Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef RequestForQuoteAck546 | ThisType |
| Public Types inherited from SbeMessage | |
| typedef MessageSize | EncodedLength |
| typedef MessageSize | BlockLength |
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 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 |
Definition at line 32987 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 32992 of file Messages.h.
| typedef RequestForQuoteAck546 ThisType |
This type alias.
Definition at line 32995 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 546 | |
Definition at line 32998 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 33004 of file Messages.h.
|
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 33019 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 33033 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 33044 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 33055 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 33517 of file Messages.h.
|
inlinenoexcept |
Definition at line 33605 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 33573 of file Messages.h.
|
inlinenoexcept |
Not being used currently.
Definition at line 33331 of file Messages.h.
|
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 33470 of file Messages.h.
|
inlinenoexcept |
CME Globex generated QuoteID.
Definition at line 33168 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 33582 of file Messages.h.
Maximal message size.
Definition at line 33542 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 33530 of file Messages.h.
|
inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 33282 of file Messages.h.
|
inlinenoexcept |
Indicates if the message was initially received manually (as opposed to electronically).
Definition at line 33378 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 33506 of file Messages.h.
|
inlinenoexcept |
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.
Definition at line 33199 of file Messages.h.
|
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 33441 of file Messages.h.
|
inlinenoexcept |
Contains reason (error code) the corresponding RequestForQuote message has been rejected.
Definition at line 33304 of file Messages.h.
|
inlinenoexcept |
Unique identifier for quote request message.
Definition at line 33263 of file Messages.h.
|
inlinenoexcept |
Identifies the status of the quote acknowledgement.
Definition at line 33357 of file Messages.h.
|
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 33222 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 33556 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 33550 of file Messages.h.
|
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 33142 of file Messages.h.
|
inlinenoexcept |
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 33244 of file Messages.h.
|
inlinenoexcept |
Sequence number as assigned to message.
Definition at line 33069 of file Messages.h.
Not being used currently.
Definition at line 33339 of file Messages.h.
|
inlinenoexcept |
Definition at line 33347 of file Messages.h.
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 33485 of file Messages.h.
|
inlinenoexcept |
Definition at line 33493 of file Messages.h.
CME Globex generated QuoteID.
Definition at line 33177 of file Messages.h.
|
inlinenoexcept |
Definition at line 33186 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 33292 of file Messages.h.
|
inlinenoexcept |
Indicates if the message was initially received manually (as opposed to electronically).
Definition at line 33388 of file Messages.h.
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message.
Definition at line 33209 of file Messages.h.
|
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 33453 of file Messages.h.
Contains reason (error code) the corresponding RequestForQuote message has been rejected.
Definition at line 33313 of file Messages.h.
|
inlinenoexcept |
Definition at line 33321 of file Messages.h.
Unique identifier for quote request message.
Definition at line 33271 of file Messages.h.
|
inlinenoexcept |
Identifies the status of the quote acknowledgement.
Definition at line 33366 of file Messages.h.
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 33233 of file Messages.h.
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 33157 of file Messages.h.
Time when the message is sent.
64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
Definition at line 33253 of file Messages.h.
Sequence number as assigned to message.
Definition at line 33077 of file Messages.h.
|
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 33419 of file Messages.h.
|
inlinenoexcept |
Definition at line 33427 of file Messages.h.
Reject reason details.
Will be used only for descriptive rejects.
Definition at line 33116 of file Messages.h.
|
inlinenoexcept |
Definition at line 33125 of file Messages.h.
Matches Establish.UUID used to establish the connection.
Definition at line 33095 of file Messages.h.
|
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 33405 of file Messages.h.
|
inlinenoexcept |
Definition at line 33593 of file Messages.h.
|
inlinenoexcept |
Reject reason details.
Will be used only for descriptive rejects.
Definition at line 33106 of file Messages.h.
|
inline |
Definition at line 2643 of file MessageSerialization.h.
|
inlinenoexcept |
Matches Establish.UUID used to establish the connection.
Definition at line 33087 of file Messages.h.