Classes
struct	QuoteEntry

Public Types
enum
enum
typedef SchemaTraits	Schema
typedef QuoteCancelByInstrument570	ThisType
typedef SbeGroup< QuoteEntry, GroupSize, MessageSize >	QuoteEntries
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	QuoteCancelByInstrument570 ()=default
	QuoteCancelByInstrument570 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	QuoteCancelByInstrument570 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	QuoteCancelByInstrument570 (void *data, EncodedLength length, NoInit)
	QuoteCancelByInstrument570 (const SbeMessage &message)
	QuoteCancelByInstrument570 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt64	partyDetailsListReqId () const noexcept
ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept
UInt64	sendingTimeEpoch () const noexcept
ThisType &	setSendingTimeEpoch (UInt64 value) noexcept
ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept
ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
UInt32	seqNum () const noexcept
ThisType &	setSeqNum (UInt32 value) noexcept
StrRef	senderId () const noexcept
ThisType &	setSenderId (StrRef value) noexcept
StrRef	location () const noexcept
ThisType &	setLocation (StrRef value) noexcept
UInt32	quoteId () const noexcept
ThisType &	setQuoteId (UInt32 value) noexcept
bool	cxlLinkedSessions (BooleanNULL::Enum &value) const noexcept
ThisType &	setCxlLinkedSessions (BooleanNULL::Enum value) noexcept
ThisType &	setCxlLinkedSessionsToNull () noexcept
QuoteEntries	quoteEntries () const noexcept
QuoteEntries	quoteEntries () noexcept
QuoteEntries	quoteEntries (QuoteEntries::Size length)
QuoteEntries	quoteEntries (QuoteEntries::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 QuoteCxTypeByInstr	quoteCancelType () noexcept
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 49021 of file Messages.h.

Member Typedef Documentation

◆ QuoteEntries

typedef SbeGroup<QuoteEntry, GroupSize, MessageSize> QuoteEntries

Repeating group containing QuoteEntry entries.

Definition at line 49137 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 49026 of file Messages.h.

◆ ThisType

typedef QuoteCancelByInstrument570 ThisType

This type alias.

Definition at line 49029 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Available since version.

Enumerator
SinceVersion	9

Definition at line 49035 of file Messages.h.

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	570

Definition at line 49032 of file Messages.h.

Constructor & Destructor Documentation

◆ QuoteCancelByInstrument570() [1/6]

QuoteCancelByInstrument570 ( )

default

Initializes a blank instance.

◆ QuoteCancelByInstrument570() [2/6]

QuoteCancelByInstrument570	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 49143 of file Messages.h.

◆ QuoteCancelByInstrument570() [3/6]

QuoteCancelByInstrument570	(	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 49158 of file Messages.h.

◆ QuoteCancelByInstrument570() [4/6]

QuoteCancelByInstrument570	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 49172 of file Messages.h.

◆ QuoteCancelByInstrument570() [5/6]

QuoteCancelByInstrument570 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 49184 of file Messages.h.

◆ QuoteCancelByInstrument570() [6/6]

QuoteCancelByInstrument570	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 49196 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 49465 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 49549 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 49521 of file Messages.h.

◆ cxlLinkedSessions()

bool cxlLinkedSessions ( BooleanNULL::Enum & value ) const

inlinenoexcept

This flag allows market makers to cancel linked sessions quotes, if any found for the specified list of instruments.

Definition at line 49380 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 49530 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 49492 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 49478 of file Messages.h.

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 49325 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const

inlinenoexcept

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

Definition at line 49253 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 49454 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const

inlinenoexcept

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

Definition at line 49212 of file Messages.h.

◆ quoteCancelType()

constexpr QuoteCxTypeByInstr quoteCancelType ( )

inlinestaticconstexprnoexcept

Identifies the type of Quote Cancel, constant value - Cancel by Instrument.

Definition at line 49372 of file Messages.h.

◆ quoteEntries() [1/4]

QuoteEntries quoteEntries ( ) const

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 49407 of file Messages.h.

◆ quoteEntries() [2/4]

QuoteEntries quoteEntries ( )

inlinenoexcept

Returns: instance of QuoteEntries repeating group.

Definition at line 49416 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 49427 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 49439 of file Messages.h.

◆ quoteId()

UInt32 quoteId ( ) const

inlinenoexcept

Identifier of the Quote Cancel message.

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

Definition at line 49349 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 49509 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 49502 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 49298 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 49233 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 49274 of file Messages.h.

◆ setCxlLinkedSessions()

ThisType & setCxlLinkedSessions ( BooleanNULL::Enum value )

inlinenoexcept

This flag allows market makers to cancel linked sessions quotes, if any found for the specified list of instruments.

Definition at line 49389 of file Messages.h.

◆ setCxlLinkedSessionsToNull()

ThisType & setCxlLinkedSessionsToNull ( )

inlinenoexcept

Definition at line 49397 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 49335 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value )

inlinenoexcept

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

Definition at line 49263 of file Messages.h.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value )

inlinenoexcept

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

Definition at line 49222 of file Messages.h.

◆ setQuoteId()

ThisType & setQuoteId ( UInt32 value )

inlinenoexcept

Identifier of the Quote Cancel message.

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

Definition at line 49360 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 49313 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 49242 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 49282 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 49541 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 3913 of file MessageSerialization.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ QuoteEntries

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

◆ anonymous enum

Constructor & Destructor Documentation

◆ QuoteCancelByInstrument570() [1/6]

◆ QuoteCancelByInstrument570() [2/6]

◆ QuoteCancelByInstrument570() [3/6]

◆ QuoteCancelByInstrument570() [4/6]

◆ QuoteCancelByInstrument570() [5/6]

◆ QuoteCancelByInstrument570() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ cxlLinkedSessions()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ location()

◆ manualOrderIndicator()

◆ minimalBlockLength()

◆ partyDetailsListReqId()

◆ quoteCancelType()

◆ quoteEntries() [1/4]

◆ quoteEntries() [2/4]

◆ quoteEntries() [3/4]

◆ quoteEntries() [4/4]

◆ quoteId()

◆ reset()

◆ resetVariableFields()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setCxlLinkedSessions()

◆ setCxlLinkedSessionsToNull()

◆ setLocation()

◆ setManualOrderIndicator()

◆ setPartyDetailsListReqId()

◆ setQuoteId()

◆ setSenderId()

◆ setSendingTimeEpoch()

◆ setSeqNum()

◆ tail()

◆ toString()