Classes | |
| struct | BrokenDatesEntry |
| struct | LegsEntry |
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef SecurityDefinitionRequest560 | ThisType |
| typedef SbeGroup< LegsEntry, GroupSize, MessageSize > | Legs |
| typedef SbeGroup< BrokenDatesEntry, GroupSize, MessageSize > | BrokenDates |
| Public Types inherited from SbeMessage | |
| typedef MessageSize | EncodedLength |
| typedef MessageSize | BlockLength |
Static Public Member Functions | |
| static constexpr SecurityReqType | securityReqType () 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 |
Definition at line 38797 of file Messages.h.
| typedef SbeGroup<BrokenDatesEntry, GroupSize, MessageSize> BrokenDates |
Repeating group containing BrokenDatesEntry entries.
Definition at line 39197 of file Messages.h.
| typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs |
Repeating group containing LegsEntry entries.
Definition at line 39033 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 38802 of file Messages.h.
| typedef SecurityDefinitionRequest560 ThisType |
This type alias.
Definition at line 38805 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 560 | |
Definition at line 38808 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 39203 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 39218 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 39232 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 39243 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 39254 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 39717 of file Messages.h.
|
inlinenoexcept |
Definition at line 39661 of file Messages.h.
|
inlinenoexcept |
Definition at line 39670 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 39680 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 39691 of file Messages.h.
|
inlinenoexcept |
Defines how user defined tailor made repo contract is to be broken down into different broken dates.
Definition at line 39596 of file Messages.h.
|
inlinenoexcept |
Definition at line 39808 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 39780 of file Messages.h.
|
inlinenoexcept |
End date of a financing deal, i.e.
the date the seller reimburses the buyer and takes back control of the collateral.
Definition at line 39502 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 39789 of file Messages.h.
Maximal message size.
Definition at line 39744 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 39730 of file Messages.h.
|
inlinenoexcept |
Definition at line 39623 of file Messages.h.
|
inlinenoexcept |
Definition at line 39630 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 39638 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 39649 of file Messages.h.
|
inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 39442 of file Messages.h.
|
inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 39311 of file Messages.h.
|
inlinenoexcept |
Max number of substitutions allowed.
The value of 0 indicates that substitutions are not allowed.
Definition at line 39540 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 39706 of file Messages.h.
|
inlinenoexcept |
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 39270 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 39763 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 39755 of file Messages.h.
|
inlinenoexcept |
Unique identifier for a security definition request.
It is incumbent on the market participant to maintain uniqueness.
Definition at line 39291 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Type of Security Definition Request. Constant value.
Definition at line 39392 of file Messages.h.
|
inlinenoexcept |
Identifies specific type of UDS; valid values are COMBO, COVERED and REPO.
Definition at line 39420 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 39356 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 39400 of file Messages.h.
|
inlinenoexcept |
Sequence number as assigned to message.
Definition at line 39332 of file Messages.h.
Defines how user defined tailor made repo contract is to be broken down into different broken dates.
Definition at line 39605 of file Messages.h.
|
inlinenoexcept |
Definition at line 39613 of file Messages.h.
End date of a financing deal, i.e.
the date the seller reimburses the buyer and takes back control of the collateral.
Definition at line 39521 of file Messages.h.
|
inlinenoexcept |
Definition at line 39529 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 39452 of file Messages.h.
|
inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 39321 of file Messages.h.
Max number of substitutions allowed.
The value of 0 indicates that substitutions are not allowed.
Definition at line 39549 of file Messages.h.
|
inlinenoexcept |
Definition at line 39557 of file Messages.h.
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 39280 of file Messages.h.
Unique identifier for a security definition request.
It is incumbent on the market participant to maintain uniqueness.
Definition at line 39300 of file Messages.h.
Identifies specific type of UDS; valid values are COMBO, COVERED and REPO.
Definition at line 39430 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 39371 of file Messages.h.
|
inlinenoexcept |
Definition at line 39380 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 39409 of file Messages.h.
Sequence number as assigned to message.
Definition at line 39340 of file Messages.h.
Represents the source repo instrument on which the new tailor made repo should be modeled on.
Definition at line 39577 of file Messages.h.
|
inlinenoexcept |
Definition at line 39585 of file Messages.h.
Start date of a financing deal, i.e.
the date the buyer pays the seller cash and takes control of the collateral.
Definition at line 39482 of file Messages.h.
|
inlinenoexcept |
Definition at line 39490 of file Messages.h.
|
inlinenoexcept |
Represents the source repo instrument on which the new tailor made repo should be modeled on.
Definition at line 39568 of file Messages.h.
|
inlinenoexcept |
Start date of a financing deal, i.e.
the date the buyer pays the seller cash and takes control of the collateral.
Definition at line 39464 of file Messages.h.
|
inlinenoexcept |
Definition at line 39800 of file Messages.h.
|
inline |
Definition at line 3069 of file MessageSerialization.h.