OnixS C++ CME iLink 3 Binary Order Entry Handler  1.15.0
API Documentation
QuoteCancel528 Struct Reference

#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, MessageSizeQuoteEntries
 
typedef SbeGroup< QuoteSetsEntry, GroupSize, MessageSizeQuoteSets
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 QuoteCancel528 ()
 
 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
 
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
UInt32 seqNum () const noexcept
 
ThisTypesetSeqNum (UInt32 value) noexcept
 
StrRef senderId () const noexcept
 
ThisTypesetSenderId (StrRef value) noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
UInt32 quoteId () const noexcept
 
ThisTypesetQuoteId (UInt32 value) noexcept
 
QuoteCxlTyp::Enum quoteCancelType () const noexcept
 
ThisTypesetQuoteCancelType (QuoteCxlTyp::Enum value) noexcept
 
bool liquidityFlag (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetLiquidityFlag (BooleanNULL::Enum value) noexcept
 
ThisTypesetLiquidityFlagToNull () noexcept
 
bool origOrderUser (StrRef &value) const noexcept
 
ThisTypesetOrigOrderUser (StrRef value)
 
ThisTypesetOrigOrderUserToNull ()
 
bool quoteEntryOpen (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetQuoteEntryOpen (BooleanNULL::Enum value)
 
ThisTypesetQuoteEntryOpenToNull ()
 
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)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () 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::SbeMessagecontainer () noexcept
 
void zeroPaddingBytes (MessageSize offset) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, StrRef value, SchemaVersion since)
 

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 CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (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 ()
 
 ~SbeFields ()
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 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
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 21485 of file Messages.h.

Member Typedef Documentation

Repeating group containing QuoteEntry entries.

Definition at line 21668 of file Messages.h.

Repeating group containing QuoteSetsEntry entries.

Definition at line 21858 of file Messages.h.

Used template schema.

Definition at line 21490 of file Messages.h.

This type alias.

Definition at line 21493 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 21496 of file Messages.h.

Constructor & Destructor Documentation

QuoteCancel528 ( )
inline

Initializes a blank instance.

Definition at line 21861 of file Messages.h.

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

Initializes an instance over the given memory block.

Definition at line 21864 of file Messages.h.

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 21879 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 21893 of file Messages.h.

QuoteCancel528 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 21904 of file Messages.h.

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 21915 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 22332 of file Messages.h.

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 22430 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 22400 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 22409 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 22360 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 22346 of file Messages.h.

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 22130 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 22055 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 21977 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 22319 of file Messages.h.

bool origOrderUser ( StrRef value) const
inlinenoexcept

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

Definition at line 22162 of file Messages.h.

UInt64 partyDetailsListReqId ( ) const
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.

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 22106 of file Messages.h.

QuoteEntries quoteEntries ( ) const
inlinenoexcept
Returns
instance of QuoteEntries repeating group.

Definition at line 22232 of file Messages.h.

QuoteEntries quoteEntries ( )
inlinenoexcept
Returns
instance of QuoteEntries repeating group.

Definition at line 22242 of file Messages.h.

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 22254 of file Messages.h.

QuoteEntries quoteEntries ( QuoteEntries::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoQuoteEntries(295) repeating group.

Definition at line 22266 of file Messages.h.

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 22199 of file Messages.h.

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 22081 of file Messages.h.

QuoteSets quoteSets ( ) const
inlinenoexcept
Returns
instance of QuoteSets repeating group.

Definition at line 22278 of file Messages.h.

QuoteSets quoteSets ( )
inlinenoexcept
Returns
instance of QuoteSets repeating group.

Definition at line 22286 of file Messages.h.

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 22295 of file Messages.h.

QuoteSets quoteSets ( QuoteSets::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoQuoteSets(296) repeating group.

Definition at line 22306 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 22381 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 22372 of file Messages.h.

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 22026 of file Messages.h.

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 21955 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 22000 of file Messages.h.

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 22141 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 22150 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 22066 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

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

Definition at line 21988 of file Messages.h.

ThisType& setOrigOrderUser ( StrRef  value)
inline

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

Definition at line 22174 of file Messages.h.

ThisType& setOrigOrderUserToNull ( )
inline

Definition at line 22184 of file Messages.h.

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 21943 of file Messages.h.

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 22117 of file Messages.h.

ThisType& setQuoteEntryOpen ( BooleanNULL::Enum  value)
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.

ThisType& setQuoteEntryOpenToNull ( )
inline

Definition at line 22221 of file Messages.h.

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 22093 of file Messages.h.

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 22042 of file Messages.h.

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 21965 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 22009 of file Messages.h.

const void* tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 22421 of file Messages.h.

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 1632 of file MessageSerialization.h.


The documentation for this struct was generated from the following files: