisType & setLocation ( StrRef value )

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 22033 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

Indicates if the order was initially received manually (as opposed to electronically).

Definition at line 21955 of file Messages.h.

◆ setOrigOrderUser()

ThisType & setOrigOrderUser ( StrRef value )

inlinenoexcept

Represents the original sender comp for whom orders or quotes are to be cancelled.

Definition at line 22140 of file Messages.h.

◆ setOrigOrderUserToNull()

ThisType & setOrigOrderUserToNull ( )

inlinenoexcept

Definition at line 22150 of file Messages.h.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value )

inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 21910 of file Messages.h.

◆ setQuoteCancelType()

ThisType & setQuoteCancelType ( QuoteCxlTyp::Enum value )

inlinenoexcept

Identifies the type of Quote Cancel.

A working quote can be cancelled by providing either it's instrument, instrument group or by cancelling all.

Definition at line 22084 of file Messages.h.

◆ setQuoteEntryOpen()

ThisType & setQuoteEntryOpen ( BooleanNULL::Enum value )

inlinenoexcept

A boolean value indicating if new quotes should be rejected for the sender comp for whom quotes are being cancelled on behalf; also to be used to reset such a block on mass quotes being sent by the blocked sender comp.

Definition at line 22177 of file Messages.h.

◆ setQuoteEntryOpenToNull()

ThisType & setQuoteEntryOpenToNull ( )

inlinenoexcept

Definition at line 22186 of file Messages.h.

◆ setQuoteId()

ThisType & setQuoteId ( UInt32 value )

inlinenoexcept

Identifier of the Quote Cancel message.

Should be unique per trading session. Uniqueness will not be enforced by CME and is incumbent on the market participant to maintain uniqueness.

Definition at line 22060 of file Messages.h.

◆ setSenderId()

ThisType & setSenderId ( StrRef value )

inlinenoexcept

Operator ID.

Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform.

Definition at line 22009 of file Messages.h.

◆ setSendingTimeEpoch()

ThisType & setSendingTimeEpoch ( UInt64 value )

inlinenoexcept

Time when the message is sent.

64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

Definition at line 21932 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 21976 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 22383 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 1632 of file MessageSerialization.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ QuoteEntries

◆ QuoteSets

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ QuoteCancel528() [1/6]

◆ QuoteCancel528() [2/6]

◆ QuoteCancel528() [3/6]

◆ QuoteCancel528() [4/6]

◆ QuoteCancel528() [5/6]

◆ QuoteCancel528() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ liquidityFlag()

◆ location()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ origOrderUser()

◆ partyDetailsListReqId()

◆ quoteCancelType()

◆ quoteEntries() [1/4]

◆ quoteEntries() [2/4]

◆ quoteEntries() [3/4]

◆ quoteEntries() [4/4]

◆ quoteEntryOpen()

◆ quoteId()

◆ quoteSets() [1/4]

◆ quoteSets() [2/4]

◆ quoteSets() [3/4]

◆ quoteSets() [4/4]

◆ reset()

◆ resetVariableFields()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setLiquidityFlag()

◆ setLiquidityFlagToNull()

◆ setLocation()

◆ setManualOrderIndicator()

◆ setOrigOrderUser()

◆ setOrigOrderUserToNull()

◆ setPartyDetailsListReqId()

◆ setQuoteCancelType()

◆ setQuoteEntryOpen()

◆ setQuoteEntryOpenToNull()

◆ setQuoteId()

◆ setSenderId()

◆ setSendingTimeEpoch()

◆ setSeqNum()

◆ tail()

◆ toString()