OnixS C++ CME iLink 3 Binary Order Entry Handler  1.16.2
API Documentation
QuoteCancelAck563 Struct Reference

#include <OnixS/CME/iLink3/messaging/Messages.h>

Classes

struct  QuoteEntry
 
struct  QuoteSetsEntry
 

Public Types

enum  { TemplateId = 563 }
 
typedef SchemaTraits Schema
 
typedef QuoteCancelAck563 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

 QuoteCancelAck563 ()=default
 
 QuoteCancelAck563 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 QuoteCancelAck563 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 QuoteCancelAck563 (void *data, EncodedLength length, NoInit)
 
 QuoteCancelAck563 (const SbeMessage &message)
 
 QuoteCancelAck563 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
 
UInt32 seqNum () const noexcept
 
ThisTypesetSeqNum (UInt32 value) noexcept
 
UInt64 uuId () const noexcept
 
ThisTypesetUuId (UInt64 value) noexcept
 
bool text (StrRef &value) const noexcept
 
ThisTypesetText (StrRef value) noexcept
 
ThisTypesetTextToNull () noexcept
 
StrRef senderId () const noexcept
 
ThisTypesetSenderId (StrRef value) noexcept
 
UInt64 partyDetailsListReqId () const noexcept
 
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
 
UInt64 requestTime () const noexcept
 
ThisTypesetRequestTime (UInt64 value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
bool cancelledSymbol (StrRef &value) const noexcept
 
ThisTypesetCancelledSymbol (StrRef value) noexcept
 
ThisTypesetCancelledSymbolToNull () noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
UInt32 quoteId () const noexcept
 
ThisTypesetQuoteId (UInt32 value) noexcept
 
bool quoteRejectReason (UInt16 &value) const noexcept
 
ThisTypesetQuoteRejectReason (UInt16 value) noexcept
 
ThisTypesetQuoteRejectReasonToNull () noexcept
 
bool delayDuration (UInt16 &value) const noexcept
 
ThisTypesetDelayDuration (UInt16 value) noexcept
 
ThisTypesetDelayDurationToNull () noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
QuoteCxlStatus::Enum quoteStatus () const noexcept
 
ThisTypesetQuoteStatus (QuoteCxlStatus::Enum value) noexcept
 
UInt32 processedEntries () const noexcept
 
ThisTypesetProcessedEntries (UInt32 value) noexcept
 
BooleanFlag::Enum mmProtectionReset () const noexcept
 
ThisTypesetMmProtectionReset (BooleanFlag::Enum value) noexcept
 
bool unsolicitedCancelType (CharNULL &value) const noexcept
 
ThisTypesetUnsolicitedCancelType (CharNULL value) noexcept
 
ThisTypesetUnsolicitedCancelTypeToNull () noexcept
 
bool splitMsg (SplitMsg::Enum &value) const noexcept
 
ThisTypesetSplitMsg (SplitMsg::Enum value) noexcept
 
ThisTypesetSplitMsgToNull () noexcept
 
bool totNoQuoteEntries (UInt8 &value) const noexcept
 
ThisTypesetTotNoQuoteEntries (UInt8 value) noexcept
 
ThisTypesetTotNoQuoteEntriesToNull () noexcept
 
bool liquidityFlag (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetLiquidityFlag (BooleanNULL::Enum value) noexcept
 
ThisTypesetLiquidityFlagToNull () noexcept
 
BooleanFlag::Enum possRetransFlag () const noexcept
 
ThisTypesetPossRetransFlag (BooleanFlag::Enum value) noexcept
 
bool delayToTime (UInt64 &value) const noexcept
 
ThisTypesetDelayToTime (UInt64 value) noexcept
 
ThisTypesetDelayToTimeToNull () noexcept
 
bool origOrderUser (StrRef &value) const noexcept
 
ThisTypesetOrigOrderUser (StrRef value) noexcept
 
ThisTypesetOrigOrderUserToNull () noexcept
 
bool cancelText (StrRef &value) const noexcept
 
ThisTypesetCancelText (StrRef value) noexcept
 
ThisTypesetCancelTextToNull () noexcept
 
bool quoteEntryOpen (BooleanNULL::Enum &value) const noexcept
 
ThisTypesetQuoteEntryOpen (BooleanNULL::Enum value) noexcept
 
ThisTypesetQuoteEntryOpenToNull () 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)
 
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 (MessageSizeoffset) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSizeoffset, StrRef value) noexcept
 
void setFixedStr (MessageSizeoffset, 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 ()=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
 

Detailed Description

Definition at line 45517 of file Messages.h.

Member Typedef Documentation

Repeating group containing QuoteEntry entries.

Definition at line 45686 of file Messages.h.

Repeating group containing QuoteSetsEntry entries.

Definition at line 45816 of file Messages.h.

Used template schema.

Definition at line 45522 of file Messages.h.

This type alias.

Definition at line 45525 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 45528 of file Messages.h.

Constructor & Destructor Documentation

QuoteCancelAck563 ( )
default

Initializes a blank instance.

QuoteCancelAck563 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 45822 of file Messages.h.

QuoteCancelAck563 ( 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 45837 of file Messages.h.

QuoteCancelAck563 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 45851 of file Messages.h.

QuoteCancelAck563 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 45862 of file Messages.h.

QuoteCancelAck563 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 45873 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 46715 of file Messages.h.

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

Definition at line 46818 of file Messages.h.

bool cancelledSymbol ( StrRef value) const
inlinenoexcept

Instrument Group cancelled for a Quote Cancel acknowledgement.

Definition at line 46069 of file Messages.h.

bool cancelText ( StrRef value) const
inlinenoexcept

Represents the sender comp which initiated the cancellation of orders or quotes for the original sender comp.

Definition at line 46545 of file Messages.h.

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

Definition at line 46788 of file Messages.h.

bool delayDuration ( UInt16 value) const
inlinenoexcept

Not being currently used.

Definition at line 46177 of file Messages.h.

bool delayToTime ( UInt64 value) const
inlinenoexcept

Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2).

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.

Definition at line 46473 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 46797 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 46743 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 46729 of file Messages.h.

bool liquidityFlag ( BooleanNULL::Enum value) const
inlinenoexcept

Represents the market making MiFID obligation reporting.

Definition at line 46409 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 46103 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 46207 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 46703 of file Messages.h.

BooleanFlag::Enum mmProtectionReset ( ) const
inlinenoexcept

This tag is sent and set to '1' on the quote cancel acknowledgment which is sent after Market Maker protection is triggered and all resting quotes are cancelled for that particular group (297=3).

Definition at line 46281 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 46510 of file Messages.h.

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.

Definition at line 45998 of file Messages.h.

BooleanFlag::Enum possRetransFlag ( ) const
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 46442 of file Messages.h.

UInt32 processedEntries ( ) const
inlinenoexcept

Number of quotes successfully cancelled (if in response to a Quote Cancel message).

Definition at line 46257 of file Messages.h.

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

Definition at line 46614 of file Messages.h.

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

Definition at line 46624 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 46636 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 46648 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 46582 of file Messages.h.

UInt32 quoteId ( ) const
inlinenoexcept

Unique identifier for quote cancel message.

Definition at line 46126 of file Messages.h.

bool quoteRejectReason ( UInt16 value) const
inlinenoexcept

Contains reason (error code) the corresponding QuoteCancel message has been rejected.

Definition at line 46147 of file Messages.h.

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

Definition at line 46660 of file Messages.h.

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

Definition at line 46668 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 46677 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 46688 of file Messages.h.

QuoteCxlStatus::Enum quoteStatus ( ) const
inlinenoexcept

Identifies the type of Quote Cancel.

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

Definition at line 46232 of file Messages.h.

UInt64 requestTime ( ) const
inlinenoexcept

Information carried on a response to convey the time (UTC) when the request was received by the MSGW application.

UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision.

Definition at line 46023 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 46764 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 46755 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 45968 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 46047 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 45888 of file Messages.h.

ThisType& setCancelledSymbol ( StrRef  value)
inlinenoexcept

Instrument Group cancelled for a Quote Cancel acknowledgement.

Definition at line 46080 of file Messages.h.

ThisType& setCancelledSymbolToNull ( )
inlinenoexcept

Definition at line 46090 of file Messages.h.

ThisType& setCancelText ( StrRef  value)
inlinenoexcept

Represents the sender comp which initiated the cancellation of orders or quotes for the original sender comp.

Definition at line 46557 of file Messages.h.

ThisType& setCancelTextToNull ( )
inlinenoexcept

Definition at line 46567 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being currently used.

Definition at line 46186 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 46195 of file Messages.h.

ThisType& setDelayToTime ( UInt64  value)
inlinenoexcept

Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2).

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970). Subtracting this number from FIFO time will represent original received time of delayed message.

Definition at line 46489 of file Messages.h.

ThisType& setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 46498 of file Messages.h.

ThisType& setLiquidityFlag ( BooleanNULL::Enum  value)
inlinenoexcept

Represents the market making MiFID obligation reporting.

Definition at line 46418 of file Messages.h.

ThisType& setLiquidityFlagToNull ( )
inlinenoexcept

Definition at line 46427 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 46114 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

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

Definition at line 46218 of file Messages.h.

ThisType& setMmProtectionReset ( BooleanFlag::Enum  value)
inlinenoexcept

This tag is sent and set to '1' on the quote cancel acknowledgment which is sent after Market Maker protection is triggered and all resting quotes are cancelled for that particular group (297=3).

Definition at line 46293 of file Messages.h.

ThisType& setOrigOrderUser ( StrRef  value)
inlinenoexcept

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

Definition at line 46521 of file Messages.h.

ThisType& setOrigOrderUserToNull ( )
inlinenoexcept

Definition at line 46531 of file Messages.h.

ThisType& setPartyDetailsListReqId ( UInt64  value)
inlinenoexcept

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.

Definition at line 46009 of file Messages.h.

ThisType& setPossRetransFlag ( BooleanFlag::Enum  value)
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 46455 of file Messages.h.

ThisType& setProcessedEntries ( UInt32  value)
inlinenoexcept

Number of quotes successfully cancelled (if in response to a Quote Cancel message).

Definition at line 46267 of file Messages.h.

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 46594 of file Messages.h.

ThisType& setQuoteEntryOpenToNull ( )
inlinenoexcept

Definition at line 46603 of file Messages.h.

ThisType& setQuoteId ( UInt32  value)
inlinenoexcept

Unique identifier for quote cancel message.

Definition at line 46135 of file Messages.h.

ThisType& setQuoteRejectReason ( UInt16  value)
inlinenoexcept

Contains reason (error code) the corresponding QuoteCancel message has been rejected.

Definition at line 46157 of file Messages.h.

ThisType& setQuoteRejectReasonToNull ( )
inlinenoexcept

Definition at line 46166 of file Messages.h.

ThisType& setQuoteStatus ( QuoteCxlStatus::Enum  value)
inlinenoexcept

Identifies the type of Quote Cancel.

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

Definition at line 46244 of file Messages.h.

ThisType& setRequestTime ( UInt64  value)
inlinenoexcept

Information carried on a response to convey the time (UTC) when the request was received by the MSGW application.

UTC timestamps are sent in number of nanoseconds since the UNIX epoch with microsecond precision.

Definition at line 46035 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 45984 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 46057 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 45897 of file Messages.h.

ThisType& setSplitMsg ( SplitMsg::Enum  value)
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 46356 of file Messages.h.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 46365 of file Messages.h.

ThisType& setText ( StrRef  value)
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 45940 of file Messages.h.

ThisType& setTextToNull ( )
inlinenoexcept

Definition at line 45950 of file Messages.h.

ThisType& setTotNoQuoteEntries ( UInt8  value)
inlinenoexcept

Total number of quotes for the quote set across all messages.

Will be populated only for enumerated rejects for Cancel By Instrument.

Definition at line 46389 of file Messages.h.

ThisType& setTotNoQuoteEntriesToNull ( )
inlinenoexcept

Definition at line 46398 of file Messages.h.

ThisType& setUnsolicitedCancelType ( CharNULL  value)
inlinenoexcept

Type of quote cancel generated by CME – returned only for unsolicited quote cancels.

Definition at line 46315 of file Messages.h.

ThisType& setUnsolicitedCancelTypeToNull ( )
inlinenoexcept

Definition at line 46324 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 45917 of file Messages.h.

bool splitMsg ( SplitMsg::Enum value) const
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 46341 of file Messages.h.

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

Definition at line 46809 of file Messages.h.

bool text ( StrRef value) const
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 45929 of file Messages.h.

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

Definition at line 3380 of file MessageSerialization.h.

bool totNoQuoteEntries ( UInt8 value) const
inlinenoexcept

Total number of quotes for the quote set across all messages.

Will be populated only for enumerated rejects for Cancel By Instrument.

Definition at line 46378 of file Messages.h.

bool unsolicitedCancelType ( CharNULL value) const
inlinenoexcept

Type of quote cancel generated by CME – returned only for unsolicited quote cancels.

Definition at line 46305 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 45908 of file Messages.h.


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