OnixS C++ CME iLink 3 Binary Order Entry Handler  1.14.0
API Documentation
RequestForQuoteAck546 Struct Reference

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

Public Types

enum  { TemplateId = 546 }
 
typedef SchemaTraits Schema
 
typedef RequestForQuoteAck546 ThisType
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 RequestForQuoteAck546 ()
 
 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 setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
 
static constexpr UInt64 getMaxMessageSize (UInt8) noexcept
 
static constexpr const CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (SchemaVersion version) noexcept
 
GroupList groups () noexcept
 
GroupList groups () const noexcept
 
template<typename Group >
void initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
 
template<typename Group >
void setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
 
template<typename Group >
void constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
 
void setVarDataField (DATA &data, StrRef value, const void *oldMessageTail)
 
VariableLengthFieldList variableLengthFields () noexcept
 
VariableLengthFieldList variableLengthFields () const noexcept
 
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
 
MessageSize calculateBinarySize (const void *tail) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, Owner &owner)
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, const Owner &owner) const noexcept
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, Owner &owner) noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
 
- Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields ()
 
 ~SbeFields ()
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (MessageSize offset) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSize offset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSize offset) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 35315 of file Messages.h.

Member Typedef Documentation

Used template schema.

Definition at line 35320 of file Messages.h.

This type alias.

Definition at line 35323 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 35326 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

Definition at line 35329 of file Messages.h.

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

Initializes an instance over the given memory block.

Definition at line 35332 of file Messages.h.

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 35347 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 35361 of file Messages.h.

RequestForQuoteAck546 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 35372 of file Messages.h.

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 35383 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 35887 of file Messages.h.

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

Definition at line 35981 of file Messages.h.

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

Definition at line 35947 of file Messages.h.

bool delayDuration ( UInt16 value) const
inlinenoexcept

Not being used currently.

Definition at line 35685 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 35836 of file Messages.h.

bool exchangeQuoteReqId ( StrRef value) const
inlinenoexcept

CME Globex generated QuoteID.

Definition at line 35506 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 35956 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  )
inlinestaticnoexcept

Maximal message size.

Definition at line 35913 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 35901 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 35631 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 35737 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 35875 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 35540 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 35805 of file Messages.h.

bool quoteRejectReason ( UInt16 value) const
inlinenoexcept

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

Definition at line 35655 of file Messages.h.

UInt64 quoteReqId ( ) const
inlinenoexcept

Unique identifier for quote request message.

Definition at line 35610 of file Messages.h.

QuoteAckStatus::Enum quoteStatus ( ) const
inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 35714 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 35565 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 35929 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 35922 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 35478 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 35589 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 35398 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being used currently.

Definition at line 35694 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 35703 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 35852 of file Messages.h.

ThisType& setDelayToTimeToNull ( )
inlinenoexcept

Definition at line 35861 of file Messages.h.

ThisType& setExchangeQuoteReqId ( StrRef  value)
inlinenoexcept

CME Globex generated QuoteID.

Definition at line 35516 of file Messages.h.

ThisType& setExchangeQuoteReqIdToNull ( )
inlinenoexcept

Definition at line 35526 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 35642 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 35748 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 35551 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 35818 of file Messages.h.

ThisType& setQuoteRejectReason ( UInt16  value)
inlinenoexcept

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

Definition at line 35665 of file Messages.h.

ThisType& setQuoteRejectReasonToNull ( )
inlinenoexcept

Definition at line 35674 of file Messages.h.

ThisType& setQuoteReqId ( UInt64  value)
inlinenoexcept

Unique identifier for quote request message.

Definition at line 35619 of file Messages.h.

ThisType& setQuoteStatus ( QuoteAckStatus::Enum  value)
inlinenoexcept

Identifies the status of the quote acknowledgement.

Definition at line 35724 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 35577 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 35494 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 35599 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 35407 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 35781 of file Messages.h.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 35790 of file Messages.h.

ThisType& setText ( StrRef  value)
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 35450 of file Messages.h.

ThisType& setTextToNull ( )
inlinenoexcept

Definition at line 35460 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 35427 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 35766 of file Messages.h.

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

Definition at line 35968 of file Messages.h.

bool text ( StrRef value) const
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 35439 of file Messages.h.

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

Definition at line 2643 of file MessageSerialization.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 35418 of file Messages.h.


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