#include <OnixS/CME/iLink3/messaging/Messages.h>
Classes | |
struct | QuoteEntry |
struct | QuoteSetsEntry |
Public Types | |
enum | { TemplateId = 528 } |
typedef SchemaTraits | Schema |
typedef QuoteCancel528 | ThisType |
typedef SbeGroup< QuoteEntry, GroupSize, MessageSize > | QuoteEntries |
typedef SbeGroup< QuoteSetsEntry, GroupSize, MessageSize > | QuoteSets |
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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 | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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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) |
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SbeFields () | |
~SbeFields () | |
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BinaryBlock () | |
~BinaryBlock () | |
Value | ordinary (MessageSize offset) const noexcept |
bool | ordinary (Value &value, MessageSize offset, NullValue null) const noexcept |
bool | ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
Enumeration::Enum | enumeration (MessageSize offset) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
Value | decimal (MessageSize offset) const noexcept |
bool | decimal (Value &value, MessageSize offset, NullValue null) const noexcept |
bool | decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept |
StrRef | fixedStr (MessageSize offset) const noexcept |
bool | fixedStr (StrRef &value, MessageSize offset) const noexcept |
bool | fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 21485 of file Messages.h.
typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries |
Repeating group containing QuoteEntry entries.
Definition at line 21668 of file Messages.h.
typedef SbeGroup<QuoteSetsEntry, GroupSize, MessageSize> QuoteSets |
Repeating group containing QuoteSetsEntry entries.
Definition at line 21858 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 21490 of file Messages.h.
typedef QuoteCancel528 ThisType |
This type alias.
Definition at line 21493 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 21496 of file Messages.h.
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inline |
Initializes a blank instance.
Definition at line 21861 of file Messages.h.
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inline |
Initializes an instance over the given memory block.
Definition at line 21864 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 21879 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 21893 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 21904 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 21915 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 22332 of file Messages.h.
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inlinenoexcept |
Definition at line 22430 of file Messages.h.
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inlinestatic |
Definition at line 22400 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 22409 of file Messages.h.
Maximal message size.
Definition at line 22360 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 22346 of file Messages.h.
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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 22130 of file Messages.h.
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inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 22055 of file Messages.h.
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inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 21977 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 22319 of file Messages.h.
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inlinenoexcept |
Represents the original sender comp for whom orders or quotes are to be cancelled.
Definition at line 22162 of file Messages.h.
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inlinenoexcept |
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 21932 of file Messages.h.
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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 22106 of file Messages.h.
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inlinenoexcept |
Definition at line 22232 of file Messages.h.
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inlinenoexcept |
Definition at line 22242 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 22254 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 22266 of file Messages.h.
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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 22199 of file Messages.h.
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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 22081 of file Messages.h.
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inlinenoexcept |
Definition at line 22278 of file Messages.h.
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inlinenoexcept |
Definition at line 22286 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 22295 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 22306 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 22381 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 22372 of file Messages.h.
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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 22026 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 21955 of file Messages.h.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 22000 of file Messages.h.
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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 22141 of file Messages.h.
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inlinenoexcept |
Definition at line 22150 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 22066 of file Messages.h.
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inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 21988 of file Messages.h.
Represents the original sender comp for whom orders or quotes are to be cancelled.
Definition at line 22174 of file Messages.h.
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inline |
Definition at line 22184 of file Messages.h.
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 21943 of file Messages.h.
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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 22117 of file Messages.h.
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inline |
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 22212 of file Messages.h.
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inline |
Definition at line 22221 of file Messages.h.
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 22093 of file Messages.h.
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 22042 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 21965 of file Messages.h.
Sequence number as assigned to message.
Definition at line 22009 of file Messages.h.
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inlinenoexcept |
Definition at line 22421 of file Messages.h.
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inline |
Definition at line 1632 of file MessageSerialization.h.