Classes
struct	QuoteEntry
struct	QuoteSetsEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef QuoteCancelAck563	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
	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
ThisType &	setSeqNum (UInt32 value) noexcept
UInt64	uuId () const noexcept
ThisType &	setUuId (UInt64 value) noexcept
bool	text (StrRef &value) const noexcept
ThisType &	setText (StrRef value) noexcept
ThisType &	setTextToNull () noexcept
StrRef	senderId () const noexcept
ThisType &	setSenderId (StrRef value) noexcept
UInt64	partyDetailsListReqId () const noexcept
ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept
UInt64	requestTime () const noexcept
ThisType &	setRequestTime (UInt64 value) noexcept
UInt64	sendingTimeEpoch () const noexcept
ThisType &	setSendingTimeEpoch (UInt64 value) noexcept
bool	cancelledSymbol (StrRef &value) const noexcept
ThisType &	setCancelledSymbol (StrRef value) noexcept
ThisType &	setCancelledSymbolToNull () noexcept
StrRef	location () const noexcept
ThisType &	setLocation (StrRef value) noexcept
UInt32	quoteId () const noexcept
ThisType &	setQuoteId (UInt32 value) noexcept
bool	quoteRejectReason (UInt16 &value) const noexcept
ThisType &	setQuoteRejectReason (UInt16 value) noexcept
ThisType &	setQuoteRejectReasonToNull () noexcept
bool	delayDuration (UInt16 &value) const noexcept
ThisType &	setDelayDuration (UInt16 value) noexcept
ThisType &	setDelayDurationToNull () noexcept
ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept
ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
QuoteCxlStatus::Enum	quoteStatus () const noexcept
ThisType &	setQuoteStatus (QuoteCxlStatus::Enum value) noexcept
UInt32	processedEntries () const noexcept
ThisType &	setProcessedEntries (UInt32 value) noexcept
BooleanFlag::Enum	mmProtectionReset () const noexcept
ThisType &	setMmProtectionReset (BooleanFlag::Enum value) noexcept
bool	unsolicitedCancelType (CharNULL &value) const noexcept
ThisType &	setUnsolicitedCancelType (CharNULL value) noexcept
ThisType &	setUnsolicitedCancelTypeToNull () noexcept
bool	splitMsg (SplitMsg::Enum &value) const noexcept
ThisType &	setSplitMsg (SplitMsg::Enum value) noexcept
ThisType &	setSplitMsgToNull () noexcept
bool	totNoQuoteEntries (UInt8 &value) const noexcept
ThisType &	setTotNoQuoteEntries (UInt8 value) noexcept
ThisType &	setTotNoQuoteEntriesToNull () noexcept
bool	liquidityFlag (BooleanNULL::Enum &value) const noexcept
ThisType &	setLiquidityFlag (BooleanNULL::Enum value) noexcept
ThisType &	setLiquidityFlagToNull () noexcept
BooleanFlag::Enum	possRetransFlag () const noexcept
ThisType &	setPossRetransFlag (BooleanFlag::Enum value) noexcept
bool	delayToTime (UInt64 &value) const noexcept
ThisType &	setDelayToTime (UInt64 value) noexcept
ThisType &	setDelayToTimeToNull () noexcept
bool	origOrderUser (StrRef &value) const noexcept
ThisType &	setOrigOrderUser (StrRef value) noexcept
ThisType &	setOrigOrderUserToNull () noexcept
bool	cancelText (StrRef &value) const noexcept
ThisType &	setCancelText (StrRef value) noexcept
ThisType &	setCancelTextToNull () noexcept
bool	quoteEntryOpen (BooleanNULL::Enum &value) const noexcept
ThisType &	setQuoteEntryOpen (BooleanNULL::Enum value) noexcept
ThisType &	setQuoteEntryOpenToNull () noexcept
bool	cxlLinkedSessions (BooleanNULL::Enum &value) const noexcept
ThisType &	setCxlLinkedSessions (BooleanNULL::Enum value)
ThisType &	setCxlLinkedSessionsToNull ()
bool	quoteEntryControl (BooleanNULL::Enum &value) const noexcept
ThisType &	setQuoteEntryControl (BooleanNULL::Enum value)
ThisType &	setQuoteEntryControlToNull ()
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 StrRef	className () noexcept
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 42725 of file Messages.h.

Member Typedef Documentation

◆ QuoteEntries

typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries

Repeating group containing QuoteEntry entries.

Definition at line 42884 of file Messages.h.

◆ QuoteSets

typedef SbeGroup<QuoteSetsEntry, GroupSize, MessageSize> QuoteSets

Repeating group containing QuoteSetsEntry entries.

Definition at line 43006 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 42730 of file Messages.h.

◆ ThisType

typedef QuoteCancelAck563 ThisType

This type alias.

Definition at line 42733 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	563

Definition at line 42736 of file Messages.h.

Constructor & Destructor Documentation

◆ QuoteCancelAck563() [1/6]

QuoteCancelAck563 ( )

default

Initializes a blank instance.

◆ QuoteCancelAck563() [2/6]

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

inline

Initializes an instance over the given memory block.

Definition at line 43012 of file Messages.h.

◆ QuoteCancelAck563() [3/6]

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 43027 of file Messages.h.

◆ QuoteCancelAck563() [4/6]

QuoteCancelAck563	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 43041 of file Messages.h.

◆ QuoteCancelAck563() [5/6]

QuoteCancelAck563 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 43052 of file Messages.h.

◆ QuoteCancelAck563() [6/6]

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

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 43063 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 43902 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 44005 of file Messages.h.

◆ cancelledSymbol()

bool cancelledSymbol ( StrRef & value ) const

inlinenoexcept

Instrument Group cancelled for a Quote Cancel acknowledgement.

Definition at line 43243 of file Messages.h.

◆ cancelText()

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 43682 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 43977 of file Messages.h.

◆ cxlLinkedSessions()

bool cxlLinkedSessions ( BooleanNULL::Enum & value ) const

inlinenoexcept

Value is echoed back from inbound customer request.

Definition at line 43745 of file Messages.h.

◆ delayDuration()

bool delayDuration ( UInt16 & value ) const

inlinenoexcept

Not being currently used.

Definition at line 43341 of file Messages.h.

◆ delayToTime()

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 43616 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 43986 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 43929 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 43915 of file Messages.h.

◆ liquidityFlag()

bool liquidityFlag ( BooleanNULL::Enum & value ) const

inlinenoexcept

Represents the market making MiFID obligation reporting.

Definition at line 43557 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 43274 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 43368 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 43890 of file Messages.h.

◆ mmProtectionReset()

BooleanFlag::Enum mmProtectionReset ( ) const

inlinenoexcept

When Quote cancelation is triggered by Market Maker protection and all resting quotes are cancelled for that particular group (297=3) this tag returns value of tag 9773=MMProtectionReset as previously submitted by client system.

In the quote cancel acknowledgements solicited by customer this tag will be set to 0.

Definition at line 43438 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 43650 of file Messages.h.

◆ partyDetailsListReqId()

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 43178 of file Messages.h.

◆ possRetransFlag()

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 43587 of file Messages.h.

◆ processedEntries()

UInt32 processedEntries ( ) const

inlinenoexcept

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

Definition at line 43414 of file Messages.h.

◆ quoteEntries() [1/4]

QuoteEntries quoteEntries ( ) const

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 43807 of file Messages.h.

◆ quoteEntries() [2/4]

QuoteEntries quoteEntries ( )

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 43816 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 43827 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 43839 of file Messages.h.

◆ quoteEntryControl()

bool quoteEntryControl ( BooleanNULL::Enum & value ) const

inlinenoexcept

Optional field that allows market makers to block new entries or unblock previously set block.

Value is echoed back from inbound customer request.

Definition at line 43776 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 43716 of file Messages.h.

◆ quoteId()

UInt32 quoteId ( ) const

inlinenoexcept

Unique identifier for quote cancel message.

Definition at line 43295 of file Messages.h.

◆ quoteRejectReason()

bool quoteRejectReason ( UInt16 & value ) const

inlinenoexcept

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

Definition at line 43314 of file Messages.h.

◆ quoteSets() [1/4]

QuoteSets quoteSets ( ) const

inlinenoexcept

Returns: instance of QuoteSets repeating group.

Definition at line 43851 of file Messages.h.

◆ quoteSets() [2/4]

QuoteSets quoteSets ( )

inlinenoexcept

Returns: instance of QuoteSets repeating group.

Definition at line 43858 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 43866 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 43877 of file Messages.h.

◆ quoteStatus()

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 43391 of file Messages.h.

◆ requestTime()

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 43201 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 43948 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 43940 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 43150 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 43223 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 43077 of file Messages.h.

◆ setCancelledSymbol()

ThisType & setCancelledSymbol ( StrRef value )

inlinenoexcept

Instrument Group cancelled for a Quote Cancel acknowledgement.

Definition at line 43253 of file Messages.h.

◆ setCancelledSymbolToNull()

ThisType & setCancelledSymbolToNull ( )

inlinenoexcept

Definition at line 43262 of file Messages.h.

◆ setCancelText()

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 43693 of file Messages.h.

◆ setCancelTextToNull()

ThisType & setCancelTextToNull ( )

inlinenoexcept

Definition at line 43702 of file Messages.h.

◆ setCxlLinkedSessions()

ThisType & setCxlLinkedSessions ( BooleanNULL::Enum value )

inline

Value is echoed back from inbound customer request.

Definition at line 43754 of file Messages.h.

◆ setCxlLinkedSessionsToNull()

ThisType & setCxlLinkedSessionsToNull ( )

inline

Definition at line 43763 of file Messages.h.

◆ setDelayDuration()

ThisType & setDelayDuration ( UInt16 value )

inlinenoexcept

Not being currently used.

Definition at line 43349 of file Messages.h.

◆ setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )

inlinenoexcept

Definition at line 43357 of file Messages.h.

◆ setDelayToTime()

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 43631 of file Messages.h.

◆ setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )

inlinenoexcept

Definition at line 43639 of file Messages.h.

◆ setLiquidityFlag()

ThisType & setLiquidityFlag ( BooleanNULL::Enum value )

inlinenoexcept

Represents the market making MiFID obligation reporting.

Definition at line 43565 of file Messages.h.

◆ setLiquidityFlagToNull()

ThisType & setLiquidityFlagToNull ( )

inlinenoexcept

Definition at line 43573 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 43284 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Definition at line 43378 of file Messages.h.

◆ setMmProtectionReset()

ThisType & setMmProtectionReset ( BooleanFlag::Enum value )

inlinenoexcept

When Quote cancelation is triggered by Market Maker protection and all resting quotes are cancelled for that particular group (297=3) this tag returns value of tag 9773=MMProtectionReset as previously submitted by client system.

In the quote cancel acknowledgements solicited by customer this tag will be set to 0.

Definition at line 43451 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 43660 of file Messages.h.

◆ setOrigOrderUserToNull()

ThisType & setOrigOrderUserToNull ( )

inlinenoexcept

Definition at line 43669 of file Messages.h.

◆ setPartyDetailsListReqId()

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 43188 of file Messages.h.

◆ setPossRetransFlag()

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 43599 of file Messages.h.

◆ setProcessedEntries()

ThisType & setProcessedEntries ( UInt32 value )

inlinenoexcept

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

Definition at line 43423 of file Messages.h.

◆ setQuoteEntryControl()

ThisType & setQuoteEntryControl ( BooleanNULL::Enum value )

inline

Optional field that allows market makers to block new entries or unblock previously set block.

Value is echoed back from inbound customer request.

Definition at line 43787 of file Messages.h.

◆ setQuoteEntryControlToNull()

ThisType & setQuoteEntryControlToNull ( )

inline

Definition at line 43796 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 43727 of file Messages.h.

◆ setQuoteEntryOpenToNull()

ThisType & setQuoteEntryOpenToNull ( )

inlinenoexcept

Definition at line 43735 of file Messages.h.

◆ setQuoteId()

ThisType & setQuoteId ( UInt32 value )

inlinenoexcept

Unique identifier for quote cancel message.

Definition at line 43303 of file Messages.h.

◆ setQuoteRejectReason()

ThisType & setQuoteRejectReason ( UInt16 value )

inlinenoexcept

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

Definition at line 43323 of file Messages.h.

◆ setQuoteRejectReasonToNull()

ThisType & setQuoteRejectReasonToNull ( )

inlinenoexcept

Definition at line 43331 of file Messages.h.

◆ setQuoteStatus()

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 43402 of file Messages.h.

◆ setRequestTime()

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 43212 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 43165 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 43232 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 43085 of file Messages.h.

◆ setSplitMsg()

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 43509 of file Messages.h.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )

inlinenoexcept

Definition at line 43517 of file Messages.h.

◆ setText()

ThisType & setText ( StrRef value )

inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 43124 of file Messages.h.

◆ setTextToNull()

ThisType & setTextToNull ( )

inlinenoexcept

Definition at line 43133 of file Messages.h.

◆ setTotNoQuoteEntries()

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 43539 of file Messages.h.

◆ setTotNoQuoteEntriesToNull()

ThisType & setTotNoQuoteEntriesToNull ( )

inlinenoexcept

Definition at line 43547 of file Messages.h.

◆ setUnsolicitedCancelType()

ThisType & setUnsolicitedCancelType ( CharNULL value )

inlinenoexcept

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

Definition at line 43471 of file Messages.h.

◆ setUnsolicitedCancelTypeToNull()

ThisType & setUnsolicitedCancelTypeToNull ( )

inlinenoexcept

Definition at line 43479 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 43103 of file Messages.h.

◆ splitMsg()

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 43495 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 43997 of file Messages.h.

◆ text()

bool text ( StrRef & value ) const

inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 43114 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 3380 of file MessageSerialization.h.

◆ totNoQuoteEntries()

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 43529 of file Messages.h.

◆ unsolicitedCancelType()

bool unsolicitedCancelType ( CharNULL & value ) const

inlinenoexcept

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

Definition at line 43462 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 43095 of file Messages.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

◆ QuoteCancelAck563() [1/6]

◆ QuoteCancelAck563() [2/6]

◆ QuoteCancelAck563() [3/6]

◆ QuoteCancelAck563() [4/6]

◆ QuoteCancelAck563() [5/6]

◆ QuoteCancelAck563() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ cancelledSymbol()

◆ cancelText()

◆ className()

◆ cxlLinkedSessions()

◆ delayDuration()

◆ delayToTime()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ liquidityFlag()

◆ location()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ mmProtectionReset()

◆ origOrderUser()

◆ partyDetailsListReqId()

◆ possRetransFlag()

◆ processedEntries()

◆ quoteEntries() [1/4]

◆ quoteEntries() [2/4]

◆ quoteEntries() [3/4]

◆ quoteEntries() [4/4]

◆ quoteEntryControl()

◆ quoteEntryOpen()

◆ quoteId()

◆ quoteRejectReason()

◆ quoteSets() [1/4]

◆ quoteSets() [2/4]

◆ quoteSets() [3/4]

◆ quoteSets() [4/4]

◆ quoteStatus()

◆ requestTime()

◆ reset()

◆ resetVariableFields()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setCancelledSymbol()

◆ setCancelledSymbolToNull()

◆ setCancelText()

◆ setCancelTextToNull()

◆ setCxlLinkedSessions()

◆ setCxlLinkedSessionsToNull()

◆ setDelayDuration()

◆ setDelayDurationToNull()

◆ setDelayToTime()

◆ setDelayToTimeToNull()

◆ setLiquidityFlag()

◆ setLiquidityFlagToNull()

◆ setLocation()

◆ setManualOrderIndicator()

◆ setMmProtectionReset()

◆ setOrigOrderUser()

◆ setOrigOrderUserToNull()

◆ setPartyDetailsListReqId()

◆ setPossRetransFlag()

◆ setProcessedEntries()