OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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RequestForQuoteAck546 Struct Reference

Public Types

enum  
typedef SchemaTraits Schema
typedef RequestForQuoteAck546 ThisType
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 RequestForQuoteAck546 ()=default
 RequestForQuoteAck546 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 RequestForQuoteAck546 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 RequestForQuoteAck546 (void *data, EncodedLength length, NoInit)
 RequestForQuoteAck546 (const SbeMessage &message)
 RequestForQuoteAck546 (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
bool exchangeQuoteReqId (StrRef &value) const noexcept
ThisTypesetExchangeQuoteReqId (StrRef value) noexcept
ThisTypesetExchangeQuoteReqIdToNull () 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
UInt64 quoteReqId () const noexcept
ThisTypesetQuoteReqId (UInt64 value) noexcept
StrRef location () const noexcept
ThisTypesetLocation (StrRef 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
QuoteAckStatus::Enum quoteStatus () const noexcept
ThisTypesetQuoteStatus (QuoteAckStatus::Enum value) noexcept
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
bool splitMsg (SplitMsg::Enum &value) const noexcept
ThisTypesetSplitMsg (SplitMsg::Enum value) noexcept
ThisTypesetSplitMsgToNull () noexcept
BooleanFlag::Enum possRetransFlag () const noexcept
ThisTypesetPossRetransFlag (BooleanFlag::Enum value) noexcept
bool delayToTime (UInt64 &value) const noexcept
ThisTypesetDelayToTime (UInt64 value) noexcept
ThisTypesetDelayToTimeToNull () noexcept
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 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) 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 (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 35251 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 35256 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 35259 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 546 

Definition at line 35262 of file Messages.h.

Constructor & Destructor Documentation

◆ RequestForQuoteAck546() [1/6]

RequestForQuoteAck546 ( )
default

Initializes a blank instance.

◆ RequestForQuoteAck546() [2/6]

RequestForQuoteAck546 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 35268 of file Messages.h.

◆ RequestForQuoteAck546() [3/6]

RequestForQuoteAck546 ( 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 35283 of file Messages.h.

◆ RequestForQuoteAck546() [4/6]

RequestForQuoteAck546 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 35297 of file Messages.h.

◆ RequestForQuoteAck546() [5/6]

RequestForQuoteAck546 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 35308 of file Messages.h.

◆ RequestForQuoteAck546() [6/6]

RequestForQuoteAck546 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 35319 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 35823 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 35917 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 35883 of file Messages.h.

◆ delayDuration()

bool delayDuration ( UInt16 & value) const
inlinenoexcept

Not being used currently.

Definition at line 35621 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 35772 of file Messages.h.

◆ exchangeQuoteReqId()

bool exchangeQuoteReqId ( StrRef & value) const
inlinenoexcept

CME Globex generated QuoteID.

Definition at line 35442 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 35892 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 35849 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 35837 of file Messages.h.

◆ location()

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 35567 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 35673 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 35811 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 35476 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 35741 of file Messages.h.

◆ quoteRejectReason()

bool quoteRejectReason ( UInt16 & value) const
inlinenoexcept

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

Definition at line 35591 of file Messages.h.

◆ quoteReqId()

UInt64 quoteReqId ( ) const
inlinenoexcept

Unique identifier for quote request message.

Definition at line 35546 of file Messages.h.

◆ quoteStatus()

QuoteAckStatus::Enum quoteStatus ( ) const
inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 35650 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 35501 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 35865 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 35858 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 35414 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 35525 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 35334 of file Messages.h.

◆ setDelayDuration()

ThisType & setDelayDuration ( UInt16 value)
inlinenoexcept

Not being used currently.

Definition at line 35630 of file Messages.h.

◆ setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )
inlinenoexcept

Definition at line 35639 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 35788 of file Messages.h.

◆ setDelayToTimeToNull()

ThisType & setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 35797 of file Messages.h.

◆ setExchangeQuoteReqId()

ThisType & setExchangeQuoteReqId ( StrRef value)
inlinenoexcept

CME Globex generated QuoteID.

Definition at line 35452 of file Messages.h.

◆ setExchangeQuoteReqIdToNull()

ThisType & setExchangeQuoteReqIdToNull ( )
inlinenoexcept

Definition at line 35462 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 35578 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 35684 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 35487 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 35754 of file Messages.h.

◆ setQuoteRejectReason()

ThisType & setQuoteRejectReason ( UInt16 value)
inlinenoexcept

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

Definition at line 35601 of file Messages.h.

◆ setQuoteRejectReasonToNull()

ThisType & setQuoteRejectReasonToNull ( )
inlinenoexcept

Definition at line 35610 of file Messages.h.

◆ setQuoteReqId()

ThisType & setQuoteReqId ( UInt64 value)
inlinenoexcept

Unique identifier for quote request message.

Definition at line 35555 of file Messages.h.

◆ setQuoteStatus()

ThisType & setQuoteStatus ( QuoteAckStatus::Enum value)
inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 35660 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 35513 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 35430 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 35535 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 35343 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 35717 of file Messages.h.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )
inlinenoexcept

Definition at line 35726 of file Messages.h.

◆ setText()

ThisType & setText ( StrRef value)
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 35386 of file Messages.h.

◆ setTextToNull()

ThisType & setTextToNull ( )
inlinenoexcept

Definition at line 35396 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 35363 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 35702 of file Messages.h.

◆ tail()

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

Definition at line 35904 of file Messages.h.

◆ text()

bool text ( StrRef & value) const
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 35375 of file Messages.h.

◆ toString()

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

Definition at line 2643 of file MessageSerialization.h.

◆ uuId()

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 35354 of file Messages.h.